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Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YC5G5 2057-09-15 4.45 N/A 1865.00 1779.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128X75U4 2038-11-15 0 N/A 1000.00 543.35 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136GAVT3 2030-09-30 4 N/A 1000.00 998.71 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E4K2 2039-04-20 6 N/A 1727.00 21.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WWYL2 2032-05-01 6 N/A 2240.00 1.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KU4V6 2055-04-20 6.5 N/A 6622.00 6888.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329KJM7 2028-03-01 5.5 N/A 419123.00 3746.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390YEB0 2032-09-01 6 N/A 2684.00 2.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AMGS8 2026-08-01 3.5 N/A 2066.00 1.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416CDD5 2027-03-01 6.5 N/A 2303.00 3.60 Agency Mortgage-Backed Securities Y Fitch F1 Moody's NR Standard & Poor's A-1 2025-10-01 2025-10-01 2025-10-01 N N N 0.0421 58000000.00 58000000.00 0.0003 N Y Y N Fixed Income Clearing Corporation - NOMU Fixed Income Clearing Corporation - NOMU 4.20000000 N/A 549300H47WTHXPU08X20 BYDSC4PY7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 297141000.00 304071645.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TU2 2043-08-15 4.375 N/A 1000.00 971.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 800.00 792.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNC1 2035-05-15 4.25 N/A 200677600.00 205926623.64 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2025-10-01 2025-10-01 2025-10-01 N N N 0.0420 500000000.00 500000000.00 0.0028 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 4.24000000 N/A AC28XWWI3WIBK2824319 BRYAC9P76 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC_4016 N/A 3137ANAR6 2042-03-15 2.01344 N/A 120553652.00 856154.98 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHA8 2050-03-25 1.52949 N/A 27901889.00 2849832.76 Agency Collateralized Mortgage Obligation FHLMC_4631D N/A 3137BT2F7 2046-11-15 1.51344 N/A 107147046.00 4279381.95 Agency Collateralized Mortgage Obligation FHMS_KSG1 N/A 3137FXLZ9 2030-09-25 3.037354 N/A 23715480.00 2802306.85 Agency Collateralized Mortgage Obligation GNMA_15-165 N/A 38379FF79 2044-08-20 1.95008 N/A 47506714.00 837105.72 Agency Collateralized Mortgage Obligation FHLMC_4885A N/A 3137FMBE1 2049-06-15 1.56344 N/A 44489213.00 1705793.64 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 1.62949 N/A 36714285.00 236607.45 Agency Collateralized Mortgage Obligation FHLMC_5585D N/A 3137HNET1 2055-10-25 4.5 N/A 1111111.00 1063423.23 Agency Collateralized Mortgage Obligation GNMA_20-47J N/A 38382EBX4 2050-01-20 3.5 N/A 14462032.00 220374.72 Agency Collateralized Mortgage Obligation GNMA_20-30A N/A 38382DYS2 2050-03-20 1.80008 N/A 10560142.00 567890.01 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KG08 N/A 3137HAD86 2033-05-25 4.134 N/A 1256942.00 1244979.90 Agency Collateralized Mortgage Obligation FHLMC_5134C N/A 3137H1X50 2051-08-25 4 N/A 44062559.00 4229935.94 Agency Collateralized Mortgage Obligation GNMA_23-183C N/A 38384HBP2 2053-12-20 2.01119 N/A 44850000.00 970534.01 Agency Collateralized Mortgage Obligation FNMA_21-34L N/A 3136BHWJ4 2051-06-25 4 N/A 28110557.00 2465371.40 Agency Collateralized Mortgage Obligation GNMA_25-131N N/A 38381QPL9 2055-08-20 2.16119 N/A 6000000.00 410985.99 Agency Collateralized Mortgage Obligation GNMA_21-114G N/A 38382UTG6 2051-06-20 2.5 N/A 25688400.00 1807848.57 Agency Collateralized Mortgage Obligation GNMA_25-102A N/A 38385G3W7 2055-06-20 1 N/A 6251985.00 177819.82 Agency Collateralized Mortgage Obligation FNMA_19-68H N/A 3136B6N90 2049-11-25 1.52949 N/A 32999250.00 1269372.60 Agency Collateralized Mortgage Obligation FHLMC_3864 N/A 3137ABE23 2039-03-15 1.51344 N/A 135757553.00 261036.80 Agency Collateralized Mortgage Obligation FHLK_09-1 N/A 3137FLNC4 2046-04-25 0 N/A 40934565.00 3176864.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97 N/A 38382VHH5 2050-08-20 3 N/A 6800000.00 612162.58 Agency Collateralized Mortgage Obligation FNMA_25-59A N/A 3136BWY75 2055-08-25 0 N/A 92668685.00 92.10 Agency Collateralized Mortgage Obligation FHLMC_5437A N/A 3137HF6J9 2054-08-25 0.69397 N/A 51662435.00 1274196.55 Agency Collateralized Mortgage Obligation GNMA_23-113H N/A 38384CZJ1 2049-09-20 1.80008 N/A 4600000.00 438796.89 Agency Collateralized Mortgage Obligation GNMA_19-52M N/A 38381VCT5 2049-04-20 1.85008 N/A 7640000.00 197962.57 Agency Collateralized Mortgage Obligation FNMA_25-27C N/A 3136BVKQ0 2050-06-25 1.52949 N/A 88819952.00 9706016.92 Agency Collateralized Mortgage Obligation FHLMC_4908A N/A 3137FNDY3 2049-08-25 1.57949 N/A 28287714.00 856472.07 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9PU6 2042-11-25 1.67949 N/A 29250000.00 494083.90 Agency Collateralized Mortgage Obligation FNMA_19-14B N/A 3136B4FS2 2048-03-25 4 N/A 10039760.00 1983862.70 Agency Collateralized Mortgage Obligation FNMA_24-69 N/A 3136BS5X9 2054-10-25 5.60603 N/A 1350000.00 1162459.27 Agency Collateralized Mortgage Obligation FHLMC_3762 N/A 3137A3QW2 2040-11-15 2.11344 N/A 21863608.00 271327.17 Agency Collateralized Mortgage Obligation GNMA_22-120A N/A 38383TZF3 2052-07-20 0 N/A 30000000.00 669167.85 Agency Collateralized Mortgage Obligation GNMA_20-188L N/A 38382L3L3 2050-12-20 2.05008 N/A 2848000.00 257596.14 Agency Collateralized Mortgage Obligation FNMA_25-59C N/A 3136BWP59 2055-08-25 1 N/A 500000.00 14600.02 Agency Collateralized Mortgage Obligation GNMA_13-29 N/A 38378KAB5 2045-10-16 1.767 N/A 400000.00 24922.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20 N/A 38376VHU4 2040-02-20 2.00008 N/A 121950000.00 473346.64 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 96645.30 Agency Collateralized Mortgage Obligation FNMA_16-16B N/A 3136ARTP3 2046-04-25 3 N/A 7287340.00 3888017.72 Agency Collateralized Mortgage Obligation GNMA_19-5D N/A 38381BE83 2049-01-20 1.90008 N/A 30597675.00 750544.97 Agency Collateralized Mortgage Obligation FHMS_17-K064 N/A 3137BXQY1 2027-03-25 3.224 N/A 1000000.00 992310.11 Agency Collateralized Mortgage Obligation FNMA_19-83B N/A 3136B8BC2 2050-01-25 1.47949 N/A 6305000.00 379485.67 Agency Collateralized Mortgage Obligation FHLMC_42-40 N/A 3137B3VY1 2043-08-15 1.51344 N/A 300300000.00 5056404.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-58 N/A 38382RHG6 2051-02-20 3 N/A 6300000.00 493120.45 Agency Collateralized Mortgage Obligation GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 3908000.00 298327.72 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRU7 2054-12-25 0.05 N/A 38010000.00 28326.11 Agency Collateralized Mortgage Obligation FREMF_K-J43FL N/A 3137H9MP1 2032-01-25 5.30098 N/A 1000000.00 874821.53 Agency Collateralized Mortgage Obligation FNMA_18-65 N/A 3136B2N73 2048-01-25 4 N/A 9500000.00 260126.23 Agency Collateralized Mortgage Obligation FNMA_18-60C N/A 3136B2D82 2048-08-25 1.22949 N/A 23967000.00 552537.49 Agency Collateralized Mortgage Obligation FHLMC_5585C N/A 3137HNFK9 2055-10-25 1.05 N/A 15000000.00 864657.50 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-32 N/A 3136B1C69 2048-05-25 2.01773 N/A 3000000.00 686920.67 Agency Collateralized Mortgage Obligation FNMA_16-45 N/A 3136ASXT8 2046-07-25 1.52949 N/A 20000000.00 647759.84 Agency Collateralized Mortgage Obligation GNMA_17-11 N/A 38380CLL5 2047-01-20 1.85008 N/A 25259773.00 776951.08 Agency Collateralized Mortgage Obligation GNMA_19-115C N/A 38381YUE2 2049-09-20 1.85008 N/A 7598875.00 177966.64 Agency Collateralized Mortgage Obligation FNMA_25-59A N/A 3136BWM60 2055-08-25 0.74397 N/A 212814233.00 10431794.83 Agency Collateralized Mortgage Obligation GNMA_22-129B N/A 38383UCU2 2052-07-20 0 N/A 20000000.00 339553.16 Agency Collateralized Mortgage Obligation FHLMC_4698E N/A 3137F1XP8 2047-07-15 6 N/A 6841485.00 200698.19 Agency Collateralized Mortgage Obligation FHLMC_5568B N/A 3137HMNE6 2055-08-25 0.74397 N/A 115377154.00 3632019.77 Agency Collateralized Mortgage Obligation GNMA_19-23A N/A 38381RNT2 2049-02-20 1.80008 N/A 33304063.00 726791.10 Agency Collateralized Mortgage Obligation GNMA_25-135E N/A 38381QEQ0 2055-08-20 2.5 N/A 729687.00 401094.84 Agency Collateralized Mortgage Obligation GNMA_20-189L N/A 38382MFM6 2049-12-20 1.80008 N/A 31002000.00 1023076.03 Agency Collateralized Mortgage Obligation FHMS_K102 N/A 3137FQKF9 2046-12-25 1.95622 N/A 11000000.00 762853.52 Agency Collateralized Mortgage Obligation FNMA_22-11A N/A 3136BMEM6 2047-07-25 2.5 N/A 3051000.00 1763220.35 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MDH0 2067-01-16 5 N/A 328571.00 337418.03 Agency Collateralized Mortgage Obligation FNMA_25-7C N/A 3136BUVV9 2054-09-25 0.74397 N/A 101000000.00 2924356.14 Agency Collateralized Mortgage Obligation GNMA_20-30G N/A 38382DZL6 2050-03-20 4.69992 N/A 24270737.00 7795297.34 Agency Collateralized Mortgage Obligation GNMA_21-105L N/A 38382TYQ1 2051-06-20 2.5 N/A 24000000.00 2449826.74 Agency Collateralized Mortgage Obligation GNMA_15-60A N/A 38379LRC2 2045-04-20 4 N/A 35165143.00 920792.70 Agency Collateralized Mortgage Obligation FHLMC_5531G N/A 3137HKSL9 2048-09-15 4.500025 N/A 555933.00 106970.06 Agency Collateralized Mortgage Obligation FHMS_K146 N/A 3137H7ZE6 2049-06-25 3.68669 N/A 6549068.00 1283668.63 Agency Collateralized Mortgage Obligation FHLMC_39-33 N/A 3137AFU83 2041-10-15 1.56344 N/A 62969777.00 110536.67 Agency Collateralized Mortgage Obligation GNMA_25-102A N/A 38385G3P2 2055-06-20 1 N/A 6424805.00 198367.17 Agency Collateralized Mortgage Obligation FNMA_25-34E N/A 3136BVE38 2055-05-25 1.44397 N/A 100000000.00 3946913.32 Agency Collateralized Mortgage Obligation FHLMC_4897B N/A 3137FMNX6 2049-07-15 1.61344 N/A 65434452.00 2144682.01 Agency Collateralized Mortgage Obligation GNMA_25-139H N/A 38381QYN5 2055-08-20 1.54119 N/A 8000000.00 456860.05 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MCL2 2053-08-16 4.5 N/A 2911765.00 2870112.19 Agency Collateralized Mortgage Obligation FNMA_24-47B N/A 3136BSGS8 2054-07-25 0.84397 N/A 30000000.00 553701.30 Agency Collateralized Mortgage Obligation FHLMC_38-1 N/A 3137A6KN1 2031-02-15 0.29882 N/A 6000000.00 1190517.96 Agency Collateralized Mortgage Obligation GNMA_18-155D N/A 38381A3Y0 2048-11-20 1.85008 N/A 230000.00 6557.40 Agency Collateralized Mortgage Obligation FHLMC_5363E N/A 3137HBB86 2053-12-25 2.69397 N/A 25288459.00 1630342.74 Agency Collateralized Mortgage Obligation GNMA_20-156 N/A 38380RBV1 2063-01-16 0.79357 N/A 114925136.00 3649168.29 Agency Collateralized Mortgage Obligation GNMA_16-69F N/A 38379WN65 2046-05-20 1.85008 N/A 28666666.00 645539.50 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 1.62949 N/A 29142400.00 2054218.13 Agency Collateralized Mortgage Obligation FNMA_25-68A N/A 3136BWL46 2055-08-25 5.50603 N/A 3750000.00 3655212.23 Agency Collateralized Mortgage Obligation FNMA_16-26D N/A 3136AR4L9 2042-11-25 0 N/A 4820101.00 1454101.05 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JB30 2065-05-16 4 N/A 872325.00 644332.58 Agency Collateralized Mortgage Obligation FNMA_20-26E N/A 3136B9YP6 2050-05-25 1.47949 N/A 11870512.00 575380.40 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 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Obligation FHLMC_5000AA N/A 3137FVN65 2050-08-25 2 N/A 20000000.00 1464518.30 Agency Collateralized Mortgage Obligation FHLMC_5114H N/A 3137H0QK7 2047-06-15 1.51344 N/A 62164503.00 3690118.61 Agency Collateralized Mortgage Obligation FHLMC_5543A N/A 3137HLKX9 2055-06-25 0.1 N/A 27000000.00 53954.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN CORPORATION FHLMC_5505 N/A 3137HJ6Z5 2055-02-25 5.80603 N/A 715000.00 671235.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5478 N/A 3137HHSE2 2054-04-25 5.80603 N/A 5575000.00 4394177.95 Agency Collateralized Mortgage Obligation GNMA_20-153J N/A 38382KSW4 2050-10-20 0 N/A 71572166.00 519401.15 Agency Collateralized Mortgage Obligation FHLMC_4892D N/A 3137FMT69 2047-02-25 1.52949 N/A 114813627.00 4107260.41 Agency Collateralized Mortgage Obligation FHMS_K086 N/A 3137FKSL1 2046-11-25 2.377317 N/A 31623689.00 2133778.72 Agency Collateralized Mortgage Obligation FHLMC_5507A N/A 3137HJPB7 2035-11-25 6 N/A 5240167.00 785898.57 Agency Collateralized Mortgage Obligation GNMA_22-42 N/A 38381EZM3 2063-02-16 2.5 N/A 1800000.00 1155245.20 Agency Collateralized Mortgage Obligation GNMA_18-11E N/A 38380UXH1 2046-07-20 3.5 N/A 50860570.00 544846.73 Agency Collateralized Mortgage Obligation GNMA_16-002 N/A 38379UCK0 2057-04-16 0.50433 N/A 110000000.00 570969.79 Agency Collateralized Mortgage Obligation GNMA_25-160D N/A 38381UNG3 2055-09-20 0.4 N/A 263000000.00 5246324.00 Agency Collateralized Mortgage Obligation FHLMC_5007M N/A 3137FVLY6 2050-08-25 1.62949 N/A 4500000.00 296592.70 Agency Collateralized Mortgage Obligation FNMA_16-40 N/A 3136ASF76 2046-07-25 1.37949 N/A 39453154.00 988489.30 Agency Collateralized Mortgage Obligation FNMA_24-77B N/A 3136BTVX8 2053-10-25 6.6 N/A 15874000.00 14473981.61 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JD46 2065-05-16 1.28737 N/A 37994480.00 3357810.10 Agency Collateralized Mortgage Obligation FNMA_10-115 N/A 31398NPN8 2040-10-25 1.52949 N/A 33422321.00 294841.32 Agency Collateralized Mortgage Obligation GNMA_24-111D N/A 38384QV88 2054-07-20 1.61119 N/A 27900000.00 1099081.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153 N/A 38382BUQ4 2049-12-20 4 N/A 6021688.00 457510.56 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MG20 2056-03-16 4.75 N/A 900000.00 891862.67 Agency Collateralized Mortgage Obligation FHLMC_4585B N/A 3137BPFR5 2045-06-15 4 N/A 7651750.00 237507.17 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MJ84 2057-09-16 0.25 N/A 2000000.00 18536.58 Agency Collateralized Mortgage Obligation GNMA_24-130C N/A 38384VLE5 2054-08-20 1.01119 N/A 20000000.00 709040.28 Agency Collateralized Mortgage Obligation FHLMC_5115N N/A 3137H0X45 2050-12-25 4.5 N/A 8869000.00 1224433.55 Agency Collateralized Mortgage Obligation FNMA_15-27C N/A 3136ANWP8 2045-05-25 1.12949 N/A 85000000.00 1271708.00 Agency Collateralized Mortgage Obligation FHLMC_4906C N/A 3137FNWF3 2049-08-25 1.57949 N/A 75806978.00 2494402.69 Agency Collateralized Mortgage Obligation FNMA_16-32A N/A 3136ASTL0 2042-11-25 0 N/A 2724659.00 756272.71 Agency Collateralized Mortgage Obligation GNMA_23-113A N/A 38384CWS4 2063-08-20 1.51119 N/A 30000000.00 851497.71 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 1.47949 N/A 123256386.00 2767504.60 Agency Collateralized Mortgage Obligation GNMA_16-108F N/A 38379YXS2 2046-08-20 1.80008 N/A 9000000.00 345036.80 Agency Collateralized Mortgage Obligation GNMA_20-185B N/A 38382LQ53 2050-12-20 2 N/A 2330000.00 189076.00 Agency Collateralized Mortgage Obligation FNMA_21-56D N/A 3136BGJ36 2051-09-25 4.5 N/A 3279000.00 486872.53 Agency Collateralized Mortgage Obligation FHLMC_4999L N/A 3137FV4F6 2049-03-25 1.57949 N/A 84300662.00 2865368.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-140 N/A 38382XWM3 2051-08-20 3 N/A 1309043.00 107702.59 Agency Collateralized Mortgage Obligation FHLMC_5183B N/A 3137H4ZH6 2052-01-25 3 N/A 8075000.00 1019147.79 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-82 N/A 31396KYS5 2036-09-25 5.04051 N/A 18691166.00 26859.62 Agency Collateralized Mortgage Obligation FHLMC_5441B N/A 3137HF2X2 2054-08-25 0.67397 N/A 70000000.00 2061660.69 Agency Collateralized Mortgage Obligation GNMA_20-188H N/A 38382L2E0 2050-11-20 2.05008 N/A 1611000.00 126636.31 Agency Collateralized Mortgage Obligation FNMA_20-27G N/A 3136B87M5 2050-05-25 1.57949 N/A 22318291.00 1467231.37 Agency Collateralized Mortgage Obligation GNMA_23-19J N/A 38383V3N6 2051-11-20 3 N/A 4700000.00 525876.19 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-35B N/A 3136ANM46 2045-06-25 1.13011 N/A 53140421.00 679770.32 Agency Collateralized Mortgage Obligation GNMA_19-122 N/A 38380NRV3 2061-07-16 1.00449 N/A 37500000.00 740836.02 Agency Collateralized Mortgage Obligation GNMA_04-72D N/A 38374HL24 2034-07-20 4.64992 N/A 17850000.00 245127.89 Agency Collateralized Mortgage Obligation FNMA_19-21 N/A 3136B4QP6 2057-09-25 3 N/A 11857596.00 3182686.42 Agency Collateralized Mortgage Obligation GNMA_25-134H N/A 38381UCJ9 2065-08-20 1.56119 N/A 31000000.00 1317460.77 Agency Collateralized Mortgage Obligation GNMA_20-133J N/A 38382JC46 2050-09-20 2.05008 N/A 10000000.00 621751.88 Agency Collateralized Mortgage Obligation FNMA_25-78C N/A 3136BXAT1 2055-09-25 5 N/A 722000.00 716350.16 Agency Collateralized Mortgage Obligation GNMA_12-122 N/A 38378HG91 2042-10-20 4 N/A 17684560.00 306120.73 Agency Collateralized Mortgage Obligation GNMA_19-18 N/A 38381BX25 2049-02-20 4.5 N/A 17410888.00 65868.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-220 N/A 38381HN49 2064-10-16 3 N/A 200000.00 136583.33 Agency Collateralized Mortgage Obligation FNMA_12-141 N/A 3136AAAP0 2042-12-25 2.22949 N/A 45267000.00 707380.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_19-151 N/A 38382BDB6 2049-10-20 3.5 N/A 9882721.00 382821.14 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7L5 2066-02-16 4 N/A 1166809.00 856869.79 Agency Collateralized Mortgage Obligation FHLMC_4941S N/A 3137FQSS3 2049-07-25 4.5 N/A 32180993.00 1404808.83 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 1.47949 N/A 85000000.00 786355.97 Agency Collateralized Mortgage Obligation GNMA_16-68 N/A 38379XCC2 2046-05-20 4 N/A 7500000.00 209111.87 Agency Collateralized Mortgage Obligation GNMA_18-115A N/A 38380XR25 2048-08-20 4.54992 N/A 100000.00 20372.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-83 N/A 38382QQP8 2051-05-20 3 N/A 1813381.00 146207.51 Agency Collateralized Mortgage Obligation GNMA_20-154F N/A 38382KUK7 2050-10-20 3 N/A 8125000.00 558904.76 Agency Collateralized Mortgage Obligation GNMA_16-052 N/A 38379UNY8 2058-03-16 0.73741 N/A 27000000.00 181941.77 Agency Collateralized Mortgage Obligation GNMA_25-135C N/A 38381QEA5 2055-08-20 0.21119 N/A 20000000.00 300425.96 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-11 N/A 3136ARPP7 2042-05-25 3.5 N/A 4250000.00 71046.88 Agency Collateralized Mortgage Obligation GNMA_22-174 N/A 38383UV64 2051-12-20 3 N/A 100000.00 82319.23 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 1.52949 N/A 40777284.00 1527744.75 Agency Collateralized Mortgage Obligation GNMA_16-75 N/A 38379YFD5 2045-08-20 3.5 N/A 25312449.00 159170.09 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRP8 2054-12-25 0.05 N/A 38010000.00 28297.03 Agency Collateralized Mortgage Obligation FHLMC_5086K N/A 3137FFHE0 2051-03-25 2.5 N/A 15000000.00 1663729.33 Agency Collateralized Mortgage Obligation FHLMC_4962A N/A 3137FRK34 2050-03-25 1.57949 N/A 8977500.00 329221.36 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 1.97949 N/A 91164018.00 785486.53 Agency Collateralized Mortgage Obligation GNMA_20-142B N/A 38382JPV2 2050-09-20 2.05008 N/A 8000000.00 667991.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69 N/A 38373MM31 2049-03-16 4.5 N/A 3310000.00 1360403.11 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0 N/A 100864805.00 714899.69 Agency Collateralized Mortgage Obligation FHLMC_5018E N/A 3137FXA40 2050-10-25 4 N/A 23883521.00 1957511.46 Agency Collateralized Mortgage Obligation GNMA_16-141C N/A 38380CCD3 2046-10-20 3.5 N/A 81428570.00 14433.89 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137H9PA1 2055-01-15 4.103 N/A 400000.00 397713.45 Agency Collateralized Mortgage Obligation GNMA_15-156 N/A 38379QVF9 2045-10-20 1.40008 N/A 18160000.00 137237.36 Agency Collateralized Mortgage Obligation GNMA_20-57 N/A 38380PFH2 2060-01-16 1.79405 N/A 7200000.00 561194.64 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 96136.28 Agency Collateralized Mortgage Obligation GNMA_23-188A N/A 38384HRA8 2053-12-20 2.66119 N/A 50000000.00 1307320.50 Agency Collateralized Mortgage Obligation FHMS_K084 N/A 3137FJZC6 2028-11-25 2.311308 N/A 30930260.00 2018443.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-46 N/A 3136BSJY2 2054-07-25 5 N/A 9492428.00 8899871.73 Agency Collateralized Mortgage Obligation GNMA_25-160C N/A 38381UNE8 2055-09-20 0 N/A 50000000.00 995900.00 Agency Collateralized Mortgage Obligation FNMA_21-69F N/A 3136BJPS8 2051-10-25 2 N/A 1194000.00 729974.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-33 N/A 38378B7E3 2046-05-16 1.744 N/A 500000.00 86315.41 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3482115.85 Agency Collateralized Mortgage Obligation GNMA_20-69 N/A 38380PMP6 2062-04-16 1.29888 N/A 9100000.00 609509.36 Agency Collateralized Mortgage Obligation GNMA_23-88 N/A 38381JLC9 2065-10-16 0.92441 N/A 8840000.00 594124.31 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHB6 2048-05-25 1.62949 N/A 82712887.00 8787647.98 Agency Collateralized Mortgage Obligation FHLMC_5293B N/A 3137H9QH5 2051-02-25 2 N/A 2000000.00 228402.15 Agency Collateralized Mortgage Obligation FHLMC_5022C N/A 3137FXCJ5 2050-10-25 2 N/A 7000000.00 5133835.07 Agency Collateralized Mortgage Obligation GNMA_25-86 N/A 38381MMR8 2067-09-16 0.84535 N/A 143417941.00 10243934.02 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MBU3 2055-08-16 1 N/A 6383452.00 391175.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN CORPORATION FHLMC_5505 N/A 3137HJ6X0 2055-02-25 5.85603 N/A 3840567.00 3449528.63 Agency Collateralized Mortgage Obligation GNMA_18-49 N/A 38380WSD2 2048-04-20 4 N/A 8400000.00 352436.01 Agency Collateralized Mortgage Obligation FHMS_K085 N/A 3137FKJF4 2045-12-25 2.391358 N/A 28530506.00 1892239.36 Agency Collateralized Mortgage Obligation FHLMC_4937 N/A 3137FQAD5 2049-12-25 1.57949 N/A 345612857.00 11693750.97 Agency Collateralized Mortgage Obligation FNMA_18-1A N/A 3136B0XB7 2048-02-25 1.67949 N/A 50000000.00 768082.78 Agency Collateralized Mortgage Obligation GNMA_20-17H N/A 38382CJ51 2050-02-20 5 N/A 1175000.00 80447.73 Agency Collateralized Mortgage Obligation GNMA_09-61 N/A 38376FAC6 2039-08-20 2.45008 N/A 258300000.00 477040.59 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 860930.89 Agency Collateralized Mortgage Obligation FHLMC_5531G N/A 3137HKSF2 2048-10-15 1.66344 N/A 43225082.00 4885144.62 Agency Collateralized Mortgage Obligation FNMA_16-53A N/A 3136AS4Y9 2046-08-25 1.52949 N/A 38400349.00 1459878.38 Agency Collateralized Mortgage Obligation GNMA_25-8A N/A 38385B6B1 2054-08-20 0 N/A 100000000.00 953406.59 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 2.11344 N/A 74504333.00 176192.39 Agency Collateralized Mortgage Obligation GNMA_25-45D N/A 38385EFK5 2051-07-20 4.5 N/A 2555399.00 2481760.07 Agency Collateralized Mortgage Obligation FNMA_25-27F N/A 3136BVKX5 2049-03-25 5.000007 N/A 859655.00 165811.64 Agency Collateralized Mortgage Obligation GNMA_19-128H N/A 38382AFP5 2049-10-20 1.75008 N/A 15292399.00 590550.71 Agency Collateralized Mortgage Obligation FNMA_18-16 N/A 3136B1BK9 2041-05-25 3 N/A 7510000.00 6985844.56 Agency Collateralized Mortgage Obligation FNMA_24-76F N/A 3136BTNS8 2052-01-25 5 N/A 1300000.00 1207823.70 Agency Collateralized Mortgage Obligation FHLMC_5261C N/A 3137H9AM1 2050-01-25 3 N/A 1400000.00 188406.84 Agency Collateralized Mortgage Obligation GNMA_25-70B N/A 38385FRX1 2055-04-20 0.06119 N/A 50000000.00 647072.08 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3780 N/A 3137A4T98 2040-12-15 2.01344 N/A 46000000.00 265223.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-85E N/A 38383R2G1 2051-05-20 3 N/A 3300000.00 384943.00 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-119 N/A 31396LM56 2036-12-25 2.72949 N/A 125000000.00 218788.65 Agency Collateralized Mortgage Obligation GNMA_20-134 N/A 38382JCF1 2050-09-20 3 N/A 8366886.00 596618.07 Agency Collateralized Mortgage Obligation FNMA_12-82 N/A 3136A7NM0 2042-08-25 1.59949 N/A 68500000.00 315282.24 Agency Collateralized Mortgage Obligation FNMA_19-72E N/A 3136B7JL6 2049-12-25 4 N/A 16662375.00 308487.89 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9Y54 2050-08-25 3 N/A 39440000.00 4545519.17 Agency Collateralized Mortgage Obligation FNMA_21-51A N/A 3136BGUD1 2051-08-25 3 N/A 25750500.00 2779772.60 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MBT6 2053-08-16 1 N/A 45670023.00 1194177.87 Agency Collateralized Mortgage Obligation GNMA_12-20 N/A 38378DMA0 2042-02-20 2.40008 N/A 21428571.00 400129.70 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_17-68 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 1196635.70 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-25 N/A 3136B4ZB7 2049-06-25 1.57949 N/A 118240000.00 4313648.08 Agency Collateralized Mortgage Obligation GNMA_25-160A N/A 38381UMU3 2055-09-20 5 N/A 327703.00 312777.69 Agency Collateralized Mortgage Obligation GNMA_20-83B N/A 38382GDK5 2039-06-20 4.64992 N/A 10000.00 3709.65 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.563938 N/A 2992000.00 140376.84 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 1.56344 N/A 52600000.00 997355.53 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 1.14949 N/A 59885082.00 766203.11 Agency Collateralized Mortgage Obligation GNMA_19-65M N/A 38381VKZ2 2049-05-20 1.85008 N/A 8141610.00 245978.24 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.835067 N/A 4357000.00 515192.61 Agency Collateralized Mortgage Obligation GNMA_19-112M N/A 38381Y4K7 2049-09-20 1.82008 N/A 9390125.00 313674.84 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-32 N/A 3136B9PX9 2050-05-25 4 N/A 46900000.00 3043033.50 Agency Collateralized Mortgage Obligation FHLMC_4601B N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 203978.90 Agency Collateralized Mortgage Obligation FHLMC_5128D N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1457250.76 Agency Collateralized Mortgage Obligation GNMA_23-120C N/A 38384CTD1 2053-08-20 1.50119 N/A 30000000.00 788122.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-101 N/A 38380FH25 2047-07-20 1.95008 N/A 17800000.00 538017.16 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 N/A 3137H5XX0 2032-01-25 3.082404 N/A 5775000.00 883621.48 Agency Collateralized Mortgage Obligation FNMA_21-15D N/A 3136BFWT6 2051-04-25 4.5 N/A 2794000.00 357239.32 Agency Collateralized Mortgage Obligation FHLMC_5558B N/A 3137HM4M9 2055-07-25 1.44397 N/A 34984469.00 2492990.73 Agency Collateralized Mortgage Obligation FNMA_18-38B N/A 3136B1R63 2048-06-25 1.72949 N/A 80378666.00 1539801.56 Agency Collateralized Mortgage Obligation GNMA_19-15E N/A 38381RKY4 2049-02-20 1.80008 N/A 3356000.00 93923.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-78 N/A 38383P6D8 2051-08-20 3 N/A 5900000.00 667999.74 Agency Collateralized Mortgage Obligation GNMA_09-94D N/A 38376K2H3 2039-10-16 4.96141 N/A 11543539.00 264152.11 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123 N/A 3137F8ZV8 2030-12-25 1.621 N/A 60000.00 53246.39 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 1.62949 N/A 141990914.00 2881453.47 Agency Collateralized Mortgage Obligation FHLMC_4754D N/A 3137FDU42 2048-02-15 1.66344 N/A 11000000.00 300927.32 Agency Collateralized Mortgage Obligation GNMA_25-160A N/A 38381UMV1 2055-09-20 0.94464 N/A 90000000.00 4929480.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163 N/A 38378NEU3 2046-02-16 1.00468 N/A 265344000.00 230918.61 Agency Collateralized Mortgage Obligation FNMA_21-82D N/A 3136BKFQ0 2051-11-25 3 N/A 21374999.00 2309515.62 Agency Collateralized Mortgage Obligation FHLMC_4941F N/A 3137FQV42 2049-11-25 3 N/A 2000000.00 1441493.37 Agency Collateralized Mortgage Obligation FHLMC_5087 N/A 3137FFMB0 2051-03-25 4 N/A 32500000.00 2742249.62 Agency Collateralized Mortgage Obligation FNMA_25-27D N/A 3136BVKT4 2048-05-25 4.000011 N/A 639801.00 98636.18 Agency Collateralized Mortgage Obligation GNMA_20-11B N/A 38382B6A6 2050-01-20 1.85008 N/A 2254000.00 70077.46 Agency Collateralized Mortgage Obligation FHLMC_5585F N/A 3137HNJW9 2055-10-25 1.6 N/A 25000000.00 1942830.56 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3042 N/A 31396A4W1 2035-09-15 5.5 N/A 6932506.00 490031.09 Agency Collateralized Mortgage Obligation GNMA_16-133 N/A 38379UR65 2057-12-16 0.69758 N/A 22500000.00 181567.01 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-30A N/A 3136ANRY5 2045-05-25 1.12949 N/A 41575000.00 402242.32 Agency Collateralized Mortgage Obligation FHMS_K163 N/A 3137HCXN7 2034-04-25 5.88007 N/A 12979557.00 4766193.58 Agency Collateralized Mortgage Obligation GNMA_15-186C N/A 38379TKW8 2045-12-20 4 N/A 20431000.00 428078.71 Agency Collateralized Mortgage Obligation FHLMC_4903F N/A 3137FN5S5 2049-08-25 1.57949 N/A 44070264.00 1624720.69 Agency Collateralized Mortgage Obligation FHLMC_5326 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 944688.86 Agency Collateralized Mortgage Obligation FNMA_13-20N N/A 3136ACWA5 2043-03-25 1.62949 N/A 13066000.00 279274.83 Agency Collateralized Mortgage Obligation FNMA_19-45B N/A 3136B5PP4 2049-08-25 1.57949 N/A 104126044.00 3936418.43 Agency Collateralized Mortgage Obligation FHMS_K117 N/A 3137FX3U0 2048-10-25 2.96682 N/A 20439073.00 2466626.94 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1169727.30 Agency Collateralized Mortgage Obligation GNMA_22-127C N/A 38383UDV9 2052-03-20 3.5 N/A 7200000.00 1272468.07 Agency Collateralized Mortgage Obligation GNMA_20-039 N/A 38380PAR5 2062-02-16 0.78757 N/A 23000000.00 619738.69 Agency Collateralized Mortgage Obligation GNMA_19-65 N/A 38381VKL3 2046-05-20 3.5 N/A 30926454.00 780475.51 Agency Collateralized Mortgage Obligation GNMA_20-98G N/A 38382GWB4 2050-07-20 1.95008 N/A 2722000.00 166294.40 Agency Collateralized Mortgage Obligation GNMA_13-169 N/A 38378YHE2 2043-11-16 3.25 N/A 135000.00 170374.71 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MBV1 2055-08-16 4 N/A 588235.00 540131.03 Agency Collateralized Mortgage Obligation FNMA_22-62B N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1764766.00 Agency Collateralized Mortgage Obligation FHLMC_5579B N/A 3137HMZZ6 2055-09-25 5 N/A 975000.00 962377.23 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 1.79397 N/A 25942664.00 1688265.36 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0 N/A 25000000.00 668897.65 Agency Collateralized Mortgage Obligation FNMA_25-83B N/A 3136BXWB6 2055-10-25 0.35 N/A 160083933.00 6410819.01 Agency Collateralized Mortgage Obligation FNMA_12-134H N/A 3136AATF2 2042-12-25 1.67949 N/A 240214.00 3210.72 Agency Collateralized Mortgage Obligation FNMA_14-90 N/A 3136AMCR8 2045-01-25 1.67949 N/A 188839821.00 2754638.76 Agency Collateralized Mortgage Obligation GNMA_24-126R N/A 38384UN39 2064-08-20 1.51119 N/A 52000000.00 953885.74 Agency Collateralized Mortgage Obligation FHLMC_5060C N/A 3137F87A5 2050-11-25 3 N/A 30000000.00 3356274.91 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4929 N/A 3137FPL29 2049-10-25 1.47949 N/A 50404811.00 3373324.05 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MJ92 2066-02-16 0.94739 N/A 96176688.00 7797321.14 Agency Collateralized Mortgage Obligation GNMA_16-60C N/A 38379WB35 2045-12-20 3.5 N/A 16818861.00 504546.82 Agency Collateralized Mortgage Obligation FNMA_20-12B N/A 3136B8H51 2050-03-25 1.57949 N/A 110398000.00 4281273.51 Agency Collateralized Mortgage Obligation GNMA_20-95P N/A 38382G2E1 2050-07-20 1.95008 N/A 3037000.00 231597.33 Agency Collateralized Mortgage Obligation FNMA_19-57E N/A 3136B6QK2 2049-10-25 1.57949 N/A 55888578.00 1313818.27 Agency Collateralized Mortgage Obligation FNMA_18-96C N/A 3136B3VJ6 2047-09-25 4 N/A 10000000.00 661390.05 Agency Collateralized Mortgage Obligation FHLMC_2608B N/A 31393NZE2 2033-04-15 5.25 N/A 1000.00 1018.03 Agency Collateralized Mortgage Obligation FHLMC_5071M N/A 3137F9T92 2048-04-25 4 N/A 35952899.00 2824596.46 Agency Collateralized Mortgage Obligation GNMA_15-96C N/A 38379MCJ1 2045-07-20 3.5 N/A 77028571.00 507164.48 Agency Collateralized Mortgage Obligation FNMA_25-27D N/A 3136BVKS6 2049-09-25 1.57949 N/A 70650117.00 7959506.53 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 2.06344 N/A 88571428.00 827585.80 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BTUM1 2026-11-25 3.347 N/A 80000.00 76055.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A N/A 38382TBX1 2051-05-20 3 N/A 200000.00 16313.50 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 1.61344 N/A 110603899.00 604115.15 Agency Collateralized Mortgage Obligation GNMA_23-105 N/A 38381JMD6 2065-07-16 0.98088 N/A 33296039.00 2412497.26 Agency Collateralized Mortgage Obligation GNMA_13-38 N/A 38378JKM3 2040-12-16 4.5 N/A 30913676.00 124542.88 Agency Collateralized Mortgage Obligation FHLMC_4194A N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1123349.07 Agency Collateralized Mortgage Obligation GNMA_20-112A N/A 38382HKF6 2050-08-20 2.00008 N/A 10863366.00 644201.52 Agency Collateralized Mortgage Obligation FNMA_15-79 N/A 3136AQKZ2 2045-11-25 1.77949 N/A 24418550.00 360217.97 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHC4 2049-11-25 1.52949 N/A 69606673.00 6761035.97 Agency Collateralized Mortgage Obligation FHLMC_5534 N/A 3137HLFN7 2055-04-30 5.90603 N/A 3063000.00 2873438.05 Agency Collateralized Mortgage Obligation FHLMC_5579B N/A 3137HN2H0 2055-09-25 0.84397 N/A 131918985.00 4866652.03 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHR_4901 N/A 3137FMKD3 2049-07-25 1.62949 N/A 84449463.00 2486809.13 Agency Collateralized Mortgage Obligation FHLMC_4954B N/A 3137FRE31 2050-02-25 1.57949 N/A 118078268.00 4480611.56 Agency Collateralized Mortgage Obligation FHLMC_5568A N/A 3137HMML1 2055-08-25 5 N/A 8978480.00 8869717.53 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.11344 N/A 26168899.00 775772.95 Agency Collateralized Mortgage Obligation GNMA_19-78B N/A 38381WSR0 2049-06-20 1.85008 N/A 19160664.00 539797.17 Agency Collateralized Mortgage Obligation FHLMC_5483C N/A 3137HHNN7 2054-12-25 0.71397 N/A 98513675.00 1342882.10 Agency Collateralized Mortgage Obligation GNMA_19-7 N/A 38380MC25 2061-01-16 0.90185 N/A 52000000.00 521936.55 Agency Collateralized Mortgage Obligation GNMA_25-45A N/A 38385EFS8 2055-03-20 5 N/A 2804743.00 2741821.89 Agency Collateralized Mortgage Obligation FHLMC_5502A N/A 3137HJTE7 2055-02-25 1.18078 N/A 182000000.00 6068030.40 Agency Collateralized Mortgage Obligation FHMS_KG03 N/A 3137FVEF5 2033-07-25 3.06784 N/A 21909170.00 2495858.34 Agency Collateralized Mortgage Obligation FHLMC_5305B N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 4074118.72 Agency Collateralized Mortgage Obligation FNMA_12-51A N/A 3136A53Z7 2041-03-25 3.5 N/A 835000.00 286414.35 Agency Collateralized Mortgage Obligation FNMA_23-57C N/A 3136BQQR3 2049-10-25 1.52949 N/A 54205919.00 4592062.05 Agency Collateralized Mortgage Obligation FHLMC_4882B N/A 3137FLVY7 2049-05-15 1.56344 N/A 9396431.00 246693.53 Agency Collateralized Mortgage Obligation GNMA_18-122J N/A 38380YU45 2048-08-20 1.85008 N/A 24689850.00 940201.34 Agency Collateralized Mortgage Obligation FHLMC_4274A N/A 3137B5UW1 2036-02-15 5 N/A 10368000.00 4072.73 Agency Collateralized Mortgage Obligation FNMA_25-6B N/A 3136BUUD0 2055-02-25 0 N/A 70000000.00 501635.59 Agency Collateralized Mortgage Obligation FHLMC_5050E N/A 3137F7RY3 2050-10-25 3 N/A 5368180.00 479813.56 Agency Collateralized Mortgage Obligation GNMA_20-167F N/A 38382LAV3 2050-11-20 2.05008 N/A 7396000.00 726595.93 Agency Collateralized Mortgage Obligation FNMA_15-16C N/A 3136ANAH0 2045-04-25 4.5 N/A 50000000.00 1001523.07 Agency Collateralized Mortgage Obligation FHLMC_3942 N/A 3137AFV25 2041-10-15 2.03344 N/A 40600000.00 292058.69 Agency Collateralized Mortgage Obligation FNMA_25-32A N/A 3136BVWV6 2052-04-25 5 N/A 7330528.00 6962672.73 Agency Collateralized Mortgage Obligation GNMA_20-96C N/A 38382GK68 2049-08-20 1.85008 N/A 8144000.00 300908.43 Agency Collateralized Mortgage Obligation FHLMC_4999N N/A 3137FV4P4 2044-03-25 1.47949 N/A 43898226.00 1314510.80 Agency Collateralized Mortgage Obligation FHLMC_5036N N/A 3137F6TK3 2050-04-25 4 N/A 3251000.00 260677.97 Agency Collateralized Mortgage Obligation FHLMC_5531F N/A 3137HKSE5 2050-01-15 1.51344 N/A 48543875.00 5033650.45 Agency Collateralized Mortgage Obligation FNMA_21-3F N/A 3136BDYU6 2051-02-25 2.5 N/A 28140000.00 2703346.47 Agency Collateralized Mortgage Obligation GNMA_25-87 N/A 38385F7B1 2055-05-20 0.05 N/A 30000000.00 44221.91 Agency Collateralized Mortgage Obligation GNMA_21-191F N/A 38383CNW6 2051-05-20 3 N/A 3900000.00 373123.20 Agency Collateralized Mortgage Obligation FNMA_25-29K N/A 3136BV2F4 2055-05-25 0.3 N/A 50000000.00 544686.78 Agency Collateralized Mortgage Obligation GNMA_24-23A N/A 38384J5M2 2051-05-20 1.81119 N/A 59318398.00 7131410.42 Agency Collateralized Mortgage Obligation FNMA_24-5D N/A 3136BQ3W7 2051-10-25 3 N/A 8800000.00 1386220.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22 N/A 38381RDX4 2045-02-20 1.35008 N/A 27000000.00 798171.97 Agency Collateralized Mortgage Obligation FNMA_25-58 N/A 3136BWMP8 2055-07-25 1 N/A 2666162.00 83719.33 Agency Collateralized Mortgage Obligation GNMA_21-135F N/A 38382XAQ8 2051-08-20 0 N/A 32416186.00 381178.58 Agency Collateralized Mortgage Obligation GNMA_21-206 N/A 38383DWN4 2051-11-20 3.5 N/A 9825019.00 988659.75 Agency Collateralized Mortgage Obligation GNMA_21-15B N/A 38382M3B3 2051-01-20 3 N/A 9333333.00 914987.75 Agency Collateralized Mortgage Obligation FREMF_19-K735 N/A 30298FAL8 2026-06-25 0 N/A 21497542.00 19482620.38 Agency Collateralized Mortgage Obligation GNMA_19-90H N/A 38381XFH4 2049-07-20 1.85008 N/A 29690784.00 914810.96 Agency Collateralized Mortgage Obligation FHLMC_5076D N/A 3137F9M57 2051-02-25 3 N/A 19310978.00 1963583.53 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 1.49397 N/A 17311159.00 1183091.02 Agency Collateralized Mortgage Obligation GNMA_20-176B N/A 38382LJQ5 2050-11-20 2 N/A 2200000.00 173620.63 Agency Collateralized Mortgage Obligation GNMA_13-86A N/A 38378TVA5 2043-06-16 4.5 N/A 12100000.00 254922.23 Agency Collateralized Mortgage Obligation GNMA_21-159E N/A 38382XJ89 2051-09-20 3 N/A 5800000.00 546446.13 Agency Collateralized Mortgage Obligation GNMA_21-107 N/A 38382UEZ0 2051-06-20 3 N/A 3100000.00 352136.52 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 1.57949 N/A 36516371.00 993177.71 Agency Collateralized Mortgage Obligation GNMA_24-125B N/A 38384VLV7 2054-08-20 2.31119 N/A 100792169.00 5957313.19 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 1.96344 N/A 62000000.00 273450.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-134 N/A 38380GG40 2047-09-20 1.95008 N/A 50000000.00 1010382.59 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 971575.23 Agency Collateralized Mortgage Obligation GNMA_20-146D N/A 38382KVL4 2041-11-20 3.5 N/A 4325000.00 269749.65 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MH94 2059-10-16 0.25 N/A 10000000.00 113857.93 Agency Collateralized Mortgage Obligation FHLMC_5121C N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 412361.18 Agency Collateralized Mortgage Obligation GNMA_21-142L N/A 38382XSW6 2051-08-20 2.05008 N/A 5735000.00 609938.27 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JC88 2065-05-16 4 N/A 1165197.00 909989.98 Agency Collateralized Mortgage Obligation FHLMC_5531E N/A 3137HKRW6 2051-09-25 3.5 N/A 54472151.00 9639983.34 Agency Collateralized Mortgage Obligation FHLMC_4621A N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 706598.53 Agency Collateralized Mortgage Obligation FHLMC_5003B N/A 3137FVJQ6 2050-08-25 2.5 N/A 17226325.00 1345561.07 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 7494455.99 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 1.51344 N/A 14600000.00 94156.63 Agency Collateralized Mortgage Obligation FNMA_15-35A N/A 3136ANL88 2045-06-25 1.12949 N/A 160000000.00 1378422.33 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 1.52949 N/A 46553866.00 2118674.05 Agency Collateralized Mortgage Obligation FHLMC_5005 N/A 3137FVCJ9 2040-08-25 4 N/A 35713338.00 1301334.58 Agency Collateralized Mortgage Obligation GNMA_25-8D N/A 38385B6H8 2054-08-20 0 N/A 100000000.00 1099172.37 Agency Collateralized Mortgage Obligation FHLMC_5543D N/A 3137HLLX8 2055-06-25 6 N/A 3177175.00 617937.33 Agency Collateralized Mortgage Obligation GNMA_16-153D N/A 38380BP58 2046-11-20 3.5 N/A 8370000.00 331769.08 Agency Collateralized Mortgage Obligation GNMA_22-5J N/A 38383FH22 2052-01-20 0 N/A 67000000.00 908995.66 Agency Collateralized Mortgage Obligation FHMS_K170 N/A 3137HLJ86 2063-02-25 5.778626 N/A 3531092.00 1374385.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151 N/A 38382BBF9 2049-12-20 3.5 N/A 8400000.00 409716.07 Agency Collateralized Mortgage Obligation FNMA_21-47A N/A 3136BH3G2 2049-10-25 2.5 N/A 450000.00 41050.23 Agency Collateralized Mortgage Obligation GNMA_25-102B N/A 38385G4G1 2055-06-20 5 N/A 200000.00 176755.51 Agency Collateralized Mortgage Obligation GNMA_14-19 N/A 38379AGE4 2044-02-16 1.83859 N/A 38181818.00 299919.04 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRS2 2054-12-25 0.1 N/A 38010000.00 56681.34 Agency Collateralized Mortgage Obligation GNMA_24-132A N/A 38384UPA1 2054-08-20 0.86119 N/A 39000000.00 1277243.48 Agency Collateralized Mortgage Obligation GNMA_19-141 N/A 38380NUM9 2062-01-16 0.61791 N/A 25700000.00 676992.58 Agency Collateralized Mortgage Obligation GNMA_23-166C N/A 38384GAG5 2053-11-20 0.75119 N/A 50000000.00 601519.71 Agency Collateralized Mortgage Obligation FNMA_24-100E N/A 3136BUGR5 2054-06-25 5.80603 N/A 9991000.00 8103475.24 Agency Collateralized Mortgage Obligation FNMA_25-6B N/A 3136BUUC2 2055-02-25 0.04397 N/A 70000000.00 314591.82 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7R2 2065-03-16 0.5 N/A 3000000.00 74602.09 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.148766 N/A 4474000.00 121592.97 Agency Collateralized Mortgage Obligation GNMA_16-82M N/A 38379YGY8 2046-06-20 3.5 N/A 11455473.00 362590.33 Agency Collateralized Mortgage Obligation GNMA_20-47 N/A 38382EFH5 2044-07-20 1.12008 N/A 15000000.00 379936.94 Agency Collateralized Mortgage Obligation GNMA_25-120D N/A 38381N3Q9 2055-07-20 0.1 N/A 170000000.00 502519.45 Agency Collateralized Mortgage Obligation FHLMC_4427 N/A 3137BGBD0 2045-01-15 1.11344 N/A 82000000.00 789633.97 Agency Collateralized Mortgage Obligation FHLMC_5482E N/A 3137HHLX7 2051-03-25 2 N/A 56176492.00 6908241.04 Agency Collateralized Mortgage Obligation GNMA_13-169 N/A 38378YHW2 2043-11-20 1.80008 N/A 50655000.00 782773.53 Agency Collateralized Mortgage Obligation GNMA_23-125 N/A 38381JNW3 2064-11-16 0.8544 N/A 119993468.00 7918148.21 Agency Collateralized Mortgage Obligation FNMA_20-34G N/A 3136BAJA3 2050-06-25 1.57949 N/A 31926820.00 1930092.39 Agency Collateralized Mortgage Obligation GNMA_21-127 N/A 38381DXY1 2062-11-16 2 N/A 4300000.00 2784556.18 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRN3 2054-12-25 0.05 N/A 38010000.00 28297.03 Agency Collateralized Mortgage Obligation FHLMC_4906 N/A 3137FNWG1 2049-09-25 1.62949 N/A 61607054.00 1868678.65 Agency Collateralized Mortgage Obligation GNMA_23-188B N/A 38384HRE0 2053-12-20 2.66119 N/A 30000000.00 1296753.19 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7TZ5 2042-08-25 4.97051 N/A 150000.00 15076.39 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 338155.73 Agency Collateralized Mortgage Obligation FHLMC_4491 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 94252.60 Agency Collateralized Mortgage Obligation GNMA_20-146E N/A 38382KVY6 2050-10-20 2.05008 N/A 10000000.00 791511.49 Agency Collateralized Mortgage Obligation FNMA_19-71D N/A 3136B6B69 2049-11-25 1.57949 N/A 33282680.00 1236321.36 Agency Collateralized Mortgage Obligation FHLMC_38-38 N/A 3137AA3G6 2041-04-15 2.06344 N/A 21899370.00 310343.75 Agency Collateralized Mortgage Obligation GNMA_24-157A N/A 38384WBM6 2054-09-20 1.01119 N/A 30000000.00 1066984.93 Agency Collateralized Mortgage Obligation FHLMC_4321C N/A 3137B8GM3 2044-03-15 3 N/A 7711038.00 9626455.94 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_00-32 N/A 31358SNY3 2030-10-18 4.95095 N/A 200000.00 93.38 Agency Collateralized Mortgage Obligation GNMA_23-23B N/A 38383V8A9 2053-02-20 0 N/A 50000000.00 670783.24 Agency Collateralized Mortgage Obligation FHLMC_4473 N/A 3137BJAS2 2045-05-15 1.11344 N/A 36726000.00 445438.74 Agency Collateralized Mortgage Obligation FNMA_14-74B N/A 3136ALWW7 2044-06-25 1.72949 N/A 32328000.00 261276.43 Agency Collateralized Mortgage Obligation GNMA_20-116J N/A 38382HYW4 2050-08-20 1.95008 N/A 10000000.00 682420.56 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2X1 2046-10-25 1.52949 N/A 18582352.00 652417.22 Agency Collateralized Mortgage Obligation FNMA_19-31 N/A 3136B5NQ4 2049-07-25 1.57949 N/A 14527000.00 596393.68 Agency Collateralized Mortgage Obligation GNMA_18-164B N/A 38381BDC5 2048-12-20 1.85008 N/A 8149158.00 200432.31 Agency Collateralized Mortgage Obligation FHLMC_5084E N/A 3137FFL96 2044-10-25 4 N/A 39870250.00 3627312.78 Agency Collateralized Mortgage Obligation GNMA_23-118 N/A 38381JMZ7 2065-05-16 0.90678 N/A 20254243.00 1315610.79 Agency Collateralized Mortgage Obligation FNMA_25-78B N/A 3136BXAN4 2052-05-25 5.5 N/A 7900053.00 958847.73 Agency Collateralized Mortgage Obligation FHLMC_40-76 N/A 3137ASG40 2042-07-15 2.21344 N/A 23218083.00 173108.61 Agency Collateralized Mortgage Obligation GNMA_18-115K N/A 38380XW94 2048-08-20 1.95008 N/A 22045674.00 421574.70 Agency Collateralized Mortgage Obligation FNMA_18-19C N/A 3136B1PV0 2048-04-25 4 N/A 3252448.00 3675704.58 Agency Collateralized Mortgage Obligation GNMA_21-154C N/A 38383AEP5 2051-09-20 4.5 N/A 1849019.00 196028.56 Agency Collateralized Mortgage Obligation FHLMC_5386G N/A 3137HBYC2 2049-06-15 1.56344 N/A 23750082.00 2346598.58 Agency Collateralized Mortgage Obligation GNMA_25-102C N/A 38385G4J5 2049-08-20 4 N/A 611990.00 130247.82 Agency Collateralized Mortgage Obligation FNMA_25-78C N/A 3136BW7L4 2055-09-25 1.49397 N/A 70535902.00 5155659.13 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-103 N/A 3136A8C57 2042-09-25 4.87051 N/A 226474.00 23006.40 Agency Collateralized Mortgage Obligation FHR_4924 N/A 3137FPEA9 2049-10-25 1.57949 N/A 45076729.00 1456972.72 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGZ4 2049-11-25 1.57949 N/A 96587793.00 8776877.66 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014 N/A 3137F72J3 2055-10-25 2.772506 N/A 4539000.00 595218.79 Agency Collateralized Mortgage Obligation FNMA_19-57J N/A 3136B6RW5 2049-10-25 1.52949 N/A 22607858.00 544659.08 Agency Collateralized Mortgage Obligation FNMA_14-81 N/A 3136ALA43 2039-12-25 3 N/A 3299000.00 4174197.07 Agency Collateralized Mortgage Obligation FNMA_15-29 N/A 3136ANUF2 2045-05-25 1.17949 N/A 61902119.00 923394.69 Agency Collateralized Mortgage Obligation FHLMC_5083C N/A 3137FFP92 2051-03-25 3.5 N/A 1980418.00 1046202.23 Agency Collateralized Mortgage Obligation FHLMC_4877D N/A 3137FLXC3 2049-04-15 4 N/A 5931012.00 137544.01 Agency Collateralized Mortgage Obligation FNMA_19-69C N/A 3136B7C66 2049-12-25 1.52949 N/A 4500000.00 154068.63 Agency Collateralized Mortgage Obligation FNMA_22-31 N/A 3136BNCZ7 2052-03-25 2 N/A 5876311.00 4437093.06 Agency Collateralized Mortgage 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9YC5 2026-08-01 5 N/A 14776.00 7.32 Agency Mortgage-Backed Securities GNMA_41-97Z N/A 38385BEU0 2054-12-20 1.61119 N/A 75000000.00 6663366.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EVD9 2038-08-01 5.5 N/A 16000.00 9432.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329K4C5 2026-04-01 4 N/A 4232.00 2.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRKT0 2053-06-01 6 N/A 625260.00 575868.72 Agency Mortgage-Backed Securities GNMA_21-146M N/A 38382WM38 2050-07-20 2.5 N/A 21864966.00 1638583.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMYK1 2044-04-01 4.5 N/A 10000.00 751.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A7WZ0 2026-07-01 4.5 N/A 27320.00 4.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A7JE2 2026-09-01 4.5 N/A 77857.00 4.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DKT8 2050-01-01 3 N/A 9000.00 1591.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYB2 2051-04-01 2 N/A 3000.00 1758.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6JZ4 2040-03-01 6 N/A 54000.00 47602.88 Agency Mortgage-Backed Securities GNMA_21-30D N/A 38382NYF8 2051-02-20 2 N/A 34218204.00 2658001.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C7AD9 2053-07-01 5.5 N/A 111000.00 91275.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329HUA7 2029-02-01 6.5 N/A 1696.00 1.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJL35 2052-10-01 5 N/A 1507200.00 1202768.14 Agency Mortgage-Backed Securities GNMA_23-128A N/A 38384CPR4 2053-08-20 1.51119 N/A 46526598.00 2054968.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEKB4 2045-04-01 3 N/A 52000.00 7065.63 Agency Mortgage-Backed Securities GNMA_21-165A N/A 38383AAB0 2051-09-20 3 N/A 32495166.00 2479746.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AD5L8 2055-08-20 4.267 N/A 3500.00 3493.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6FN5 2038-11-01 5.5 N/A 23000.00 13338.37 Agency Mortgage-Backed Securities GNMA_21-158L N/A 38382XY82 2051-09-20 3 N/A 37516358.00 5293538.61 Agency Collateralized Mortgage Obligation GNMA_20-129G N/A 38382JYC4 2050-09-20 2.5 N/A 54105631.00 4427650.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHFU6 2052-03-01 2.5 N/A 33000.00 23572.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A7HU8 2026-06-01 4.5 N/A 83935.00 5.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A7WA5 2028-03-01 2 N/A 660000.00 21784.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDLW2 2050-05-01 3.5 N/A 18000.00 6641.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FDN4 2039-10-01 5.5 N/A 4000.00 3016.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1EU3 2050-05-01 3.5 N/A 1674013.00 1525696.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9RJ6 2044-07-01 5 N/A 51000.00 19822.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WUCX4 2029-06-01 6 N/A 1122.00 0.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A8WH8 2029-07-01 4 N/A 15618.00 10.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44 N/A 38380VVC2 2048-03-20 0 N/A 148500000.00 429027.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EG5J9 2026-09-01 4 N/A 340000.00 1809.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WNZK3 2040-02-01 4.5 N/A 1500000.00 93631.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DP6F0 2052-06-01 3.5 N/A 104000.00 77134.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XB4F4 2051-07-01 3 N/A 15000.00 10068.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DL34 2050-02-01 4.5 N/A 6661973.00 897148.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DSK9 2050-09-01 3 N/A 2320000.00 723051.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNMS0 2053-12-01 5.5 N/A 6785.00 6129.74 Agency Mortgage-Backed Securities GNMA_24-112C N/A 38384UAV1 2054-07-20 2.21119 N/A 14883077.00 1044923.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417EY54 2043-02-01 3 N/A 9000.00 1745.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6JD3 2040-01-01 6 N/A 3000.00 2244.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6VP3 2038-11-01 4.5 N/A 32000.00 6799.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E2FT3 2045-09-01 4 N/A 103974.00 15473.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQRM9 2037-10-01 4.5 N/A 5789.00 3183.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417YY84 2031-05-01 4.5 N/A 90000.00 2760.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5GE9 2047-01-01 3 N/A 3893977.00 739657.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EL73 2037-11-01 4.5 N/A 39000.00 23923.33 Agency Mortgage-Backed Securities GNMA_21-58A N/A 38382REJ3 2051-02-20 3 N/A 66333333.00 5132499.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTXE5 2052-10-01 4 N/A 10566012.00 8940532.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XPUE6 2044-02-01 4 N/A 41000.00 4348.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ESC5 2038-05-01 5 N/A 28000.00 16108.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CKW3 2047-05-01 4.5 N/A 25000.00 2537.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XZAM3 2039-08-01 3.5 N/A 155201.00 9384.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D1A74 2054-11-01 5 N/A 7745978.00 6391586.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AALD1 2041-04-01 4.5 N/A 131570.00 2137.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WK2U8 2047-06-01 4 N/A 1085000.00 178767.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A3H45 2040-08-01 4.5 N/A 192000.00 4389.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A7G69 2026-02-01 4 N/A 1928.00 1.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EMM9 2038-01-01 4.5 N/A 3000.00 1892.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329LLN0 2038-10-01 4 N/A 20000.00 2207.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E4Q0 2039-03-01 5.5 N/A 25000.00 16491.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A8BE8 2026-11-01 4.5 N/A 7233.00 3.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403V6B0 2031-04-01 6.5 N/A 1152.00 0.83 Agency Mortgage-Backed Securities GNMA_25-83C N/A 38385GPQ6 2055-05-20 1.41119 N/A 18000000.00 1426167.12 Agency Collateralized Mortgage Obligation GNMA_23-82D N/A 38384AQ63 2053-06-20 1.66119 N/A 14105893.00 1153955.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFKW5 2030-08-01 3.5 N/A 217000.00 20966.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E5V8 2039-05-01 5 N/A 4000.00 2720.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECP3 2052-04-01 2 N/A 2434156.00 1652896.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EG5K6 2026-10-01 4.5 N/A 75000.00 61.59 Agency Mortgage-Backed Securities GNMA_21-136G N/A 38382WT56 2051-08-20 3 N/A 33333333.00 2869242.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GQ5W8 2054-02-01 7 N/A 16814000.00 13634285.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D6D9 2051-11-01 3 N/A 33000.00 19671.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EHFZ0 2026-07-01 4.5 N/A 174000.00 174.59 Agency Mortgage-Backed Securities GNMA_25-60A N/A 38385FC82 2055-04-20 1.56119 N/A 26019713.00 1554718.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH2V8 2052-08-01 4.5 N/A 3000.00 2336.09 Agency Mortgage-Backed Securities GNMA_25-139C N/A 38381QB59 2055-08-20 5.43881 N/A 1016.00 1015.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FEH6 2039-11-01 5 N/A 15000.00 12900.82 Agency Mortgage-Backed Securities GNMA_24-96H N/A 38384PC40 2054-06-20 0.96119 N/A 60000000.00 2522112.89 Agency Collateralized Mortgage Obligation GNMA_21-46F N/A 38382P3V2 2051-03-20 2 N/A 18750000.00 1782665.37 Agency Collateralized Mortgage Obligation GNMA_24-51Q N/A 38384KVR9 2054-03-20 2.76119 N/A 60000000.00 3595883.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EUM0 2038-07-01 5.5 N/A 7000.00 4552.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EXDX8 2046-09-01 3 N/A 19000.00 4279.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31368HKP7 2029-06-01 6 N/A 9464.00 6.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138M8J38 2042-09-01 3 N/A 100000.00 15612.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y6YQ1 2039-10-01 3.5 N/A 100874.00 5087.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HMZE7 2048-11-01 5 N/A 2500000.00 430944.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5US2 2053-10-01 6 N/A 4000.00 3349.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XBXW9 2043-12-01 4 N/A 95000.00 10261.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A7D81 2026-07-01 4 N/A 26000.00 0.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A8FQ7 2029-01-01 4 N/A 100000.00 573.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNTK0 2039-07-01 4.5 N/A 9543.00 7119.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6KH3 2027-01-01 4.5 N/A 7238.00 3.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EPEX8 2030-03-01 4.5 N/A 405000.00 35.15 Agency Mortgage-Backed Securities GNMA_21-25A N/A 38382NUC9 2051-02-20 2 N/A 37500000.00 3269522.73 Agency Collateralized Mortgage Obligation GNMA_25-1CC N/A 38385CJN9 2055-01-20 1.53119 N/A 70000000.00 7147622.17 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CMX9 2047-07-01 4.5 N/A 24000.00 2334.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MFTC1 2042-11-01 3.5 N/A 86000.00 8649.84 Agency Mortgage-Backed Securities GNMA_22-213G N/A 38383LH78 2050-08-20 2.5 N/A 39927349.00 4677597.62 Agency Collateralized Mortgage Obligation GNMA_24-125E N/A 38384VMC8 2054-08-20 2.26119 N/A 30100000.00 3185830.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403DVZ9 2036-11-01 6.5 N/A 425000.00 2475.69 Agency Mortgage-Backed Securities GNMA_21-199G N/A 38383DKX5 2051-11-20 3 N/A 20976000.00 1290512.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ESQ4 2053-04-01 3.5 N/A 4000.00 3167.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PKK9 2053-10-01 5 N/A 9532397.00 9480287.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT2S7 2054-02-01 5.5 N/A 4020.00 3556.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQBZ8 2053-05-01 5.5 N/A 100000.00 81730.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XY7J2 2048-01-01 3.5 N/A 250000.00 27011.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C3D4 2048-10-01 4 N/A 5000.00 376.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHV82 2046-08-01 3 N/A 15000.00 3562.35 Agency Mortgage-Backed Securities GNMA_25-60A N/A 38385FD73 2055-04-20 1.56119 N/A 41952601.00 4746571.13 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31413JKQ6 2037-09-01 6.5 N/A 305260.00 1513.50 Agency Mortgage-Backed Securities GNMA_24-137B N/A 38384U4J5 2054-08-20 1.81119 N/A 40000000.00 3561096.15 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Moody's NR Fitch F1 2025-10-01 2025-10-01 2025-10-01 N N N 0.0421 367000000.00 367000000.00 0.0020 N Y Y N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 4.32000000 3130B6DW3 2549001DPIFGXC1TOL40 US3130B6DW32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-06-09 2026-06-09 2026-06-09 N N N 0.0441 499706625.00 499706625.00 0.0028 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.27000000 N/A 7TK5RJIZDFROZCA6XF66 BRWXLLU75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC REMIC SERIES K-760 X3 20570325 FLT N/A 3137HKPD0 2057-03-25 5.2119 N/A 24396000.00 6459536.24 Agency Collateralized Mortgage Obligation FGRA 5121TC 09/15/41 N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 2721.53 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB58 B 20381125 FLT N/A 30308MAA5 2038-11-25 4.9558 N/A 62248000.00 24923603.58 Agency Collateralized Mortgage Obligation FNRA RC042AS R22F042 N/A 3136BNRW8 2050-06-25 1.644 N/A 26210120.00 1717017.83 Agency Collateralized Mortgage Obligation FGRA 5331TH 08/15/44 N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 17432.09 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-SA 20380725 FLT N/A 30297CAM4 2038-07-25 0 N/A 96789390.00 96837.25 Agency Collateralized Mortgage Obligation GNRA 2023-151 SA N/A 38384DKT3 2053-10-20 2.0612 N/A 75000000.00 3921599.83 Agency Collateralized Mortgage Obligation FGRM 4783JI 07/15/33 N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 304483.08 Agency Collateralized Mortgage Obligation GNRA 2025-090 SC N/A 38385GYT0 2055-05-20 0.7612 N/A 163449087.00 7098463.23 Agency Collateralized Mortgage Obligation FGRA 4161SP 02/15/43 N/A 3137AYNW7 2043-02-15 1.6634 N/A 20500000.00 550186.88 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB70 B 20391025 FLT N/A 302987AJ1 2039-10-25 8.6081 N/A 41272141.00 24466028.74 Agency Collateralized Mortgage Obligation GNRA 2025-027 ID N/A 38385DQZ2 2055-02-20 0.0112 N/A 50000000.00 74305.08 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-143 X3 20500425 FLT N/A 3137H74D2 2050-04-25 3.2478 N/A 7000000.00 1191058.95 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-034 A-PT2 20540725 FLT N/A 3137HLY30 2054-07-25 2.8725 N/A 500000.00 478118.01 Agency Collateralized Mortgage Obligation GNRA 2022-009 FB N/A 38383FN58 2052-01-20 2.5 N/A 300000000.00 184060066.31 Agency Collateralized Mortgage Obligation FNST TR0427 C55 RC N/A 31423XPH8 2037-08-25 1.5 N/A 106000000.00 4002888.29 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-113 X3 20480525 FLT N/A 3137FV5R9 2048-05-25 3.0781 N/A 108643404.00 13697392.18 Agency Collateralized Mortgage Obligation FNRM RC091IK R20F091 N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 749912.88 Agency Collateralized Mortgage Obligation FGRA 4091ES 08/15/42 N/A 3137ATDJ8 2042-08-15 2.0634 N/A 22372053.00 483489.03 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB75 X1 20400425 FLT N/A 30314WAJ6 2040-04-25 0 N/A 444201323.00 12707689.60 Agency Collateralized Mortgage Obligation FGRA 4351AS 06/15/44 N/A 3137BBPE4 2044-06-15 1.7134 N/A 50000000.00 293347.64 Agency Collateralized Mortgage Obligation GNRA 2025-027 FB N/A 38385DQU3 2055-02-20 6 N/A 100000000.00 81572479.99 Agency Collateralized Mortgage Obligation FNRA CL043FI R12F043 N/A 3136A5YL4 2041-07-25 4.4705 N/A 7000000.00 7251.62 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-X04 X-FX 20340125 FLT N/A 3137FWHN3 2034-01-25 1.6971 N/A 19940000.00 616781.95 Agency Collateralized Mortgage Obligation FNRM CL076LI R21F076 N/A 3136BJXJ9 2051-11-25 4.5 N/A 17000000.00 2008910.23 Agency Collateralized Mortgage Obligation GNRA 2025-027 S N/A 38385DRH1 2055-02-20 1.5612 N/A 100000000.00 5071502.78 Agency Collateralized Mortgage Obligation FNRA CL006BI R24F006 N/A 3136BQ2W8 2043-07-25 2.0832 N/A 6098639.00 879662.80 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-042 A6 20420225 9.50000 N/A 31392MH47 2042-02-25 9.5 N/A 128000.00 3707.89 Agency Collateralized Mortgage Obligation FGRM 4010QI 01/15/42 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 326207.27 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-SA 20381125 FLT N/A 302966AQ9 2038-11-25 0.4138 N/A 143846917.00 407818.33 Agency Collateralized Mortgage Obligation FNRA CL099IA R24F099 N/A 3136BUKB5 2055-01-25 0.07 N/A 41742981.00 91614.92 Agency Collateralized Mortgage Obligation FGRM 4733GI 07/15/38 N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 212047.39 Agency Collateralized Mortgage Obligation FNRA CL064TI R23F064 N/A 3136BQZR3 2048-07-25 0.05 N/A 5118934.00 9042.21 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 X1-RC 20371125 FLT N/A 30308AAK9 2037-11-25 0.599 N/A 66534907.00 100106.77 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K59 D 20491125 0.00000 N/A 30295RAW1 2049-11-25 0 N/A 7000000.00 4330718.00 Agency Collateralized Mortgage Obligation GNRA 2024-142 SD N/A 38384XAN3 2054-09-20 2.2612 N/A 80000000.00 5811546.89 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 X1-AR 20371225 FLT N/A 30308AAJ2 2037-12-25 0 N/A 108859383.00 59252.47 Agency Collateralized Mortgage Obligation GNRA 2024-022 BS N/A 38384JF41 2051-07-20 2.0501 N/A 132338141.00 16352937.80 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-025 X 20340227 FLT N/A 3137HCKT8 2034-02-27 0.366 N/A 324636000.00 10313306.22 Agency Collateralized Mortgage Obligation GNRA 2024-046 BS N/A 38384MAF4 2052-01-20 0 N/A 98438929.00 245157.30 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-169 X3 20570325 FLT N/A 3137HK2G8 2057-03-25 5.4868 N/A 42900147.00 15567042.97 Agency Collateralized Mortgage Obligation FNRM CL078KI R17F078 N/A 3136AX6Z3 2047-10-25 3.5 N/A 13304714.00 194839.54 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB92 X1 20410825 FLT N/A 30323PAJ0 2041-08-25 0.663 N/A 101474124.00 2296371.76 Agency Collateralized Mortgage Obligation GNST 0764-GT PO N/A 37610VAA3 2034-07-20 0 N/A 1671972.00 19301.68 Agency Collateralized Mortgage Obligation GNRA 2024-094 YS N/A 38384PJ43 2054-06-20 0.9612 N/A 67567336.00 2827041.85 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-168 A-2 20341225 FLT N/A 3137HJ6C6 2034-12-25 4.13 N/A 4500000.00 4411970.75 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB79 X1 20400725 FLT N/A 30316VAF4 2040-07-25 0.4088 N/A 23692000.00 914952.75 Agency Collateralized Mortgage Obligation GNRA 2014-027 SA N/A 38379ALS7 2044-02-16 1.8386 N/A 57270053.00 766216.01 Agency Collateralized Mortgage Obligation FNRM CL004EZ R25F004 N/A 3136BUU57 2050-11-25 2.5 N/A 1375000.00 913042.67 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-AR 20380325 FLT N/A 302961AF4 2038-03-25 0.7424 N/A 168448788.00 438199.29 Agency Collateralized Mortgage Obligation FGRA 4698ES 07/15/47 N/A 3137F1XH6 2047-07-15 0 N/A 50000000.00 358948.89 Agency Collateralized Mortgage Obligation FRESB MTG TR 2016-SB11 B 20360125 FLT N/A 302616AC1 2036-01-25 12.283 N/A 4242000.00 945006.97 Agency Collateralized Mortgage Obligation FGRM 4046IM 05/15/42 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 291142.83 Agency Collateralized Mortgage Obligation GNRA 2024-081 SD N/A 38384NB87 2054-05-20 1.2112 N/A 50000000.00 1723731.61 Agency Collateralized Mortgage Obligation GNRA 2025-005 SD N/A 38385CUY2 2055-01-20 1.5612 N/A 83109805.00 3911548.02 Agency Collateralized Mortgage Obligation FNRA CL026TI R16F026 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 24731.35 Agency Collateralized Mortgage Obligation GNRA 2023-192 AF N/A 38384GC57 2053-12-20 5.6888 N/A 100000000.00 51609015.81 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB67 X1 20390825 FLT N/A 30314KAX1 2039-08-25 0 N/A 529411508.00 7269538.33 Agency Collateralized Mortgage Obligation GNRA 2025-122 FC N/A 38381PMG5 2055-07-20 5.8588 N/A 100000000.00 99786341.37 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KF60 C 20260225 FLT N/A 30308HAJ7 2026-02-25 10.4692 N/A 75693532.00 13052763.45 Agency Collateralized Mortgage Obligation FNRM CL009PZ R16F009 N/A 3136AQ5V8 2046-03-25 3.5 N/A 580734.00 678867.00 Agency Collateralized Mortgage Obligation GNRA 2024-046 TL N/A 38384MAE7 2052-04-20 0 N/A 264071553.00 242405.88 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF81 C 20270625 FLT N/A 30317LAG3 2027-06-25 13.4692 N/A 67165464.00 15489291.41 Agency Collateralized Mortgage Obligation FNRA CL006TS R24F006 N/A 3136BQ2T5 2042-07-25 0.5 N/A 15645496.00 264964.92 Agency Collateralized Mortgage Obligation FNRA CL024JS R12F024 N/A 3136A4DV8 2042-03-25 1.9795 N/A 13150872.00 235214.77 Agency Collateralized Mortgage Obligation FGRM 4299JI 07/15/43 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 27638.02 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-138 X3 20500125 FLT N/A 3137H5XX0 2050-01-25 3.0824 N/A 4493000.00 687465.16 Agency Collateralized Mortgage Obligation FNRA CL096TD R24F096 N/A 3136BTM34 2054-12-25 0.25 N/A 100617472.00 537857.91 Agency Collateralized Mortgage Obligation GNRA 2024-203 DZ N/A 38385BUM0 2054-10-20 5 N/A 2000000.00 1975789.35 Agency Collateralized Mortgage Obligation GNRA 2015-10 W N/A 38379JEP2 2039-07-20 6.3365 N/A 6195173.00 739407.45 Agency Collateralized Mortgage Obligation FNRA CL103SD R12F103 N/A 3136A8A42 2042-09-25 1.5795 N/A 82285920.00 1204755.13 Agency Collateralized Mortgage Obligation GNRA 2024-142 CI N/A 38384XAG8 2054-09-20 0.05 N/A 5000000.00 3537.23 Agency Collateralized Mortgage Obligation FNRA CL042CS R24F042 N/A 3136BSHD0 2054-07-25 2.724 N/A 30000000.00 1532407.11 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIS K-114 X3 20480825 FLT N/A 3137FVNK4 2048-08-25 2.8294 N/A 10500000.00 1157669.86 Agency Collateralized Mortgage Obligation FNRA CL064SA R25F064 N/A 3136BWK88 2055-08-25 2.144 N/A 97987347.00 9089255.74 Agency Collateralized Mortgage Obligation GNRA 2025-157 FC N/A 38381UWN8 2055-09-20 5.2054 N/A 57046000.00 57236358.68 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB87 X1 20410425 FLT N/A 30320VAE1 2041-04-25 0.7295 N/A 209249861.00 4678233.28 Agency Collateralized Mortgage Obligation FNRA CL061SA R19F061 N/A 3136B66Q1 2059-11-25 1.5795 N/A 14507222.00 729132.10 Agency Collateralized Mortgage Obligation GNRA 2024-142 DS N/A 38384XCJ0 2053-10-20 1.0812 N/A 250000000.00 6397187.37 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-053 X3 20440325 FLT N/A 3137BN6J8 2044-03-25 1.7072 N/A 24717000.00 107574.74 Agency Collateralized Mortgage Obligation FNRM CL006PO R24F006 N/A 3136BQ2X6 2045-04-25 0 N/A 10816174.00 6137926.26 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-RC 20380825 FLT N/A 302966AP1 2038-08-25 0.4752 N/A 76718426.00 411764.87 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-152 X3 20551125 FLT N/A 3137H9MB2 2055-11-25 4.4814 N/A 9800000.00 2435016.34 Agency Collateralized Mortgage Obligation FNRA CL099SL R24F099 N/A 3136BUKR0 2055-01-25 1.564 N/A 58257019.00 3709497.43 Agency Collateralized Mortgage Obligation FNRM CL024CI R24F024 N/A 3136BRRQ2 2054-05-25 6.5 N/A 69000000.00 8893188.11 Agency Collateralized Mortgage Obligation FREMF MTG TR 2015-K51 D 20481025 0.00000 N/A 30293XAN0 2048-10-25 0 N/A 89686280.00 82724369.38 Agency Collateralized Mortgage Obligation FGRM 4215EI 07/15/32 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 84241.90 Agency Collateralized Mortgage Obligation GNRA 2023-059 LS N/A 38383XUJ1 2052-01-20 0 N/A 819363159.00 2441606.69 Agency Collateralized Mortgage Obligation FNRA CL062IA R24F062 N/A 3136BSZX6 2054-09-25 0.02 N/A 92941546.00 31879.74 Agency Collateralized Mortgage Obligation FGRA 4584SI 05/15/44 N/A 3137BPUR8 2044-05-15 0.0134 N/A 4814646.00 40124.25 Agency Collateralized Mortgage Obligation FNRM RC080EI R20F080 N/A 3136BCZH6 2050-11-25 4 N/A 64192200.00 5835692.02 Agency Collateralized Mortgage Obligation FGRM 4472WI 05/15/45 N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 574331.79 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-RC 20380625 FLT N/A 30297CAL6 2038-06-25 0.4268 N/A 148083821.00 314832.96 Agency Collateralized Mortgage Obligation FGRA 5352LI 10/15/46 N/A 3137HAWW2 2046-10-15 0.9765 N/A 14260417.00 1661023.88 Agency Collateralized Mortgage Obligation GNRA 2025-060 SA N/A 38385FK34 2055-03-20 1.5612 N/A 33000000.00 2777260.73 Agency Collateralized Mortgage Obligation FNRA CL055SB R21F055 N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 1907544.06 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF80 C 20300625 FLT N/A 30315FAG8 2030-06-25 13.4692 N/A 75910000.00 15314541.81 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-SA 20380425 FLT N/A 302961AG2 2038-04-25 0.2883 N/A 79334227.00 401871.79 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-167 X3 20561225 FLT N/A 3137HHUK5 2056-12-25 5.4901 N/A 15000000.00 5468393.22 Agency Collateralized Mortgage Obligation GNRA 2025-090 DS N/A 38385GYN3 2055-05-20 0 N/A 100000000.00 1403814.42 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-163 X3 20570225 FLT N/A 3137HCXN7 2057-02-25 5.8801 N/A 15327418.00 5628346.26 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-KC06 C 20260925 FLT N/A 30312MAN1 2026-09-25 3.9661 N/A 45627000.00 44095251.56 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-122 X3 20490125 FLT N/A 3137F84K6 2049-01-25 2.7209 N/A 9700000.00 1112413.33 Agency Collateralized Mortgage Obligation FNST TR0440 C46 RC N/A 31424U8A7 2053-10-01 4 N/A 25945000.00 4967775.45 Agency Collateralized Mortgage Obligation FNRA CL015SC R13F015 N/A 3136ACN49 2033-03-25 0.0961 N/A 18391622.00 3537430.84 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2003-W1 2A 20421225 FLT N/A 31392GWB7 2042-12-25 5.0938 N/A 124273360.00 3051458.32 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2022-MN4 M-2 20520528 FLT N/A 35563HAB3 2052-05-28 10.856 N/A 12000000.00 13592457.38 Agency Collateralized Mortgage Obligation GNRA 2025-157 SA N/A 38381UTK8 2055-09-20 0.9946 N/A 50000000.00 2284014.40 Agency Collateralized Mortgage Obligation GNRA 2024-116 SB N/A 38384QFH6 2054-07-20 2.2112 N/A 90000000.00 5125863.21 Agency Collateralized Mortgage Obligation GNRA 2024-142 FC N/A 38384XDR1 2054-09-20 5.5488 N/A 200000000.00 123970677.67 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB73 X1 20400225 FLT N/A 30314BAK9 2040-02-25 0.9883 N/A 299054265.00 14953743.93 Agency Collateralized Mortgage Obligation FNRA CL105SJ R24F105 N/A 3136BURV4 2055-01-25 0.644 N/A 213060287.00 5814984.25 Agency Collateralized Mortgage Obligation GNRA 2012-134 PS N/A 38378GBM9 2042-11-20 0.7501 N/A 132412992.00 204415.71 Agency Collateralized Mortgage Obligation FHLMC STACR REMIC TR 2025-DNA3 M-1 20450925 FLT N/A 35564UAR8 2045-09-25 5.4704 N/A 2500000.00 2506880.95 Agency Collateralized Mortgage Obligation FREM MTG TR 2017-KF40 C 20271225 FLT N/A 30306JAJ5 2027-12-25 13.4692 N/A 39927982.00 12210837.78 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.702 N/A 1625000.00 185228.24 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-W02 A-2 20261225 FLT N/A 3137BWFW9 2026-12-25 3.36 N/A 1710000.00 1699443.60 Agency Collateralized Mortgage Obligation GNRA 2021-197 FD N/A 38383DQB7 2051-11-20 2.5 N/A 150000000.00 89096569.15 Agency Collateralized Mortgage Obligation GNRA 2025-090 SD N/A 38385GYL7 2055-05-20 0 N/A 200000000.00 2592517.94 Agency Collateralized Mortgage Obligation FNRA CL007SA R24F007 N/A 3136BQX53 2053-09-25 2.644 N/A 29000000.00 1456676.00 Agency Collateralized Mortgage Obligation FNRM RC075IO R21F075 N/A 3136BJ3N3 2051-11-25 3 N/A 78463000.00 7756262.42 Agency Collateralized Mortgage Obligation FNRM CL035IC R13F035 N/A 3136ADRQ4 2033-04-25 3 N/A 24015467.00 220278.65 Agency Collateralized Mortgage Obligation FGRA 04104S 09/15/42 N/A 3137ATU42 2042-09-15 1.6134 N/A 21428571.00 384995.83 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KHG3 B-FL 20280925 FLT N/A 30323AAS3 2028-09-25 6.6547 N/A 8048000.00 6875207.37 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF108 CS 20310225 FLT N/A 30319WAE2 2031-02-25 10.6047 N/A 76047000.00 14127103.05 Agency Collateralized Mortgage Obligation GNRA 2020-047 SA N/A 38382EFD4 2044-05-20 1.7501 N/A 23898589.00 883129.32 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-KF72 C 20261125 FLT N/A 30314JAC0 2026-11-25 10.4692 N/A 58664060.00 28184888.64 Agency Collateralized Mortgage Obligation GNRA 2025-005 TB N/A 38385CVC9 2053-06-20 0.2 N/A 50422056.00 233091.37 Agency Collateralized Mortgage Obligation FNRA CL022S R21F022 N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 6362.29 Agency Collateralized Mortgage Obligation FREMF 2022-KF140 MORTGAGE TR CS 20290725 FLT N/A 30328BAE7 2029-07-25 9.6047 N/A 70480000.00 52821782.01 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 3.048 N/A 20902000.00 3032093.07 Agency Collateralized Mortgage Obligation GNRA 2025-071 FH N/A 38385F3K5 2055-04-20 5.6388 N/A 15000000.00 14853353.94 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 2.664 N/A 63668669.00 4258176.80 Agency Collateralized Mortgage Obligation FNRA CL050ST R23F050 N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 57404.90 Agency Collateralized Mortgage Obligation FNST TR0428 C27 RC N/A 31423YKB4 2037-11-01 1.5 N/A 80158597.00 2923803.58 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB53 X1 20380625 FLT N/A 30297DAQ3 2038-06-25 0.3116 N/A 256952913.00 361539.66 Agency Collateralized Mortgage Obligation FNRA CL059TB R20F059 N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 74190.63 Agency Collateralized Mortgage Obligation FNRA CL023SC R13F023 N/A 3136ADAK5 2033-03-25 0.0961 N/A 7025000.00 1936857.15 Agency Collateralized Mortgage Obligation GNRA 2025-046 SB N/A 38385D6Q4 2055-03-20 0.9412 N/A 115000000.00 4722113.79 Agency Collateralized Mortgage Obligation FNRA CL064SA R23F064 N/A 3136BQZQ5 2048-07-25 1.6795 N/A 19429077.00 1733705.83 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 5751879.29 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-748 X3 20500225 FLT N/A 3137H5YF8 2050-02-25 2.7845 N/A 14432000.00 1149164.08 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 B 20390625 FLT N/A 30298DAA7 2039-06-25 6.2792 N/A 44262383.00 28617242.41 Agency Collateralized Mortgage Obligation FREMF MTG TR 2017-K62 D 20500125 0.00000 N/A 302949AU6 2050-01-25 0 N/A 108305106.00 76779675.06 Agency Collateralized Mortgage Obligation FNRA CL052PS R12F052 N/A 3136A6AM6 2042-05-25 2.1095 N/A 104663303.00 1150665.61 Agency Collateralized Mortgage Obligation FGRA 4795WS 03/15/48 N/A 3137F5S67 2048-03-15 1.6634 N/A 21176438.00 390840.60 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB55 X1 20380825 FLT N/A 30297PAL7 2038-08-25 0.7769 N/A 177390777.00 691337.08 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB91 X1 20410825 FLT N/A 30322XAE5 2041-08-25 0.6707 N/A 72000000.00 1698618.61 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2021-MN2 M-2 20410725 FLT N/A 35563JAB9 2041-07-25 7.706 N/A 27750000.00 24535403.67 Agency Collateralized Mortgage Obligation FNRA CL059TA R20F059 N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 11184.08 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KLU2 B-FX 20290825 0.00000 N/A 302974AW0 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38383WQV1 2053-03-20 1.11119 N/A 100000.00 3924.16 Agency Collateralized Mortgage Obligation GNRA 2016-41 SL N/A 38380CAK9 2046-10-20 1.85008 N/A 100000.00 3047.39 Agency Collateralized Mortgage Obligation GNRA 2019-30 SJ N/A 38381R6R5 2049-03-20 1.80008 N/A 100032.00 1613.19 Agency Collateralized Mortgage Obligation GNRM 2021-030 KI N/A 38382NYE1 2051-02-20 3 N/A 100000.00 11321.16 Agency Collateralized Mortgage Obligation FNRM RC078IO R21F078 N/A 3136BJWK7 2051-11-25 4.5 N/A 45991152.00 5462341.41 Agency Collateralized Mortgage Obligation FERA 5251MS 08/25/52 N/A 3137H8JQ5 2052-08-25 0.84397 N/A 148500000.00 6072505.63 Agency Collateralized Mortgage Obligation GNRA 2023-041 SM N/A 38383WZH2 2053-03-20 1.88119 N/A 100096.00 3955.46 Agency Collateralized Mortgage Obligation 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 N/A 3898900.00 2926637.16 U.S. Treasuries (including strips) FERM 5008MI 09/25/50 N/A 3137FVZ96 2050-09-25 4 N/A 63416663.00 5250049.24 Agency Collateralized Mortgage Obligation GNRA 2020-032 SH N/A 38382DPG8 2050-03-20 1.35008 N/A 100096.00 4789.63 Agency Collateralized Mortgage Obligation FERM 5490CO 01/25/55 N/A 3137HJ4N4 2055-01-25 0 N/A 8333334.00 5728492.54 Agency Collateralized Mortgage Obligation GNRM 2021-139 IA N/A 38382XFY6 2051-08-20 3 N/A 100000.00 13380.20 Agency Collateralized Mortgage Obligation FNRA CL004SA R23F004 N/A 3136BPYU9 2053-03-25 1.89397 N/A 159780763.00 5346017.14 Agency Collateralized Mortgage Obligation GNRM 2020-127 EI N/A 38382H6J4 2050-03-20 3.5 N/A 100000.00 6594.99 Agency Collateralized Mortgage Obligation GNRA 2023-001 SK N/A 38383VAW8 2053-01-20 1.11119 N/A 100000.00 4769.03 Agency Collateralized Mortgage Obligation FERM 5468PI 11/25/54 N/A 3137HHBL4 2054-11-25 6.5 N/A 24177000.00 4907031.42 Agency Collateralized Mortgage Obligation GNRA 2024-064 XB N/A 38384MZE0 2054-04-20 1.55496 N/A 100000.00 6187.82 Agency Collateralized Mortgage Obligation FERM 5171WI 12/25/51 N/A 3137H4KH2 2051-12-25 4.5 N/A 34408546.00 5292185.71 Agency Collateralized Mortgage Obligation GNRA 2022-197 SG N/A 38383LEX4 2041-11-16 2.33859 N/A 100000.00 9925.57 Agency Collateralized Mortgage Obligation GNRA 2023-083 SK N/A 38384BTQ4 2053-06-20 1.63119 N/A 100032.00 4708.22 Agency Collateralized Mortgage Obligation FNRA CL051SC R23F051 N/A 3136BQPW3 2053-09-25 2.54397 N/A 75000000.00 4733432.79 Agency Collateralized Mortgage Obligation GNRA 2020-077 ES N/A 38382FAF1 2049-11-20 1.80008 N/A 100000.00 2714.42 Agency Collateralized Mortgage Obligation GNRA 2023-140 ES N/A 38384EUS2 2053-09-20 2.11119 N/A 100000.00 3036.86 Agency Collateralized Mortgage Obligation FNRM CL027IO R20F027 N/A 3136B9TT4 2050-05-25 5 N/A 92774734.00 5573595.33 Agency Collateralized Mortgage Obligation 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 2181400.00 2229716.92 U.S. Treasuries (including strips) FERM 5376IO 11/25/51 N/A 3137HBE34 2051-11-25 4 N/A 32571652.00 5319588.73 Agency Collateralized Mortgage Obligation FNRM CL020IE R21F020 N/A 3136BFYL1 2051-04-25 4 N/A 53474034.00 4790108.46 Agency Collateralized Mortgage Obligation 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 2756500.00 2077885.53 U.S. Treasuries (including strips) GNRA 2010-020 SE N/A 38376VHU4 2040-02-20 2.00008 N/A 100095.00 388.52 Agency Collateralized Mortgage Obligation 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 N/A 41629900.00 42583761.11 U.S. Treasuries (including strips) GNRM 2021-007 IE N/A 38382M4J5 2051-01-20 2.5 N/A 101888.00 10171.35 Agency Collateralized Mortgage Obligation GNRA 2023-020 SL N/A 38383VXC7 2053-02-20 1.86119 N/A 100096.00 6719.37 Agency Collateralized Mortgage Obligation FERM 5387HI 11/25/51 N/A 3137HBSJ4 2051-11-25 4 N/A 30369525.00 5477245.75 Agency Collateralized Mortgage Obligation GNRA 2023-025 SH N/A 38383V6Y9 2053-02-20 1.30119 N/A 100000.00 3581.51 Agency Collateralized Mortgage Obligation FNRM CL052OI R22F052 N/A 3136BNZG4 2050-12-25 4 N/A 50571885.00 5240710.74 Agency Collateralized Mortgage Obligation GNRM 2023-093 IO N/A 38384A4J9 2051-08-20 3 N/A 100000.00 12017.00 Agency Collateralized Mortgage Obligation FNRA CL015SA R24F015 N/A 3136BRMM6 2054-04-25 0.97227 N/A 106000000.00 2946997.34 Agency Collateralized Mortgage Obligation GNRA 2025-022 SJ N/A 38385CV21 2055-02-20 0.86119 N/A 100000.00 3955.51 Agency Collateralized Mortgage Obligation GNRA 2023-048 SE N/A 38383WUD6 2053-03-20 1.11119 N/A 100000.00 2040.29 Agency Collateralized Mortgage Obligation GNRA 2023-006 SA N/A 38383HTJ8 2053-01-20 1.86119 N/A 100000.00 3660.75 Agency Collateralized Mortgage Obligation GNRA 2024-180 SE N/A 38384YU25 2054-11-20 1.50119 N/A 100000.00 3624.91 Agency Collateralized Mortgage Obligation GNRM 2021-064 IQ N/A 38382QFT2 2051-04-20 2.5 N/A 100032.00 6281.72 Agency Collateralized Mortgage Obligation GNRM 2021-142 KI N/A 38382XPF6 2051-08-20 3 N/A 100000.00 9534.27 Agency Collateralized Mortgage Obligation GNRA 2023-101 SI N/A 38384CAM1 2053-07-20 1.56119 N/A 100000.00 5177.83 Agency Collateralized Mortgage Obligation GNRA 2023-183 AS N/A 38384HDR6 2053-12-20 1.51119 N/A 8814912.00 438604.24 Agency Collateralized Mortgage Obligation GNRM 2024-203 LI N/A 38385BVE7 2054-12-20 6.5 N/A 100000.00 19592.59 Agency Collateralized Mortgage Obligation GNRM 2022-006 IO N/A 38383GKB6 2050-08-20 3.5 N/A 100000.00 10785.82 Agency Collateralized Mortgage Obligation FNRA CL017SA R23F017 N/A 3136BPX30 2053-04-25 1.89397 N/A 102884004.00 3954840.67 Agency Collateralized Mortgage Obligation 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 1520000.00 1497426.48 U.S. Treasuries (including strips) GNRA 2022-168 SE N/A 38383YYK2 2052-09-20 1.66119 N/A 100000.00 6657.25 Agency Collateralized Mortgage Obligation FNRA CL033PS R25F033 N/A 3136BVW53 2054-05-25 2.64397 N/A 53730333.00 4598711.16 Agency Collateralized Mortgage Obligation GNRA 2023-114 SH N/A 38384EBJ3 2053-08-20 2.26119 N/A 100096.00 2124.14 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2025-10-01 2025-10-01 2025-10-01 N N N 0.0421 200000000.00 200000000.00 0.0011 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 0.37500000 91282CAZ4 254900HROIFWPRGM1V77 US91282CAZ41 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2025-11-30 2025-11-30 2025-11-30 N N N 0.0405 83587515.63 83587515.63 0.0005 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.23000000 3130B7TB0 2549001DPIFGXC1TOL40 US3130B7TB04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2025-10-01 2027-03-18 2027-03-18 N N N 0.0430 480867580.98 480867580.98 0.0027 N N N N Natixis SA Natixis SA 4.20000000 N/A KX1WK48MPD4Y2NCUIZ63 BYDSC4QQ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RQ2 2025-11-25 0 N/A 16997400.00 16891676.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 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BMO Capital Markets Corp. 4.21000000 N/A RUC0QBLBRPRCU4W1NE59 BYDSC4Q59 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 N/A 100.00 74.18 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 100.00 102.82 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 N/A 771000.00 781103.36 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 400.00 304.04 U.S. Treasuries (including strips) 5 NOTE BJ 25 N/A 91282CJE2 2025-10-31 5 N/A 600.00 612.86 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 243000.00 179066.94 U.S. Treasuries (including strips) BILL 01/22/26 N/A 912797PD3 2026-01-22 0 N/A 5000.00 4940.52 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 100.00 98.25 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 N/A 500.00 510.39 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 N/A 91282CAT8 2025-10-31 0.25 N/A 900.00 898.05 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 N/A 1708700.00 1699819.00 U.S. Treasuries (including strips) BILL 10/21/25 N/A 912797RD1 2025-10-21 0 N/A 6946200.00 6930591.89 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 N/A 4717100.00 4710501.46 U.S. Treasuries (including strips) 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 N/A 500.00 468.93 U.S. Treasuries (including strips) BILL 12/23/25 N/A 912797RY5 2025-12-23 0 N/A 19000200.00 18830927.22 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 100.00 93.16 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 200.00 188.79 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 100.00 97.69 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 N/A 300.00 308.50 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 N/A 815500.00 598733.17 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 N/A 2999500.00 2139012.44 U.S. Treasuries (including strips) 1 1/4 TRIN X 28 N/A 91282CGW5 2028-04-15 1.25 N/A 1136900.00 1235663.30 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 900.00 880.14 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 N/A 91282CBT7 2026-03-31 0.75 N/A 600.00 590.82 U.S. Treasuries (including strips) BILL 10/09/25 N/A 912797QE0 2025-10-09 0 N/A 600.00 599.46 U.S. Treasuries (including strips) BILL 11/13/25 N/A 912797QQ3 2025-11-13 0 N/A 900.00 895.70 U.S. Treasuries (including strips) 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.5 N/A 200.00 200.60 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 300.00 299.35 U.S. Treasuries (including strips) BILL 03/12/26 N/A 912797SB4 2026-03-12 0 N/A 800.00 786.53 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 2481600.00 1594215.82 U.S. Treasuries (including strips) BILL 06/11/26 N/A 912797QX8 2026-06-11 0 N/A 100.00 97.50 U.S. Treasuries (including strips) BILL 09/03/26 N/A 912797RS8 2026-09-03 0 N/A 1998600.00 1933167.83 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 N/A 400.00 373.88 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 200.00 114.98 U.S. Treasuries (including strips) BILL 12/30/25 N/A 912797RZ2 2025-12-30 0 N/A 1800.00 1782.70 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 339300.00 334464.34 U.S. Treasuries (including strips) BILL 02/19/26 N/A 912797PM3 2026-02-19 0 N/A 700.00 689.79 U.S. Treasuries (including strips) 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 N/A 500.00 514.92 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 N/A 28400.00 29729.46 U.S. Treasuries (including strips) BILL 03/05/26 N/A 912797RV1 2026-03-05 0 N/A 2900.00 2853.34 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 N/A 250000.00 251200.31 U.S. Treasuries (including strips) BILL 12/18/25 N/A 912797QZ3 2025-12-18 0 N/A 400.00 396.65 U.S. Treasuries (including strips) 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 N/A 1000.00 834.33 U.S. Treasuries (including strips) 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 N/A 800.00 818.66 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 N/A 800.00 807.38 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 500.00 384.01 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 200.00 156.81 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 300.00 196.27 U.S. Treasuries (including strips) 3 1/8 BOND 44 N/A 912810RH3 2044-08-15 3.125 N/A 100.00 80.53 U.S. Treasuries (including strips) BILL 11/28/25 N/A 912797NL7 2025-11-28 0 N/A 400.00 397.43 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 N/A 361000.00 369472.85 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 N/A 561000.00 559882.49 U.S. Treasuries (including strips) GNCL CL DB6905 N/A 3618H9U63 2064-08-15 6.14 N/A 1014.00 1084.29 Agency Mortgage-Backed Securities 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 N/A 1799900.00 1829352.66 U.S. Treasuries (including strips) 0 1/8 TRIN D 26 N/A 912828S50 2026-07-15 0.125 N/A 300.00 402.86 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 500.00 491.27 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 400.00 391.91 U.S. Treasuries (including strips) BILL 12/11/25 N/A 912797QY6 2025-12-11 0 N/A 100.00 99.24 U.S. Treasuries (including strips) BILL 10/16/25 N/A 912797QF7 2025-10-16 0 N/A 700.00 698.82 U.S. Treasuries (including strips) BILL 10/14/25 N/A 912797RC3 2025-10-14 0 N/A 400.00 399.42 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 100.00 101.18 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 200.00 195.45 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 100.00 99.52 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 N/A 500.00 510.71 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 400.00 410.46 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 45151600.00 27161396.50 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 700.00 697.91 U.S. Treasuries (including strips) 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 N/A 600.00 608.23 U.S. Treasuries (including strips) BILL 10/28/25 N/A 912797RE9 2025-10-28 0 N/A 100.00 99.70 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 800.00 793.65 U.S. Treasuries (including strips) 4 1/2 BOND 54 N/A 912810UE6 2054-11-15 4.5 N/A 800.00 785.68 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 1100.00 791.93 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 N/A 5800.00 5697.48 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 3973400.00 2898215.84 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SQ2 2040-08-15 1.125 N/A 100.00 63.26 U.S. Treasuries (including strips) 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 N/A 700.00 776.83 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 427400.00 435008.33 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 500.00 354.69 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 N/A 900.00 919.63 U.S. 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38384MPW1 2054-04-20 1.51119 N/A 30000000.00 1811573.12 Agency Collateralized Mortgage Obligation GNMA_24-64BB N/A 38384MRE9 2054-04-20 2.76119 N/A 21605608.00 1986867.13 Agency Collateralized Mortgage Obligation GNMA_24-H21E N/A 38383K5P3 2074-12-20 0.65262 N/A 14980000.00 1033405.06 Agency Collateralized Mortgage Obligation GNMA_25-1B N/A 38385CFM5 2054-11-20 1.46119 N/A 20552847.00 1158976.21 Agency Collateralized Mortgage Obligation GNMA_25-139C N/A 38381QXG1 2055-08-20 0.05 N/A 80000000.00 108281.77 Agency Collateralized Mortgage Obligation GNMA_20-029 N/A 38380N4W6 2060-01-16 0.93178 N/A 33100000.00 1406588.10 Agency Collateralized Mortgage Obligation GNMA_24-4L N/A 38384HZE1 2054-01-20 2.61119 N/A 50000000.00 1564209.74 Agency Collateralized Mortgage Obligation GNMA_24-79X N/A 38384PLC2 2064-05-20 2.26119 N/A 82236891.00 2598270.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379RSQ7 2059-05-16 0.68824 N/A 4975000.00 37404.90 Agency 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Agency Collateralized Mortgage Obligation GNMA_25-25Q N/A 38385DPR1 2055-02-20 1.46119 N/A 80000000.00 3310569.80 Agency Collateralized Mortgage Obligation GNMA_25-62R N/A 38385FQG9 2065-04-20 1.41119 N/A 75000000.00 2331634.34 Agency Collateralized Mortgage Obligation GNMA_24-110K N/A 38384QC71 2064-07-20 1.66119 N/A 50000000.00 1030290.75 Agency Collateralized Mortgage Obligation GNMA_25-124N N/A 38381PHV8 2055-07-20 0.76119 N/A 110812108.00 4667916.20 Agency Collateralized Mortgage Obligation GNMA_19-140F N/A 38382AU94 2049-11-20 5.5 N/A 26119212.00 1109597.08 Agency Collateralized Mortgage Obligation GNMA_10-98E N/A 38377JPL1 2039-03-20 5.17173 N/A 3000000.00 129.89 Agency Collateralized Mortgage Obligation GNMA_25-139B N/A 38381QWT4 2065-08-20 0.05 N/A 175000000.00 380389.94 Agency Collateralized Mortgage Obligation GNMA_23-43G N/A 38383XGF5 2053-03-20 1.21119 N/A 89834624.00 3191303.02 Agency Collateralized Mortgage Obligation GNMA_20-68 N/A 38380PHX5 2060-05-16 1.61478 N/A 28200000.00 2599021.87 Agency Collateralized Mortgage Obligation GNMA_18-150 N/A 38380MUL3 2060-02-16 0.60181 N/A 75015040.00 1158377.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-181 N/A 38382LXR7 2050-12-20 2 N/A 2100000.00 146545.04 Agency Collateralized Mortgage Obligation GNMA_25-69H N/A 38385FCS8 2055-04-20 10 N/A 1600000.00 1636613.69 Agency Collateralized Mortgage Obligation GNMA_20-1G N/A 38382CER8 2049-05-20 3.5 N/A 11428571.00 143634.18 Agency Collateralized Mortgage Obligation GNMA_25-139A N/A 38381QWP2 2055-08-20 0.04119 N/A 142807689.00 4301216.72 Agency Collateralized Mortgage Obligation GNMA_21-148 N/A 38381DQ86 2063-10-16 1.06698 N/A 19000000.00 1488986.93 Agency Collateralized Mortgage Obligation GNMA_25-139R N/A 38381QS85 2055-08-20 6 N/A 1083333.00 163907.23 Agency Collateralized Mortgage Obligation GNMA_24-110L N/A 38384QVV7 2054-07-20 2.26119 N/A 90000000.00 3366378.36 Agency Collateralized Mortgage Obligation GNMA_24-159X N/A 38384YDV0 2054-10-20 1.04119 N/A 75000000.00 3202998.84 Agency Collateralized Mortgage Obligation GNMA_25-139A N/A 38381QWN7 2055-08-20 0 N/A 3727273.00 2595366.06 Agency Collateralized Mortgage Obligation GNMA_22-60K N/A 38383PEH0 2052-02-20 3 N/A 1450000.00 134302.38 Agency Collateralized Mortgage Obligation GNMA_23-43G N/A 38383XCL6 2053-03-20 1.21119 N/A 115000000.00 2489025.36 Agency Collateralized Mortgage Obligation GNMA_21-83L N/A 38382QWF3 2051-05-20 0 N/A 600000.00 5370.05 Agency Collateralized Mortgage Obligation FNMA_23-6B N/A 3136BPXC0 2053-03-25 1.89397 N/A 100000000.00 3802898.13 Agency Collateralized Mortgage Obligation GNMA_98 N/A 38374ETL1 2033-11-20 2.35008 N/A 85000000.00 4536.12 Agency Collateralized Mortgage Obligation GNMA_21-134 N/A 38381DWD8 2061-06-16 1.43253 N/A 22500000.00 1632450.28 Agency Collateralized Mortgage Obligation GNMA_21-209F N/A 38383DH50 2051-11-20 6 N/A 247641.00 20665.47 Agency Collateralized Mortgage Obligation GNMA_21-133 N/A 38381DXB1 2063-07-16 0.8823 N/A 39000000.00 2235048.68 Agency Collateralized Mortgage Obligation GNMA_25-25S N/A 38385DEX0 2055-02-20 0.86119 N/A 64166296.00 2069885.79 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2M4 2050-01-20 4.5 N/A 20901906.00 1166488.93 Agency Collateralized Mortgage Obligation GNMA_22-112A N/A 38383TMY6 2052-06-20 1.73119 N/A 34256500.00 1636292.35 Agency Collateralized Mortgage Obligation GNMA_25-31 N/A 38381L6J6 2067-08-16 0.87624 N/A 35000000.00 1923030.19 Agency Collateralized Mortgage Obligation GNMA_21-119M N/A 38382UR86 2051-06-20 2.5 N/A 376108.00 88104.76 Agency Collateralized Mortgage Obligation GNMA_22-78G N/A 38383RSH1 2051-12-20 4.5 N/A 1523506.00 133705.99 Agency Collateralized Mortgage Obligation GNMA_23-H10C N/A 38382Y4B6 2073-04-20 1.91748 N/A 115485865.00 3035886.02 Agency Collateralized Mortgage Obligation GNMA_25-139U N/A 38381QA76 2055-08-20 0.01119 N/A 80000000.00 1139485.42 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSC2 2050-09-20 3.5 N/A 581646.00 51059.08 Agency Collateralized Mortgage Obligation GNMA_16-68M N/A 38379XCM0 2046-05-20 4 N/A 9625875.00 133452.72 Agency Collateralized Mortgage Obligation GNMA_25-H17C N/A 38384LVJ5 2075-08-20 0.76527 N/A 10400000.00 792387.33 Agency Collateralized Mortgage Obligation GNMA_24-161 N/A 38381LA77 2064-06-16 0.74014 N/A 50000000.00 2716370.98 Agency Collateralized Mortgage Obligation GNMA_22-H11D N/A 38382YTL7 2072-05-20 1.56802 N/A 69689319.00 3279873.48 Agency Collateralized Mortgage Obligation GNMA_23-H16B N/A 38383KAP7 2072-04-20 0.16145 N/A 70000000.00 2466733.80 Agency Collateralized Mortgage Obligation GNMA_25-105F N/A 38381NCF3 2055-06-20 0.71119 N/A 170000000.00 2443668.44 Agency Collateralized Mortgage Obligation GNMA_24-97S N/A 38384PZM5 2064-06-20 1.50119 N/A 160000000.00 1873801.37 Agency Collateralized Mortgage Obligation GNMA_25-1Y N/A 38385CGU6 2055-01-20 1.53119 N/A 100000000.00 3305308.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-179 N/A 38380RET3 2062-09-16 1.01094 N/A 31860000.00 1935398.16 Agency Collateralized Mortgage Obligation GNMA_22-H17E N/A 38382YXN8 2072-07-20 1.63407 N/A 40279544.00 2281575.58 Agency Collateralized Mortgage Obligation GNMA_21-H14D N/A 38382YFR9 2071-09-20 0.08061 N/A 126421699.00 3371885.11 Agency Collateralized Mortgage Obligation GNMA_24-64N N/A 38384MNK9 2054-04-20 2.81119 N/A 53333333.00 3258635.34 Agency Collateralized Mortgage Obligation GNMA_25-69H N/A 38385FCR0 2055-04-20 0 N/A 20000000.00 76576.13 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HCB2 2053-12-20 1.31119 N/A 50342430.00 2580793.42 Agency Collateralized Mortgage Obligation GNMA_17-18 N/A 38376MET0 2047-02-16 1.83859 N/A 885000.00 32297.99 Agency Collateralized Mortgage Obligation GNMA_25-139C N/A 38381Q2H3 2051-08-20 6 N/A 1354166.00 151994.28 Agency Collateralized Mortgage Obligation GNMA_22-H17C N/A 38382YXV0 2072-08-20 0.59736 N/A 35000000.00 2000650.09 Agency Collateralized Mortgage Obligation GNMA_22-93L N/A 38383R3X3 2052-05-20 0 N/A 50000000.00 979740.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-56 N/A 38380JZE1 2059-11-16 0.60345 N/A 92200000.00 1109110.16 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PFY1 2053-07-20 7 N/A 1107143.00 125148.94 Agency Collateralized Mortgage Obligation GNMA_22-60L N/A 38383PCG4 2052-03-20 5 N/A 17412196.00 1848063.47 Agency Collateralized Mortgage Obligation GNMA_24-30D N/A 38384JJH8 2064-02-20 2.46119 N/A 90000000.00 1606075.32 Agency Collateralized Mortgage Obligation GNMA_21-60 N/A 38380R4L1 2063-05-16 0.8262 N/A 2500000.00 134487.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RKZ8 2061-08-20 5.14582 N/A 1606749.00 2126.36 Agency Collateralized Mortgage Obligation GNMA_23-173D N/A 38384GFV7 2053-11-20 6.5 N/A 1346154.00 101448.23 Agency Collateralized Mortgage Obligation GNMA_22-78 N/A 38383P7C9 2052-04-20 0 N/A 9428323.00 3554194.71 Agency Collateralized Mortgage Obligation GNMA_25-69A N/A 38385FAD3 2055-04-20 1.61119 N/A 60000000.00 2014035.64 Agency Collateralized Mortgage Obligation GNMA_24-110M N/A 38384QVZ8 2054-07-20 2.26119 N/A 21555943.00 1624974.60 Agency Collateralized Mortgage Obligation GNMA_24-79F N/A 38384PHA1 2049-10-20 6.5 N/A 1892021.00 123461.17 Agency Collateralized Mortgage Obligation GNMA_24-64S N/A 38384MXS1 2050-11-20 5 N/A 1881711.00 140969.59 Agency Collateralized Mortgage Obligation GNMA_25-69L N/A 38385FDM0 2055-04-20 0.09119 N/A 30717567.00 664778.91 Agency Collateralized Mortgage Obligation GNMA_25-89G N/A 38385GGP8 2055-05-20 2.66119 N/A 45801545.00 4219524.51 Agency Collateralized Mortgage Obligation GNMA_21-117 N/A 38382WDX2 2051-07-20 3.5 N/A 21428571.00 1309049.84 Agency Collateralized Mortgage Obligation GNMA_22-H11A N/A 38382YSZ7 2072-05-20 0.42316 N/A 29320000.00 1477633.50 Agency Collateralized Mortgage Obligation GNMA_21-161E N/A 38383A2D5 2051-09-20 2.5 N/A 28024384.00 2427789.00 Agency Collateralized Mortgage Obligation GNMA_25-69C N/A 38385FBP5 2055-04-20 1.01119 N/A 2263148.00 98948.93 Agency Collateralized Mortgage Obligation GNMA_24-160A N/A 38384YPN5 2054-10-20 1.66119 N/A 43658507.00 2425223.58 Agency Collateralized Mortgage Obligation GNMA_18-65H N/A 38380WP86 2048-05-20 7 N/A 6255189.00 103834.41 Agency Collateralized Mortgage Obligation GNMA_21-H17C N/A 38382YHD8 2071-11-20 1.57577 N/A 49862267.00 2038803.15 Agency Collateralized Mortgage Obligation GNMA_23-101B N/A 38384CAV1 2053-07-20 1.81119 N/A 62627718.00 1274123.33 Agency Collateralized Mortgage Obligation GNMA_17-79A N/A 38376UZH5 2047-05-20 5.5 N/A 525000.00 20374.81 Agency Collateralized Mortgage Obligation GNMA_25-124D N/A 38381PFQ1 2055-07-20 0.05 N/A 58494493.00 78903.42 Agency Collateralized Mortgage Obligation GNMA_25-1Q N/A 38385CFJ2 2055-01-20 1.56119 N/A 22500000.00 1300091.15 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KG22 2074-08-20 0.68053 N/A 93900000.00 6035809.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379R2G7 2059-02-16 0.54421 N/A 125765018.00 1393138.82 Agency Collateralized Mortgage Obligation GNMA_14-62 N/A 38379BTX6 2043-09-20 4.5 N/A 25616000.00 86635.64 Agency Collateralized Mortgage Obligation GNMA_25-69Y N/A 38385FGH8 2065-04-20 0.1 N/A 360000000.00 862901.91 Agency Collateralized Mortgage Obligation GNMA_21-116L N/A 38382WRT6 2047-10-20 2.5 N/A 64804661.00 3412122.46 Agency Collateralized Mortgage Obligation GNMA_21-200 N/A 38381EGK8 2063-11-16 0.88593 N/A 26700000.00 1528283.08 Agency Collateralized Mortgage Obligation GNMA_21-57 N/A 38382QCY4 2051-03-20 3 N/A 1000000.00 97604.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-173 N/A 38382LNV9 2050-11-20 2.5 N/A 1000000.00 87847.21 Agency Collateralized Mortgage Obligation GNMA_23-H02C N/A 38382YM26 2072-11-20 0.40125 N/A 27740513.00 1509395.41 Agency Collateralized Mortgage Obligation GNMA_24-64L N/A 38384MMQ7 2054-04-20 1.01119 N/A 125000000.00 3649432.55 Agency Collateralized Mortgage Obligation GNMA_24-H03F N/A 38383KPJ5 2066-12-20 2.11051 N/A 124065942.00 2334445.94 Agency Collateralized Mortgage Obligation GNMA_24-151J N/A 38384WEH4 2064-09-20 1.04119 N/A 90000000.00 1748226.70 Agency Collateralized Mortgage Obligation GNMA_25-105H N/A 38381NCK2 2055-06-20 5.5 N/A 227272.00 43649.58 Agency Collateralized Mortgage Obligation GNMA_21-77C N/A 38382QR28 2050-07-20 3 N/A 4884.00 70.49 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PBA7 2054-05-20 1.61119 N/A 50000000.00 2094355.87 Agency Collateralized Mortgage Obligation GNMA_21-14 N/A 38380RRU6 2063-06-16 1.33057 N/A 37000000.00 2392506.15 Agency Collateralized Mortgage Obligation GNMA_23-H13E N/A 38382Y6S7 2072-12-20 0.93647 N/A 41547073.00 1511170.77 Agency Collateralized Mortgage Obligation 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N/A 55464420.00 3444640.72 Agency Collateralized Mortgage Obligation FHLMC_5548B N/A 3137HLJP8 2055-06-25 5.25 N/A 6049230.00 5957849.93 Agency Collateralized Mortgage Obligation GNMA_25-139C N/A 38381QZ87 2050-11-20 6 N/A 1250000.00 134360.71 Agency Collateralized Mortgage Obligation GNMA_23-103G N/A 38384CEH8 2053-07-20 1.56119 N/A 105000000.00 1699453.16 Agency Collateralized Mortgage Obligation GNMA_24-51U N/A 38384KWQ0 2054-03-20 2.79119 N/A 50000000.00 2652129.85 Agency Collateralized Mortgage Obligation GNMA_23-182H N/A 38384GSP6 2053-12-20 2.76119 N/A 60000000.00 2572089.97 Agency Collateralized Mortgage Obligation GNMA_24-51L N/A 38384KUS8 2052-02-20 3 N/A 11966168.00 1607159.37 Agency Collateralized Mortgage Obligation GNMA_20-182 N/A 38380RLQ1 2063-06-16 0.7 N/A 74700000.00 1558850.36 Agency Collateralized Mortgage Obligation GNMA_21-107L N/A 38382UCS8 2050-02-20 3 N/A 63937.00 17297.94 Agency Collateralized Mortgage Obligation GNMA_25-105G N/A 38381NCJ5 2055-06-20 0.11119 N/A 60011447.00 1283337.58 Agency Collateralized Mortgage Obligation GNMA_25-41A N/A 38385ERD8 2036-02-20 6 N/A 479833.00 83517.36 Agency Collateralized Mortgage Obligation FHLMC_4523B N/A 3137BLPX0 2045-10-15 3.5 N/A 1237207.00 1520134.55 Agency Collateralized Mortgage Obligation GNMA_23-113J N/A 38384CWD7 2053-08-20 1.41119 N/A 113819457.00 1993185.24 Agency Collateralized Mortgage Obligation GNMA_19-4B N/A 38381BTG9 2049-01-20 1.75008 N/A 115772153.00 2863844.44 Agency Collateralized Mortgage Obligation GNMA_23-179 N/A 38381JZQ3 2063-09-16 0.61074 N/A 108400000.00 4406675.93 Agency Collateralized Mortgage Obligation GNMA_24-79Y N/A 38384PFC9 2064-05-20 1.51119 N/A 100000000.00 1467258.28 Agency Collateralized Mortgage Obligation GNMA_20-105 N/A 38380PYQ1 2062-03-16 0.76367 N/A 43000000.00 1623201.82 Agency Collateralized Mortgage Obligation GNMA_23-66C N/A 38384AQX4 2053-05-20 1.76119 N/A 30000000.00 1314392.24 Agency Collateralized Mortgage Obligation GNMA_23-182C N/A 38384GPA2 2053-12-20 2.01119 N/A 48888889.00 1359383.01 Agency Collateralized Mortgage Obligation GNMA_22-216A N/A 38381HK26 2065-07-16 0.74982 N/A 30801270.00 1744091.02 Agency Collateralized Mortgage Obligation GNMA_25-124E N/A 38381PKU6 2051-07-20 6 N/A 5084635.00 637883.70 Agency Collateralized Mortgage Obligation GNMA_25-69C N/A 38385FBD2 2055-04-20 0.91119 N/A 30000000.00 1244989.22 Agency Collateralized Mortgage Obligation GNMA_24-184J N/A 38384XA86 2054-11-20 0.46119 N/A 60000000.00 1334614.14 Agency Collateralized Mortgage Obligation GNMA_24-30Z N/A 38384JQJ6 2054-02-20 2.61119 N/A 50000000.00 2856309.91 Agency Collateralized Mortgage Obligation GNMA_19-16C N/A 38381RGP8 2049-02-20 1.80008 N/A 35665759.00 1401674.09 Agency Collateralized Mortgage Obligation GNMA_25-89D N/A 38385GFU8 2055-05-20 0 N/A 200000000.00 154606.88 Agency Collateralized Mortgage Obligation GNMA_25-124E N/A 38381PGC1 2055-07-20 2.71119 N/A 15000000.00 1329693.39 Agency Collateralized Mortgage Obligation GNMA_23-83B N/A 38384BRA1 2053-06-20 0.91119 N/A 50000000.00 1308064.81 Agency Collateralized Mortgage Obligation GNMA_24-159P N/A 38384YDD0 2054-10-20 0.41119 N/A 100000000.00 3252534.50 Agency Collateralized Mortgage Obligation FHLKF_10-3 N/A 3137FXZ84 2031-01-25 4.58098 N/A 146844249.00 68117773.19 Agency Collateralized Mortgage Obligation GNMA_23-173F N/A 38384GDH0 2053-11-20 1.86119 N/A 30000000.00 1958266.17 Agency Collateralized Mortgage Obligation GNMA_24-30Q N/A 38384JNB6 2054-02-20 2.01119 N/A 60000000.00 4332554.25 Agency Collateralized Mortgage Obligation FRESB_20-SB81 N/A 30317QAE7 2030-10-25 1.11 N/A 5683153.00 4112926.46 Agency Collateralized Mortgage Obligation GNMA_20-109 N/A 38380PWC4 2060-05-16 0.83581 N/A 2500000.00 116673.55 Agency Collateralized Mortgage Obligation GNMA_19-151M N/A 38382BCB7 2049-12-20 4.5 N/A 28907790.00 1381707.05 Agency Collateralized Mortgage Obligation GNMA_25-139R N/A 38381QU58 2055-01-20 6 N/A 2250023.00 333048.29 Agency Collateralized Mortgage Obligation GNMA_25-69E N/A 38385FBX8 2065-04-20 1.56119 N/A 100000000.00 2880341.15 Agency Collateralized Mortgage Obligation GNMA_24-110V N/A 38384QXC7 2054-07-20 2.31119 N/A 50000000.00 1327770.18 Agency Collateralized Mortgage Obligation GNMA_20-65D N/A 38382E7C5 2050-05-20 1.85008 N/A 46753246.00 2616855.47 Agency Collateralized Mortgage Obligation GNMA_21-49C N/A 38382PU75 2051-03-20 2 N/A 1750000.00 106164.87 Agency Collateralized Mortgage Obligation GNMA_25-1N N/A 38385CFA1 2055-01-20 0.81119 N/A 50000000.00 1389262.30 Agency Collateralized Mortgage Obligation GNMA_20-H09G N/A 38380QBM3 2070-05-20 1.09058 N/A 1546333.00 46437.72 Agency Collateralized Mortgage Obligation GNMA_25-89K N/A 38385GHB8 2055-05-20 0.01119 N/A 73096188.00 1464562.83 Agency Collateralized Mortgage Obligation GNMA_24-151E N/A 38384WJK2 2054-07-20 6.5 N/A 649436.00 124141.87 Agency Collateralized Mortgage Obligation GNMA_25-124M N/A 38381PHT3 2055-07-20 0.11119 N/A 80000000.00 1714716.29 Agency Collateralized Mortgage Obligation GNMA_21-161E N/A 38383A4Z4 2051-09-20 4.5 N/A 29599559.00 1624010.19 Agency Collateralized Mortgage Obligation GNMA_21-180 N/A 38381D6B1 2063-11-16 0.91506 N/A 26100000.00 1586241.65 Agency Collateralized Mortgage Obligation GNMA_24-64Q N/A 38384MNQ6 2054-04-20 1.66119 N/A 40000000.00 2116407.80 Agency Collateralized Mortgage Obligation GNMA_24-79E N/A 38384PBQ2 2054-05-20 0.86119 N/A 50000000.00 1975686.50 Agency Collateralized Mortgage Obligation GNMA_24-64V N/A 38384MQA8 2054-04-20 0.81119 N/A 50000000.00 1832407.53 Agency Collateralized Mortgage Obligation GNMA_25-25T N/A 38385DNC6 2055-02-20 5.5 N/A 9090909.00 1754445.82 Agency Collateralized Mortgage Obligation GNMA_22-197P N/A 38383LFQ8 2052-11-20 2.41119 N/A 32000000.00 1354754.09 Agency Collateralized Mortgage Obligation GNMA_24-184P N/A 38384XD67 2054-11-20 1.61119 N/A 75000000.00 5487686.06 Agency Collateralized Mortgage Obligation GNMA_41-97F N/A 38385BBC3 2064-12-20 0.16119 N/A 45000000.00 787330.65 Agency Collateralized Mortgage Obligation GNMA_22-78G N/A 38383P7D7 2052-04-20 0 N/A 4000000.00 1453984.30 Agency Collateralized Mortgage Obligation GNMA_25-1Z N/A 38385CRS9 2055-01-20 6.5 N/A 1353846.00 97718.22 Agency Collateralized Mortgage Obligation GNMA_25-1M N/A 38385CEU8 2055-01-20 0.81119 N/A 45000000.00 1490828.83 Agency Collateralized Mortgage Obligation GNMA_18-162 N/A 38380MVJ7 2060-10-16 0.68122 N/A 142417131.00 1134000.33 Agency Collateralized Mortgage Obligation GNMA_21-H19J N/A 38382YKE2 2071-12-20 1.53931 N/A 48740080.00 1917532.85 Agency Collateralized Mortgage Obligation GNMA_20-H12C N/A 38380QEW8 2070-07-20 1.2643 N/A 16000000.00 545484.58 Agency Collateralized Mortgage Obligation GNMA_16-136B N/A 38380BNQ4 2046-06-20 4.5 N/A 2647444.00 101781.99 Agency Collateralized Mortgage Obligation GNMA_11-70A N/A 38377WKB9 2041-05-16 0 N/A 215000000.00 11502478.29 Agency Collateralized Mortgage Obligation GNMA_22-179F N/A 38383Y4R0 2052-10-20 1.81119 N/A 29166665.00 1974425.85 Agency Collateralized Mortgage Obligation GNMA_22-H12D N/A 38382YUQ4 2072-06-20 0.67296 N/A 50000000.00 3367305.75 Agency Collateralized Mortgage Obligation GNMA_21-89K N/A 38382QYR5 2051-03-20 2.5 N/A 391758.00 94120.99 Agency Collateralized Mortgage Obligation GNMA_17-134K N/A 38380GP57 2047-09-20 3 N/A 9831320.00 10135908.52 Agency Collateralized Mortgage Obligation FNMA_34820 N/A 31394UFF4 2035-11-25 2.11949 N/A 7879956.00 49776.04 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Moody's NR Fitch NR 2025-10-01 2025-10-07 2025-10-07 Y BMO CAPITAL MARKETS CORP 1.0000 7 N Moody's NR Fitch NR Standard & Poor's NR N N 0.0420 400000000.00 400000000.00 0.0022 N N Y N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 4.14000000 N/A 549300H47WTHXPU08X20 BYDSC4PK7 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 C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 15717000.00 16356057.15 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 N/A 7467800.00 7462704.98 U.S. Treasuries (including strips) 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 N/A 40640600.00 41588519.03 U.S. Treasuries (including strips) 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 N/A 54000.00 55854.50 U.S. Treasuries (including strips) 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 N/A 14001800.00 14415406.17 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 200.00 108.80 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 137347400.00 140478870.73 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 149955000.00 158499535.92 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4 N/A 38404000.00 36123071.23 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 100.00 87.08 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 N/A 6782400.00 6854837.62 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 8000.00 8123.96 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 7772700.00 8075602.12 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 874600.00 872683.43 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 N/A 100.00 98.89 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 2805000.00 3039331.80 U.S. Treasuries (including strips) 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 N/A 72365000.00 74222995.47 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 N/A 100.00 99.55 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 8617400.00 6808504.33 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 50000000.00 50909783.35 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 6900.00 6663.07 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 50000000.00 47563633.35 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 N/A 15616500.00 15983027.06 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 631497000.00 642153511.88 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 N/A 6578000.00 6729792.18 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 600.00 408.66 U.S. Treasuries (including strips) 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 N/A 120000.00 126927.57 U.S. Treasuries (including strips) BILL 03/12/26 N/A 912797SB4 2026-03-12 0 N/A 9154700.00 9000598.93 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 N/A 200.00 204.28 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 100000.00 98080.15 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 414085600.00 421456917.89 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 1000.00 993.30 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 200000000.00 170625700.00 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 900.00 735.60 U.S. Treasuries (including strips) 4 3/8 NOTE G 32 N/A 91282CMK4 2032-01-31 4.375 N/A 582080500.00 602917257.78 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 100.00 94.43 U.S. Treasuries (including strips) 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 N/A 37995000.00 39128647.32 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 N/A 2990100.00 2195306.00 U.S. Treasuries (including strips) TRFR BB 04/30/26 N/A 91282CKM2 2026-04-30 4.048456104 N/A 396700.00 399460.63 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 403000.00 429800.51 U.S. Treasuries (including strips) BILL 05/14/26 N/A 912797QN0 2026-05-14 0 N/A 10113000.00 9885305.80 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 N/A 16219300.00 16431841.50 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 2000000.00 2033007.00 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 N/A 712000.00 671470.37 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 50422700.00 50018788.96 U.S. Treasuries (including strips) 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 N/A 500.00 529.38 U.S. Treasuries (including strips) BILL 11/13/25 N/A 912797QQ3 2025-11-13 0 N/A 1300.00 1293.79 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 12500000.00 12211535.84 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 N/A 80064000.00 80313811.21 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 400.00 410.91 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 128065600.00 130015590.86 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 N/A 55400000.00 56538531.77 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 N/A 45540600.00 45845460.16 U.S. Treasuries (including strips) 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 N/A 12033000.00 12227465.31 U.S. Treasuries (including strips) BILL 02/05/26 N/A 912797RL3 2026-02-05 0 N/A 1635900.00 1614402.64 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 4.080456104 N/A 200.00 201.42 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 N/A 100.00 98.89 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 N/A 100.00 102.73 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 263652900.00 259737390.78 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 52489000.00 46729473.89 U.S. Treasuries (including strips) 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 N/A 34263700.00 34675926.57 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 N/A 1000.00 785.65 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 100.00 96.71 U.S. Treasuries (including strips) TRFR AX 01/31/26 N/A 91282CJU6 2026-01-31 4.143456104 N/A 13071600.00 13169309.70 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 N/A 72787500.00 75199386.60 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 N/A 64042000.00 63890540.67 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 N/A 1133200.00 808110.98 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Securities FEPC 06.000 CLSL0375 N/A 31427MMZ1 2054-12-01 6 N/A 11601428.00 11402834.18 Agency Mortgage-Backed Securities FNMS 03.500 CKBM6359 N/A 3140JBB54 2050-02-01 3.5 N/A 6117415.00 2457196.34 Agency Mortgage-Backed Securities FNMS 06.500 CL890131 N/A 31410K4Q4 2038-12-01 6.5 N/A 30000000.00 1065012.29 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5070 N/A 31418ET42 2053-07-01 4.5 N/A 1000.00 851.21 Agency Mortgage-Backed Securities FEPC 03.500 CLQE7181 N/A 3133BG6S2 2052-06-01 3.5 N/A 1000.00 715.69 Agency Mortgage-Backed Securities 03.500 FGPC Q40244 G N/A 3132WDHW7 2046-04-01 3.5 N/A 195949.00 30970.23 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2961 N/A 3132DQJE7 2052-11-01 5 N/A 1000.00 723.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1158 N/A 3140EVJC2 2046-02-01 3.5 N/A 251000.00 29044.05 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9846 N/A 3133KR5F7 2053-09-01 5.5 N/A 44449854.00 39537218.97 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0717 N/A 3140Y6YP9 2055-07-01 6 N/A 1024.00 1064.82 Agency Mortgage-Backed Securities FNMS 02.000 CIFM5798 N/A 3140X9NQ4 2036-01-01 2 N/A 1000.00 450.65 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8124 N/A 3138YNA23 2045-06-01 3.5 N/A 11749536.00 3410589.86 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 N/A 2255326.00 2076295.23 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4728 N/A 3140M6HE6 2054-06-01 6.5 N/A 3219147.00 2895598.83 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4387 N/A 3142GU2V4 2055-06-01 6 N/A 3507670.00 3464351.90 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8689 N/A 3138WJUP1 2047-01-01 3.5 N/A 21510854.00 4930731.01 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5892 N/A 3140QRRN5 2053-03-01 4.5 N/A 99001.00 85460.97 Agency Mortgage-Backed Securities FNMS 04.000 CLAU5883 N/A 3138X5RD1 2043-09-01 4 N/A 13793671.00 2285825.36 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8066 N/A 3133KP6B9 2052-12-01 5.5 N/A 1000.00 863.89 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4784 N/A 31418EJ68 2052-10-01 4.5 N/A 1000.00 776.39 Agency Mortgage-Backed Securities FEPC 03.500 CLQD9463 N/A 3133B7QQ4 2052-04-01 3.5 N/A 146000.00 104354.27 Agency Mortgage-Backed Securities FEPC 06.000 CLQY2427 N/A 31426LVV3 2055-05-01 6 N/A 97121.00 97063.54 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4747 N/A 3140X8HZ3 2048-01-01 3.5 N/A 1000.00 288.16 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4889 N/A 3140QQNF8 2052-10-01 4.5 N/A 1970656.00 1508286.87 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3809 N/A 3140XKGT1 2052-11-01 4.5 N/A 1000.00 794.26 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5080 N/A 3133BEUD3 2052-07-01 5 N/A 1000.00 692.39 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ2011 N/A 31426YGV2 2055-09-01 6 N/A 4010.00 4199.10 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ0858 N/A 3138YR5U8 2045-07-01 3.5 N/A 82513876.00 16044023.22 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5540 N/A 31418FEN3 2044-11-01 5.5 N/A 946963.00 826093.66 Agency Mortgage-Backed Securities FEPC 06.000 CLQY8022 N/A 31426S4G1 2055-07-01 6 N/A 1141347.00 1186295.51 Agency Mortgage-Backed Securities 04.000 FGPC Q52158 G N/A 3132XUMG7 2047-11-01 4 N/A 2027.00 603.95 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1010 N/A 3140Y7DQ8 2055-09-01 5.5 N/A 45607760.00 46526708.81 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8505 N/A 3132DWNW9 2055-02-01 5 N/A 20932320.00 19942878.69 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4074 N/A 31418DQ47 2035-07-01 2 N/A 1000.00 332.78 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8862 N/A 3140QUZ41 2054-07-01 6 N/A 447954.00 446017.00 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4656 N/A 31418EE63 2052-07-01 4.5 N/A 2000.00 1538.44 Agency Mortgage-Backed Securities FEPC 06.500 CLQY4270 N/A 31426NW89 2055-05-01 6.5 N/A 1000.00 1051.85 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8582 N/A 3138W6RC2 2043-06-01 3.5 N/A 1024.00 188.96 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4398 N/A 31418D3G5 2051-08-01 2 N/A 1000.00 620.40 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0503 N/A 3140FXRZ7 2060-09-01 3 N/A 750000.00 309437.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6760 N/A 3132DUQM2 2054-11-01 5 N/A 3733135.00 3573833.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 N/A 1000.00 838.14 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8579 N/A 3140QGQ91 2051-01-01 2 N/A 13885595.00 7385744.45 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9888 N/A 3140MP7A3 2052-05-01 3.5 N/A 10891840.00 7247458.89 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4782 N/A 31418EJ43 2052-10-01 3.5 N/A 1002.00 777.87 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9631 N/A 3138ERVZ0 2046-12-01 3 N/A 1000.00 276.75 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2503 N/A 3140W2X97 2052-07-01 5 N/A 1013.00 1020.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQG5435 N/A 3133C6BC2 2053-06-01 5 N/A 1000.00 892.47 Agency Mortgage-Backed Securities FNMS 03.000 CIAL7225 N/A 3138EQA36 2030-08-01 3 N/A 302812.00 31346.84 Agency Mortgage-Backed Securities FNMS 03.500 CRBM6096 N/A 3140JAX29 2043-07-01 3.5 N/A 1000.00 250.09 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4746 N/A 3140M6HY2 2054-07-01 6 N/A 1024.00 910.65 Agency Mortgage-Backed Securities FNMS 03.500 CLBT7848 N/A 3140LWWJ2 2052-07-01 3.5 N/A 1000.00 763.90 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5423 N/A 3140JNAZ3 2049-04-01 3.5 N/A 1024.00 299.44 Agency Mortgage-Backed Securities FNMS 05.500 CLDD4903 N/A 3140B5NV5 2055-03-01 5.5 N/A 2000.00 2014.31 Agency Mortgage-Backed Securities FNMS 05.000 CT257536 N/A 31371PBD1 2029-01-01 5 N/A 25575.00 93.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 N/A 563000.00 496929.91 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0106 N/A 3140NGDL1 2053-04-01 5 N/A 1000.00 963.32 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8114 N/A 3132DWAP8 2050-12-01 2.5 N/A 1000.00 458.69 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ5065 N/A 31427CTX1 2055-10-01 5.5 N/A 1593900.00 1627302.65 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 N/A 1000.00 720.32 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1101 N/A 3142GRGK0 2054-03-01 6 N/A 1000.00 937.58 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1269 N/A 3142GRMT4 2054-04-01 6 N/A 2106237.00 1858808.84 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 5000.00 4125.94 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7289 N/A 3140QFC31 2050-10-01 2 N/A 50009048.00 25622557.39 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4007 N/A 3142GUNZ2 2055-04-01 5.5 N/A 16094280.00 16235565.60 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7390 N/A 3133KPF78 2052-05-01 4 N/A 1000.00 745.41 Agency Mortgage-Backed Securities FEPC 06.000 CLQY4689 N/A 31426PF75 2055-05-01 6 N/A 1000.00 1014.90 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3010 N/A 3132DQKX3 2053-06-01 5.5 N/A 30000.00 24992.18 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5216 N/A 31418EYN4 2053-12-01 6 N/A 5000.00 3807.73 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7116 N/A 3140QS4A6 2053-09-01 6 N/A 1000.00 858.14 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 N/A 1000.00 919.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5349 N/A 3140XL5K0 2052-10-01 4 N/A 147000.00 111716.54 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ0060 N/A 3142GQB68 2053-10-01 5 N/A 6867992.00 6104258.16 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 N/A 16125853.00 2355533.68 Agency Mortgage-Backed Securities FEPC 02.500 CLQA5078 N/A 31346YUB7 2049-12-01 2.5 N/A 1000.00 349.24 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 N/A 2320.00 253.21 Agency Mortgage-Backed Securities FEPC 07.000 CLQX4801 N/A 31426AKP2 2055-02-01 7 N/A 1156704.00 1224079.82 Agency Mortgage-Backed Securities FNMS 02.000 CLBP9657 N/A 3140KHWT4 2050-07-01 2 N/A 5995686.00 2968752.50 Agency Mortgage-Backed Securities FNMS 03.000 CIFS3464 N/A 3140XJZ63 2035-06-01 3 N/A 1679.00 698.88 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4154 N/A 31418DTL6 2035-10-01 1.5 N/A 1000.00 439.48 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5038 N/A 31418ES43 2053-06-01 5 N/A 1000.00 843.96 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0325 N/A 3142GQLF7 2053-11-01 6.5 N/A 2746406.00 2126309.58 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4378 N/A 31418D2L5 2051-07-01 2 N/A 50756.00 31335.65 Agency Mortgage-Backed Securities FNMS 03.000 CLAR3391 N/A 3138W0XV6 2043-01-01 3 N/A 1000.00 181.99 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6520 N/A 3133BUG50 2053-01-01 5.5 N/A 1008.00 731.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7917 N/A 3138WHYP1 2046-09-01 3.5 N/A 12985380.00 3457906.82 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0052 N/A 3142GQBW1 2053-10-01 6.5 N/A 99668.00 61806.21 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8339 N/A 3140XQHR1 2053-07-01 3.5 N/A 1000.00 868.53 Agency Mortgage-Backed Securities FNMS 02.000 CLFS6840 N/A 3140XNS62 2052-01-01 2 N/A 1982722.00 1402220.99 Agency Mortgage-Backed Securities FNMS 04.000 CLBA7651 N/A 3140ECQD4 2046-01-01 4 N/A 1000.00 186.29 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5732 N/A 31418FLN5 2055-06-01 4 N/A 1543617.00 1440259.14 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5420 N/A 3140ATAW6 2054-11-01 5 N/A 1000.00 851.46 Agency Mortgage-Backed Securities FNMS 04.000 CLAU6743 N/A 3138X6P58 2043-10-01 4 N/A 1000.00 101.26 Agency Mortgage-Backed Securities FNMS 03.000 CRAL3160 N/A 3138EKQN8 2043-02-01 3 N/A 60386304.00 13938678.49 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6778 N/A 3133BUQ75 2053-02-01 5.5 N/A 1008.00 848.07 Agency 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CLCB1409 N/A 3140QLR73 2051-08-01 3 N/A 1024.00 739.35 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8317 N/A 3132DWG23 2053-04-01 6 N/A 1040.00 778.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5012 N/A 3140J9SA0 2048-03-01 3.5 N/A 18059478.00 5330559.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 N/A 1000.00 883.08 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6764 N/A 3140XAQS4 2051-03-01 2.5 N/A 1000.00 569.21 Agency Mortgage-Backed Securities FNMS 03.000 CLBP6546 N/A 3140KEHY7 2050-08-01 3 N/A 2789008.00 1056615.80 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4357 N/A 31418DZX3 2051-06-01 3 N/A 1000.00 506.09 Agency Mortgage-Backed Securities FEPC 05.500 CLQY8739 N/A 31426TV95 2055-07-01 5.5 N/A 1000.00 1011.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0972 N/A 3140MSCJ2 2052-07-01 4.5 N/A 200000.00 163797.54 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8817 N/A 3140QGYP6 2051-02-01 2 N/A 1000.00 586.43 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3532 N/A 3138EK4S1 2042-09-01 3.5 N/A 92608113.00 11855697.88 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5576 N/A 3133KMFR1 2051-07-01 2.5 N/A 1000.00 603.94 Agency Mortgage-Backed Securities FNMS 04.000 CIBK4791 N/A 3140HJKD2 2033-08-01 4 N/A 2000.00 312.69 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0858 N/A 3140QK5U8 2051-06-01 3 N/A 1617377.00 1131396.61 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7037 N/A 3140H8ZB4 2048-08-01 4 N/A 19824736.00 4385983.08 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2420 N/A 3142GSVN5 2054-09-01 5.5 N/A 5120.00 4746.68 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 N/A 13946.00 10675.61 Agency Mortgage-Backed Securities FEPC 06.000 CLQX6056 N/A 31426BWS1 2055-02-01 6 N/A 1000.00 947.37 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 45117.00 35131.96 Agency Mortgage-Backed Securities FNMS 02.500 CIAL3195 N/A 3138EKRR8 2028-03-01 2.5 N/A 1000.00 42.42 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2821 N/A 3140XJD34 2052-09-01 4.5 N/A 1000.00 786.84 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0328 N/A 31427MLJ8 2055-02-01 6 N/A 4266208.00 4127867.56 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5189 N/A 31418EXT2 2053-11-01 5 N/A 87102.00 78253.33 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7340 N/A 3140QFEN5 2050-10-01 2 N/A 22323904.00 11864208.49 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7096 N/A 3140XN3E2 2054-01-01 6 N/A 2000.00 1602.60 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ3744 N/A 31427BES0 2055-09-01 6 N/A 3000.00 3117.65 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 N/A 1000.00 904.54 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7412 N/A 3132DVGV1 2055-01-01 5.5 N/A 1000.00 933.73 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1500000.00 109895.65 Agency Mortgage-Backed Securities 06.000 FGPC G07117 G N/A 3128M9G22 2036-10-01 6 N/A 1000000.00 45788.81 Agency Mortgage-Backed Securities FEPC 07.000 CLZS0763 N/A 3132A0Z41 2033-11-01 7 N/A 6641000.00 29384.58 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1858 N/A 3140XHB48 2052-05-01 3.5 N/A 1000.00 702.85 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1087 N/A 3132DNF40 2052-06-01 3.5 N/A 20000.00 14739.09 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ4135 N/A 3142GUSZ7 2055-05-01 5 N/A 8848282.00 8712699.08 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3702 N/A 3140FPDG1 2047-06-01 4 N/A 110765298.00 12464597.80 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 N/A 566326.00 440331.05 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0684 N/A 31426WXN5 2055-08-01 5.5 N/A 4000.00 4049.98 Agency Mortgage-Backed Securities FNMS 02.500 CLBU6701 N/A 3140M8NT2 2051-12-01 2.5 N/A 2000.00 1237.57 Agency Mortgage-Backed Securities FNMS 04.000 CLBH4014 N/A 3140GSN81 2047-09-01 4 N/A 1000.00 300.05 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7574 N/A 3133KPMX3 2052-06-01 5 N/A 1000.00 750.28 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 N/A 6325602.00 6179040.26 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2066 N/A 3140XHJL2 2052-06-01 4 N/A 65000.00 47528.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7333 N/A 3140QFEF2 2050-10-01 2 N/A 48135284.00 26655444.87 Agency Mortgage-Backed Securities FEPC 06.000 CLQY9229 N/A 31426UHF4 2055-07-01 6 N/A 1010.00 1013.29 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6580 N/A 3140QEJ29 2050-08-01 2 N/A 22536272.00 11796561.93 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7918 N/A 3140QFYQ6 2050-11-01 2 N/A 1024.00 550.58 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4038 N/A 3140QPPY7 2052-06-01 5 N/A 3465646.00 2509843.51 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4438 N/A 31418D4Y5 2051-10-01 2.5 N/A 4000.00 2483.80 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2923 N/A 3142GTG91 2054-11-01 6 N/A 16923474.00 15645652.43 Agency Mortgage-Backed Securities FNMS 06.500 CL190445 N/A 31368HP64 2055-03-01 6.5 N/A 13193030.00 11655921.17 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7310 N/A 3140QFDQ9 2050-10-01 2 N/A 1115070.00 609800.97 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9998 N/A 3140XSDC4 2054-12-01 6 N/A 1000.00 886.52 Agency Mortgage-Backed Securities FNMS 03.000 CLAY2259 N/A 3138YFQM9 2045-04-01 3 N/A 10997900.00 1972066.31 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3707 N/A 3138WDDM0 2044-11-01 4 N/A 1000.00 119.54 Agency Mortgage-Backed Securities 04.000 FGPC U49046 G N/A 3132LKAX8 2029-02-01 4 N/A 1003.00 24.70 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6794 N/A 3140B7RQ8 2055-05-01 5.5 N/A 3414605.00 3475838.12 Agency Mortgage-Backed Securities FEPC 04.500 CISB8377 N/A 3132D6JW1 2040-04-01 4.5 N/A 5120.00 4804.44 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1355 N/A 3142GRQH6 2054-04-01 6.5 N/A 5475088.00 5394933.15 Agency Mortgage-Backed Securities FNMS 02.500 CICA9440 N/A 3140QHP25 2036-03-01 2.5 N/A 1000.00 506.62 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9211 N/A 3140QVGV0 2054-09-01 5.5 N/A 2546518.00 2447820.51 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5331 N/A 31418E4R8 2054-04-01 5.5 N/A 7864448.00 6884127.74 Agency Mortgage-Backed Securities 04.500 FGPC Q02014 G N/A 3132GFGX9 2041-07-01 4.5 N/A 19614892.00 1715570.86 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6119 N/A 3140NAYR8 2053-01-01 6 N/A 1000.00 550.07 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4756 N/A 3140L3JA0 2051-03-01 2 N/A 300000.00 153503.70 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4174 N/A 3142GUT86 2055-05-01 6.5 N/A 19702287.00 20385339.11 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7827 N/A 3140XPVV8 2049-12-01 3.5 N/A 2000.00 1622.86 Agency Mortgage-Backed Securities FEPC 02.000 3JRE0019 N/A 3133LWAU6 2050-11-01 2 N/A 98999.00 49998.10 Agency Mortgage-Backed Securities FNMS 03.500 CIBV9919 N/A 3140MQAV1 2037-06-01 3.5 N/A 72260.00 27334.98 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 N/A 1000.00 719.12 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2087 N/A 3133CSJ85 2054-08-01 5.5 N/A 1024.00 932.60 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6871 N/A 3140XNT53 2054-01-01 6.5 N/A 22109952.00 17719084.02 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3586 N/A 3140QN6Y3 2052-05-01 3 N/A 1000.00 736.82 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8011 N/A 3133WE3U2 2054-06-01 6 N/A 20003803.00 17571355.16 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3863 N/A 3140QPJH1 2052-06-01 4.5 N/A 1274689.00 945664.94 Agency Mortgage-Backed Securities 06.000 FGPC A50739 G N/A 3128KCZC4 2036-07-01 6 N/A 1735.00 17.17 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0660 N/A 31427MWW7 2055-04-01 6 N/A 1024.00 1026.28 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2589 N/A 3140W22X8 2055-05-01 6.5 N/A 157104.00 163150.92 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1045 N/A 3132DNES8 2052-06-01 3.5 N/A 1000.00 717.33 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0764 N/A 3140XFZ61 2047-02-01 2 N/A 2000.00 1280.71 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5130 N/A 3138WEVY2 2045-06-01 3.5 N/A 10150752.00 1787129.51 Agency Mortgage-Backed Securities FNMS 04.500 CIFM8547 N/A 3140XCP93 2034-07-01 4.5 N/A 1319043.00 507717.57 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 N/A 537021.00 116043.06 Agency Mortgage-Backed Securities FNMS 03.500 CLAB4223 N/A 31417AVR7 2042-01-01 3.5 N/A 1001.00 128.83 Agency Mortgage-Backed Securities 05.500 FGPC G20032 G N/A 31283LA97 2037-12-01 5.5 N/A 1062.00 47.60 Agency Mortgage-Backed Securities FEPC 06.000 CLQF2777 N/A 3133BQCN4 2052-11-01 6 N/A 959503.00 519310.96 Agency Mortgage-Backed Securities FNMS 04.000 CLAQ4555 N/A 3138MLBZ6 2042-12-01 4 N/A 1600000.00 185114.35 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4554 N/A 3142GVBY6 2055-07-01 5.5 N/A 10501858.00 10641179.02 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 N/A 1000.00 834.20 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9453 N/A 3138WKQF5 2047-04-01 4 N/A 1299.00 206.91 Agency Mortgage-Backed Securities FNMS 06.500 CLDC5779 N/A 3140ATM52 2054-10-01 6.5 N/A 1000.00 1037.96 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 N/A 72317.00 55656.29 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5363 N/A 3133KY5Y1 2045-09-01 5 N/A 5000.00 5012.18 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6402 N/A 3140QEDG4 2045-07-01 2.5 N/A 35365199.00 13018303.49 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8928 N/A 3140QG4N4 2051-02-01 2 N/A 12080000.00 6974342.40 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7010 N/A 3140XNYG3 2053-06-01 5 N/A 1000.00 916.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDD1746 N/A 3140B15G7 2055-02-01 5.5 N/A 32811.00 33138.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6481 N/A 3133BUFW2 2053-01-01 5.5 N/A 5000.00 3403.69 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1836 N/A 31427PBE3 2054-05-01 6 N/A 2060779.00 2083663.70 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0034 N/A 3142J6BC6 2055-06-01 5.5 N/A 1032.00 958.28 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8210 N/A 3140XQDQ7 2054-05-01 6 N/A 2000.00 1787.89 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0243 N/A 31427MHV6 2054-12-01 5.5 N/A 6405816.00 6151651.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1442 N/A 3140MSS89 2052-06-01 4.5 N/A 7777408.00 5525155.92 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9081 N/A 3133KRCS1 2053-05-01 6.5 N/A 300000.00 228234.00 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6901 N/A 3132DUU21 2054-12-01 4.5 N/A 1000.00 938.83 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1064 N/A 3142GRFE5 2054-03-01 5.5 N/A 6713368.00 6081367.90 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1782 N/A 3140XG6U8 2052-05-01 3 N/A 1000.00 602.47 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5942 N/A 3132DTS76 2054-06-01 6 N/A 2704.00 2411.69 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2295 N/A 3140XHRR0 2052-03-01 3.5 N/A 187695.00 120453.42 Agency Mortgage-Backed Securities 06.500 FGPC P50049 G N/A 31288LBS9 2029-08-01 6.5 N/A 1161.00 0.83 Agency Mortgage-Backed Securities FEPC 02.000 3XSF7011 N/A 3133SUYG8 2028-05-01 2 N/A 1029272.00 71973.06 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1403 N/A 3140W1RZ8 2055-04-01 5 N/A 2657846.00 2583724.85 Agency Mortgage-Backed Securities FEPC 02.000 CLQB9290 N/A 3133AGKB4 2051-03-01 2 N/A 1000.00 571.45 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6873 N/A 3140QST76 2053-08-01 6 N/A 274565.00 231600.41 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8314 N/A 3140QUGY6 2054-04-01 5 N/A 675034.00 618450.64 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8224 N/A 3132DWD59 2052-07-01 2.5 N/A 1000.00 714.28 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0024 N/A 3140XFA27 2051-09-01 2.5 N/A 1000.00 547.88 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1514 N/A 3132DNVF7 2052-08-01 5 N/A 1024.00 748.19 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5672 N/A 31418FJS7 2055-04-01 5 N/A 2306959.00 2239906.28 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1353 N/A 3140W1QF3 2050-03-01 3.5 N/A 6898714.00 6165071.23 Agency Mortgage-Backed Securities FNMS 05.000 CLDC9623 N/A 3140AXVR5 2055-01-01 5 N/A 8217000.00 8119786.11 Agency Mortgage-Backed Securities FNMS 05.000 CLDE3530 N/A 3140BF4Q5 2055-06-01 5 N/A 1000.00 999.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6635 N/A 3140QELR1 2050-08-01 2.5 N/A 1000.00 518.39 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8226 N/A 3132DWD75 2052-07-01 3.5 N/A 3002.00 2260.99 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3239 N/A 31418CS54 2048-01-01 4 N/A 1008.00 130.46 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6567 N/A 3133KNJL8 2051-12-01 3 N/A 1000.00 638.60 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4048 N/A 31418DQA3 2050-06-01 3 N/A 1002.00 268.30 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1734 N/A 3140XG4U0 2052-05-01 3.5 N/A 25750592.00 17707804.60 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8262 N/A 3132DWFB4 2052-09-01 2.5 N/A 267000.00 193689.57 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1314 N/A 31427NN88 2055-06-01 5.5 N/A 1024.00 1023.73 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8371 N/A 3140XQJR9 2050-03-01 3.5 N/A 465311.00 381405.45 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8219 N/A 3132DWDY6 2052-06-01 2.5 N/A 7000.00 4928.32 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2524 N/A 31426YYW0 2055-09-01 5.5 N/A 1026070.00 1044287.42 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2615 N/A 3140MF3Z4 2052-07-01 4.5 N/A 44000.00 29545.17 Agency Mortgage-Backed Securities FNMS 05.500 CLDC9131 N/A 3140AXED5 2055-07-01 5.5 N/A 1000.00 972.68 Agency Mortgage-Backed Securities FNMS 05.500 CLDC0775 N/A 3140AM2H3 2055-03-01 5.5 N/A 1186618.00 1082736.75 Agency Mortgage-Backed Securities FNMS 05.000 CLDD5189 N/A 3140B5XT9 2055-04-01 5 N/A 1285166.00 1149733.20 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1767 N/A 3142GR6D7 2054-06-01 5.5 N/A 1690083.00 1586262.58 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3175 N/A 3140QNQ54 2052-03-01 3.5 N/A 1000.00 674.00 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 N/A 2393721.00 1272701.69 Agency Mortgage-Backed Securities FNMS 03.000 CWMA1554 N/A 31418AWQ7 2028-08-01 3 N/A 1009.00 55.16 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7338 N/A 3140QTEL9 2053-10-01 6 N/A 1024.00 910.03 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ2510 N/A 31426YYG5 2055-09-01 5 N/A 1000.00 1000.00 Agency Mortgage-Backed Securities FNMS 03.500 I3BF0154 N/A 3140FXE40 2046-11-01 3.5 N/A 1000.00 169.87 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0563 N/A 3140XFTV3 2051-06-01 3 N/A 1829504.00 1096943.95 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6599 N/A 3140XNKM5 2052-09-01 3.5 N/A 1000.00 816.32 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0589 N/A 31427MUP4 2055-02-01 5 N/A 1000.00 962.89 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4999 N/A 3132DSRU8 2053-08-01 5 N/A 1000.00 875.08 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3872 N/A 31418DJS2 2049-12-01 3.5 N/A 1488000.00 205444.23 Agency Mortgage-Backed Securities FEPC 06.000 CLQX2709 N/A 31425XAK5 2055-01-01 6 N/A 1000.00 931.87 Agency Mortgage-Backed Securities FNMS 02.000 CNMA4332 N/A 31418DY63 2031-05-01 2 N/A 1000.00 358.00 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 N/A 3132DNQD8 2052-07-01 3.5 N/A 3004.00 2146.61 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 124878.00 84324.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4996 N/A 3138WERS0 2045-05-01 3.5 N/A 11432446.00 993600.00 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1953 N/A 3140W2E31 2053-11-01 5 N/A 1000.00 958.53 Agency Mortgage-Backed Securities FNMS 02.500 CLBP3050 N/A 3140KAL87 2050-03-01 2.5 N/A 1000.00 231.90 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7332 N/A 3140QFEE5 2050-10-01 2 N/A 34169017.00 19203922.03 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3897 N/A 31418DKK7 2035-01-01 3 N/A 1804000.00 288490.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7231 N/A 3140K3A93 2050-01-01 3.5 N/A 1000.00 434.08 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6605 N/A 3133KNKS1 2052-01-01 3 N/A 1000.00 668.75 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1665 N/A 3132DNZ63 2052-09-01 4.5 N/A 1028.00 741.08 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1517 N/A 3142GRVK3 2054-05-01 5.5 N/A 7208962.00 6606296.80 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9739 N/A 3140QVZD9 2055-01-01 5.5 N/A 46987265.00 46450239.90 Agency Mortgage-Backed Securities FNMS 02.500 CJMA1224 N/A 31418ALE6 2027-10-01 2.5 N/A 1005.00 24.69 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9434 N/A 3140QVPU2 2054-11-01 5 N/A 39414720.00 37192947.30 Agency Mortgage-Backed Securities FNMS 03.000 CLFA0245 N/A 3140W0HX6 2052-07-01 3 N/A 1000.00 847.18 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0849 N/A 31427M5K3 2055-04-01 6 N/A 1000.00 1020.69 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 N/A 7125798.00 6156541.78 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3250 N/A 31418CTG9 2028-01-01 3 N/A 727169.00 36367.84 Agency Mortgage-Backed Securities FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 N/A 50000.00 41793.03 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 N/A 8029170.00 6309192.16 Agency Mortgage-Backed Securities FNMS 04.000 CQAL6685 N/A 3138EPNB6 2035-01-01 4 N/A 1000.00 144.48 Agency Mortgage-Backed Securities FEPC 05.500 CLQX8204 N/A 31426FDJ3 2055-03-01 5.5 N/A 1115813.00 1135492.93 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2389 N/A 3133BPUN6 2052-10-01 5.5 N/A 1000.00 825.68 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5261 N/A 3140J9Z38 2048-01-01 4 N/A 1000.00 147.13 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6203 N/A 3140QR3M3 2053-05-01 5.5 N/A 7974116.00 6987778.15 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4681 N/A 3140X8FX0 2050-11-01 2.5 N/A 1000.00 410.77 Agency Mortgage-Backed Securities FNMS 06.500 CLDE1640 N/A 3140BDZE3 2055-06-01 6.5 N/A 1000.00 1054.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4738 N/A 3140E9HQ2 2045-12-01 4 N/A 1000.00 146.26 Agency Mortgage-Backed Securities FNMS 02.000 CLFS4269 N/A 3140XKW71 2051-10-01 2 N/A 1277228.00 870872.56 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1842 N/A 3140M3BL3 2052-01-01 2 N/A 45599.00 27635.09 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2919 N/A 3142GTG59 2054-12-01 6 N/A 7966952.00 7724254.43 Agency Mortgage-Backed Securities 02.500 FGPC J29029 G N/A 31307JA60 2029-08-01 2.5 N/A 765972.00 37907.39 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 N/A 1613714.00 547270.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8019 N/A 3140QF4D8 2050-12-01 2 N/A 46599018.00 29053336.18 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ5938 N/A 3133CWS37 2054-10-01 6 N/A 1000.00 817.18 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8501 N/A 3140QUNT9 2054-05-01 6 N/A 6144.00 5986.08 Agency Mortgage-Backed Securities FEPC 04.000 CIRR0023 N/A 3142JCAZ3 2040-09-01 4 N/A 1007.00 985.67 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 N/A 1138.00 932.20 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8519 N/A 3140QGPD3 2051-01-01 2 N/A 1008.00 534.68 Agency Mortgage-Backed Securities FEPC 05.500 CLRQ0013 N/A 3142J6AP8 2055-06-01 5.5 N/A 13810483.00 13573745.80 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3349 N/A 3132DQWJ1 2053-06-01 5 N/A 1000.00 751.63 Agency Mortgage-Backed Securities FNMS 03.500 CVAL8047 N/A 3138EQ5H1 2030-11-01 3.5 N/A 1000.00 108.54 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1033 N/A 3140Y7EF1 2055-09-01 6 N/A 1246032.00 1290380.46 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4562 N/A 31418EB82 2052-03-01 2 N/A 1000.00 669.12 Agency Mortgage-Backed Securities FEPC 04.500 CLQX1347 N/A 31425VP98 2054-12-01 4.5 N/A 1754700.00 1676841.46 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3914 N/A 3140QPK48 2052-06-01 4 N/A 1000.00 736.83 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 N/A 3140J9MF5 2048-03-01 4 N/A 1000.00 342.50 Agency Mortgage-Backed Securities FNMS 02.500 CTCA9358 N/A 3140QHMG7 2041-03-01 2.5 N/A 100000.00 56497.43 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2095 N/A 3133USKG5 2052-02-25 2.5 N/A 43000.00 31608.07 Agency Mortgage-Backed Securities FEPC 06.000 CLQY9684 N/A 31426UXN9 2055-08-01 6 N/A 1000.00 1040.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0180 N/A 31426WFW5 2055-08-01 5.5 N/A 1000.00 1014.92 Agency Mortgage-Backed Securities FNMS 07.000 CLCB9173 N/A 3140QVFP4 2054-09-01 7 N/A 1000.00 870.63 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4604 N/A 31418EDJ6 2037-05-01 3 N/A 2000.00 1220.59 Agency Mortgage-Backed Securities 04.000 FGPC Q38680 G N/A 3132QVUE9 2046-02-01 4 N/A 16775267.00 3298547.69 Agency Mortgage-Backed Securities FNMS 03.500 CLBC8980 N/A 3140F46S0 2046-07-01 3.5 N/A 1000.00 76.17 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0104 N/A 3140FXDJ8 2056-02-01 4 N/A 1000.00 300.73 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4723 N/A 3131XYG86 2047-11-01 3.5 N/A 810000.00 150957.84 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 N/A 7132934.00 7072371.43 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2127 N/A 3140W2LH2 2055-06-01 5.5 N/A 35873925.00 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2052-03-01 3 N/A 7226280.00 4808219.46 Agency Mortgage-Backed Securities FNMS 05.500 CLDC0449 N/A 3140AMQB0 2054-10-01 5.5 N/A 1000.00 893.42 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0392 N/A 3140XFNJ6 2052-01-01 2.5 N/A 1000.00 699.75 Agency Mortgage-Backed Securities FNMS 05.500 CLDC4698 N/A 3140ASGG7 2054-10-01 5.5 N/A 1000.00 1003.94 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2430 N/A 3140QMVY7 2051-12-01 3 N/A 1000.00 655.96 Agency Mortgage-Backed Securities 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 4100700.00 4054362.09 U.S. Treasuries (including strips) FNMS 06.000 R3BF0138 N/A 3140FXEL2 2041-07-01 6 N/A 2869.00 567.76 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7274 N/A 3140XPCL1 2054-02-01 5 N/A 2000.00 1756.52 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6731 N/A 3140XNPR9 2052-06-01 3 N/A 145000.00 108376.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8586 N/A 3140N1RG0 2052-10-01 4.5 N/A 1000.00 570.51 Agency Mortgage-Backed Securities FNMS 07.000 CLDD3925 N/A 3140B4LF5 2055-03-01 7 N/A 1149383.00 1205598.81 Agency Mortgage-Backed Securities FNMS 03.000 CLBP8713 N/A 3140KGVF7 2050-08-01 3 N/A 100000.00 38533.90 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6887 N/A 3140XAUM2 2051-05-01 2.5 N/A 75000.00 42549.72 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0344 N/A 3140FXL26 2043-06-01 3 N/A 1000.00 312.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1345 N/A 3140JVP71 2049-08-01 3.5 N/A 2000.00 333.60 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8840 N/A 3138W6ZE9 2043-04-01 3.5 N/A 1331673.00 74171.51 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 944459.00 205399.74 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2629 N/A 3140QM4P6 2052-01-01 2.5 N/A 200000.00 128546.24 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ9089 N/A 3138MRC33 2042-12-01 3.5 N/A 50046239.00 7105301.93 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1305 N/A 3132DNNW9 2052-07-01 5 N/A 81897.00 61227.22 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5089 N/A 31418EUP3 2053-07-01 4 N/A 1000.00 826.92 Agency Mortgage-Backed Securities FEPC 02.000 CISB8511 N/A 3132D6N48 2036-05-01 2 N/A 5000.00 2544.65 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1330 N/A 3140MSPQ2 2052-11-01 5 N/A 1000.00 766.90 Agency Mortgage-Backed Securities FEPC 06.500 CLQX6487 N/A 31426CF58 2055-01-01 6.5 N/A 1550922.00 1642393.99 Agency Mortgage-Backed Securities FEPC 02.000 CLQB8773 N/A 3133AFXA4 2051-02-01 2 N/A 1000.00 471.19 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4920 N/A 3138WEPE3 2045-05-01 3.5 N/A 1024.00 91.00 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8301 N/A 3132DWGJ6 2053-02-01 6 N/A 39362.00 27561.63 Agency Mortgage-Backed Securities FNMS 05.500 CLDA6062 N/A 3140A6WY8 2054-05-01 5.5 N/A 169620.00 124448.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9859523.00 8880304.14 Agency Mortgage-Backed Securities 03.500 FGPC G61595 G N/A 31335BXY7 2048-07-01 3.5 N/A 16849442.00 3552977.57 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8371 N/A 3132DWJQ7 2053-11-01 5 N/A 1000.00 889.41 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8016 N/A 3132DV3Z6 2049-10-01 3 N/A 2001.00 299.76 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9812 N/A 3140QV3W2 2055-01-01 6 N/A 1000.00 985.39 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 N/A 1409.00 384.61 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 N/A 4084135.00 2111125.32 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2828 N/A 3140BFEA9 2055-07-01 6 N/A 2301908.00 2303428.89 Agency Mortgage-Backed Securities FNMS 06.500 CLDB1997 N/A 3140ABGF6 2054-10-01 6.5 N/A 1000.00 1038.12 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7587 N/A 3133KPNC8 2052-06-01 3.5 N/A 98000.00 69889.80 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2226 N/A 3138EJPL6 2042-08-01 3.5 N/A 74745472.00 9782926.85 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3129 N/A 3132DQPN0 2052-10-01 5 N/A 1000.00 879.00 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 N/A 2000.00 1497.58 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6589 N/A 3138EPKB9 2045-03-01 4 N/A 1000.00 193.23 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6607 N/A 3133C7KU0 2053-07-01 5.5 N/A 1000.00 919.75 Agency Mortgage-Backed Securities FNMS 06.500 CLDC4701 N/A 3140ASGK8 2054-10-01 6.5 N/A 1000.00 1032.82 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5881 N/A 3132DTRA0 2054-07-01 6 N/A 3401966.00 3104256.87 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1891 N/A 3140XHC54 2050-01-01 4 N/A 2000.00 1309.99 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2835 N/A 3140QNEH1 2052-02-01 2 N/A 1000.00 625.82 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ1505 N/A 3142GRU73 2054-05-01 5 N/A 1255.00 1172.07 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5795 N/A 31418FNM5 2055-08-01 7 N/A 5922.00 6044.71 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3286 N/A 31418CUL6 2028-02-01 3 N/A 3002.00 173.37 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6838 N/A 3140XNS47 2053-11-01 5.5 N/A 2000.00 1758.13 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4141 N/A 3140QBS74 2049-09-01 3 N/A 600000.00 183617.01 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7338 N/A 3140QFEL9 2050-10-01 2 N/A 9202109.00 4883686.25 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4791 N/A 3138WEKD0 2045-04-01 3.5 N/A 1000.00 186.18 Agency Mortgage-Backed Securities FNMS 04.500 CIFM6242 N/A 3140X95C5 2034-06-01 4.5 N/A 1000.00 339.61 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4035 N/A 3140X7PV5 2035-08-01 2.5 N/A 7763755.00 2648924.30 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ0962 N/A 3142GRB82 2054-02-01 7 N/A 11493404.00 5758493.84 Agency Mortgage-Backed Securities FEPC 06.000 CLQY8564 N/A 31426TQS9 2055-07-01 6 N/A 1002.00 1045.60 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3026 N/A 3140QNLG5 2052-03-01 3.5 N/A 66970.00 45262.91 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8045 N/A 3132DV5E1 2050-02-01 3.5 N/A 1000.00 145.85 Agency Mortgage-Backed Securities FNMS 07.000 CLBU4740 N/A 3140M6HS5 2054-06-01 7 N/A 2608268.00 1638413.56 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 N/A 22517472.00 8644769.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 N/A 3140J6GR2 2048-09-01 4 N/A 721000.00 64041.35 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1674 N/A 3140A12G1 2053-10-01 6 N/A 14624299.00 13882555.37 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1051 N/A 3132DNEY5 2052-07-01 4 N/A 1000.00 763.24 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7161 N/A 3140XN5X8 2054-02-01 6.5 N/A 1110.00 889.78 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0608 N/A 3140W0VA0 2055-02-01 5.5 N/A 1032.00 993.42 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8504 N/A 3140QGNW3 2051-01-01 2 N/A 30533344.00 19278392.96 Agency Mortgage-Backed Securities FNMS 03.000 CLAL8560 N/A 3138ETQN9 2041-05-01 3 N/A 2000.00 277.58 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 N/A 171475.00 114758.37 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5635 N/A 3140XMHM1 2052-11-01 4 N/A 2000.00 1655.25 Agency Mortgage-Backed Securities FNMS 03.500 CLAP2133 N/A 3138M5LP2 2042-08-01 3.5 N/A 1001.00 105.82 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 N/A 47000.00 44374.89 Agency Mortgage-Backed Securities FNMS 06.000 CLDC7823 N/A 3140AVVR9 2054-12-01 6 N/A 1000.00 893.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7065 N/A 3140XNZ72 2053-03-01 3 N/A 3000.00 2337.93 Agency Mortgage-Backed Securities FEPC 02.000 CISB8512 N/A 3132D6N55 2036-05-01 2 N/A 6989.00 3628.92 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5763 N/A 3132DTML1 2054-07-01 5.5 N/A 1000.00 924.03 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0741 N/A 3132DMZE8 2051-10-01 3.5 N/A 1000.00 536.23 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8173 N/A 3132DWCJ0 2051-10-01 2.5 N/A 1008.00 626.26 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5013 N/A 3140A5SB5 2053-11-01 6.5 N/A 76000.00 50902.26 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7595 N/A 3140XPNM7 2051-11-01 3 N/A 1000.00 785.22 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5622 N/A 31329PG72 2048-08-01 4.5 N/A 1079.00 271.88 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6713 N/A 3133WDN65 2054-05-01 5.5 N/A 1000.00 992.22 Agency Mortgage-Backed Securities FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 N/A 2807671.00 68121.43 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4517 N/A 3140J9AT8 2048-09-01 4 N/A 14588656.00 1344130.02 Agency Mortgage-Backed Securities FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 N/A 4014552.00 2855479.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBO2994 N/A 3140JXKG2 2049-09-01 4 N/A 2000.00 329.66 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4251 N/A 3140M5WM3 2053-11-01 6.5 N/A 1004.00 764.84 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2355 N/A 3132DPTL2 2052-12-01 4.5 N/A 2000.00 1538.04 Agency Mortgage-Backed Securities FNMS 06.000 CLDB1087 N/A 3140AAF51 2054-05-01 6 N/A 1000.00 896.21 Agency Mortgage-Backed Securities FNMS 03.000 CLCA0525 N/A 3140Q7SP3 2047-10-01 3 N/A 14851200.00 3001664.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBV0811 N/A 3140MD3V8 2052-01-01 3.5 N/A 2190013.00 1878474.80 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7328 N/A 3140N0EA9 2052-09-01 5 N/A 2000.00 1302.73 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0933 N/A 3142GRBB5 2054-02-01 6 N/A 28307280.00 24482713.29 Agency Mortgage-Backed Securities FNMS 03.000 CLAY1106 N/A 3138YEGQ4 2045-04-01 3 N/A 87899008.00 14285449.82 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7321 N/A 3133BHD29 2052-08-01 5 N/A 7052457.00 4563698.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8367 N/A 3132DWJL8 2053-10-01 5.5 N/A 12760997.00 10800077.65 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7610 N/A 3140XPN47 2054-04-01 4.5 N/A 2000.00 1829.58 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8421 N/A 3132DWLA9 2054-04-01 6 N/A 2069784.00 1666533.49 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3918 N/A 3140MVK80 2052-08-01 4.5 N/A 3916736.00 3034158.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 N/A 45318.00 37571.99 Agency Mortgage-Backed Securities 04.500 FGPC Q22339 G N/A 3132JPS45 2043-10-01 4.5 N/A 24724985.00 1246748.67 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ0973 N/A 3138MGCK9 2042-12-01 3.5 N/A 1352618.00 156445.82 Agency Mortgage-Backed Securities FNMS 06.000 CLDC4595 N/A 3140ASC97 2054-10-01 6 N/A 1000.00 1017.54 Agency Mortgage-Backed Securities FEPC 06.000 CLQX3766 N/A 31425YFG7 2055-01-01 6 N/A 8561541.00 8766593.23 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 N/A 1000.00 298.63 Agency Mortgage-Backed Securities FEPC 02.500 CISB0308 N/A 3132CWKV5 2035-01-01 2.5 N/A 505000.00 160308.99 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4697 N/A 3132A5GE9 2047-01-01 3 N/A 1002.00 190.33 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7562 N/A 3133C8MK8 2053-07-01 5.5 N/A 1000.00 731.28 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6631 N/A 3140XNLM4 2052-07-01 2.5 N/A 1000.00 767.95 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7967 N/A 3140QFZ93 2050-12-01 2 N/A 1024.00 554.62 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0719 N/A 3140Y6YR5 2055-07-01 6 N/A 1000.00 1024.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4946 N/A 3133BSP71 2052-12-01 6 N/A 1000.00 801.11 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3239 N/A 3142GTS56 2055-01-01 5.5 N/A 36874708.00 36357521.70 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7737 N/A 3140AHS37 2054-06-01 6.5 N/A 1613758.00 1330306.88 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6600 N/A 3140XNKN3 2052-09-01 3.5 N/A 8191259.00 6434977.44 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8135 N/A 3133KQBC9 2052-10-01 5.5 N/A 41000.00 30688.74 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 N/A 12739390.00 12574988.41 Agency Mortgage-Backed Securities FEPC 04.500 CLSL1403 N/A 31427NRZ4 2054-12-01 4.5 N/A 1029.00 997.43 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5080 N/A 3140N9UE4 2053-01-01 6 N/A 2228076.00 1598854.05 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9082 N/A 3133BKCT4 2052-08-01 5 N/A 1003.00 772.63 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1373 N/A 3140XGQ36 2051-11-01 3 N/A 8612544.00 6243833.17 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2390 N/A 3132DPUP1 2053-03-01 5 N/A 11000.00 8912.46 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2231 N/A 3140L0PR2 2051-08-01 2 N/A 1001.00 641.76 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ0545 N/A 31426WTB6 2055-08-01 6 N/A 1000.00 1043.49 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9012 N/A 3140XRAN5 2054-09-01 6 N/A 1000.00 972.77 Agency Mortgage-Backed Securities FEPC 02.500 CISB0732 N/A 3132CWY57 2037-06-01 2.5 N/A 1107.00 764.09 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6943 N/A 3140XNWD2 2052-06-01 3 N/A 3000.00 2363.79 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3619 N/A 3132A4AU2 2042-11-01 3.5 N/A 2112.00 263.70 Agency Mortgage-Backed Securities FEPC 04.500 3PRE6054 N/A 3133N3WP5 2050-04-01 4.5 N/A 1000.00 51.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1447 N/A 3140MSTD7 2052-06-01 5 N/A 1008.00 655.00 Agency Mortgage-Backed Securities FEPC 04.000 CLQE7123 N/A 3133BG4G0 2052-08-01 4 N/A 1590603.00 1349597.91 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ1682 N/A 31426X2Q0 2055-09-01 6 N/A 3418684.00 3541253.54 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 N/A 34158.00 26704.91 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7557 N/A 3133KPME5 2052-06-01 4.5 N/A 299929.00 236914.83 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 N/A 32594662.00 25447897.48 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0594 N/A 3140W0UU7 2055-01-01 5.5 N/A 1465075.00 1464130.75 Agency Mortgage-Backed Securities FNMS 02.000 REBQ5447 N/A 3140KRBR9 2050-10-01 2 N/A 100000.00 57193.09 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4018 N/A 3140XKPC8 2052-07-01 3 N/A 1000.00 731.55 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3586 N/A 3140BF6Y6 2055-09-01 6 N/A 1173624.00 1220195.11 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7306 N/A 3138EQDL3 2042-09-01 4.5 N/A 1000.00 129.33 Agency Mortgage-Backed Securities FEPC 03.500 CIZT1725 N/A 3132AD4J4 2034-01-01 3.5 N/A 1000.00 127.57 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0943 N/A 3142GRBM1 2054-02-01 6 N/A 8745561.00 7296635.27 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0389 N/A 3140Y6NF3 2055-05-01 5.5 N/A 11663067.00 11758554.66 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4803 N/A 31418EKR0 2052-11-01 3.5 N/A 1000.00 789.58 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7751 N/A 3140XPTH2 2053-03-01 4 N/A 20000.00 17253.12 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1482 N/A 3140W1UG6 2055-05-01 5.5 N/A 19851680.00 19731836.99 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4055 N/A 31418DQH8 2050-06-01 2.5 N/A 1000.00 340.07 Agency Mortgage-Backed Securities 04.500 FGPC C91366 G N/A 3128P7QT3 2031-04-01 4.5 N/A 2040.00 67.77 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4765 N/A 3140QQJK2 2052-09-01 5 N/A 101000.00 78696.44 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1873 N/A 3132DPCJ5 2052-11-01 5.5 N/A 1008.00 810.97 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5682 N/A 3140QDJ47 2050-05-01 2.5 N/A 13267131.00 6329319.73 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4941 N/A 31418EP38 2053-03-01 5.5 N/A 1000.00 781.24 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0737 N/A 3140W0ZB4 2054-05-01 6 N/A 4045757.00 4004035.48 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2979 N/A 3140W3JZ3 2055-07-01 6.5 N/A 5897575.00 6168698.97 Agency Mortgage-Backed Securities FNMS 02.500 CIFM3873 N/A 3140X7JT7 2035-08-01 2.5 N/A 2001.00 642.73 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1524 N/A 3132DNVR1 2052-08-01 4 N/A 2000.00 1497.15 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8314 N/A 3132DWGX5 2053-04-01 4.5 N/A 1000.00 845.23 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3250 N/A 3142GTTG1 2055-01-01 5 N/A 28557659.00 28252545.36 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ1260 N/A 3142GRMJ6 2054-04-01 5 N/A 8105216.00 7884855.28 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 N/A 1000.00 783.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0409 N/A 3140Y6N30 2055-05-01 6 N/A 175626.00 180791.28 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4924 N/A 3133BSPH9 2052-12-01 6 N/A 99000.00 56677.66 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1872 N/A 3132DPCH9 2052-11-01 5.5 N/A 4072912.00 3249048.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9645 N/A 3140QVWF7 2054-12-01 5 N/A 3000.00 2892.13 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7713 N/A 3140QFSB6 2050-11-01 2 N/A 13572014.00 7127996.11 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 1205.00 221.20 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7812 N/A 3140QTVE6 2054-01-01 7 N/A 10703326.00 8499417.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9957 N/A 3140N3B32 2052-09-01 5 N/A 1979320.00 1559102.16 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1856 N/A 3142GSB23 2054-06-01 5.5 N/A 5752667.00 5474403.14 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 1841.00 409.27 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2293 N/A 3140XHRP4 2052-07-01 4.5 N/A 4355000.00 3378120.41 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7834712.00 7019787.13 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7033 N/A 3140QEY71 2050-09-01 2.5 N/A 62006735.00 31098789.55 Agency Mortgage-Backed Securities FNMS 04.500 CLBU5021 N/A 3140M6SK0 2054-09-01 4.5 N/A 2654013.00 2545007.30 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ1607 N/A 31426XYD4 2055-09-01 6 N/A 1000.00 1038.56 Agency Mortgage-Backed Securities FEPC 06.000 CLQX6312 N/A 31426CAN4 2055-02-01 6 N/A 1079328.00 1116258.59 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7879 N/A 3138WHXH0 2046-09-01 3 N/A 55732672.00 15424409.18 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5127 N/A 3140XLVV7 2052-01-01 3 N/A 1000.00 771.73 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4658 N/A 3140M6E82 2054-06-01 6 N/A 3470342.00 2872302.99 Agency Mortgage-Backed Securities FNMS 03.000 CLBE0084 N/A 3140FKCW8 2046-12-01 3 N/A 2000.00 595.05 Agency Mortgage-Backed Securities FNMS 03.000 CLBP2099 N/A 3140K9KM0 2050-02-01 3 N/A 5292000.00 1387085.39 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3256 N/A 3140XJTN3 2052-11-01 6 N/A 50000.00 34748.57 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 N/A 8000.00 5546.68 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3465 N/A 31418CZ72 2038-09-01 4 N/A 1000.00 108.72 Agency Mortgage-Backed Securities FNMS 05.500 CL890125 N/A 31410K4J0 2039-04-01 5.5 N/A 130326820.00 2130542.98 Agency Mortgage-Backed Securities FEPC 06.000 CLSD1881 N/A 3132DPCS5 2052-10-01 6 N/A 1024.00 685.67 Agency Mortgage-Backed Securities FEPC 03.000 CISB0765 N/A 3132CWZ64 2033-10-01 3 N/A 935361.00 423696.26 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5590 N/A 3140XMF84 2053-07-01 5.5 N/A 766922.00 529648.60 Agency Mortgage-Backed Securities FNMS 02.000 CLFS6605 N/A 3140XNKT0 2052-06-01 2 N/A 100323.00 74642.01 Agency Mortgage-Backed Securities FNMS 06.000 CL781593 N/A 31404XKE3 2034-10-01 6 N/A 1000.00 26.55 Agency Mortgage-Backed Securities FNMS 04.000 CKAJ9329 N/A 3138E2LK9 2042-01-01 4 N/A 1123.00 26.22 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9558 N/A 3140QHTQ8 2051-10-01 2.5 N/A 226466.00 177272.74 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4570 N/A 3142GVCG4 2055-08-01 6 N/A 2552974.00 2563629.07 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5352 N/A 31418E5N6 2054-05-01 5 N/A 80000.00 72443.95 Agency Mortgage-Backed Securities FNMS 04.500 REAL8405 N/A 3138ETKT2 2041-05-01 4.5 N/A 6030475.00 389481.64 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5530 N/A 31418FEC7 2054-11-01 5 N/A 1000.00 942.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2440 N/A 3140F9WA9 2047-01-01 3.5 N/A 4003.00 692.40 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5420 N/A 31418FAW7 2054-07-01 5.5 N/A 35079.00 31305.76 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ5752 N/A 3131WWL93 2032-02-01 7.5 N/A 19999999.00 56989.85 Agency Mortgage-Backed Securities FNMS 04.500 CIFM7184 N/A 3140XA6W7 2034-01-01 4.5 N/A 1492180.00 510187.04 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 N/A 1000.00 201.37 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ9991 N/A 3133D2C47 2054-12-01 5.5 N/A 1000.00 943.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4338 N/A 3138WDZC8 2045-01-01 3.5 N/A 24698752.00 3992356.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2763 N/A 31427QB92 2055-02-01 6 N/A 1710508.00 1764952.33 Agency Mortgage-Backed Securities FEPC 04.000 CLZA5043 N/A 31329NS82 2047-10-01 4 N/A 1168416.00 179356.59 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1031 N/A 3140XGED7 2048-01-01 3.5 N/A 1000.00 613.46 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8234 N/A 3132DWEF6 2052-08-01 2.5 N/A 15000.00 10867.83 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 N/A 2941896.00 2732012.36 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4512 N/A 31418EAN0 2052-01-01 2.5 N/A 1000.00 653.62 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1605376.00 279959.15 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 N/A 3138WHER9 2046-06-01 3 N/A 36130721.00 5256859.80 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4168 N/A 3142GUT29 2055-05-01 6 N/A 3247170.00 3297755.70 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9611 N/A 3133KRVC5 2053-08-01 5 N/A 1000.00 869.38 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5074 N/A 3131XYT74 2047-12-01 3.5 N/A 1003.00 202.32 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5120 N/A 3133CVVM3 2054-10-01 5.5 N/A 1000.00 908.85 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2735 N/A 3140XJBD4 2051-02-01 3.5 N/A 4421409.00 3042532.64 Agency Mortgage-Backed Securities MNMS 02.495 MLBS2542 N/A 3140LCZG9 2051-08-01 2.495 N/A 503997.00 348573.90 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5487 N/A 3140KDCZ1 2050-06-01 3 N/A 399000.00 104279.82 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8286 N/A 3132DWF32 2053-01-01 4 N/A 1000.00 808.04 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7411 N/A 3140XBGV6 2051-05-01 2 N/A 621000.00 398394.66 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 N/A 1000.00 892.55 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4624 N/A 3142GVD65 2055-08-01 5.5 N/A 259680.00 266047.11 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4978 N/A 31418EQ86 2053-04-01 5 N/A 4010.00 3300.06 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8057 N/A 3138WH5T5 2046-10-01 3.5 N/A 50112832.00 11902727.81 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8107 N/A 3132DWAG8 2050-11-01 2.5 N/A 1000.00 436.43 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 N/A 34878998.00 33490022.57 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9341 N/A 3133BKLW7 2052-09-01 4.5 N/A 7465818.00 5989566.59 Agency Mortgage-Backed Securities 03.000 FGPC J32373 G N/A 31307NT61 2029-05-01 3 N/A 747000.00 37959.26 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7927 N/A 3140XPYZ6 2054-05-01 6.5 N/A 805374.00 686644.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8506 N/A 3132DWNX7 2055-02-01 5.5 N/A 28119581.00 26845093.03 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4840 N/A 3140XLLW6 2053-05-01 5.5 N/A 1000.00 827.22 Agency Mortgage-Backed Securities FEPC 03.500 CLSL0534 N/A 31427MSY8 2052-09-01 3.5 N/A 1274064.00 1142145.21 Agency Mortgage-Backed Securities FNMS 03.000 CLAP8072 N/A 3138MB6J0 2042-09-01 3 N/A 249000.00 36643.19 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 11401794.00 9430571.37 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8511 N/A 3140XQN52 2054-04-01 6 N/A 1605274.00 1506823.76 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2009 N/A 3140XHGT8 2052-05-01 3 N/A 2000.00 1348.14 Agency Mortgage-Backed Securities FEPC 06.000 CLQY9140 N/A 31426UEN0 2055-07-01 6 N/A 496102.00 517199.57 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4465 N/A 31418D6B3 2051-11-01 2 N/A 2001.00 1289.21 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ8594 N/A 3133D0RP8 2054-11-01 5 N/A 1859641.00 1836919.84 Agency Mortgage-Backed Securities FEPC 05.000 CLSD5388 N/A 3132DS6Z0 2054-04-01 5 N/A 10764192.00 9705184.45 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0483 N/A 3140Q7RD1 2047-10-01 3.5 N/A 800000.00 181472.46 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0486 N/A 3133BMRF4 2052-09-01 5.5 N/A 4558889.00 3101600.81 Agency Mortgage-Backed Securities FEPC 06.500 CLSD7566 N/A 3132DVMP7 2054-01-01 6.5 N/A 16374558.00 13757151.29 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6333 N/A 3140XNBB9 2052-10-01 4 N/A 132000.00 107354.68 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9345 N/A 3140XRL37 2054-10-01 5 N/A 2113421.00 1927790.22 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1219 N/A 3142GRK90 2054-04-01 5.5 N/A 19213080.00 17708255.38 Agency Mortgage-Backed Securities FNMS 04.000 CLAL6715 N/A 3138EPN91 2045-02-01 4 N/A 2250000.00 164133.65 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4133 N/A 3140QBSX7 2049-09-01 3 N/A 1000.00 339.00 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 5182.00 1544.56 Agency Mortgage-Backed Securities FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 N/A 21614806.00 4414426.22 Agency Mortgage-Backed Securities 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 1294100.00 1303400.70 U.S. Treasuries (including strips) FEPC 03.500 CLRA7122 N/A 3133KN4F7 2052-04-01 3.5 N/A 40999.00 28174.79 Agency Mortgage-Backed Securities FEPC 02.000 CNRD5058 N/A 3133LPTP2 2031-05-01 2 N/A 1000.00 377.52 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 N/A 2000.00 1706.28 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0308 N/A 3140W0KW4 2055-01-01 5 N/A 1000.00 939.11 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4751 N/A 3132A5H40 2048-01-01 3.5 N/A 7355992.00 937620.83 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5391 N/A 3140MJ7D1 2047-04-01 3 N/A 7935088.00 4859662.94 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4603 N/A 31418EDH0 2037-05-01 2.5 N/A 1024.00 653.32 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 N/A 9000.00 6859.55 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 N/A 1008.00 350.90 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4377 N/A 3140XK2K5 2052-04-01 3 N/A 1000.00 765.44 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3502 N/A 3142GT3L8 2055-02-01 5.5 N/A 2348740.00 2231561.79 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6911 N/A 3140QEVD1 2050-09-01 2.5 N/A 2568167.00 1270546.58 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0545 N/A 3140NGTB6 2053-05-01 5 N/A 1000.00 820.53 Agency Mortgage-Backed Securities FNMS 06.000 CLAE0028 N/A 31419AA64 2039-10-01 6 N/A 2236250.00 33962.90 Agency Mortgage-Backed Securities FNMS 05.500 CLDB4475 N/A 3140AD6M8 2054-09-01 5.5 N/A 1000.00 900.23 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4843 N/A 3140AELZ0 2054-10-01 6.5 N/A 1000.00 1034.62 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5914 N/A 3140QRSC8 2053-03-01 6 N/A 1024.00 750.46 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7185 N/A 3133KN6W8 2052-04-01 4 N/A 9127549.00 6472044.18 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1186 N/A 3140XGJ83 2050-01-01 3.5 N/A 200000.00 130612.52 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8183 N/A 3132DWCU5 2051-12-01 2.5 N/A 1000.00 643.86 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 14673494.00 12463402.70 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 N/A 7963598.00 7423863.41 Agency Mortgage-Backed Securities FEPC 05.500 CLQX1512 N/A 31425VVE0 2054-12-01 5.5 N/A 8755359.00 7727265.63 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0238 N/A 31427MHQ7 2054-05-01 5 N/A 1000.00 975.03 Agency Mortgage-Backed Securities 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 N/A 16535864.00 2378893.95 Agency Mortgage-Backed Securities FNMS 06.000 CLDB2037 N/A 3140ABHP3 2054-05-01 6 N/A 1000.00 858.27 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9153 N/A 3140QVE34 2054-09-01 6 N/A 1000.00 953.71 Agency Mortgage-Backed Securities FEPC 02.500 CLQD6079 N/A 3133B3XG7 2052-02-01 2.5 N/A 200000.00 133457.66 Agency Mortgage-Backed Securities FEPC 05.500 CLQI8055 N/A 3133WE5Q9 2054-06-01 5.5 N/A 1000.00 934.18 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9715 N/A 3140XRYM1 2054-11-01 5.5 N/A 2725.00 2677.33 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 N/A 21085.00 16251.63 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4471 N/A 31418D6H0 2036-11-01 2.5 N/A 1000.00 525.01 Agency Mortgage-Backed Securities FNMS 06.000 CLDC4601 N/A 3140ASDF2 2054-10-01 6 N/A 1000.00 878.63 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3154 N/A 3138WCQG1 2044-08-01 4 N/A 1196188.00 70770.36 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 N/A 44870789.00 36966060.00 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8360 N/A 3132DWJD6 2053-09-01 4.5 N/A 6000.00 5243.72 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 N/A 1047.00 734.65 Agency Mortgage-Backed Securities FNMS 04.000 CLAT9653 N/A 3138WXWP8 2043-07-01 4 N/A 1998.00 363.60 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3865 N/A 31418DJK9 2034-12-01 3 N/A 303000.00 45233.98 Agency Mortgage-Backed Securities 03.500 FGPC U90636 G N/A 3132H3V59 2043-01-01 3.5 N/A 1341638.00 198848.21 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4374 N/A 3142GU2G7 2055-06-01 5.5 N/A 9471391.00 9571088.81 Agency Mortgage-Backed Securities FEPC 05.500 CLZI7373 N/A 3131WLFN3 2038-04-01 5.5 N/A 8747459.00 43766.14 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0240 N/A 3140XFHS3 2052-01-01 3 N/A 200000.00 125081.40 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1750 N/A 3132DN5K5 2052-04-01 2.5 N/A 1388534.00 939619.65 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1272 N/A 3132DNMV2 2052-07-01 4.5 N/A 498000.00 354525.07 Agency Mortgage-Backed Securities FEPC 06.500 CLSL2776 N/A 31427QCN0 2055-09-01 6.5 N/A 9000.00 9422.20 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1630 N/A 3140XGY45 2051-09-01 2.5 N/A 1000.00 705.00 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8254 N/A 3132DWE33 2052-10-01 3 N/A 5000.00 3745.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDD4694 N/A 3140B5GC5 2055-04-01 5.5 N/A 3634256.00 3648438.81 Agency Mortgage-Backed Securities FEPC 03.000 3RZM9218 N/A 3131Y4G32 2027-05-01 3 N/A 5154.00 89.75 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 N/A 1000.00 792.75 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9177 N/A 3140YXFT3 2054-06-01 7 N/A 1093862.00 774828.81 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4211 N/A 31418DVD1 2050-12-01 3 N/A 17000.00 6595.68 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9241 N/A 31417GHT6 2043-05-01 3 N/A 9161246.00 1682077.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4797 N/A 3138WEKK4 2045-04-01 3.5 N/A 200000.00 26856.02 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0438 N/A 3140W0PY5 2052-09-01 3.5 N/A 18000.00 15695.79 Agency Mortgage-Backed Securities FEPC 03.000 CLZS4646 N/A 3132A5ET8 2046-01-01 3 N/A 3375.00 510.43 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2459 N/A 3142GSWV6 2054-09-01 6 N/A 6772918.00 6252070.41 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4495 N/A 3140XK7H7 2052-03-01 3.5 N/A 10490384.00 7450570.89 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5419 N/A 31418FAV9 2054-07-01 5 N/A 1000.00 938.46 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3474 N/A 3140BF2G9 2055-07-01 6 N/A 12005.00 12318.96 Agency Mortgage-Backed Securities FEPC 07.000 CLSD4982 N/A 3132DSRB0 2054-01-01 7 N/A 1005.00 765.91 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7449 N/A 3140QFH36 2050-10-01 2 N/A 1119.00 600.69 Agency Mortgage-Backed Securities FEPC 03.500 CTSC0321 N/A 3132D9LA0 2042-10-01 3.5 N/A 90000.00 66114.33 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7452 N/A 3140QFH69 2050-10-01 2 N/A 53567118.00 29145967.23 Agency Mortgage-Backed Securities FNMS 03.500 CLAR9279 N/A 3138W7JZ8 2043-04-01 3.5 N/A 138552832.00 15416629.27 Agency Mortgage-Backed Securities FNMS 06.000 CLDE1630 N/A 3140BDY46 2055-06-01 6 N/A 1000.00 1013.53 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 N/A 1000.00 751.44 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8222 N/A 3132DWD34 2052-06-01 4 N/A 169000.00 127754.94 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3833 N/A 3132E0HJ4 2053-07-01 6.5 N/A 23872587.00 16302381.31 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 55620.00 51298.55 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1180 N/A 31427NJ26 2055-05-01 6 N/A 13894458.00 13842959.59 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4527 N/A 3140XLA57 2053-04-01 5.5 N/A 635000.00 495108.46 Agency Mortgage-Backed Securities FEPC 02.000 CLSD6284 N/A 3132DT6V7 2054-01-01 2 N/A 202059.00 152857.11 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5611 N/A 31418FGV3 2055-02-01 4 N/A 1000.00 918.55 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G N/A 3132XCR72 2048-03-01 3.5 N/A 5360000.00 1159505.98 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 N/A 157000.00 106117.13 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3080 N/A 3142GTM60 2054-12-01 5.5 N/A 18999726.00 17574923.49 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1549 N/A 3132DNWJ8 2052-04-01 3.5 N/A 727000.00 509560.99 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0115 N/A 3140NGDV9 2053-05-01 5 N/A 1000.00 820.71 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 13235929.00 10678846.51 Agency Mortgage-Backed Securities FNMS 02.500 CLBK2590 N/A 3140HF2Y4 2050-05-01 2.5 N/A 2757000.00 1131673.42 Agency Mortgage-Backed Securities FEPC 04.000 CLZN3480 N/A 3131Y92M4 2049-02-01 4 N/A 5219490.00 1339924.78 Agency Mortgage-Backed Securities FEPC 04.500 CLSL1854 N/A 31427PBY9 2051-09-01 4.5 N/A 2989444.00 2906906.69 Agency Mortgage-Backed Securities 04.500 FGPC Q54960 G N/A 3132XXQN2 2048-03-01 4.5 N/A 11419635.00 2910664.05 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 146379.00 43835.09 Agency Mortgage-Backed Securities FNMS 07.500 CLBU4846 N/A 3140M6L43 2054-04-01 7.5 N/A 691914.00 479205.89 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8955 N/A 3138WJ5R5 2047-03-01 4 N/A 8552051.00 2064059.38 Agency Mortgage-Backed Securities 05.500 FGPC G03695 G N/A 3128M5NL0 2037-11-01 5.5 N/A 1156.00 7.36 Agency Mortgage-Backed Securities FEPC 03.000 3UZM9916 N/A 3131Y5AR2 2028-04-01 3 N/A 1193.00 15.88 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0871 N/A 3140Y66H8 2055-08-01 6 N/A 13189670.00 13492493.00 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0434 N/A 3140XFPU9 2051-11-01 2.5 N/A 1000.00 605.70 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8066 N/A 3140XP6C8 2053-09-01 5.5 N/A 2000.00 1747.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1505 N/A 3140MSU78 2052-07-01 4.5 N/A 5573371.00 4440429.45 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8393 N/A 3132DWKE2 2054-01-01 4.5 N/A 7000.00 6187.20 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4708 N/A 3132DSGR7 2053-12-01 5.5 N/A 1000.00 827.27 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8321 N/A 3132DWG64 2053-05-01 4 N/A 1000.00 818.38 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8188 N/A 3132DWCZ4 2052-01-01 2 N/A 43001.00 28041.71 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1262 N/A 3142GRML1 2054-04-01 5.5 N/A 13949251.00 12821329.63 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5411 N/A 3140JNAM2 2049-04-01 4.5 N/A 17913316.00 4280640.20 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8720 N/A 3133BWVM2 2053-03-01 6 N/A 3519958.00 2949664.71 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9215 N/A 3140GYGZ6 2048-01-01 3.5 N/A 168008.00 25880.20 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8523 N/A 3132DWPG2 2055-04-01 5 N/A 1001.00 963.50 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4785 N/A 31418EJ76 2052-10-01 5 N/A 2000.00 1505.41 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 N/A 1001.00 946.13 Agency Mortgage-Backed Securities FEPC 05.500 CLQY5017 N/A 31426PSF3 2055-06-01 5.5 N/A 1000.00 1009.02 Agency Mortgage-Backed Securities FEPC 05.000 CISB1629 N/A 3132CXY22 2040-09-01 5 N/A 1025.00 1034.55 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4682 N/A 3140J9FY2 2045-01-01 4 N/A 36100941.00 8055448.54 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4847 N/A 3140QQL52 2052-10-01 5.5 N/A 1000.00 754.17 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8946 N/A 3138WJ5G9 2047-03-01 3.5 N/A 620000.00 126801.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4119 N/A 3140NLSH3 2053-07-01 5 N/A 1008.00 778.11 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7910 N/A 3140XBYG9 2051-07-01 2.5 N/A 1000.00 605.33 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1100 N/A 3142GRGJ3 2054-03-01 5.5 N/A 7892649.00 7009999.96 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3814 N/A 3140N8GY8 2053-02-01 6 N/A 3063420.00 2253347.20 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ0862 N/A 3138YR5Y0 2045-07-01 3.5 N/A 250000.00 32740.65 Agency Mortgage-Backed Securities FNMS 03.000 CLFS9174 N/A 3140XRFQ3 2052-08-01 3 N/A 1030.00 850.80 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5860 N/A 3133BFQM5 2052-07-01 4 N/A 9677968.00 7326948.51 Agency Mortgage-Backed Securities FEPC 04.500 CLSD4231 N/A 3132E0VY5 2052-08-01 4.5 N/A 8586386.00 7242643.38 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3596 N/A 3140QN7J5 2052-05-01 3.5 N/A 1001.00 685.44 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9358 N/A 3140QVMG6 2054-10-01 6.5 N/A 8301324.00 7546259.45 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4160 N/A 31418DTS1 2050-10-01 3 N/A 1021.00 337.27 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ3835 N/A 31427BHM0 2055-09-01 6 N/A 3184516.00 3283510.92 Agency Mortgage-Backed Securities FNMS 06.500 CLDA0598 N/A 3140A0UY3 2053-11-01 6.5 N/A 3882674.00 3461922.78 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8786 N/A 3140XCXQ6 2051-10-01 2.5 N/A 1000.00 634.40 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5135 N/A 31418EV56 2053-09-01 4 N/A 1000.00 846.11 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 111999.00 34392.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 16941324.00 4459351.34 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6704 N/A 3140AGNW0 2054-06-01 6.5 N/A 170642.00 149655.07 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4300 N/A 3142GUX65 2055-06-01 5.5 N/A 17430296.00 17537042.59 Agency Mortgage-Backed Securities 03.500 FGPC G61430 G N/A 31335BST4 2044-02-01 3.5 N/A 69330000.00 20329992.17 Agency Mortgage-Backed Securities FNMS 02.500 CLAB8464 N/A 31417FMN5 2043-02-01 2.5 N/A 3000.00 615.14 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0879 N/A 3140XF6R7 2052-03-01 2.5 N/A 2000.00 1329.24 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 1033.00 10.42 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7513 N/A 3132DVK20 2050-04-01 3.5 N/A 15999.00 5770.54 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ1844 N/A 31426YBN5 2055-08-01 6 N/A 361119.00 373874.24 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1083 N/A 31427NFZ7 2054-05-01 6 N/A 1000.00 915.80 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8296 N/A 3132DWGD9 2053-02-01 3.5 N/A 1000.00 800.56 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7351 N/A 3140QFEZ8 2050-10-01 2 N/A 33134685.00 17912795.24 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4962 N/A 3131YBQP6 2049-04-01 4.5 N/A 1003.00 374.58 Agency Mortgage-Backed Securities FNMS 04.000 CLAK6297 N/A 3138EA7K7 2042-03-01 4 N/A 1000.00 141.79 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0464 N/A 3140FXQS4 2060-03-01 3.5 N/A 158834.00 72035.86 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4770 N/A 3138WEJQ3 2045-04-01 3.5 N/A 16468407.00 1456281.91 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5452 N/A 3140XMBW5 2052-06-01 3.5 N/A 1000.00 770.72 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5598 N/A 31418FGG6 2045-01-01 5.5 N/A 5000.00 4312.76 Agency Mortgage-Backed Securities FNMS 05.500 CLFS2961 N/A 3140XJJF1 2052-10-01 5.5 N/A 12734332.00 8962765.90 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4579 N/A 31418ECR9 2052-04-01 3 N/A 1000.00 700.24 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5011 N/A 31418ER93 2053-05-01 6 N/A 55603886.00 41910455.25 Agency Mortgage-Backed Securities FNMS 05.500 CLDD7227 N/A 3140B8A50 2055-05-01 5.5 N/A 1008.00 982.06 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5338 N/A 3140HJ4Y4 2048-07-01 4.5 N/A 1069.00 200.30 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 N/A 29000.00 20948.12 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1749 N/A 3132DN5J8 2052-04-01 2.5 N/A 1899000.00 1299590.63 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9454 N/A 3140XRQG3 2054-09-01 6 N/A 732114.00 715070.28 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2892 N/A 3132DQF92 2053-05-01 5.5 N/A 1000.00 758.27 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0028 N/A 3140XFA68 2051-09-01 2.5 N/A 1000.00 630.26 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2057 N/A 3133BBJA8 2052-05-01 3.5 N/A 58999.00 45560.56 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7987 N/A 3140QF2V0 2050-12-01 2 N/A 1325372.00 682443.31 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3072 N/A 3142GTMW3 2054-12-01 5.5 N/A 2130423.00 2033517.36 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8269 N/A 3138WJFK9 2046-11-01 3 N/A 799000.00 140702.30 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9775 N/A 3140QV2H6 2055-01-01 5 N/A 5830025.00 5602162.70 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7683 N/A 3140QFRD3 2050-11-01 2 N/A 24816128.00 13415263.82 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8275 N/A 3140XQFR3 2054-06-01 5.5 N/A 1000.00 865.41 Agency Mortgage-Backed Securities FNMS 04.500 U4BF0247 N/A 3140FXHZ8 2051-06-01 4.5 N/A 3000.00 879.97 Agency Mortgage-Backed Securities 03.500 FGPC Q08394 G N/A 3132GTUT2 2042-05-01 3.5 N/A 1000.00 147.27 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7973 N/A 3140XB2F6 2050-05-01 4 N/A 1000.00 403.53 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1390 N/A 3140Q8RL1 2048-03-01 4.5 N/A 18509376.00 2312743.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0184 N/A 3140NGF21 2053-05-01 5 N/A 2000.00 1471.00 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7382 N/A 3133KPFX1 2052-05-01 3.5 N/A 5200.00 3579.02 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1144 N/A 3140XGHW2 2052-03-01 3 N/A 2000.00 1397.82 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8221 N/A 3132DWD26 2052-06-01 3.5 N/A 1000.00 743.67 Agency Mortgage-Backed Securities FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 N/A 5183560.00 390133.29 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3083 N/A 3142GTM94 2054-12-01 5.5 N/A 5148.00 4735.74 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8235 N/A 3132DWEG4 2052-08-01 3 N/A 3860.00 2848.79 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 N/A 2000.00 1611.65 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1009 N/A 3140W1DP5 2052-05-01 2.5 N/A 22035473.00 18101839.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAB7301 N/A 31417EDF5 2042-12-01 3.5 N/A 1024.00 175.90 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 N/A 11552284.00 9120091.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQY4840 N/A 31426PLW3 2055-06-01 6 N/A 71718.00 73666.26 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8694 N/A 3140XCUU0 2051-09-01 2.5 N/A 1000.00 614.12 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8065 N/A 3140XP6B0 2054-03-01 5.5 N/A 2000.00 1777.13 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4186 N/A 3140NLUL1 2053-07-01 5.5 N/A 1024.00 860.02 Agency Mortgage-Backed Securities FNMS 04.000 CLFS0730 N/A 3140XFY47 2051-02-01 4 N/A 2000.00 1394.43 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8257 N/A 3132DWE66 2052-10-01 4.5 N/A 1000.00 791.83 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7422 N/A 3140XPG86 2054-03-01 5.5 N/A 42141312.00 38603693.94 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8484 N/A 3140QUNA0 2054-05-01 5.5 N/A 1000.00 940.71 Agency Mortgage-Backed Securities FEPC 04.500 CLSL0454 N/A 31427MQG9 2054-11-01 4.5 N/A 432160.00 408994.23 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9011 N/A 3140QVAM6 2054-08-01 6 N/A 1024.00 967.98 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8074 N/A 3132DV6K6 2050-07-01 3 N/A 1000.00 276.21 Agency Mortgage-Backed Securities FEPC 06.000 CLQY9722 N/A 31426UYU2 2055-08-01 6 N/A 5976483.00 6178293.88 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6293 N/A 3140X97F6 2051-01-01 3 N/A 2002.00 994.59 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4867 N/A 31418EMR8 2053-01-01 4.5 N/A 1000.00 833.52 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4628 N/A 31418EEA4 2037-06-01 2.5 N/A 3000.00 1934.93 Agency Mortgage-Backed Securities FEPC 02.000 CISB8501 N/A 3132D6NS5 2035-08-01 2 N/A 70999.00 29513.83 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0999 N/A 3140KYDD3 2051-05-01 2.5 N/A 1000.00 655.51 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7341 N/A 3140QFEP0 2050-10-01 2 N/A 1024.00 543.15 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2913 N/A 3132DQGW0 2053-05-01 5.5 N/A 125000.00 96865.79 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6383 N/A 3140NPCV0 2053-07-01 6.5 N/A 1372143.00 1260260.53 Agency Mortgage-Backed Securities FNMS 03.500 U3BF0234 N/A 3140FXHL9 2042-06-01 3.5 N/A 1000.00 290.03 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 480809.00 132291.32 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0199 N/A 3140QKGH5 2051-04-01 3 N/A 1000.00 631.54 Agency Mortgage-Backed Securities FEPC 07.500 CLQJ9950 N/A 3133D2BT3 2054-10-01 7.5 N/A 1115048.00 1185734.26 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1561 N/A 3132DNWW9 2052-09-01 5 N/A 1000.00 719.82 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3057 N/A 31418CMF8 2047-07-01 3.5 N/A 3002.00 327.93 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4928 N/A 3140XLPN2 2050-06-01 3.5 N/A 3983211.00 3037817.47 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4824 N/A 31418ELE8 2052-10-01 2.5 N/A 445006.00 314952.42 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4226 N/A 3140X7VU0 2050-09-01 2.5 N/A 1000.00 493.63 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2984 N/A 3140X6J69 2045-08-01 4 N/A 11106482.00 3256966.58 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2872 N/A 3132DQFM3 2053-05-01 5 N/A 1000.00 873.72 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0454 N/A 3140W0QG3 2054-11-01 5 N/A 24378617.00 22775811.99 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4548 N/A 31418EBS8 2052-02-01 2.5 N/A 5000.00 3319.03 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7702 N/A 3140NCRY7 2053-02-01 6.5 N/A 100000.00 64311.56 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 N/A 17978.00 12984.02 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7434 N/A 3140QTHL6 2053-11-01 5.5 N/A 4775996.00 4282060.31 Agency Mortgage-Backed Securities FEPC 02.000 CISB8132 N/A 3132D6A91 2036-12-01 2 N/A 1000.00 579.36 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 N/A 14123144.00 11169408.46 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ6238 N/A 3138MM4Y5 2042-12-01 3.5 N/A 60000000.00 9079839.61 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4125 N/A 3140QPSP3 2052-07-01 4 N/A 1000.00 795.72 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8447 N/A 3132DWL43 2054-07-01 6 N/A 1000.00 839.86 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 N/A 1000.00 742.75 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8922 N/A 3138WJ4G0 2047-03-01 3.5 N/A 2975872.00 613889.34 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 N/A 4392040.00 3839583.45 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5027 N/A 31418ESR2 2053-05-01 4 N/A 1000.00 831.04 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1538 N/A 3142GRV80 2054-05-01 6.5 N/A 7670958.00 6178911.21 Agency Mortgage-Backed Securities FNMS 02.000 CICA6862 N/A 3140QETU6 2035-09-01 2 N/A 1000.00 407.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 N/A 15437597.00 12151301.38 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1224 N/A 31329JLD7 2042-06-01 3.5 N/A 40405689.00 4263943.95 Agency Mortgage-Backed Securities FNMS 02.000 CLBP8095 N/A 3140KF7H2 2050-08-01 2 N/A 43645335.00 20830151.62 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7326 N/A 3133KPD70 2052-05-01 3.5 N/A 1000.00 766.33 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ6682 N/A 3140KSM87 2051-08-01 2 N/A 1000.00 572.37 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4091 N/A 3140QPRM1 2052-07-01 4 N/A 1024.00 797.70 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2998 N/A 3140W3KL2 2055-10-01 5.5 N/A 6454642.00 6552536.69 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7672 N/A 3133KPQZ4 2052-07-01 4.5 N/A 37010.00 29634.10 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8242 N/A 3132DWEP4 2052-09-01 3 N/A 1001.00 739.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7570 N/A 3140QFMU0 2050-11-01 2 N/A 24793154.00 13428492.28 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4717 N/A 3132A5G25 2047-05-01 3.5 N/A 1007.00 105.90 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5271 N/A 31418E2D1 2054-02-01 5.5 N/A 1011.00 877.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 N/A 1000.00 852.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1139 N/A 3140MSHR9 2052-09-01 4 N/A 8546144.00 6971813.42 Agency Mortgage-Backed Securities FNMS 04.500 I3BF0328 N/A 3140FXLJ9 2048-07-01 4.5 N/A 225000.00 91280.70 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 N/A 3000.00 2356.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQH8790 N/A 3133CMXT6 2054-02-01 5.5 N/A 1128030.00 1064066.23 Agency Mortgage-Backed Securities FEPC 01.500 CLSD8120 N/A 3132DWAV5 2051-01-01 1.5 N/A 1000.00 561.86 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0430 N/A 3140XFPQ8 2050-07-01 3 N/A 1000.00 582.43 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1931 N/A 3132DPEC8 2051-11-01 3.5 N/A 1000.00 689.38 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2254 N/A 3132DPQF8 2052-07-01 3.5 N/A 1000.00 775.06 Agency Mortgage-Backed Securities FEPC 05.500 CLQX9745 N/A 31426GZK4 2055-04-01 5.5 N/A 1000.00 968.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQX5230 N/A 31426AY44 2055-02-01 5 N/A 197837.00 182988.54 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8206 N/A 3132DWDK6 2052-04-01 3 N/A 2000.00 1408.37 Agency Mortgage-Backed Securities FNMS 04.000 I6BF0665 N/A 3140FXW32 2061-11-01 4 N/A 2312952.00 1772692.83 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4564 N/A 31418ECA6 2052-03-01 3 N/A 1000.00 671.93 Agency Mortgage-Backed Securities FEPC 02.000 CISB8502 N/A 3132D6NT3 2035-08-01 2 N/A 1000.00 417.45 Agency Mortgage-Backed Securities FNMS 02.000 CLFM8433 N/A 3140XCLP1 2051-08-01 2 N/A 2000.00 1220.02 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4464 N/A 31418D6A5 2051-11-01 1.5 N/A 21126464.00 13411683.89 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0624 N/A 3140W0VS1 2054-11-01 5 N/A 6991713.00 6883129.83 Agency Mortgage-Backed Securities FEPC 05.000 CIQO4066 N/A 3133WNQT0 2040-09-01 5 N/A 1510840.00 1530253.42 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5297 N/A 31418E3F5 2054-03-01 6.5 N/A 2000.00 1304.42 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3303 N/A 3140QNU59 2052-04-01 3 N/A 9099518.00 6242082.78 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 64890876.00 50387934.44 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5298 N/A 3132DS3F7 2054-04-01 6 N/A 4709424.00 4335790.42 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8255 N/A 3132DWE41 2052-10-01 3.5 N/A 1000.00 775.77 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CLSD5969 N/A 3132DTT26 2054-07-01 6.5 N/A 100000.00 90132.87 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 N/A 4180470.00 3598975.22 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2857 N/A 3142GTE77 2054-12-01 5 N/A 14340664.00 13657392.98 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 N/A 9649701.00 6043206.71 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6085 N/A 3140QRXP3 2053-04-01 6 N/A 3967712.00 3307655.79 Agency Mortgage-Backed Securities FEPC 04.000 CLQE3306 N/A 3133BCU70 2052-06-01 4 N/A 1011.00 794.52 Agency Mortgage-Backed Securities FNMS 05.000 CLDC3207 N/A 3140AQR53 2054-10-01 5 N/A 1000.00 904.86 Agency Mortgage-Backed Securities FEPC 05.000 CLQY1646 N/A 31426KZL3 2055-05-01 5 N/A 1029.00 1020.98 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6307 N/A 3140MYAH5 2052-08-01 5 N/A 291000.00 191120.55 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9404 N/A 3138WKNW1 2047-04-01 3.5 N/A 15022496.00 4584015.51 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 N/A 3140QN6U1 2052-05-01 3 N/A 98000.00 69048.44 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 N/A 1000.00 648.50 Agency Mortgage-Backed Securities 07.000 FGPC G60552 G N/A 31335ATH1 2031-12-01 7 N/A 3750009.00 294479.14 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5917 N/A 3133KMSE6 2051-09-01 3 N/A 414000.00 265017.36 Agency Mortgage-Backed Securities FEPC 05.500 CNRD5241 N/A 3133LPZE0 2035-04-01 5.5 N/A 40014.00 37358.97 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4120 N/A 31418DSJ2 2050-09-01 2.5 N/A 1000.00 408.00 Agency Mortgage-Backed Securities FNMS 03.000 CLBV0919 N/A 3140MEAV8 2052-05-01 3 N/A 1000.00 721.53 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3686 N/A 3140XKCY4 2053-01-01 5 N/A 1000.00 765.84 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 N/A 1000.00 907.51 Agency Mortgage-Backed Securities FEPC 06.000 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Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 N/A 8578000.00 8613523.64 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 N/A 84249900.00 79185919.32 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125 N/A 1649800.00 1642800.45 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 N/A 100.00 101.56 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 71365600.00 73514775.04 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 N/A 260858900.00 264063090.91 U.S. Treasuries (including strips) 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 N/A 500.00 511.32 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 65000.00 64810.96 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.25 N/A 998500.00 1009678.21 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 N/A 16139000.00 16593216.02 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 73996900.00 69629232.98 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 5000000.00 5099902.54 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 N/A 41027800.00 41582495.86 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2025-10-01 2025-10-01 2025-10-01 N N N 0.0420 550000000.00 550000000.00 0.0031 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 4.20000000 N/A VYVVCKR63DVZZN70PB21 BYDSC4QY6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 41459800.00 42475948.60 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 3456800.00 3407146.52 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 5665400.00 5116994.95 U.S. Treasuries (including strips) Y Moody's NR Fitch NR Standard & Poor's A-1 2025-10-01 2025-10-01 2025-10-01 N N N 0.0420 50000000.00 50000000.00 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SA6 254900HROIFWPRGM1V77 US912797SA68 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-09-30 2026-10-01 2026-10-01 N N N 0.0366 192858186.00 192858186.00 0.0011 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.12999920 3130B5MG0 2549001DPIFGXC1TOL40 US3130B5MG08 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2025-10-01 2025-11-20 2025-11-20 N N N 0.0426 146552847.11 146552847.11 0.0008 N N N N BNP Paribas SA BNP Paribas SA 4.20000000 N/A R0MUWSFPU8MPRO8K5P83 BYDJCSQA5 U.S. Treasury Repurchase Agreement, if 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31416XJN1 2041-01-01 3.5 N/A 211923.00 18143.63 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4956 N/A 3140QCQJ8 2050-01-01 4 N/A 375000.00 101429.55 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9063 N/A 3133KRB86 2053-05-01 5.5 N/A 1755630.00 1423382.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBX8434 N/A 3140NDLQ8 2053-04-01 5 N/A 1064464.00 778842.55 Agency Mortgage-Backed Securities FNMS 02.000 CTCB0463 N/A 3140QKQR2 2041-05-01 2 N/A 1125000.00 660541.32 Agency Mortgage-Backed Securities FNMS 03.000 CQMA1587 N/A 31418AXR4 2043-08-01 3 N/A 500000.00 70470.63 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1268 N/A 3140XGMS5 2052-04-01 4 N/A 383000.00 257314.94 Agency Mortgage-Backed Securities FEPC 07.000 CLQI9862 N/A 3133WG5X9 2054-06-01 7 N/A 753772.00 488609.76 Agency Mortgage-Backed Securities FEPC 03.000 CLZT1597 N/A 3132ADX29 2048-12-01 3 N/A 50572.00 6172.79 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2909 N/A 3142GTGT7 2054-12-01 5.5 N/A 63988672.00 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426N3D0 2055-06-01 6.5 N/A 2000.00 2074.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NPY9 2055-06-01 6 N/A 130000.00 132294.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426TYD3 2055-07-01 6 N/A 396516.00 408750.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ENL0 2053-01-01 6 N/A 1008.00 692.74 Agency Mortgage-Backed Securities GNMA_23-18H N/A 38383VS90 2053-02-20 1.31119 N/A 47786613.00 960777.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACS27 2048-03-01 3.5 N/A 300000.00 80284.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EUE0 2039-08-20 5.875 N/A 1598.00 34.86 Agency Mortgage-Backed Securities FNMA_11-41 N/A 31397SQ23 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131307.00 21685.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5F91 2046-12-01 2.5 N/A 4474616.00 1137290.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D54R0 2035-02-01 3 N/A 230000.00 37943.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427ARJ8 2055-09-01 6 N/A 1000.00 1033.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFD0 2052-11-01 3.5 N/A 1000.00 769.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402VZY9 2033-08-01 4.419 N/A 1097.00 8.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EAN0 2052-01-01 2.5 N/A 1000.00 653.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6FE5 2038-10-01 5 N/A 2001.00 1339.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5MQ9 2055-05-20 5.5 N/A 49966393.00 50040859.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2VE8 2053-06-01 6 N/A 1000.00 858.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5H5 2053-06-20 5.5 N/A 22692776.00 17908794.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KN6W8 2052-04-01 4 N/A 1000.00 709.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426W7B0 2055-08-01 6 N/A 3009.00 3093.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426LGD0 2055-04-01 6 N/A 1000.00 1023.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LWYQ9 2055-09-20 6.5 N/A 1000.00 1048.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRML4 2053-02-01 5.5 N/A 1000.00 827.61 Agency Mortgage-Backed Securities FHLMC_5339E N/A 3137HAHM1 2053-09-25 1.61397 N/A 100000.00 3907.75 Agency Collateralized Mortgage Obligation FNMA_23-58G N/A 3136BQYF0 2053-12-25 17.47161 N/A 6105377.00 7581998.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133USKT7 2051-05-01 2.5 N/A 42000.00 32478.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YH82 2055-08-01 5 N/A 1000.00 1000.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GUT37 2055-05-01 6 N/A 1024.00 955.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BNH55 2052-09-01 4.5 N/A 1000.00 914.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGCD9 2052-03-01 2.5 N/A 1000.00 653.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJ4D1 2050-09-01 2 N/A 1001.00 493.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNGE6 2052-02-01 3 N/A 1000.00 740.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BHMK4 2055-07-01 5.5 N/A 43194.00 43861.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.5 N/A 1000.00 755.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EDY3 2052-04-01 4 N/A 1000.00 668.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADPD4 2048-11-01 4 N/A 2000.00 145.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRFK5 2053-06-01 6 N/A 1221330.00 967335.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKJY8 2053-05-01 5 N/A 2000.00 1582.64 Agency Mortgage-Backed Securities GNMA_24-64L N/A 38384MWR4 2054-04-20 1.65497 N/A 30051484.00 1485627.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BNAD5 2052-10-01 5 N/A 42560.00 34698.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5K81 2055-04-20 5 N/A 2594564.00 2601189.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCSL9 2044-02-01 6.504 N/A 1002.00 996.88 Agency Mortgage-Backed Securities FNMA_25-34A N/A 3136BVC22 2055-05-25 1.59397 N/A 100190.00 7019.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNCG7 2053-10-01 5 N/A 1000.00 842.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XPHT8 2043-11-01 5 N/A 1000.00 200.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQH3 2055-09-01 6.5 N/A 1008.00 1048.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EK2S3 2042-10-01 4.5 N/A 158508.00 12802.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN5R1 2051-12-01 3 N/A 2000.00 1566.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BCJZ1 2054-09-20 7.5 N/A 1000.00 1067.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329KWE0 2037-02-01 3 N/A 1000.00 205.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ENU0 2053-01-01 3.5 N/A 1000.00 794.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426Q6L2 2055-06-01 5.5 N/A 70250.00 69890.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AD5Y0 2048-03-01 3.5 N/A 1000.00 163.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6CS4 2045-02-01 4 N/A 1000.00 208.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XG2K4 2040-03-01 3 N/A 77000.00 44858.00 Agency Mortgage-Backed Securities FHLMC_5389D N/A 3137HBW34 2051-10-25 2.5 N/A 129338.00 14983.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMB6 2054-08-01 6 N/A 4186.00 3613.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XP2M0 2053-12-01 2 N/A 1000.00 754.80 Agency Mortgage-Backed Securities FNMA_20-57 N/A 3136BBEL2 2050-08-25 2.5 N/A 4099999.00 519313.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APM68 2054-10-01 7 N/A 1000.00 1049.98 Agency Mortgage-Backed Securities FNMA_12-51 N/A 3136A55P7 2042-05-25 1.44949 N/A 83979859.00 1250368.59 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XVXB6 2047-01-01 3 N/A 1000.00 287.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERZ78 2047-01-01 4.5 N/A 1034.00 122.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31414CWD6 2038-04-01 5 N/A 553334.00 55987.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSFJ6 2053-10-01 6 N/A 7000.00 5804.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGG65 2046-01-01 3.5 N/A 88000.00 10529.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMSH9 2050-06-01 4 N/A 2438189.00 905533.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLMY9 2051-08-01 2.5 N/A 1000.00 614.53 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_5349 N/A 3137HAS80 2053-10-25 5.30603 N/A 1001.00 569.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31334YBK2 2049-08-01 4.5 N/A 1002.00 327.63 Agency Mortgage-Backed Securities GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 19581008.00 1494769.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KMTL4 2050-09-01 2.5 N/A 1000.00 318.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GQTE2 2053-12-01 6 N/A 1000.00 771.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B5EE8 2052-02-01 3 N/A 189000.00 137170.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLGT7 2051-07-01 2 N/A 1000.00 593.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426TH42 2055-07-01 6 N/A 489439.00 504618.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EGJ3 2052-08-01 4 N/A 1000.00 777.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVRY9 2054-12-01 6 N/A 1367290.00 1243511.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417EN98 2043-01-01 3.5 N/A 2000.00 331.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWE82 2052-10-01 5.5 N/A 1000.00 770.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVLZ2 2055-01-01 6.5 N/A 1000.00 1033.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W22M2 2055-08-01 6 N/A 8245099.00 8445455.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNNK5 2052-01-01 2 N/A 1000.00 655.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400M3M2 2033-02-01 6.038 N/A 1002.00 23.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBHB7 2049-07-01 4 N/A 8001.00 2315.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCC5 2051-09-01 2.5 N/A 1000.00 615.51 Agency Mortgage-Backed Securities FHLMC_5530B N/A 3137HKTX2 2055-04-25 0.99397 N/A 160670588.00 8435248.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACGU8 2044-09-01 3.5 N/A 54324.00 10063.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGYT0 2051-07-01 2 N/A 1000.00 634.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31368HP64 2055-03-01 6.5 N/A 1000.00 883.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A2H96 2038-04-01 5.5 N/A 4294000.00 27356.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426XJV1 2055-08-01 6.5 N/A 1254920.00 1314171.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TUA1 2048-03-20 3.5 N/A 1000.00 120.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGLT4 2051-12-01 3.5 N/A 1000.00 654.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XEBJ2 2040-03-01 3 N/A 3645.00 1976.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPAE8 2052-11-01 5 N/A 328077.00 239506.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BRFW9 2052-11-01 4 N/A 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S6XOOCT0IEG5ABCC6L87 3132DNGZ0 2052-06-01 3.5 N/A 489955.00 372508.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A1PV0 2037-02-01 7 N/A 862157.00 8162.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HKR42 2048-06-01 5 N/A 1000.00 338.59 Agency Mortgage-Backed Securities GNMA_16-107F N/A 38379YH27 2045-06-20 4 N/A 19835712.00 170644.32 Agency Collateralized Mortgage Obligation FNMA_23-27A N/A 3136BP3R0 2050-08-25 4 N/A 11428143.00 11268179.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426XZC5 2055-08-01 6.5 N/A 2341922.00 2445637.05 Agency Mortgage-Backed Securities GNMA_24-59D N/A 38384MN29 2054-04-20 1.06119 N/A 299999.00 11767.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8NN3 2050-04-01 4.5 N/A 2000.00 490.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ER93 2053-05-01 6 N/A 215000.00 162052.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0EJ7 2053-09-01 6 N/A 8000.00 6714.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBCC0 2049-06-01 4 N/A 1002.00 259.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C3V29 2053-05-01 5 N/A 1000.00 862.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHS5 2053-07-01 5 N/A 1000.00 856.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFMY4 2052-01-01 2.5 N/A 116827.00 72253.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U3V2 2049-10-20 4.5 N/A 1056.00 219.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJVZ3 2052-11-01 5 N/A 94225.00 76354.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBRF9 2051-06-01 3 N/A 922988.00 551750.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WUH1 2055-08-01 6.5 N/A 1003.00 1051.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHU31 2052-03-01 3 N/A 1000.00 731.32 Agency Mortgage-Backed Securities GNMA_25-118A N/A 38381ND39 2055-07-20 5.3577 N/A 100043.00 99997.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.5 N/A 1000.00 621.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138L2BZ9 2033-01-01 2.87 N/A 45000.00 20422.63 Agency Mortgage-Backed Securities FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 31168862.00 4613220.84 Agency Collateralized Mortgage Obligation GNMA_20-21B N/A 38382DHV4 2050-02-20 0 N/A 129354991.00 372176.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DZV7 2051-06-01 2 N/A 1000.00 608.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8SJ5 2048-03-01 4 N/A 1736414.00 212111.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WKB90 2037-08-01 6.5 N/A 1311445.00 14415.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q0KF8 2030-09-01 4.26 N/A 1000.00 1007.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XWA29 2047-03-01 3.5 N/A 790000.00 158964.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCYC6 2051-09-01 2.5 N/A 1000.00 634.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DUX0 2035-10-20 4.75 N/A 45744.00 1057.81 Agency Mortgage-Backed Securities FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 9863480.00 6132451.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427BPJ8 2055-09-01 5.5 N/A 101477.00 103701.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGF79 2052-03-01 3.5 N/A 1000.00 702.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRNL3 2053-03-01 5 N/A 87000.00 79638.65 Agency Mortgage-Backed Securities FNMA_23-14D N/A 3136BPL58 2049-04-25 2.75 N/A 1000000.00 810499.30 Agency Collateralized Mortgage Obligation GNMA_25-63J N/A 38385E2T0 2055-04-20 0.79119 N/A 50000000.00 2011689.12 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371LNG0 2034-05-01 6 N/A 3799.00 35.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJLW1 2051-12-01 3 N/A 1000.00 688.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN4Y6 2052-10-01 4.5 N/A 1001.00 790.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ANCQ4 2041-08-01 4.5 N/A 2758848.00 216737.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLQD3 2053-06-01 5 N/A 8751192.00 7104764.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LEQS9 2028-12-01 1.58 N/A 1000.00 927.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403LC74 2033-11-01 4.396 N/A 1030.00 9.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426L6W9 2055-05-01 5.5 N/A 6000.00 6059.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E7B0 2054-06-01 6 N/A 115000.00 95222.93 Agency Mortgage-Backed Securities FHLMC_5571A N/A 3137HMEM8 2055-08-25 1.44397 N/A 100032.00 6294.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426XJ74 2055-08-01 6 N/A 1000.00 1024.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2 N/A 1000.00 647.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMZV9 2052-01-01 2.5 N/A 2000.00 1405.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQWH5 2053-03-01 6 N/A 368439.00 285178.23 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 4.26344 N/A 119314.00 8.78 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MET89 2055-04-01 5.5 N/A 8000.00 8109.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D0V73 2054-11-01 5.5 N/A 1000.00 1007.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ALCX9 2054-08-01 6.5 N/A 1000.00 1035.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B4J35 2055-02-01 6 N/A 1000.00 1022.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BT2S8 2053-01-01 5 N/A 715642.00 554887.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2L9 2053-05-20 5.5 N/A 1000.00 785.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WBTV8 2054-05-01 5.5 N/A 1000.00 953.78 Agency Mortgage-Backed Securities GNMA_12-133B N/A 38377X3Y6 2042-10-20 0 N/A 70076581.00 31335.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RG6 2055-07-20 6 N/A 2364.00 2402.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X46U5 2046-03-01 4 N/A 1008.00 313.67 Agency Mortgage-Backed Securities GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.05008 N/A 20436973.00 2025963.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5 N/A 1000.00 807.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329JCP0 2036-10-01 7 N/A 1000.00 9.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408EJ94 2035-11-01 4.027 N/A 1001.00 5.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNG31 2052-06-01 3.5 N/A 29100.00 20980.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NYHP9 2033-03-01 5.21 N/A 5759.00 5984.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5KV0 2055-04-20 5 N/A 1024.00 1013.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402KLY8 2033-08-01 5.5 N/A 7014.00 111.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H8UH6 2048-06-01 6.477 N/A 1096.00 101.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617UPXV6 2051-03-20 4 N/A 1000.00 688.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3J9 2051-08-01 3 N/A 1000.00 537.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8DA0 2048-01-01 3.5 N/A 1003.00 243.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPCQ8 2052-05-01 4 N/A 1000.00 796.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLMP1 2053-07-01 6.5 N/A 49876.00 41675.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XRY24 2045-06-01 3.5 N/A 413365.00 68932.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DZW5 2051-06-01 2.5 N/A 1000.00 586.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ABAC6 2045-10-01 3.5 N/A 1000000.00 144390.18 Agency Mortgage-Backed Securities FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.733344 N/A 12691776.00 118129.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225CWB8 2032-10-20 4.75 N/A 8098166.00 27367.92 Agency Mortgage-Backed Securities GNMA_22-22B N/A 38383MRX8 2052-02-20 3 N/A 1006.00 617.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQG5 2055-09-01 6 N/A 2000.00 2053.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K4EK7 2065-03-20 6.5 N/A 1000.00 972.07 Agency Mortgage-Backed Securities GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 573517.00 353746.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBLV0 2051-06-01 3 N/A 1000.00 495.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AS7G7 2054-11-01 6.5 N/A 1001.00 1043.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8GY7 2050-10-01 2.5 N/A 1000.00 498.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140YXFE6 2054-06-01 6.5 N/A 1000.00 892.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XTB2 2053-02-20 4.5 N/A 1024.00 820.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BAEQ5 2055-05-01 5.5 N/A 1171.00 1102.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FRH57 2047-02-01 3 N/A 8001.00 1854.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M5 N/A 3136BLN89 2034-01-01 2.422 N/A 1800000.00 1548028.90 Agency Collateralized Mortgage Obligation FNMA_24-29A N/A 3136BRC21 2054-05-25 21.37161 N/A 1940196.00 1704002.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FPDP1 2047-06-01 4.5 N/A 911654.00 174458.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7W60 2037-11-01 3.5 N/A 7000.00 1959.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132WW3N0 2036-04-01 3.04 N/A 1000.00 820.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5DP7 2045-04-01 3.5 N/A 1000.00 96.08 Agency Mortgage-Backed Securities GNMA_25-48B N/A 38385DG59 2055-03-20 1.67119 N/A 341802.00 18877.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2WP5 2055-02-01 6.5 N/A 113136.00 117730.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CHT4 2055-01-01 6 N/A 7015.00 6483.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKNL0 2053-02-01 6 N/A 1000.00 748.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31288RG36 2051-01-01 6.523 N/A 1000.00 1012.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNQ54 2052-03-01 3.5 N/A 1001.00 674.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWPW7 2055-05-01 3.5 N/A 14000.00 12619.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EKJ63 2042-10-01 6.554 N/A 1824.00 85.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KPLF3 2055-08-20 6 N/A 1000.00 1031.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN6L2 2052-11-01 4.5 N/A 320402.00 265022.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7EC4 2054-02-01 5 N/A 1000.00 977.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J56Q7 2047-02-01 4 N/A 7000.00 1636.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XP4F3 2052-03-01 2.5 N/A 2000.00 1513.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCG6 2051-10-01 1.5 N/A 1000.00 622.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VMD9 2050-05-20 3 N/A 26674855.00 6537628.44 Agency Mortgage-Backed Securities GNMA_24-157B N/A 38384WBW4 2054-09-20 0.05 N/A 49899904.00 61490.43 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B33Z8 2052-02-01 3 N/A 189000.00 114722.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGJH8 2046-01-01 3.5 N/A 890000.00 162376.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCLC0 2051-08-01 2.5 N/A 3000.00 1914.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E6Y1 2054-06-01 4.5 N/A 2000.00 1838.94 Agency Mortgage-Backed Securities GNMA_22-178C N/A 38383UU99 2052-10-20 0 N/A 11927799.00 7019466.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NPC8 2055-05-01 5.5 N/A 1000.00 987.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LFQM9 2029-03-01 2.3 N/A 1000.00 946.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AAN7 2055-09-01 6 N/A 1000.00 1018.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AAFW7 2050-09-01 5 N/A 2000.00 1102.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EGG9 2052-08-01 3 N/A 1000.00 742.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BWN4 2032-11-15 6.5 N/A 1006.00 3.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BDV31 2055-05-01 5.5 N/A 519437.00 530811.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3 N/A 3025.00 2233.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWL92 2054-08-01 5 N/A 1000.00 928.20 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ48 N/A 3137HBC77 2031-10-25 5.028 N/A 2606.00 2694.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WAK6 2055-08-01 6 N/A 1000.00 1029.67 Agency Mortgage-Backed Securities FHLMC_5123F N/A 3137H15T9 2048-08-25 2.5 N/A 5923232.00 573386.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPBW8 2053-11-01 5 N/A 1000.00 887.33 Agency Mortgage-Backed Securities FHLMC_5537 N/A 3137HLC75 2055-05-25 0.54397 N/A 113686954.00 4572821.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDH3 2052-04-01 2 N/A 1000.00 672.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHSU7 2054-07-01 6 N/A 1000.00 898.60 Agency Mortgage-Backed Securities GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 100600.00 6033.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LELV7 2028-11-01 1.58 N/A 1000.00 859.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AEPM2 2049-06-01 3.5 N/A 100000.00 42017.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WKQW3 2037-11-01 6 N/A 2571783.00 49750.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HUZB0 2065-04-20 7 N/A 1000.00 1029.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMQ40 2052-09-01 5 N/A 742490.00 503951.50 Agency Mortgage-Backed Securities FHLMC_5528B N/A 3137HKR97 2055-04-25 1.64397 N/A 50558502.00 3115047.22 Agency Collateralized Mortgage Obligation FHLMC_3747 N/A 31398QUP0 2040-10-15 2.01344 N/A 4106212.00 14433.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9FX4 2044-05-01 5.5 N/A 1000.00 272.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2BW1 2040-08-15 5 N/A 1000.00 70.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKZL2 2047-06-01 4 N/A 1529000.00 341868.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ3F8 2052-08-01 3.5 N/A 1003.00 782.39 Agency Mortgage-Backed Securities FNMA_20-67D N/A 3136BBP30 2050-09-25 2 N/A 12500000.00 1238850.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426RUM1 2055-06-01 6 N/A 5242896.00 5216751.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AFL6 2055-09-01 5.5 N/A 1000.00 1013.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128LUBN5 2036-01-01 6.571 N/A 1089.00 12.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKW71 2051-10-01 2 N/A 1000.00 681.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDJ9 2052-04-01 2.5 N/A 2000.00 1368.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426X7C6 2055-08-01 5.5 N/A 1043100.00 1063760.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CVTD6 2054-09-01 5.5 N/A 146209.00 146614.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJR5 2053-11-01 5.5 N/A 1000.00 865.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GRX41 2047-07-01 4 N/A 2544188.00 753861.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XVK53 2046-11-01 3.5 N/A 1000.00 314.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPCK2 2052-11-01 5.5 N/A 1000.00 792.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GUU8 2043-06-01 4 N/A 7012.00 889.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQBW4 2052-09-01 4.5 N/A 1000.00 760.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22 N/A 3136BMZX9 2051-10-25 2.5 N/A 6589843.00 967689.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKR85 2052-03-01 2.5 N/A 1000.00 693.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XYJU4 2047-11-01 3.5 N/A 700000.00 127469.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LKDZ3 2033-04-01 4.68 N/A 1000.00 1023.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDF7 2033-06-01 4.664 N/A 1000.00 12.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EPK94 2045-04-01 4.5 N/A 4317896.00 737907.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5FW0 2046-10-01 2.5 N/A 1000.00 199.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KK3X5 2051-01-01 2.5 N/A 1000.00 534.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DEK4 2034-08-01 2.5 N/A 1003.00 127.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419AGZ4 2039-12-01 4 N/A 1000.00 38.78 Agency Mortgage-Backed Securities FHMS_16-K058 N/A 3137BSP64 2026-07-25 2.34 N/A 1854.00 348.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6HX1 2039-12-01 4 N/A 1000.00 888.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9T60 2048-09-01 5 N/A 7120738.00 1023096.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BBT90 2052-05-01 5 N/A 2000.00 1379.68 Agency Mortgage-Backed Securities FHLMC_5064B N/A 3137F8K77 2033-09-25 3 N/A 29295347.00 726233.25 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HV6E9 2029-10-01 2.41 N/A 1001.00 941.93 Agency Mortgage-Backed Securities FANNIE MAE FNMA_20-74 N/A 3136BCAY6 2050-10-25 2.5 N/A 200011.00 23232.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNXJ7 2052-09-01 2.5 N/A 1000.00 699.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WQAV4 2043-05-01 3 N/A 1000.00 178.40 Agency Mortgage-Backed Securities GNMA_23-150D N/A 38384C7Y9 2053-10-20 6 N/A 607406.00 631161.25 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CV3C6 2054-10-01 5.5 N/A 1000.00 1002.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CLH5 2047-06-01 4 N/A 2000.00 211.27 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KL06 N/A 3137F84J9 2029-12-25 1.461869 N/A 14300101.00 688009.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KY3J6 2044-07-01 5.5 N/A 9000.00 6772.45 Agency Mortgage-Backed Securities FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.16344 N/A 1493836.00 245.48 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LCUP4 2033-07-01 1.86 N/A 1000.00 830.48 Agency Mortgage-Backed Securities GNMA_21-16G N/A 38382NAN7 2051-01-20 2.5 N/A 100000.00 8639.84 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHG89 2054-10-01 5.5 N/A 1094373.00 1092482.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GTVN3 2055-01-01 4.5 N/A 2008.00 1878.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9PD7 2038-12-01 4 N/A 1001.00 182.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCSM7 2047-04-01 6.603 N/A 2214.00 2096.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XR4D3 2045-07-01 3 N/A 1002.00 216.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLH50 2053-05-01 3.5 N/A 1000.00 795.06 Agency Mortgage-Backed Securities GNMA_18-51B N/A 38380WGF0 2046-11-20 0.28451 N/A 2029949.00 8902.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNB36 2052-04-01 3.5 N/A 1000.00 669.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EB90 2052-03-01 2.5 N/A 1001.00 670.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128M9U83 2041-11-01 5 N/A 1000.00 67.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EL6U2 2041-11-01 4.5 N/A 1000.00 102.42 Agency Mortgage-Backed Securities FNMA_23-2 N/A 3136BPVA6 2051-04-25 2.5 N/A 5150000.00 693971.85 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WD3L8 2034-04-01 6 N/A 91523.00 7317.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426T5J2 2055-07-01 6 N/A 377161.00 386397.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EKEF8 2042-06-01 4 N/A 32912867.00 3613483.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMYU8 2055-09-01 6.5 N/A 2000.00 2108.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FE29 2054-12-01 5 N/A 1000.00 945.19 Agency Mortgage-Backed Securities GNMA_25-118E N/A 38381NC30 2055-07-20 1.56119 N/A 122062302.00 6069056.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LNRC3 2051-07-01 2.5 N/A 3000.00 1788.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSLG4 2053-07-01 4 N/A 150991.00 134931.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D0ZL8 2054-11-01 6 N/A 1233.00 1162.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408HFP5 2035-12-01 6.605 N/A 1043.00 16.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SCK1 2046-05-20 5.5 N/A 977985.00 38851.26 Agency Mortgage-Backed Securities FHLMC_5523A N/A 3137HKRP1 2053-11-25 2.79397 N/A 18444289.00 1214519.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXV7 2053-11-01 6 N/A 1000.00 785.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQB79 2052-09-01 5 N/A 1000.00 776.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMZE8 2051-10-01 3.5 N/A 1000.00 536.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132L9X26 2048-05-01 3.5 N/A 1000.00 59.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411XBT1 2036-08-01 6.03 N/A 1002.00 21.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWD59 2052-07-01 2.5 N/A 1000.00 714.28 Agency Mortgage-Backed Securities GNMA_23-66A N/A 38384AQF3 2053-05-20 1.76119 N/A 45000008.00 2305206.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5FL4 2046-08-01 3 N/A 1000.00 157.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NG51 2043-06-20 6.125 N/A 4480.00 60.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PTU8 2054-02-01 6.5 N/A 5501079.00 5570411.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CRJR5 2054-08-01 5 N/A 1000.00 984.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5 N/A 1025.00 839.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMW84 2051-09-01 2 N/A 1008.00 634.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACFG0 2043-08-01 3 N/A 306000.00 91488.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERD49 2030-03-01 4 N/A 1000.00 25.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDC4 2052-03-01 2 N/A 1000.00 663.60 Agency Mortgage-Backed Securities FHSTR-377 N/A 3133Q5E85 2051-01-25 2 N/A 100309.00 9208.48 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426RNQ0 2055-05-01 6 N/A 523111.00 537694.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AYCE3 2055-01-01 6 N/A 739710.00 702044.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A3GE4 2039-03-01 5.5 N/A 8343392.00 87721.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKZP3 2047-06-01 4 N/A 1000.00 89.62 Agency Mortgage-Backed Securities GNMA_22-51P N/A 38383PNJ6 2052-03-20 0 N/A 28179454.00 414064.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427ABC0 2055-09-01 6 N/A 1000.00 1029.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DVA7 2050-12-01 2 N/A 765000.00 412943.70 Agency Mortgage-Backed Securities FHLMC_5483D N/A 3137HHNQ0 2054-12-25 11.89054 N/A 2417708.00 2581936.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6UB5 2048-05-01 3.5 N/A 1024.00 189.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4G77 2039-02-01 7 N/A 8046000.00 580147.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JN54 2055-04-01 5 N/A 1000.00 992.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNWJ8 2052-04-01 3.5 N/A 7000.00 4906.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A0US3 2031-06-01 5.5 N/A 14927926.00 24141.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNZD8 2052-09-01 4 N/A 84007.00 64224.51 Agency Mortgage-Backed Securities FHLMC_5379B N/A 3137HBGM0 2054-02-25 1.44397 N/A 39799947.00 1241421.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NBQE4 2053-03-01 5 N/A 3010.00 2523.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KSBK2 2050-11-01 3 N/A 2000.00 623.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XNBY8 2043-07-01 4 N/A 7000.00 1114.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2SE3 2052-01-01 3 N/A 1000.00 656.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4VU7 2049-09-01 3 N/A 1027.00 188.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMEH4 2049-10-01 3 N/A 4000000.00 692981.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XNY49 2043-09-01 3.5 N/A 575000.00 68306.74 Agency Mortgage-Backed Securities GNMA_22-177H N/A 38383UE48 2052-10-20 0 N/A 11773272.00 7053278.16 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-56 N/A 3136BBMQ2 2050-08-25 2.5 N/A 300008.00 33963.68 Agency Collateralized Mortgage Obligation GNMA_25-118D N/A 38381NF29 2052-03-20 4.75 N/A 4609177.00 4598363.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H23H9 2047-12-01 4 N/A 1000.00 212.37 Agency Mortgage-Backed Securities FHLMC_3632 N/A 31398WRF3 2040-02-15 2.5448 N/A 2800000.00 519710.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE 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CORPORATION S6XOOCT0IEG5ABCC6L87 3131XW4G5 2047-06-01 4.5 N/A 516000.00 69078.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AU39 2055-09-01 6 N/A 1000.00 1034.17 Agency Mortgage-Backed Securities FHLMC_5426B N/A 3137HCYS5 2054-06-25 18.77161 N/A 4193516.00 3683428.78 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQXY7 2053-04-01 5.5 N/A 2008.00 1666.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XGLP1 2041-04-01 4.5 N/A 2153720.00 197636.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WBZF5 2029-05-01 3 N/A 271985.00 20060.17 Agency Mortgage-Backed Securities FNMA_21-54F N/A 3136BGKD2 2049-05-25 2.5 N/A 2056400.00 187995.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET42 2053-07-01 4.5 N/A 1000.00 851.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLGL5 2051-02-01 2 N/A 11470128.00 6388108.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426KMB9 2055-04-01 5.5 N/A 1000.00 1011.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LFUD4 2029-03-01 2.31 N/A 1085.00 1026.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LW6W2 2053-04-01 6 N/A 1000.00 897.99 Agency Mortgage-Backed Securities GNMA_25-82A N/A 38385F3R0 2065-05-20 0.56119 N/A 100103.00 2082.79 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV3M5 2049-08-01 3 N/A 1000.00 108.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y2N3 2054-07-20 6.5 N/A 77166183.00 48439908.42 Agency Mortgage-Backed Securities GNMA_24-186E N/A 38384XVN0 2052-11-20 0.07 N/A 26106554.00 43191.62 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FF36 2055-01-01 5 N/A 1000.00 949.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0PC6 2055-01-01 6.5 N/A 2010.00 1940.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y04J8 2048-04-01 4 N/A 1000.00 333.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGJP5 2052-03-01 3 N/A 2000.00 1468.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHSY6 2052-03-01 2.5 N/A 1000.00 590.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y26U2 2044-09-01 5 N/A 1004.00 82.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUY68 2054-11-01 5 N/A 1000.00 930.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH3E5 2052-03-01 2.5 N/A 1000.00 678.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0BK7 2053-09-01 6 N/A 7000.00 5765.33 Agency Mortgage-Backed Securities FHLMC_5409J N/A 3137HCX23 2054-05-25 0.54397 N/A 65000000.00 1277407.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FLR6 2055-06-01 5.5 N/A 2000.00 1968.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTNJ4 2053-12-01 5.5 N/A 41731.00 37877.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETDY9 2044-11-01 5 N/A 1004.00 137.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EZM5 2054-01-01 6 N/A 1000.00 771.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DM2S3 2051-12-01 2 N/A 710000.00 439928.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A2GR4 2040-12-01 4 N/A 2719000.00 352074.05 Agency Mortgage-Backed Securities GNMA_21-193E N/A 38383DRG5 2050-02-20 3 N/A 6786403.00 429024.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426T3D7 2055-07-01 6 N/A 297207.00 306811.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CG81 2055-01-01 5.5 N/A 1000.00 1014.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XP6Z7 2054-06-01 5.5 N/A 90000.00 82940.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D1TM1 2054-11-01 5.5 N/A 1000.00 964.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNHG1 2052-01-01 3.5 N/A 1000.00 635.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142BUWD6 2055-10-01 4.907 N/A 2000.00 2003.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6JR3 2045-08-01 4 N/A 1001.00 320.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6A91 2036-12-01 2 N/A 1002.00 580.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EWN8 2039-12-20 5.875 N/A 53815.00 867.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EP20 2053-03-01 5 N/A 191000.00 155136.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWNB5 2055-01-01 6.5 N/A 1000.00 857.60 Agency Mortgage-Backed Securities FHMS_K743 N/A 3137H14D5 2028-05-25 1.009378 N/A 1060774.00 23045.74 Agency Collateralized Mortgage Obligation FEDERAL 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ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412SRB3 2038-03-01 6.5 N/A 789999.00 13852.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2B27 2041-10-15 4 N/A 1023.00 45.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XNAJ2 2043-06-01 3.5 N/A 820000.00 101491.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0FP2 2053-01-01 5.5 N/A 1433970.00 1183677.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEXR8 2050-09-01 2 N/A 1000.00 614.62 Agency Mortgage-Backed Securities GNMA_23-151F N/A 38384DKU0 2053-10-20 2.61119 N/A 8152352.00 537065.31 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAB58 2048-12-01 4.5 N/A 1001.00 158.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XM3R4 2043-06-01 4 N/A 136000.00 22941.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3Q7 2050-10-20 2.5 N/A 37146462.00 3172295.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGY3 2053-04-01 5 N/A 1000.00 834.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG5L7 2051-02-01 2.5 N/A 1000.00 546.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D7F3 2051-12-01 2.5 N/A 1000.00 645.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426AA24 2055-01-01 6.5 N/A 2000.00 1652.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1CY7 2054-04-01 5 N/A 2012.00 1910.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWC76 2052-02-01 2.5 N/A 2000.00 1327.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371HF29 2028-12-01 7 N/A 14102578.00 14099.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AWTE9 2055-01-01 6 N/A 113301.00 115569.25 Agency Mortgage-Backed Securities FHLMC_4454D N/A 3137BGZV4 2045-03-15 3 N/A 1100.00 658.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQPV2 2053-06-01 5.5 N/A 1000.00 855.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YHUU2 2045-05-01 3 N/A 71259.00 16770.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYC0 2051-04-01 2.5 N/A 1000.00 557.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WLVN5 2038-07-01 5.5 N/A 4737988.00 39975.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJ4G4 2050-09-01 2 N/A 18000.00 10891.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A66H4 2054-02-01 6 N/A 1000.00 890.42 Agency Mortgage-Backed Securities GNMA_23-20C N/A 38383VWK0 2053-02-20 1.89119 N/A 43392396.00 4030912.27 Agency Collateralized Mortgage Obligation FNMA_25-19A N/A 3136BVBZ0 2055-03-25 1.48397 N/A 121224743.00 6816343.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FFZ5 2055-01-01 4 N/A 1008.00 922.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNPE6 2052-03-01 3 N/A 1000.00 735.60 Agency Mortgage-Backed Securities FNMA_25-44A N/A 3136BWCL8 2055-06-25 5 N/A 1000.00 931.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CYJT6 2054-10-01 5.5 N/A 1327.00 1338.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XXMQ1 2047-08-01 3.5 N/A 365000.00 34543.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M7E64 2055-02-01 5.5 N/A 2024.00 2004.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LCZ73 2036-01-01 3.91 N/A 1010.00 649.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LCML2 2051-06-01 2.59 N/A 1096.00 770.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B56S1 2055-04-01 5.5 N/A 2867349.00 2902412.17 Agency Mortgage-Backed Securities FNMA_16-8 N/A 3136ARSP4 2046-03-25 3 N/A 1000.00 833.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ER85 2053-05-01 5.5 N/A 1000.00 802.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A9PZ8 2039-10-15 5 N/A 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FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A9QF5 2050-09-01 2 N/A 45100.00 20875.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4ZC5 2038-05-01 5.5 N/A 6463575.00 56987.10 Agency Mortgage-Backed Securities FNMA_14-74A N/A 3136ALWT4 2040-02-25 1.880483 N/A 206272.00 1937.43 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 47701220.00 3598360.12 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDK6 2052-04-01 3 N/A 2000.00 1408.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQG42 2053-04-01 5.5 N/A 1000.00 827.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVX22 2054-11-01 6 N/A 1000.00 1016.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329PZC0 2048-12-01 4.5 N/A 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3140QQTM7 2052-11-01 6 N/A 1000.00 754.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVLR4 2051-02-01 2.5 N/A 1000.00 535.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBJE1 2051-03-01 4 N/A 2000.00 667.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLA64 2051-02-01 2.5 N/A 1000.00 557.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C4X9 2048-12-01 4.5 N/A 1000.00 74.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0SK9 2053-10-01 3 N/A 1000.00 801.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL7C6 2051-05-01 2.5 N/A 1000.00 726.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NNY74 2053-09-01 6.5 N/A 1000.00 716.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BWL84 2053-01-01 5.5 N/A 1000.00 843.46 Agency Mortgage-Backed Securities FNMA_19-35J N/A 3136B5HS7 2059-07-25 1.760187 N/A 100033.00 792.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31288RDL9 2054-02-01 4.988 N/A 16090.00 15635.94 Agency Mortgage-Backed Securities FHLMC_5431A N/A 3137HDPV6 2054-07-25 8.96382 N/A 9424470.00 9598202.13 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5010 N/A 3137FVQ54 2050-09-25 2.5 N/A 1400190.00 129494.25 Agency Collateralized Mortgage Obligation FHLMC_5474A N/A 3137HHAR2 2054-11-25 2.84397 N/A 45325088.00 4580823.83 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B3GW1 2052-02-01 2 N/A 1000.00 631.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLH9 2049-04-20 4.5 N/A 1000.00 906.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426R7A3 2055-07-01 6 N/A 389468.00 402099.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EP38 2053-03-01 5.5 N/A 2000.00 1562.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9U74 2049-01-01 5 N/A 138379.00 20068.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ARQV0 2051-09-01 3 N/A 190000.00 115037.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BG2D4 2055-09-01 5.5 N/A 1000.00 1014.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WC6T0 2033-11-01 6 N/A 1077971.00 15420.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BDQW8 2052-06-01 5 N/A 1000.00 864.01 Agency Mortgage-Backed 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2045-06-25 2.030675 N/A 189502.00 4545.57 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NWQ9 2055-05-01 6.5 N/A 1000.00 1035.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FNL7 2055-08-01 6.5 N/A 1000.00 1017.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UUJ9 2049-06-20 3.5 N/A 31699196.00 3241656.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CEH3 2046-12-01 4 N/A 2000.00 305.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXVV6 2055-01-01 6 N/A 1000.00 998.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GC3V2 2054-02-20 7.5 N/A 1000.00 1062.30 Agency Mortgage-Backed Securities GNMA_15-117D N/A 38379MN67 2039-11-16 3.5 N/A 53546982.00 12344.03 Agency Collateralized Mortgage Obligation 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2.5 N/A 1000.00 667.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPRL3 2052-07-01 4 N/A 1000.00 749.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTS1 2050-10-01 3 N/A 6007.00 1984.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XWD83 2047-03-01 4.5 N/A 1000.00 274.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MEUR5 2055-04-01 5.5 N/A 1000.00 1016.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425XXR5 2055-01-01 6 N/A 1000.00 814.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q0NY4 2030-09-01 4.71 N/A 1000.00 1026.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLGD2 2051-07-01 1.5 N/A 2000.00 1207.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFFX2 2050-10-01 3 N/A 1000.00 360.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHJ2 2052-09-01 4 N/A 1000.00 775.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426X3J5 2055-07-01 5.5 N/A 1154330.00 1178280.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A2YM8 2039-01-01 5.5 N/A 8076614.00 56350.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XGXE3 2041-07-01 4.5 N/A 5301007.00 192110.89 Agency Mortgage-Backed Securities FNMA_22-86 N/A 3136BPPT2 2050-05-25 2.5 N/A 293333.00 34236.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFFK0 2050-10-01 2.5 N/A 1000.00 407.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426SR43 2055-07-01 6 N/A 1008.00 1036.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQUT1 2053-04-01 5 N/A 6225870.00 5085687.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5 N/A 2000.00 1687.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATAR7 2054-12-01 6 N/A 1506683.00 838211.36 Agency Mortgage-Backed Securities GNMA_24-64T N/A 38384MZA8 2054-04-20 5.63881 N/A 80432.00 62174.65 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A6G54 2050-06-01 3 N/A 7000.00 2712.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E06M9 2053-12-01 6.5 N/A 14000.00 11130.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407XJR3 2035-09-01 6.175 N/A 15007.00 119.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425VME0 2054-12-01 6 N/A 1000.00 926.46 Agency Mortgage-Backed Securities GNMA_25-48A N/A 38385DF43 2055-03-20 5.43881 N/A 100000000.00 97892429.16 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426LE26 2055-04-01 5.5 N/A 1000.00 1009.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMFD2 2049-12-01 3.5 N/A 195000.00 55721.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NHP7 2055-05-01 6 N/A 708000.00 710477.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JBV52 2049-07-01 3.43 N/A 11743.00 7309.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFG86 2040-10-01 2 N/A 1000.00 528.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329MXS4 2043-08-01 3.5 N/A 154300.00 31591.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMNF3 2055-09-01 6.5 N/A 2000.00 2079.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XF2F7 2052-02-01 2 N/A 1000.00 651.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VXT2 2050-11-20 4.5 N/A 1000.00 199.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WQC96 2040-06-01 4.5 N/A 197945.00 16144.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404UDP2 2034-04-01 3.906 N/A 1006.00 12.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNR54 2052-02-01 3 N/A 1000.00 648.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LQC65 2052-02-01 2.5 N/A 1000.00 735.65 Agency Mortgage-Backed Securities FNMA_21-33 N/A 3136BHUP2 2047-05-25 2.5 N/A 10859303.00 1099257.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLLY2 2053-06-01 5.5 N/A 1000.00 811.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AUDY1 2051-10-01 3 N/A 7001.00 4440.36 Agency Mortgage-Backed Securities FNMA_24-75C N/A 3136BS5E1 2054-10-25 1.69397 N/A 2585592.00 164576.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWG56 2053-02-01 3 N/A 1000.00 780.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWE74 2052-10-01 5 N/A 1000.00 788.38 Agency Mortgage-Backed Securities GNMA_24-21F N/A 38384JCG7 2053-07-20 0.1 N/A 30421600.00 53541.80 Agency Collateralized Mortgage Obligation GNMA_25-98K N/A 38381NQU5 2055-06-20 5.58881 N/A 34536000.00 34518912.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L05D5 2051-02-01 2 N/A 1000.00 517.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A0QS1 2053-10-01 6.5 N/A 62737.00 49810.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5FR1 2046-08-01 4.5 N/A 600000.00 90784.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5TP4 2055-08-20 6 N/A 1000.00 1019.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XMJ71 2043-04-01 3.5 N/A 257072.00 42208.29 Agency Mortgage-Backed Securities FHLMC_5475C N/A 3137HHDB4 2054-11-25 0.19397 N/A 100000.00 1956.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JQRZ8 2049-08-01 3 N/A 1000.00 148.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31288RFH6 2054-04-01 4.74 N/A 1100.00 1077.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179URF1 2049-04-20 5.5 N/A 1017.00 62.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWLU5 2054-06-01 6 N/A 1000.00 829.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACYK0 2048-10-01 5 N/A 3055000.00 287052.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XP4A4 2054-05-01 5.5 N/A 1000.00 934.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B13X2 2055-02-01 6 N/A 832351.00 843939.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LFD84 2041-01-01 2.72 N/A 1001.00 802.30 Agency Mortgage-Backed Securities FEDERAL 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327543592.93 Agency Collateralized Mortgage Obligation GNRM 2023-149 QN N/A 38384DDW4 2050-06-20 6 N/A 7495592.00 7770023.11 Agency Collateralized Mortgage Obligation GNRM 2025-131 IQ N/A 38381QSX0 2051-07-20 6 N/A 24885920.00 3013945.87 Agency Collateralized Mortgage Obligation GNRA 2023-053 CT N/A 38383XXP4 2053-04-20 0.05 N/A 96972800.00 73683.02 Agency Collateralized Mortgage Obligation FGRA 3317DS 05/15/37 N/A 31397GZ78 2037-05-15 3.7836 N/A 12990240.00 51665.75 Agency Collateralized Mortgage Obligation GNRM 2017-63 LO N/A 38380KNA9 2041-05-16 0 N/A 9932752.00 1692773.23 Agency Collateralized Mortgage Obligation FGRM 4903IE 09/15/48 N/A 3137FN4W7 2048-09-15 4 N/A 562500.00 6291.50 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-K103 X2-B 20300625 0.10000 N/A 30315DAQ1 2030-06-25 0.1 N/A 237713664.00 840925.40 Agency Collateralized Mortgage Obligation GNRM 2025-150 KA N/A 38381UH47 2055-03-20 5 N/A 98531840.00 99223610.15 Agency Collateralized Mortgage Obligation FREMF 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1000000.00 149206.27 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.52025 N/A 25510541.00 1635256.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FZY5 2041-12-20 4 N/A 7281946.00 375416.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNS47 2053-11-01 5.5 N/A 55000.00 48348.70 Agency Mortgage-Backed Securities GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 1223.00 858.26 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 1.974902 N/A 18923526.00 463479.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EPY81 2043-11-01 5.922 N/A 6882219.00 828104.65 Agency Mortgage-Backed Securities GNMA_24-97A N/A 38384PPQ7 2054-06-20 5.58881 N/A 2776906.00 1541846.64 Agency Collateralized Mortgage Obligation GNMA_15-63C N/A 38379PBY2 2040-01-20 0.40437 N/A 41565066.00 115630.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YTRT3 2030-07-01 3 N/A 77512.00 7307.17 Agency Mortgage-Backed Securities GNMA_14-100A N/A 38379DJC9 2041-04-20 0.50947 N/A 42674465.00 154472.39 Agency Collateralized Mortgage Obligation GNMA_24-44J N/A 38384K2M2 2054-03-20 1.01119 N/A 8141187.00 409017.07 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHLMC_5377 N/A 3137HBDW1 2051-12-25 2.5 N/A 5961504.00 647662.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PH6 2055-06-20 5 N/A 67459768.00 67056705.15 Agency Mortgage-Backed Securities FNMA_25-50A N/A 3136BWUF1 2055-07-25 0.05 N/A 25000000.00 39948.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAQP6 2047-05-01 4.5 N/A 36225.00 7285.83 Agency Mortgage-Backed Securities GNMA_24-5B N/A 38384HSF6 2054-01-20 5.5 N/A 2630859.00 2647629.56 Agency Collateralized Mortgage 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2050-08-20 0 N/A 100062.00 931.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2TH5 2029-11-20 6.5 N/A 57750.00 6045.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RF8 2055-07-20 5.5 N/A 121010.00 121913.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FLP9 2040-10-20 4.5 N/A 267323.00 12301.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA4W1 2052-04-01 3.5 N/A 771387.00 541525.70 Agency Mortgage-Backed Securities FHLMC_5442C N/A 3137HF5G6 2054-08-25 2.67397 N/A 98318962.00 5477438.51 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LTT6 2041-06-20 2.42008 N/A 150000000.00 494331.34 Agency Collateralized Mortgage Obligation GNMA_16-29H N/A 38379T4H9 2038-11-20 0.14147 N/A 22783027.00 84081.23 Agency Collateralized Mortgage Obligation FNMA_22-3B N/A 3136BLBK5 2052-02-25 1.999306 N/A 24793712.00 727957.75 Agency Collateralized Mortgage Obligation GNMA_24-H03J N/A 38383KQQ8 2074-02-20 0.65119 N/A 30000000.00 2059079.08 Agency Collateralized Mortgage Obligation FNMA_21-62C N/A 3136BGZQ7 2047-10-25 2.5 N/A 6300014.00 750095.79 Agency Collateralized Mortgage Obligation GNMA_24-64K N/A 38384MMH7 2054-04-20 0.81119 N/A 67306834.00 3286965.89 Agency Collateralized Mortgage Obligation FNMA_20-50A N/A 3136BAZS6 2050-07-25 4.5 N/A 16631000.00 1067079.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HUZB0 2065-04-20 7 N/A 8541.00 8796.02 Agency Mortgage-Backed Securities GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 9102625.00 545929.55 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.02949 N/A 5013437.00 44577.59 Agency Collateralized Mortgage Obligation GNMA_25-26B N/A 38385CF45 2055-02-20 1.61119 N/A 54715948.00 3829966.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RH4 2055-07-20 6.5 N/A 1000.00 1029.32 Agency Mortgage-Backed Securities FHLMC_4923F N/A 3137FPYD1 2053-01-15 0.489002 N/A 127689986.00 478879.84 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-56 N/A 3136BBMQ2 2050-08-25 2.5 N/A 2221806.00 251528.97 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 2.74397 N/A 12930761.00 968560.09 Agency Collateralized Mortgage Obligation GNMA_24-H02C N/A 38383KNJ7 2074-01-20 0.59545 N/A 3514100.00 223012.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JUK3 2055-04-01 6.5 N/A 1001.00 1006.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 N/A 38374BAG8 2033-06-20 2.45008 N/A 185158.00 9.30 Agency Collateralized Mortgage Obligation GNMA_24-39K N/A 38384KLT6 2054-03-20 2.01119 N/A 2036749.00 85574.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RG6 2055-07-20 6 N/A 5469512.00 5557678.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTQ60 2054-07-01 5.5 N/A 1000.00 914.62 Agency Mortgage-Backed Securities GNMA_18-92A N/A 38380XSU2 2046-08-20 0.46246 N/A 68850447.00 378737.68 Agency Collateralized Mortgage Obligation FNMA_21-3 N/A 3136BDYC6 2051-02-25 2.5 N/A 2799076.00 356682.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TUA1 2048-03-20 3.5 N/A 1000.00 120.36 Agency Mortgage-Backed Securities FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 5617904.00 831491.11 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 4032397.00 2589127.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VXT2 2050-11-20 4.5 N/A 2975755.00 593058.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HSDR9 2033-12-01 4.02 N/A 98377.00 96274.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSSA1 2065-04-20 6.5 N/A 114046.00 111479.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y2N3 2054-07-20 6.5 N/A 61923.00 38871.23 Agency Mortgage-Backed Securities FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.733344 N/A 14683720.00 136669.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0DZ5 2049-08-01 3.5 N/A 1412380.00 1257488.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y5N0 2054-08-20 6.5 N/A 367540.00 237011.81 Agency Mortgage-Backed Securities FNMA_21-33 N/A 3136BHUP2 2047-05-25 2.5 N/A 5340697.00 540624.13 Agency Collateralized Mortgage Obligation GNMA_17-91A N/A 38376M4J3 2038-11-20 0.24416 N/A 36294701.00 139294.94 Agency Collateralized Mortgage Obligation GNMA_13-10 N/A 38378FAV2 2043-01-20 2.05008 N/A 83866385.00 421681.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KMVT9 2065-04-20 6.5 N/A 1071358.00 1102387.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLJV2 2053-05-01 6.5 N/A 1000.00 1044.63 Agency Mortgage-Backed Securities FNMA_21-82C N/A 3136BKEP3 2051-12-25 1.980187 N/A 21791680.00 583204.30 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPYJ3 2053-07-01 7 N/A 1000.00 1050.86 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 4.26344 N/A 634687.00 46.69 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 1.85008 N/A 31245111.00 1329224.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQKH9 2054-07-01 6.5 N/A 20000.00 14477.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31292GXD3 2028-11-01 6.5 N/A 5539460.00 2946.51 Agency Mortgage-Backed Securities GNMA_23-48H N/A 38383WUB0 2053-03-20 5.38881 N/A 8330621.00 3727239.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJFK9 2046-11-01 3 N/A 2000000.00 352196.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LL2G5 2036-01-01 5.63 N/A 1099717.00 1181134.85 Agency Mortgage-Backed Securities GNMA_24-H20E N/A 38383K3X8 2074-11-20 0.721 N/A 36000000.00 2408627.83 Agency Collateralized Mortgage Obligation GNMA_17-59D N/A 38376MR33 2042-06-20 0.31636 N/A 23468606.00 101368.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGXN4 2051-01-01 2 N/A 45000.00 28888.19 Agency Mortgage-Backed Securities GNMA_24-9B N/A 38384G5Q9 2054-01-20 1.46119 N/A 75000000.00 3066429.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5EV7 2055-01-20 5.5 N/A 4180914.00 4105785.11 Agency Mortgage-Backed Securities FNMA_21-34G N/A 3136BHVZ9 2049-12-25 1.52949 N/A 45340933.00 1828215.34 Agency Collateralized Mortgage Obligation FHLMC_5571A N/A 3137HMEM8 2055-08-25 1.44397 N/A 133591761.00 8406895.40 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 1.62949 N/A 101661.00 2854.83 Agency Collateralized Mortgage Obligation FNMA_25-48 N/A 3136BV6T0 2055-06-25 5 N/A 1000.00 964.53 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 299990.00 28639.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 7045611.00 1147.40 Agency Collateralized Mortgage Obligation GNMA_14-8 N/A 38378P8A9 2044-01-16 0.23859 N/A 198453000.00 402511.78 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 0.20522 N/A 73811077.00 451928.01 Agency Collateralized Mortgage Obligation FNMA_25-34A N/A 3136BVC22 2055-05-25 1.59397 N/A 6117506.00 428584.37 Agency Collateralized Mortgage Obligation FHLMC_5262B N/A 3137H95X3 2052-10-25 0.84397 N/A 72508720.00 2617827.04 Agency Collateralized Mortgage Obligation GNMA_19-69G N/A 38381WQR2 2044-07-20 0.31771 N/A 39767332.00 318984.87 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 1367935.00 2.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2QR6 2039-03-20 7 N/A 1000.00 132.53 Agency Mortgage-Backed Securities GNMA_14-69 N/A 38379BG44 2036-06-20 0.28672 N/A 52040339.00 210774.80 Agency Collateralized Mortgage Obligation GNMA_18-18A N/A 38380KL78 2043-11-20 0.37645 N/A 84926629.00 593767.86 Agency Collateralized Mortgage Obligation GNMA_22-213F N/A 38383LYW4 2052-12-20 5.28881 N/A 4842428.00 3269629.32 Agency Collateralized Mortgage Obligation GNMA_16-121J N/A 38380AC88 2040-12-20 0.22857 N/A 94316353.00 419726.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSDJ7 2053-06-01 5.5 N/A 279295.00 234340.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLG9 2052-11-20 4.5 N/A 31824.00 24937.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2L9 2053-05-20 5.5 N/A 17605.00 13829.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X8XC0 2028-10-01 3 N/A 164000.00 11937.00 Agency Mortgage-Backed Securities FHLMC_2484 N/A 31392R3H2 2032-07-15 6.5 N/A 3093.00 108.22 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 6685.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22 N/A 3136BMZX9 2051-10-25 2.5 N/A 2361283.00 346743.97 Agency Collateralized Mortgage Obligation FHLMC_5507B N/A 3137HJPX9 2055-02-25 0.64397 N/A 34936400.00 776869.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEBL5 2050-07-01 2.5 N/A 4261712.00 2041389.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LNUR0 2030-08-01 3.75 N/A 182200.00 179181.65 Agency Mortgage-Backed Securities GNMA_23-189A N/A 38384GLV0 2053-12-20 2.66119 N/A 424457.00 17017.10 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 1.35008 N/A 136500000.00 1120904.62 Agency Collateralized Mortgage Obligation FNMA_12-86A N/A 3136A7PS5 2042-08-25 1.02949 N/A 119725333.00 964728.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K4EK7 2065-03-20 6.5 N/A 4345054.00 4223699.05 Agency Mortgage-Backed Securities GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.25382 N/A 100000.00 3828.59 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 15671258.00 2016106.35 Agency Collateralized Mortgage Obligation GNMA_24-7A N/A 38384GL24 2054-01-20 5.48881 N/A 7912934.00 3805889.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2SJ2 2029-08-15 7 N/A 7991856.00 524963.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 N/A 38381RLG2 2049-02-20 1.80008 N/A 70798857.00 1367034.62 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3837 N/A 3137A8US5 2041-04-15 4 N/A 1001.00 427.13 Agency Collateralized Mortgage Obligation GNMA_24-H07 N/A 38383KXB3 2074-04-20 0.63891 N/A 50000000.00 2914162.08 Agency Collateralized Mortgage Obligation GNMA_24-21C N/A 38384JBW3 2054-02-20 1.56119 N/A 74779345.00 3310737.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSZX3 2065-04-20 7 N/A 938889.00 966858.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XWD83 2047-03-01 4.5 N/A 1000.00 274.08 Agency Mortgage-Backed Securities FHLMC_5144D N/A 3137H26W9 2051-04-25 2.5 N/A 8800000.00 721470.63 Agency Collateralized Mortgage Obligation FNMA_10-113B N/A 31398T7D7 2040-10-25 2.12949 N/A 32968164.00 62502.50 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.05008 N/A 27093587.00 2685848.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U3V2 2049-10-20 4.5 N/A 500120.00 103980.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XP3Q0 2054-05-01 5.5 N/A 10000.00 9307.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU77 2054-04-20 6 N/A 33370.00 24989.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KP6U7 2052-10-01 5 N/A 1040.00 822.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241LJ23 2033-01-20 6.45 N/A 2439430.00 201344.21 Agency Mortgage-Backed Securities FNMA_20-72F N/A 3136BB2H4 2050-10-25 3.5 N/A 20706496.00 1042237.81 Agency Collateralized Mortgage Obligation GNMA_25-10A N/A 38385BE22 2055-01-20 1.54119 N/A 63435982.00 3877129.83 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPY61 2053-08-01 6.5 N/A 1000.00 1027.17 Agency Mortgage-Backed Securities GNMA_24-127G N/A 38384USE0 2052-12-20 5.5 N/A 2000.00 2127.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31288Q4Y3 2054-01-01 4.275 N/A 2202.00 1977.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NP2Z2 2053-09-01 6.5 N/A 1256538.00 1297570.23 Agency Mortgage-Backed Securities GNMA_25-146D N/A 38381Q2R1 2053-04-20 1.81119 N/A 95793666.00 6269307.91 Agency Collateralized Mortgage Obligation GNMA_17-66A N/A 38376UFR5 2041-04-20 0.10422 N/A 63354203.00 276316.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KPCL0 2065-03-20 6.5 N/A 264114.00 271329.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9TC4 2054-02-01 7.5 N/A 407191.00 419155.72 Agency Mortgage-Backed Securities FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 26143775.00 14909089.27 Agency Collateralized Mortgage Obligation GNMA_25-118D N/A 38381NB64 2055-07-20 1.51119 N/A 50000000.00 2135391.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V4Q0 2050-12-20 4.5 N/A 797388.00 536769.69 Agency Mortgage-Backed Securities GNMA_23-187F N/A 38384GNF3 2053-12-20 5.63881 N/A 3835478.00 1977394.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5J1 2053-06-20 6 N/A 312268.00 202713.26 Agency Mortgage-Backed Securities FHLMC_5445D N/A 3137HDWM8 2054-08-25 2.69397 N/A 36962800.00 2855561.83 Agency Collateralized Mortgage Obligation GNMA_25-118A N/A 38381ND39 2055-07-20 5.3577 N/A 45941260.00 45920171.06 Agency Collateralized Mortgage Obligation FHLMC_5452K N/A 3137HFNE1 2054-09-25 2.19397 N/A 25943354.00 2243013.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCF2 2054-09-01 5 N/A 7000.00 6582.44 Agency Mortgage-Backed Securities FNMA_23-40E N/A 3136BQGT0 2053-09-25 2.24397 N/A 107332910.00 6416216.85 Agency Collateralized Mortgage Obligation GNMA_25-26C N/A 38385CF94 2055-02-20 2.18119 N/A 33725024.00 2450774.95 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 804374.00 34.13 Agency Collateralized Mortgage Obligation GNMA_12-106C N/A 38378HKR6 2042-09-20 4.48 N/A 486378.00 12054.30 Agency Collateralized Mortgage Obligation FHLMC_5196A N/A 3137H5WH6 2051-07-25 2.5 N/A 7861120.00 705680.89 Agency Collateralized Mortgage Obligation GNMA_14-99 N/A 38379DDR2 2036-11-20 0.54754 N/A 72459294.00 295061.25 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329LQC9 2043-11-01 4 N/A 1214.00 48.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHSU7 2054-07-01 6 N/A 22051.00 19815.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EWJ7 2039-12-20 6.5 N/A 2750000.00 37632.67 Agency Mortgage-Backed Securities FHLMC_5530B N/A 3137HKTX2 2055-04-25 0.99397 N/A 100009.00 5250.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NWMU6 2030-06-01 3.95 N/A 7435114.00 7377050.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACGU1 2055-08-01 6 N/A 6025791.00 6182880.76 Agency Mortgage-Backed Securities GNMA_23-H05D N/A 38382YY23 2073-01-20 0.86312 N/A 12424345.00 982050.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRWP4 2053-04-01 5 N/A 1033431.00 756609.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCJ47 2054-01-01 4.184 N/A 19235.00 17889.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LCQA6 2046-01-01 3.88 N/A 1000.00 765.39 Agency Mortgage-Backed Securities GNMA_24-172B N/A 38384XRH8 2054-10-20 5.48881 N/A 3650649.00 3065399.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9QP5 2030-04-01 2.5 N/A 1037.00 90.22 Agency Mortgage-Backed Securities GNMA_23-187C N/A 38384GMT4 2053-12-20 5.68881 N/A 9327116.00 3554269.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJV9 2053-09-15 6.5 N/A 177476.00 179727.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PEW0 2055-07-01 6.5 N/A 113815.00 115789.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV5Q4 2050-04-01 2.5 N/A 1001.00 223.93 Agency Mortgage-Backed Securities GNMA_17-132C N/A 38380GZA5 2040-02-20 0.35566 N/A 60685062.00 318724.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VN30 2050-06-20 3 N/A 27215.00 6927.84 Agency Mortgage-Backed Securities GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 106686.00 9.59 Agency Collateralized Mortgage Obligation GNMA_14-90M N/A 38379CWZ5 2038-10-20 0.51215 N/A 61239231.00 161822.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDWH8 2031-11-01 1.75 N/A 105086.00 91617.73 Agency Mortgage-Backed Securities FHLMC_5385A N/A 3137HBJK1 2054-02-25 2.00397 N/A 25830522.00 1578994.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNNU8 2055-09-01 7 N/A 1909615.00 2010632.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SRL3 2046-11-20 4.625 N/A 1616494.00 64651.06 Agency Mortgage-Backed Securities GNMA_16-29G N/A 38379T4F3 2042-05-20 0.41284 N/A 40317194.00 143280.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KML52 2065-05-20 7 N/A 1013140.00 1019298.36 Agency Mortgage-Backed Securities FANNIEMAE-ACES FNMA_16-M11 N/A 3136AT5G5 2039-07-25 2.944 N/A 8154.00 467.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SXK8 2047-02-20 5.5 N/A 500000.00 28569.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9PN4 2054-04-01 5.5 N/A 139119.00 139323.17 Agency Mortgage-Backed Securities GNMA_23-164J N/A 38384D7N1 2053-11-20 2.71119 N/A 14401169.00 960904.44 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HUH58 2034-06-01 3.37 N/A 6668403.00 6217016.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LMHB2 2038-02-01 3.56 N/A 1643.00 1300.34 Agency Mortgage-Backed Securities GNMA_23-76E N/A 38383X5B6 2053-05-20 5.38881 N/A 765207.00 461876.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225FKM0 2041-12-20 4.75 N/A 2175000.00 51955.82 Agency Mortgage-Backed Securities GNMA_14-181 N/A 38379HNK7 2040-02-20 0.19382 N/A 26202046.00 88675.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QL74 2044-08-20 4.5 N/A 62951.00 4121.46 Agency Mortgage-Backed Securities FHLMC_5479A N/A 3137HHMS7 2054-12-25 0 N/A 150000000.00 1849.57 Agency Collateralized Mortgage Obligation GNMA_25-22A N/A 38385CQ35 2055-02-20 1.50119 N/A 93470184.00 4782470.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132YBXR2 2040-02-01 3.26 N/A 2161393.00 1895125.81 Agency Mortgage-Backed Securities GNMA_21-155N N/A 38383AJY1 2051-07-20 2.05008 N/A 10500000.00 988329.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5JF1 2048-07-01 4.5 N/A 2129224.00 402141.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NS6R0 2053-11-01 6.5 N/A 637208.00 645762.55 Agency Mortgage-Backed Securities GNMA_23-76D N/A 38383X4Z4 2053-05-20 5.38881 N/A 8986466.00 3917341.50 Agency Collateralized Mortgage Obligation FNMA_20-97A N/A 3136BDEF1 2051-01-25 2 N/A 1025001.00 114599.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WW87 2052-02-20 2.5 N/A 77826.00 51975.16 Agency Mortgage-Backed Securities FNMA_21-69G N/A 3136BJPW9 2049-01-25 2.5 N/A 8000000.00 975202.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YTF3 2055-09-01 6.5 N/A 1800983.00 1876497.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRWX7 2053-04-01 5 N/A 1044223.00 815630.56 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_2322 N/A 3133TUK64 2029-06-15 4.11344 N/A 376.00 0.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BL4Q2 2055-09-01 6.5 N/A 5096.00 5308.79 Agency Mortgage-Backed Securities GNMA_24-9C N/A 38384G5W6 2054-01-20 2.06119 N/A 17877000.00 440373.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V15G2 2041-09-20 4.5 N/A 76406.00 35990.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FAX5 2054-07-01 6 N/A 446840.00 376040.84 Agency Mortgage-Backed Securities GNMA_19-108C N/A 38381XZA7 2032-02-20 4.5 N/A 19275832.00 62314.53 Agency Collateralized Mortgage Obligation GNMA_16-135G N/A 38380AL88 2041-08-20 0.22728 N/A 101868319.00 482667.63 Agency Collateralized Mortgage Obligation FNMA_23-49D N/A 3136BQKM0 2048-05-25 5 N/A 46813628.00 5296074.04 Agency Collateralized Mortgage Obligation FHLMC_5252E N/A 3137H8YD7 2050-10-25 3.5 N/A 1000.00 971.22 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 8412640.00 634610.78 Agency Collateralized Mortgage Obligation GNMA_24-200C N/A 38385BQT0 2054-12-20 1.66119 N/A 14803456.00 867268.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5E4 2052-05-20 4 N/A 62887.00 46097.66 Agency Mortgage-Backed Securities GNMA_24-59D N/A 38384MN29 2054-04-20 1.06119 N/A 152748445.00 5991826.71 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_16-M4 N/A 3136ARXR4 2026-03-25 2.576 N/A 1477.00 751.15 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.44777 N/A 100028.00 2016.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GWAV0 2054-03-20 7.5 N/A 572542.00 481899.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMX7 2049-02-20 5.5 N/A 2328869.00 175077.48 Agency Mortgage-Backed Securities GNMA_24-134G N/A 38384VBH9 2053-08-20 2.11119 N/A 115248996.00 4735819.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GBN75 2065-04-20 7 N/A 1421085.00 1249524.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179URF1 2049-04-20 5.5 N/A 4084930.00 251130.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLUA3 2051-05-01 2.5 N/A 66042.00 38938.45 Agency Mortgage-Backed Securities FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.16344 N/A 128661.00 21.14 Agency Collateralized Mortgage Obligation FNMA_24-M5B N/A 3136BTHY2 2033-10-25 4.72 N/A 1352.00 1361.98 Agency Collateralized Mortgage Obligation GNMA_15-63A N/A 38379PBG1 2042-03-20 0.51432 N/A 126723829.00 258323.22 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7DT8 2054-02-01 7.5 N/A 21348.00 22825.14 Agency Mortgage-Backed Securities FHR_5148 N/A 3137H2UN2 2049-06-25 2 N/A 997620.00 103479.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EJ6Y9 2042-11-01 3.5 N/A 19500721.00 2206158.21 Agency Mortgage-Backed Securities GNMA_18-51B N/A 38380WGF0 2046-11-20 0.28451 N/A 25850460.00 113363.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MF39 2042-06-20 6.25 N/A 966671.00 20047.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABHP3 2054-05-01 6 N/A 25000.00 21456.84 Agency Mortgage-Backed Securities FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 123804.00 10.60 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0.2502 N/A 2509218.00 16590.09 Agency Collateralized Mortgage Obligation GNMA_25-82A N/A 38385F3R0 2065-05-20 0.56119 N/A 85482631.00 1778588.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LQFU4 2055-08-20 6.5 N/A 24050.00 25101.58 Agency Mortgage-Backed Securities FANNIE MAE ACES FNMA_16-M3 N/A 3136ARTE8 2026-02-25 2.702 N/A 400000.00 169562.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FL79 2040-11-20 4.5 N/A 2496151.00 29721.30 Agency Mortgage-Backed Securities GNMA_24-128B N/A 38384UMS5 2054-08-20 2.28119 N/A 44800000.00 2804179.36 Agency Collateralized Mortgage Obligation FHLMC_5505C N/A 3137HJ7A9 2055-02-25 0.69397 N/A 121682473.00 5208264.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C4J0 2048-11-01 4 N/A 1000.00 36.43 Agency Mortgage-Backed Securities GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 232276.00 237122.33 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVV8 2051-09-25 2 N/A 1149994.00 133876.49 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 2.25008 N/A 13891689.00 80342.88 Agency Collateralized Mortgage Obligation GNMA_23-22H N/A 38383VVM7 2053-02-20 5.28881 N/A 6641912.00 4950089.45 Agency Collateralized Mortgage Obligation GNMA_21-193C N/A 38383DSD1 2051-11-20 3 N/A 1000.00 617.01 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 9792440.00 6040004.95 Agency Collateralized Mortgage Obligation FHLMC_5505D N/A 3137HJ7K7 2055-02-25 0.64397 N/A 87810011.00 2748629.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMHB6 2053-06-01 6.5 N/A 1000.00 1037.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2BW1 2040-08-15 5 N/A 237713.00 16865.50 Agency Mortgage-Backed Securities GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.59274 N/A 20448560.00 1155880.96 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG28 2037-09-20 0.40958 N/A 104785743.00 264976.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NSW39 2055-08-20 6 N/A 62482.00 64449.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LLCD1 2038-07-01 5.17 N/A 1306700.00 1329208.47 Agency Mortgage-Backed Securities FHLMC_4900G N/A 3137FMZC9 2049-07-25 1.57949 N/A 47997410.00 1485243.31 Agency Collateralized Mortgage Obligation GNMA_14-129G N/A 38379GLA3 2041-10-20 0.72076 N/A 42270863.00 112472.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLH9 2049-04-20 4.5 N/A 128256.00 116215.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A3C65 2043-06-20 6.492 N/A 4416379.00 326957.68 Agency Mortgage-Backed Securities GNMA_15-82 N/A 38379NMT6 2041-04-20 0.64311 N/A 58404259.00 202213.43 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBH0 2055-01-20 0.1497 N/A 199554477.00 38337.14 Agency Collateralized Mortgage Obligation FNMA_22-86 N/A 3136BPPT2 2050-05-25 2.5 N/A 323685.00 37778.52 Agency Collateralized Mortgage Obligation FNMA_21-61A N/A 3136BGVM0 2051-09-25 2.5 N/A 5615145.00 439213.66 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 1.72612 N/A 26145567.00 886777.61 Agency Collateralized Mortgage Obligation GNMA_15-152C N/A 38379FAR0 2040-05-20 0.45478 N/A 30325747.00 124710.53 Agency Collateralized Mortgage Obligation FNMA_24-80C N/A 3136BTSR5 2054-11-25 1.54397 N/A 59647454.00 3751483.82 Agency Collateralized Mortgage Obligation GNMA_24-40C N/A 38384K3D1 2054-01-20 6 N/A 22481133.00 2417720.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VMD9 2050-05-20 3 N/A 1001.00 245.33 Agency Mortgage-Backed Securities GNMA_23-187F N/A 38384GNG1 2053-12-20 0.86119 N/A 100000000.00 1864367.05 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-74 N/A 3136BCAY6 2050-10-25 2.5 N/A 415143.00 48220.52 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 4700001.00 568692.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACPN4 2049-08-20 5.155 N/A 731641.00 526182.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCMS2 2049-12-01 3 N/A 25000.00 12174.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 3077.00 231.52 Agency Mortgage-Backed Securities FNMA_20-62B N/A 3136BBXG2 2050-09-25 2.5 N/A 2700008.00 321942.50 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5010 N/A 3137FVQ54 2050-09-25 2.5 N/A 600000.00 55490.01 Agency Collateralized Mortgage Obligation Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2025-10-01 2025-10-07 2025-10-07 Y BNP PARIBAS SA 1.0000 7 N Standard & Poor's A+ Moody's A1 Fitch A+ N N 0.0416 400000000.00 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259220.17 Agency Collateralized Mortgage Obligation FNMA_20-73E N/A 3136BCFW5 2050-10-25 3 N/A 29999999.00 2994497.65 Agency Collateralized Mortgage Obligation FHMS_K117 N/A 3137FX3U0 2048-10-25 2.96682 N/A 13478000.00 1626551.16 Agency Collateralized Mortgage Obligation FNMA_24-46A N/A 3136BSJU0 2054-07-25 1.39397 N/A 73500000.00 2907518.26 Agency Collateralized Mortgage Obligation GNMA_25-125 N/A 38381MVY3 2067-09-16 0.48166 N/A 205467400.00 11737526.87 Agency Collateralized Mortgage Obligation FHLMC_5443A N/A 3137HDXN5 2054-08-25 1.44397 N/A 100000000.00 2951865.29 Agency Collateralized Mortgage Obligation GNMA_23-58A N/A 38383XTC8 2053-04-20 1.17119 N/A 100000000.00 2917181.85 Agency Collateralized Mortgage Obligation GNMA_21-187F N/A 38383CXC9 2051-10-20 3 N/A 30000000.00 3223276.75 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAN0 2033-11-25 0 N/A 58656261.00 25923017.24 Agency Collateralized Mortgage Obligation FREMF_22-K140 N/A 30326KAQ2 2054-04-25 0.1 N/A 250300000.00 1283927.62 Agency Collateralized Mortgage Obligation GNMA_25-139H N/A 38381QYN5 2055-08-20 1.54119 N/A 25300000.00 1444819.91 Agency Collateralized Mortgage Obligation FNMA_24-93F N/A 3136BTJ38 2054-12-25 0.69397 N/A 105000000.00 2732362.04 Agency Collateralized Mortgage Obligation FHLMC_5087A N/A 3137FFME4 2051-03-25 3 N/A 14000000.00 1565323.47 Agency Collateralized Mortgage Obligation GNMA_21-92 N/A 38381DCM0 2063-09-16 0.7958 N/A 62684083.00 3123898.67 Agency Collateralized Mortgage Obligation FHLMC_4988F N/A 3137FURL0 2050-06-25 3 N/A 34686251.00 3562600.16 Agency Collateralized Mortgage Obligation GNMA_22-63T N/A 38383RDW4 2050-08-20 4.5 N/A 8980929.00 923921.09 Agency Collateralized Mortgage Obligation FHLMC_5500F N/A 3137HJAF4 2054-10-25 0.79397 N/A 50000000.00 1724663.60 Agency Collateralized Mortgage Obligation GNMA_20-84K N/A 38382FT95 2050-06-20 1.90008 N/A 37458332.00 2452669.37 Agency Collateralized Mortgage Obligation GNMA_25-116U N/A 38381PE25 2050-09-20 2.21119 N/A 4807468.00 752707.72 Agency Collateralized Mortgage Obligation FHLMC_5568C N/A 3137HMNF3 2055-08-25 1.44397 N/A 156370976.00 10134478.31 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9CZ2 2051-02-25 3 N/A 26500000.00 3134711.75 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.148766 N/A 3357000.00 91235.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379UXZ4 2056-07-16 0.95395 N/A 86396593.00 810610.45 Agency Collateralized Mortgage Obligation GNMA_23-181E N/A 38384FDF6 2051-05-20 2.5 N/A 23530790.00 2918133.78 Agency Collateralized Mortgage Obligation GNMA_24-167A N/A 38384YYJ4 2054-10-20 1.11119 N/A 66030321.00 2918626.55 Agency Collateralized Mortgage Obligation GNMA_20-191M N/A 38382MKD0 2050-12-20 5.5 N/A 5032727.00 236603.98 Agency Collateralized Mortgage Obligation FHLMC_5441D N/A 3137HF2Z7 2054-08-25 0.77397 N/A 17564171.00 944481.81 Agency Collateralized Mortgage Obligation FREMF_16-K59 N/A 30295RAW1 2026-11-25 0 N/A 5000000.00 3093370.00 Agency Collateralized Mortgage Obligation FHLMC_5115S N/A 3137H0ZX9 2051-06-25 4 N/A 14000000.00 1259256.43 Agency Collateralized Mortgage Obligation GNMA_22-153B N/A 38383YFW7 2050-05-20 1.66119 N/A 41420673.00 3158981.17 Agency Collateralized Mortgage Obligation GNMA_25-98S N/A 38381NPL6 2055-06-20 1.46119 N/A 31297559.00 2700401.56 Agency Collateralized Mortgage Obligation FHLMC_5460N N/A 3137HH5T4 2054-10-25 1.04397 N/A 55008659.00 2205189.98 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4N5 2047-05-20 4 N/A 6943298.00 1015979.11 Agency Collateralized Mortgage Obligation FNMA_21-1D N/A 3136BDU63 2050-11-25 3 N/A 112609464.00 11782943.17 Agency Collateralized Mortgage Obligation GNMA_25-100C N/A 38385GS59 2055-05-20 0.76119 N/A 106176411.00 2988732.32 Agency Collateralized Mortgage Obligation GNMA_25-40B N/A 38381MFC9 2066-03-16 0.80576 N/A 253401703.00 18467634.07 Agency Collateralized Mortgage Obligation FHLMC_5534 N/A 3137HL5Q1 2054-05-25 0.94397 N/A 10000000.00 384221.75 Agency Collateralized Mortgage Obligation GNMA_22-6B N/A 38383GJG7 2052-01-20 0 N/A 97543246.00 1425780.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YW83 2054-05-20 7 N/A 3975746.00 1850970.80 Agency Mortgage-Backed Securities GNMA_21-186 N/A 38383CV72 2063-05-16 0.76339 N/A 32800000.00 1651692.10 Agency Collateralized Mortgage Obligation GNMA_21-98T N/A 38382TM43 2051-06-20 3 N/A 27671064.00 3387910.85 Agency Collateralized Mortgage Obligation FHLMC_5458G N/A 3137HFXT7 2054-09-25 1.64397 N/A 32975090.00 2370165.99 Agency Collateralized Mortgage Obligation FNMA_22-19A N/A 3136BMMG0 2052-04-25 1.24397 N/A 27333210.00 2189726.11 Agency Collateralized Mortgage Obligation GNMA_24-188A N/A 38384VVS3 2054-11-20 0.81119 N/A 268702694.00 10156974.07 Agency Collateralized Mortgage Obligation FNMA_20-68E N/A 3136BB4J8 2050-10-25 3 N/A 15224105.00 1309053.22 Agency Collateralized Mortgage Obligation FNMA_24-77C N/A 3136BTQQ9 2054-11-25 1.69397 N/A 55520663.00 1818954.09 Agency Collateralized Mortgage Obligation FHLMC_4988F N/A 3137FUPG3 2050-06-25 3 N/A 30000000.00 3459412.74 Agency Collateralized Mortgage Obligation GNMA_17-62 N/A 38379RTE3 2057-02-16 0.65554 N/A 30000000.00 609349.89 Agency Collateralized Mortgage Obligation FHLMC_5104F N/A 3137H0GB8 2049-06-25 3.5 N/A 12500000.00 1104167.56 Agency Collateralized Mortgage Obligation FHLMC_5458F N/A 3137HFYB5 2054-10-25 1.64397 N/A 9506621.00 752954.09 Agency Collateralized Mortgage Obligation FHMS_K071 N/A 3137FCLG7 2028-02-25 0 N/A 75137000.00 3126487.46 Agency Collateralized Mortgage Obligation GNMA_20-184 N/A 38380RKU3 2060-11-16 0.91142 N/A 45596000.00 2668051.34 Agency Collateralized Mortgage Obligation GNMA_19-152B N/A 38382BXF5 2049-12-20 1.75008 N/A 33948102.00 1179037.01 Agency Collateralized Mortgage Obligation FHLMC_5003D N/A 3137FVHZ8 2050-08-25 1.62949 N/A 16900000.00 1781274.90 Agency Collateralized Mortgage Obligation GNMA_21-5 N/A 38380RSG6 2061-01-16 1.11185 N/A 43800000.00 2811565.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 N/A 38380X4E4 2040-02-16 5 N/A 55310692.00 2519474.06 Agency Collateralized Mortgage Obligation FNMA_20-71C N/A 3136BCDU1 2050-10-25 3 N/A 20532238.00 1608622.66 Agency Collateralized Mortgage Obligation GNMA_20-149V N/A 38382KER0 2050-10-20 3 N/A 18920483.00 2181980.64 Agency Collateralized Mortgage Obligation FNMA_14-87 N/A 3136AMKT5 2045-01-25 1.77949 N/A 117234000.00 1279214.74 Agency Collateralized Mortgage Obligation GNMA_25-22E N/A 38385CR42 2055-02-20 7 N/A 14655955.00 2910035.82 Agency Collateralized Mortgage Obligation FNMA_20-38M N/A 3136BACV4 2050-06-25 1.05 N/A 34769874.00 952295.56 Agency Collateralized Mortgage Obligation FHLMC_4993 N/A 3137FU6N9 2050-07-25 1.57949 N/A 18445571.00 1715706.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VHS2 2050-03-20 3 N/A 693552920.00 111155322.27 Agency Mortgage-Backed Securities FHLMC_5537 N/A 3137HLCC4 2055-05-25 0.54397 N/A 35000000.00 971943.03 Agency Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAN7 2028-11-25 0.1 N/A 831027860.00 2111618.87 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.11344 N/A 11800000.00 349809.16 Agency Collateralized Mortgage Obligation FHLMC_5053H N/A 3137F7CA1 2050-12-25 2.5 N/A 12500000.00 1143955.43 Agency Collateralized Mortgage Obligation FNMA_20-36D N/A 3136B93L9 2050-06-25 3.5 N/A 13915215.00 1109412.29 Agency Collateralized Mortgage Obligation FHLMC_5062C N/A 3137F8TX1 2051-01-25 1.94397 N/A 9600000.00 1121016.31 Agency Collateralized Mortgage Obligation GNMA_23-183B N/A 38384HBE7 2053-12-20 1.46119 N/A 50000000.00 1243144.58 Agency Collateralized Mortgage Obligation FHLMC_5367 N/A 3137HB7F5 2053-12-25 2.11397 N/A 62302519.00 2913019.49 Agency Collateralized Mortgage Obligation GNMA_23-131L N/A 38384EZJ7 2063-09-20 1.96119 N/A 10000000.00 160778.39 Agency Collateralized Mortgage Obligation GNMA_25-134H N/A 38381UCJ9 2065-08-20 1.56119 N/A 22000000.00 934972.16 Agency Collateralized Mortgage Obligation GNMA_12-131 N/A 38378BW70 2053-02-16 0.545 N/A 260000000.00 585091.29 Agency Collateralized Mortgage Obligation FNMA_25-12A N/A 3136BVFE3 2055-03-25 0.74397 N/A 23953010.00 1374060.43 Agency Collateralized Mortgage Obligation GNMA_23-48L N/A 38383WUM6 2053-03-20 1.21119 N/A 100000000.00 2130886.46 Agency Collateralized Mortgage Obligation GNMA_21-59B N/A 38382RQH4 2051-04-20 2.05008 N/A 48010223.00 2801165.90 Agency Collateralized Mortgage Obligation FNMA_21-56 N/A 3136BGP47 2051-07-25 3 N/A 19999999.00 2121003.01 Agency Collateralized Mortgage Obligation GNMA_24-58R N/A 38384NGB5 2054-04-20 1.51119 N/A 75000000.00 2217469.01 Agency Collateralized Mortgage Obligation GNMA_17-106 N/A 38379RQ22 2056-12-16 0.66708 N/A 124450000.00 517601.30 Agency Collateralized Mortgage Obligation FHLMC_4999D N/A 3137FV3C4 2043-03-15 1.71344 N/A 18925757.00 711873.76 Agency Collateralized Mortgage Obligation FRESB_19-SB63 N/A 30298BAK9 2039-04-25 1.60261 N/A 17964000.00 273758.99 Agency Collateralized Mortgage Obligation FNMA_20-56A N/A 3136BBMH2 2050-08-25 3.5 N/A 17423714.00 835550.42 Agency Collateralized Mortgage Obligation GNMA_22-63D N/A 38383RAU1 2050-10-20 0 N/A 30000000.00 135408.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VTV2 2050-09-20 2 N/A 320000000.00 147053311.58 Agency Mortgage-Backed Securities GNMA_25-120E N/A 38381N4R6 2054-06-20 1.01119 N/A 78781849.00 3105575.89 Agency Collateralized Mortgage Obligation FNMA_21-42H N/A 3136BGAW1 2051-03-25 2 N/A 12011000.00 1280300.50 Agency Collateralized Mortgage Obligation GNMA_19-19 N/A 38380MP21 2060-11-16 0.91377 N/A 140000000.00 835409.09 Agency Collateralized Mortgage Obligation FHLMC_5470C N/A 3137HHCY5 2054-11-25 0.94397 N/A 77784860.00 2744565.17 Agency Collateralized Mortgage Obligation FNMA_20-41J N/A 3136B9Z91 2050-06-25 1.62949 N/A 14861349.00 728835.26 Agency Collateralized Mortgage Obligation GNMA_24-183E N/A 38384XWH2 2054-11-20 0 N/A 100000000.00 1015375.64 Agency Collateralized Mortgage Obligation GNMA_13-85 N/A 38378KUW7 2049-02-16 0.33196 N/A 217675000.00 291486.45 Agency Collateralized Mortgage Obligation FHLMC_4992E N/A 3137FUH56 2050-07-25 2.5 N/A 38175343.00 2633852.44 Agency Collateralized Mortgage Obligation FNMA_24-60D N/A 3136BSR31 2054-08-25 0.84397 N/A 9503195.00 785486.47 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 N/A 30296KAH8 2038-01-25 0.41717 N/A 125000000.00 116743.19 Agency Collateralized Mortgage Obligation FNMA_24-84B N/A 3136BTTS2 2054-11-25 0.99397 N/A 44087837.00 3083258.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YKR4 2053-11-20 5 N/A 150383942.00 136013052.23 Agency Mortgage-Backed Securities GNMA_20-55A N/A 38382ELW5 2050-04-20 0 N/A 100000000.00 114651.27 Agency Collateralized Mortgage Obligation GNMA_25-23J N/A 38385DZQ2 2055-02-20 0.86119 N/A 102234978.00 2608715.03 Agency Collateralized Mortgage Obligation FHLMC_5000Q N/A 3137FVFL1 2048-05-25 5 N/A 19466144.00 820424.35 Agency Collateralized Mortgage Obligation GNMA_25-23C N/A 38385DYS9 2050-07-20 1.61119 N/A 17658206.00 2221679.72 Agency Collateralized Mortgage Obligation GNMA_21-1B N/A 38382MJ83 2051-01-20 2.5 N/A 161401848.00 14012360.77 Agency Collateralized Mortgage Obligation FHLMC_5038P N/A 3137FXN53 2050-11-25 2.5 N/A 12500000.00 888881.58 Agency Collateralized Mortgage Obligation GNMA_20-135 N/A 38380P5H3 2063-01-16 0.9863 N/A 44800000.00 1292299.10 Agency Collateralized Mortgage Obligation GNMA_24-167D N/A 38384YYT2 2054-10-20 1.06119 N/A 67782608.00 3126355.88 Agency Collateralized Mortgage Obligation FHLMC_5051N N/A 3137F82F9 2050-12-25 2 N/A 12347131.00 921987.37 Agency Collateralized Mortgage Obligation FHLMC_4912B N/A 3137FNQH6 2049-06-25 1.57949 N/A 21189621.00 744210.61 Agency Collateralized Mortgage Obligation FHLMC_5093A N/A 3137FYKD7 2051-01-25 3 N/A 21000000.00 2378554.33 Agency Collateralized Mortgage Obligation GNMA_13-125 N/A 38378KQ69 2054-10-16 0.24814 N/A 65000000.00 265721.33 Agency Collateralized Mortgage Obligation FHLMC_5034C N/A 3137F6K55 2050-11-25 2 N/A 12000000.00 1248319.86 Agency Collateralized Mortgage Obligation GNMA_19-44H N/A 38381TRE7 2049-04-20 1.80008 N/A 45523277.00 1704607.76 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Y7 2053-10-20 1.94119 N/A 200000000.00 4186920.08 Agency Collateralized Mortgage Obligation FNMA_20-89 N/A 3136BCF54 2050-12-25 2 N/A 24654901.00 2321933.49 Agency Collateralized Mortgage Obligation FHLMC_5144F N/A 3137H26C3 2051-09-25 3 N/A 11250000.00 1096967.64 Agency Collateralized Mortgage Obligation FNMA_19-64J N/A 3136B7ED9 2049-11-25 1.52949 N/A 12825500.00 735888.95 Agency Collateralized Mortgage Obligation GNMA_20-36 N/A 38382DT41 2050-03-20 1.80008 N/A 58333333.00 2910123.91 Agency Collateralized Mortgage Obligation FNMA_24-87F N/A 3136BTD34 2054-12-25 0 N/A 115000000.00 1540825.47 Agency Collateralized Mortgage Obligation FHLMC_5449D N/A 3137HFJP1 2054-08-25 0.79397 N/A 6571000.00 368857.64 Agency Collateralized Mortgage Obligation GNMA_21-146E N/A 38382WZH3 2051-08-20 4.5 N/A 8082783.00 787228.19 Agency Collateralized Mortgage Obligation FNMA_24-87D N/A 3136BTC76 2054-12-25 0 N/A 50000000.00 710398.79 Agency Collateralized Mortgage Obligation GNMA_19-156 N/A 38380NB40 2057-11-16 0.50108 N/A 87000000.00 391392.54 Agency Collateralized Mortgage Obligation GNMA_16-92 N/A 38379UWY8 2058-04-16 0.60996 N/A 77251864.00 194112.91 Agency Collateralized Mortgage Obligation FHLMC_5003D N/A 3137FVJ60 2050-08-25 1.62949 N/A 10000000.00 676239.52 Agency Collateralized Mortgage Obligation GNMA_16-78B N/A 38379XRL6 2046-06-20 4.5 N/A 17341919.00 68901.37 Agency Collateralized Mortgage Obligation FHLMC_5095D N/A 3137FYR32 2041-04-25 3.5 N/A 38764420.00 1940278.98 Agency Collateralized Mortgage Obligation FNMA_24-87G N/A 3136BTF32 2035-06-25 6 N/A 5461958.00 867648.76 Agency Collateralized Mortgage Obligation FHLMC_5037B N/A 3137F6KY2 2050-11-25 2 N/A 8750000.00 677262.10 Agency Collateralized Mortgage Obligation FHLMC_4990C N/A 3137FURT3 2050-07-25 4 N/A 28600000.00 2569831.75 Agency Collateralized Mortgage Obligation FHLMC_5054B N/A 3137F74V4 2035-12-25 1.5 N/A 33333333.00 710141.11 Agency Collateralized Mortgage Obligation GNMA_20-74A N/A 38382E4T1 2050-05-20 3 N/A 40550416.00 3041581.26 Agency Collateralized Mortgage Obligation FREMF_21-K135 N/A 30325HAQ0 2054-10-25 0.1 N/A 253227997.00 1274384.07 Agency Collateralized Mortgage Obligation GNMA_24-21E N/A 38384JCC6 2054-02-20 0.86119 N/A 50000000.00 810180.14 Agency Collateralized Mortgage Obligation GNMA_24-183D N/A 38384XWF6 2054-11-20 0 N/A 250000000.00 2465179.78 Agency Collateralized Mortgage Obligation FHLMC_5245A N/A 3137H8MB4 2052-08-25 0.94397 N/A 50477142.00 3366991.76 Agency Collateralized Mortgage Obligation FHLMC_5393E N/A 3137HBQB3 2051-03-25 4 N/A 22430225.00 3370046.91 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123 N/A 3137F8ZY2 2049-02-25 2.717199 N/A 655000.00 76082.08 Agency Collateralized Mortgage Obligation GNMA_24-84J N/A 38384NUY9 2054-05-20 2.81119 N/A 50000000.00 2559068.32 Agency Collateralized Mortgage Obligation GNMA_24-64J N/A 38384MMA2 2051-06-20 3 N/A 20883639.00 2478663.42 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_17-KW02 N/A 3137BWFY5 2027-01-25 2.911392 N/A 2267999.00 80954.61 Agency Collateralized Mortgage Obligation GNMA_41-97D N/A 38385BAQ3 2054-12-20 1.56119 N/A 40658857.00 2058193.02 Agency Collateralized Mortgage Obligation FNMA_20-69A N/A 3136BB3A8 2050-10-25 3 N/A 37949556.00 2009124.92 Agency Collateralized Mortgage Obligation FREMF_21-K135 N/A 30325HAN7 2054-10-25 0.1 N/A 1011328000.00 4744751.19 Agency Collateralized Mortgage Obligation FNMA_20-40A N/A 3136B9P50 2050-06-25 3 N/A 9400000.00 949717.68 Agency Collateralized Mortgage Obligation GNMA_25-60G N/A 38385FJ77 2055-04-20 1.46119 N/A 22648434.00 1820186.08 Agency Collateralized Mortgage Obligation FHLMC_5058F N/A 3137F8D34 2050-04-25 2 N/A 15140396.00 952083.52 Agency Collateralized Mortgage Obligation GNMA_13-015 N/A 38378B5P0 2051-08-16 0.63826 N/A 61750000.00 179069.64 Agency Collateralized Mortgage Obligation GNMA_20-191 N/A 38382MHB8 2050-12-20 0 N/A 72135472.00 408861.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y5H3 2054-08-20 4 N/A 12209200.00 11183996.56 Agency Mortgage-Backed Securities FHLMC_5349D N/A 3137HASA5 2053-10-25 2.69397 N/A 50000000.00 2118406.15 Agency Collateralized Mortgage Obligation FHLMC_5511C N/A 3137HKLD4 2055-03-25 1.54397 N/A 8740989.00 643414.05 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2D5 2046-10-25 1.62949 N/A 186086160.00 2529203.83 Agency Collateralized Mortgage Obligation FHLMC_5080K N/A 3137FXV54 2050-01-25 3 N/A 15244249.00 1179737.92 Agency Collateralized Mortgage Obligation GNMA_12-139 N/A 38378BV30 2053-02-16 0.64805 N/A 88200000.00 121460.27 Agency Collateralized Mortgage Obligation GNMA_23-116J N/A 38384EEX9 2053-08-20 6.5 N/A 3461538.00 565455.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-199 N/A 38383DNJ3 2051-11-20 3.5 N/A 32013000.00 3272467.34 Agency Collateralized Mortgage Obligation GNMA_25-63A N/A 38385EZ56 2055-04-20 2.81119 N/A 91390760.00 7159275.19 Agency Collateralized Mortgage Obligation GNMA_25-4A N/A 38385CAJ7 2055-01-20 1.53619 N/A 200000000.00 12916985.75 Agency Collateralized Mortgage Obligation FNMA_20-36D N/A 3136B95E3 2050-06-25 3.5 N/A 26646000.00 2594373.09 Agency Collateralized Mortgage Obligation FHLMC_5402D N/A 3137HC3C4 2051-06-25 4 N/A 16086759.00 2938462.62 Agency Collateralized Mortgage Obligation GNMA_20-166A N/A 38382LPZ8 2050-11-20 0 N/A 75000000.00 541255.67 Agency Collateralized Mortgage Obligation FREMF_21-K130 N/A 30321VAN0 2031-06-25 0.1 N/A 984577000.00 4364291.60 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RC48 2051-04-20 4 N/A 13335146.00 1107329.75 Agency Collateralized Mortgage Obligation GNMA_23-185A N/A 38384GTT7 2053-12-20 2.01119 N/A 150000000.00 2960862.85 Agency Collateralized Mortgage Obligation GNMA_23-195A N/A 38384HPE2 2053-12-20 1.76119 N/A 50000000.00 1560360.37 Agency Collateralized Mortgage Obligation FHLMC_4839G N/A 3137FJK99 2056-08-15 1.61344 N/A 49760000.00 3158607.07 Agency Collateralized Mortgage Obligation GNMA_23-146F N/A 38384DAV9 2053-10-20 1.31119 N/A 62979008.00 1502264.11 Agency Collateralized Mortgage Obligation FHLMC_5179C N/A 3137H5DD6 2051-12-25 3 N/A 29457333.00 1993266.52 Agency Collateralized Mortgage Obligation FHLMC_5481H N/A 3137HHRG8 2054-12-25 1.49397 N/A 16354781.00 842264.23 Agency Collateralized Mortgage Obligation GNMA_24-26C N/A 38384J5U4 2054-02-20 0.81119 N/A 100000000.00 1572114.01 Agency Collateralized Mortgage Obligation FNMA_24-73C N/A 3136BTBV4 2054-10-25 1.04397 N/A 17023597.00 1327108.52 Agency Collateralized Mortgage Obligation FHLMC_5547D N/A 3137HLV33 2055-06-25 0 N/A 100000000.00 1301824.97 Agency Collateralized Mortgage Obligation FHLMC_5475C N/A 3137HHDB4 2054-11-25 0.19397 N/A 118341176.00 2315596.13 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPZ32 2049-11-25 1.52949 N/A 22870000.00 1310221.52 Agency Collateralized Mortgage Obligation FHLMC_5152W N/A 3137H3C42 2041-01-15 4 N/A 21178156.00 2095877.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YW34 2054-05-20 4.5 N/A 179449211.00 167893097.29 Agency Mortgage-Backed Securities GNMA_20-55D N/A 38382ERG4 2050-04-20 3.5 N/A 37673427.00 2820039.91 Agency Collateralized Mortgage Obligation FREMF_15-K1501 N/A 30292XAN1 2030-12-25 0.1 N/A 50628655.00 205175.46 Agency Collateralized Mortgage Obligation GNMA_24-59A N/A 38384MC70 2054-04-20 1.01119 N/A 100500000.00 3217984.06 Agency Collateralized Mortgage Obligation FHLMC_5145C N/A 3137H27K4 2051-09-25 3 N/A 22104161.00 2586330.86 Agency Collateralized Mortgage Obligation FNMA_20-99K N/A 3136BDHS0 2051-01-25 3 N/A 16179000.00 1848170.80 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_40-64 N/A 3137AQYT9 2042-06-15 1.51344 N/A 133333333.00 1605915.86 Agency Collateralized Mortgage Obligation GNMA_21-58C N/A 38382RBE7 2051-04-20 2.05008 N/A 19674019.00 920347.29 Agency Collateralized Mortgage Obligation GNMA_14-126 N/A 38378XMU2 2055-02-16 0.70549 N/A 40850000.00 215368.36 Agency Collateralized Mortgage Obligation GNMA_21-176B N/A 38383CCE8 2051-10-20 0 N/A 133375001.00 417439.32 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F95J6 2051-02-25 3 N/A 8159241.00 1006456.78 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUW1 2054-11-20 0.01119 N/A 100000000.00 1064198.15 Agency Collateralized Mortgage Obligation GNMA_20-122K N/A 38382HPN4 2044-01-20 0.57442 N/A 58785697.00 886422.02 Agency Collateralized Mortgage Obligation GNMA_24-183C N/A 38384XWD1 2054-11-20 0.06119 N/A 50000000.00 495565.17 Agency Collateralized Mortgage Obligation GNMA_21-57C N/A 38382QAM2 2051-03-20 2.05008 N/A 81131426.00 3783716.02 Agency Collateralized Mortgage Obligation GNMA_22-9G N/A 38383FQ30 2052-01-20 3.5 N/A 5000000.00 337661.69 Agency Collateralized Mortgage Obligation GNMA_21-177M N/A 38383CHY9 2051-09-20 3 N/A 32106666.00 3053444.18 Agency Collateralized Mortgage Obligation GNMA_21-179J N/A 38383CZN3 2051-10-20 0 N/A 100001000.00 371274.35 Agency Collateralized Mortgage Obligation FNMA_16-55 N/A 3136ATHT4 2046-08-25 1.52949 N/A 44785000.00 1741041.51 Agency Collateralized Mortgage Obligation FHLMC_5478A N/A 3137HHTA9 2054-02-25 0.74397 N/A 25500000.00 667358.88 Agency Collateralized Mortgage Obligation FNMA_17-66A N/A 3136AYCL5 2047-09-25 4.5 N/A 68383547.00 2034781.96 Agency Collateralized Mortgage Obligation GNMA_23-165F N/A 38384D6M4 2050-07-20 1.90008 N/A 28890599.00 3093296.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V4U1 2051-01-20 2 N/A 36218199.00 18122847.72 Agency Mortgage-Backed Securities FHLMC_5476A N/A 3137HHFE6 2054-11-25 1.04397 N/A 49973910.00 3093192.27 Agency Collateralized Mortgage Obligation FNMA_20-92 N/A 3136BCK33 2050-02-25 2.5 N/A 35344200.00 3087460.53 Agency Collateralized Mortgage Obligation FNMA_24-87C N/A 3136BTC50 2054-12-25 0 N/A 50000000.00 678728.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KFEP1 2055-04-20 6.5 N/A 1150695.00 1213774.12 Agency Mortgage-Backed Securities GNMA_20-34 N/A 38382DL31 2039-12-20 5 N/A 23386311.00 1561646.89 Agency Collateralized Mortgage Obligation FNMA_24-86B N/A 3136BTA37 2054-12-25 0.79397 N/A 50000000.00 1405207.67 Agency Collateralized Mortgage Obligation FNMA_25-26B N/A 3136BVQZ4 2054-07-25 6 N/A 4586146.00 755470.95 Agency Collateralized Mortgage Obligation FHLMC_5021C N/A 3137FWMP2 2050-03-25 2 N/A 23155000.00 1735552.65 Agency Collateralized Mortgage Obligation FNMA_24-73A N/A 3136BTBJ1 2054-10-25 0.89397 N/A 55425000.00 1981922.60 Agency Collateralized Mortgage Obligation GNMA_19-128F N/A 38382AFE0 2049-10-20 3.5 N/A 10731815.00 601690.09 Agency Collateralized Mortgage Obligation GNMA_17-154A N/A 38380JCQ9 2058-12-16 0.62039 N/A 45000000.00 945851.13 Agency Collateralized Mortgage Obligation GNMA_25-122C N/A 38381PMW0 2055-07-20 0 N/A 636364.00 556862.29 Agency Collateralized Mortgage Obligation FNMA_24-50A N/A 3136BSPQ2 2054-08-25 2.74397 N/A 75000000.00 3151765.57 Agency Collateralized Mortgage Obligation FHLMC_5050A N/A 3137F7RT4 2050-10-25 3.5 N/A 20552857.00 1765337.29 Agency Collateralized Mortgage Obligation FNMA_24-26F N/A 3136BRWN3 2054-05-25 2.09397 N/A 109913370.00 3143944.88 Agency Collateralized Mortgage Obligation GNMA_20-142K N/A 38382JQR0 2050-09-20 3.5 N/A 24566517.00 1943733.33 Agency Collateralized Mortgage Obligation FREMF_22-K140 N/A 30326KAN9 2054-03-25 0.1 N/A 1017100000.00 4959586.22 Agency Collateralized Mortgage Obligation GNMA_22-22D N/A 38383MSA7 2052-02-20 0 N/A 50000000.00 55681.00 Agency Collateralized Mortgage Obligation GNMA_14-130 N/A 38378XQP9 2054-08-16 0.43034 N/A 72603298.00 177947.61 Agency Collateralized Mortgage Obligation GNMA_24-65J N/A 38384NKX2 2051-04-20 2.71119 N/A 12475179.00 1982945.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 N/A 38379K4K1 2056-01-16 0.28601 N/A 186465000.00 391824.33 Agency Collateralized Mortgage Obligation GNMA_20-164A N/A 38382LDX6 2050-11-20 0 N/A 72000000.00 922514.30 Agency Collateralized Mortgage Obligation FHLMC_5364B N/A 3137HBBW3 2053-12-25 2.64397 N/A 50000000.00 1811755.08 Agency 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2722532.97 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAS9 2033-11-25 0.1 N/A 78207261.00 512535.66 Agency Collateralized Mortgage Obligation FNMA_24-76H N/A 3136BTPE7 2054-11-25 0.89397 N/A 31150000.00 907416.66 Agency Collateralized Mortgage Obligation FHLMC_4996 N/A 3137FUSU9 2050-06-25 2.5 N/A 13500000.00 1087873.94 Agency Collateralized Mortgage Obligation FHLMC_5083F N/A 3137FFQA8 2050-10-25 3.5 N/A 41375933.00 3064083.52 Agency Collateralized Mortgage Obligation FHLMC_5240A N/A 3137H8EV9 2049-12-25 1.52949 N/A 16884639.00 1569633.46 Agency Collateralized Mortgage Obligation FHR-5087 N/A 3137FFMC8 2051-03-25 3 N/A 35000000.00 3001087.55 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 25000000.00 2894347.92 Agency Collateralized Mortgage Obligation GNMA_20-57 N/A 38380PFH2 2060-01-16 1.79405 N/A 15700000.00 1223716.09 Agency Collateralized Mortgage Obligation FHLMC_5053G N/A 3137F7CD5 2050-12-25 3 N/A 11644739.00 1352037.04 Agency Collateralized Mortgage Obligation GNMA_14-171 N/A 38378XD32 2055-11-16 0.26036 N/A 159446785.00 272608.14 Agency Collateralized Mortgage Obligation GNMA_23-83K N/A 38384BSJ1 2063-06-20 1.61119 N/A 16623169.00 305290.06 Agency Collateralized Mortgage Obligation GNMA_22-6E N/A 38383GJW2 2052-01-20 0 N/A 54600000.00 723313.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XSPW4 2049-08-20 5.5 N/A 1840419.00 1109112.72 Agency Mortgage-Backed Securities FNMA_24-93A N/A 3136BTF73 2054-12-25 0.64397 N/A 130000000.00 3356617.79 Agency Collateralized Mortgage Obligation FNMA_21-12E N/A 3136BFHY2 2051-03-25 3 N/A 22300000.00 2512251.90 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1 N/A 3136BD2G2 2051-02-25 2 N/A 20469712.00 1644658.34 Agency Collateralized Mortgage Obligation GNMA_25-124K N/A 38381PHK2 2055-07-20 0.76119 N/A 11000000.00 443571.00 Agency Collateralized Mortgage Obligation FREMF_20-K1518 N/A 30318AAE1 2035-10-25 0 N/A 62265384.00 37343664.05 Agency Collateralized Mortgage Obligation GNMA_25-41C N/A 38385ELS1 2055-03-20 1.06119 N/A 100000000.00 3467506.30 Agency Collateralized Mortgage Obligation FHLMC_5150K N/A 3137H3EH1 2051-10-15 4.5 N/A 17578724.00 1770018.58 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K129 N/A 3137H13S3 2031-05-25 3.269656 N/A 10999504.00 1651156.33 Agency Collateralized Mortgage Obligation FNMA_20-85D N/A 3136BCT26 2050-12-25 2.5 N/A 24398360.00 2421841.08 Agency Collateralized Mortgage Obligation FNMA_21-56H N/A 3136BGM32 2051-09-25 2.5 N/A 35552900.00 1985529.73 Agency Collateralized Mortgage Obligation FHLMC_5140R N/A 3137H24K7 2050-12-25 4.5 N/A 26016935.00 3224146.28 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPYZ2 2049-11-25 1.52949 N/A 13000000.00 665781.53 Agency Collateralized Mortgage Obligation FHLMC_5415A N/A 3137HCQA3 2054-05-25 2.79397 N/A 38559235.00 1991475.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379UGS9 2058-01-16 0.81757 N/A 74900000.00 377245.48 Agency Collateralized Mortgage Obligation GNMA_23-192F N/A 38384GD72 2053-12-20 7 N/A 10665013.00 1941773.18 Agency Collateralized Mortgage Obligation GNMA_22-1C N/A 38383GRR4 2052-01-20 0 N/A 65765005.00 358491.93 Agency Collateralized Mortgage Obligation GNMA_23-114G N/A 38384EAW5 2051-05-20 1.86119 N/A 22656692.00 2632707.39 Agency Collateralized Mortgage Obligation GNMA_23-76C N/A 38383X4Y7 2053-05-20 1.76119 N/A 37500000.00 1869926.54 Agency Collateralized Mortgage Obligation GNMA_23-24K N/A 38383WBX3 2052-02-20 3.5 N/A 28000000.00 3518234.04 Agency Collateralized Mortgage Obligation FNMA_18-72 N/A 3136B27E6 2058-10-25 1.67949 N/A 47781022.00 2427428.08 Agency Collateralized Mortgage Obligation FHLMC_5408D N/A 3137HCN32 2053-12-25 0.74397 N/A 60000000.00 1946178.74 Agency Collateralized Mortgage Obligation FHLMC_5319B N/A 3137HAB70 2053-07-25 1.59397 N/A 100000000.00 3334444.06 Agency Collateralized Mortgage Obligation GNMA_13-129 N/A 38378WQ55 2043-09-20 1.85008 N/A 20708456.00 153328.46 Agency Collateralized Mortgage Obligation GNMA_21-146A N/A 38382WYK7 2043-08-20 3.5 N/A 11597408.00 1090283.53 Agency Collateralized Mortgage Obligation FNMA_20-89G N/A 3136BCL40 2050-12-25 3 N/A 34000000.00 3467817.08 Agency Collateralized Mortgage Obligation FHLMC_5500A N/A 3137HJC47 2055-02-25 0.74397 N/A 30000000.00 848752.13 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4940 N/A 3137FQMB6 2049-07-25 4 N/A 56566666.00 2332046.99 Agency Collateralized Mortgage Obligation GNMA_24-132B N/A 38384UPC7 2064-08-20 1.51119 N/A 85321161.00 1357741.71 Agency Collateralized Mortgage Obligation FHLMC_5391E N/A 3137HBV27 2054-03-25 2.14397 N/A 100000000.00 2574688.77 Agency Collateralized Mortgage Obligation FHLMC_5060B N/A 3137F8A29 2050-12-25 3 N/A 9500000.00 1170514.83 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.835067 N/A 2357000.00 278703.01 Agency Collateralized Mortgage Obligation FREMF_17-K69 N/A 30305KAU8 2049-10-25 0.1 N/A 937356543.00 1316948.41 Agency Collateralized Mortgage Obligation FNMA_16-11 N/A 3136ARQV3 2046-03-25 1.67949 N/A 75000000.00 926684.45 Agency Collateralized Mortgage Obligation GNMA_19-141 N/A 38380NUM9 2062-01-16 0.61791 N/A 25719162.00 677497.35 Agency Collateralized Mortgage Obligation GNMA_24-183A N/A 38384XVV2 2054-11-20 0.11119 N/A 150000000.00 1839816.20 Agency Collateralized Mortgage Obligation FHLMC_4988M N/A 3137FUZ64 2050-07-25 3.5 N/A 17087913.00 1291051.02 Agency Collateralized Mortgage Obligation GNMA_24-84B N/A 38384NTU9 2064-05-20 1.46119 N/A 11232602.00 136581.00 Agency Collateralized Mortgage Obligation FHLMC_5051L N/A 3137F83L5 2048-11-15 0 N/A 93000000.00 1133289.86 Agency Collateralized Mortgage Obligation FHLMC_5065H N/A 3137F8RG0 2051-01-25 3 N/A 21222181.00 2396309.52 Agency Collateralized Mortgage Obligation FHLMC_3152 N/A 31396R3C9 2036-03-15 1.99344 N/A 117787959.00 377669.98 Agency Collateralized Mortgage Obligation FNMA_20-80F N/A 3136BCYT1 2049-04-25 2.5 N/A 34683500.00 3225509.06 Agency Collateralized Mortgage Obligation GNMA_25-131N N/A 38381QPL9 2055-08-20 2.16119 N/A 7000000.00 479483.65 Agency Collateralized Mortgage Obligation FHLMC_5278A N/A 3137H9H85 2052-11-25 0.69397 N/A 75000000.00 1919771.21 Agency Collateralized Mortgage Obligation FNMA_22-27C N/A 3136BM5F1 2052-06-25 1.74397 N/A 50000000.00 3392247.79 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BXZ9 2053-07-20 1.61119 N/A 71769230.00 1703478.12 Agency Collateralized Mortgage Obligation Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2025-10-01 2025-10-07 2025-10-07 Y BARCLAYS BANK PLC 1.0000 7 N Standard & Poor's A+ Moody's A1 Fitch A+ N N 0.0417 1450000000.00 1450000000.00 0.0081 N N Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 4.26999960 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2025-10-01 2026-10-16 2026-10-16 N N N 0.0428 344831640.12 344831640.12 0.0019 N N N N BNP Paribas SA BNP Paribas SA 4.32000000 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 1915555.97 Agency Collateralized Mortgage Obligation GNMA_21-215B N/A 38383D2X5 2051-12-20 3 N/A 32466582.00 2410102.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31381SVS8 2041-11-01 4.68 N/A 649000.00 495623.00 Agency Mortgage-Backed Securities FNMA_21-43C N/A 3136BH7G8 2051-06-25 2.5 N/A 3700000.00 430438.70 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 2.12949 N/A 42412200.00 53949.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VTQN3 2050-01-20 5 N/A 247630.00 114605.41 Agency Mortgage-Backed Securities GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 18056377.00 1082930.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VMD9 2050-05-20 3 N/A 2061.00 505.13 Agency Mortgage-Backed Securities FNMA_14-24 N/A 3136AJZ25 2044-05-25 1.57949 N/A 33000000.00 170991.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WJM1 2051-06-20 4.5 N/A 2178187.00 592169.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YWG5 2049-09-20 1.80008 N/A 29250000.00 1299277.63 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3238 N/A 31397C7G8 2036-11-15 2.00344 N/A 30000000.00 87326.62 Agency Collateralized Mortgage Obligation FNMA_17-54E N/A 3136AXDX0 2047-07-25 1.830864 N/A 167805375.00 1161764.31 Agency Collateralized Mortgage Obligation GNMA_24-186E N/A 38384XVT7 2053-02-20 1.16119 N/A 67287106.00 3201082.76 Agency Collateralized Mortgage Obligation FNMA_20-63D N/A 3136BBA93 2050-09-25 2.5 N/A 4000000.00 73263.60 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4C2 2055-05-20 0 N/A 62500000.00 80503.82 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 19120015.00 2459788.72 Agency Collateralized Mortgage Obligation GNMA_19-85A N/A 38381XPG5 2049-07-20 1.85008 N/A 28514769.00 1079770.65 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2N2 2050-08-20 3 N/A 27694635.00 1926058.11 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-47 N/A 3136BAS21 2050-07-25 2 N/A 600000.00 409957.07 Agency Collateralized Mortgage Obligation GNMA_21-77C N/A 38382Q3F5 2050-08-20 3 N/A 6666667.00 570543.92 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3549 N/A 31398EPV0 2039-07-15 1.31344 N/A 56066666.00 8086.11 Agency Collateralized Mortgage Obligation FNMA_20-50A N/A 3136BAZS6 2050-07-25 4.5 N/A 100000.00 6416.21 Agency Collateralized Mortgage Obligation FHLMC_5420G N/A 3137HDCY4 2054-06-25 1.59397 N/A 12301445.00 758635.81 Agency Collateralized Mortgage Obligation FHLMC_5056B N/A 3137F73Z6 2050-12-25 2.5 N/A 15378983.00 1158554.42 Agency Collateralized Mortgage Obligation GNMA_22-208C N/A 38383LZ86 2052-12-20 1.88119 N/A 32384320.00 1729559.74 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XFSU0 2044-02-01 4.5 N/A 1000.00 207.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5293 N/A 3137H9QG7 2051-03-25 2 N/A 5200003.00 554612.60 Agency Collateralized Mortgage Obligation FHLMC_45-50 N/A 3137BN3A0 2046-02-15 1.56344 N/A 13250000.00 352565.55 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUR0 2053-03-20 0.35 N/A 18400213.00 227347.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PR4 2055-05-20 3.5 N/A 41707.00 40295.54 Agency Mortgage-Backed Securities FANNIE MAE FNMA_23-56 N/A 3136BQMZ9 2053-11-25 5.75603 N/A 19448000.00 10247732.65 Agency Collateralized Mortgage Obligation FNMA_20-97A N/A 3136BDEF1 2051-01-25 2 N/A 3100000.00 346594.73 Agency Collateralized Mortgage Obligation FHLMC_5530B N/A 3137HKTX2 2055-04-25 0.99397 N/A 100549.00 5278.84 Agency Collateralized Mortgage Obligation GNMA_25-61G N/A 38385FYU9 2065-04-20 0.91119 N/A 31421041.00 772921.29 Agency Collateralized Mortgage Obligation GNMA_23-106C N/A 38384BH38 2053-07-20 1.56119 N/A 39064000.00 982704.00 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUS8 2054-01-20 0.16 N/A 31344687.00 176443.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47 N/A 38374NLX3 2036-08-16 2.53859 N/A 207160131.00 313055.02 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2924 N/A 31395LAV3 2035-01-15 2.21344 N/A 128670867.00 63692.58 Agency Collateralized Mortgage Obligation FNMA_24-93F N/A 3136BTJ20 2054-12-25 5.80603 N/A 1000.00 788.40 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 1.52949 N/A 118886400.00 755201.89 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.44777 N/A 26399972.00 532168.92 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 1.85008 N/A 15622546.00 664611.70 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-74 N/A 3136BCAY6 2050-10-25 2.5 N/A 500000.00 58077.01 Agency Collateralized Mortgage Obligation FNMA_17-23A N/A 3136AV5K1 2047-04-25 1.62949 N/A 38000000.00 494169.08 Agency Collateralized Mortgage Obligation GNMA_25-98L N/A 38381NQL5 2055-06-20 5.78881 N/A 1000.00 976.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSZX3 2065-04-20 7 N/A 1548545.00 1594675.39 Agency Mortgage-Backed Securities GNMA_20-36A N/A 38382DS83 2050-03-20 0 N/A 200000000.00 739889.54 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3287 N/A 31397G7A2 2037-03-15 2.21344 N/A 27000000.00 65473.14 Agency Collateralized Mortgage Obligation FHLMC_5173D N/A 3137H4D49 2050-05-25 2.5 N/A 4802098.00 590375.29 Agency Collateralized Mortgage Obligation GNMA_14-118F N/A 38379EHH8 2044-08-16 1.33859 N/A 35501323.00 776433.17 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 10000000.00 1157739.17 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 4109167.00 309976.62 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 3600000.00 435594.32 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 1.90008 N/A 4587781.00 451653.36 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-65 N/A 3136AP3N0 2045-09-25 3.5 N/A 400000.00 495139.37 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.52025 N/A 30517545.00 1956212.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YAZ43 2041-12-20 4 N/A 1150094.00 709961.56 Agency Mortgage-Backed Securities GNMA_09-106 N/A 38376JCQ5 2036-04-20 1.85008 N/A 161210059.00 218602.31 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSD0 2051-06-20 3.5 N/A 52118480.00 4680934.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YPG3 2054-01-20 5.5 N/A 25802112.00 21476778.78 Agency Mortgage-Backed Securities GNMA_24-186A N/A 38384XUV3 2054-11-20 5.98881 N/A 6256.00 5374.91 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUL3 2053-02-20 0.09 N/A 20375261.00 47790.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NSP29 2065-03-20 7 N/A 3291117.00 3388805.57 Agency Mortgage-Backed Securities FHLMC_37-61 N/A 3137A2LT6 2040-11-15 0.26344 N/A 25000000.00 73092.11 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 6716768.00 4142921.68 Agency Collateralized Mortgage Obligation GNMA_23-151F N/A 38384DKU0 2053-10-20 2.61119 N/A 33152702.00 2184052.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PJ2 2055-06-20 5.5 N/A 17861032.00 17943375.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RG6 2055-07-20 6 N/A 1352696.00 1374501.07 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_3575 N/A 31398JUG6 2039-04-15 2.11344 N/A 20000000.00 21400.27 Agency Collateralized Mortgage Obligation GNMA_24-21F N/A 38384JCG7 2053-07-20 0.1 N/A 5239396.00 9221.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AC3Z5 2039-09-15 5 N/A 4720486.00 183633.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WP44 2051-08-20 4.5 N/A 606545.00 545309.85 Agency Mortgage-Backed Securities GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 274677.44 Agency Collateralized Mortgage Obligation GNMA_24-66B N/A 38383KUG5 2054-04-20 5.51881 N/A 1165255.00 838358.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416PQ67 2039-07-01 6 N/A 5006786.00 360939.11 Agency Mortgage-Backed Securities FANNIE MAE FNMA_30437 N/A 31394FH24 2035-02-25 2.21949 N/A 14545453.00 11795.36 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 5583107.00 3584810.18 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_23-2 N/A 3136BPUY5 2050-10-25 2 N/A 4100000.00 436087.57 Agency Collateralized Mortgage Obligation GNMA_25-146B N/A 38381QUA7 2055-08-20 0.96119 N/A 100000000.00 4088807.12 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUT6 2054-04-20 0.02 N/A 21285519.00 15198.19 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377ELA0 2040-04-20 1.45008 N/A 273000000.00 998275.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHH90 2053-07-15 6.5 N/A 1030238.00 1036403.32 Agency Mortgage-Backed Securities GNMA_25-22A N/A 38385CQ35 2055-02-20 1.50119 N/A 3958552.00 202542.20 Agency Collateralized Mortgage Obligation FHMS-K533 N/A 3137HHW56 2029-12-25 0.1812 N/A 102267.00 265.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17 N/A 38375JSQ9 2037-04-16 2.28859 N/A 40000000.00 75439.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V1ZV6 2040-06-20 5 N/A 810576.00 323802.92 Agency Mortgage-Backed Securities GNMA_24-40C N/A 38384K3D1 2054-01-20 6 N/A 2754950.00 296279.48 Agency Collateralized Mortgage Obligation GNMA_21-139L N/A 38382XKM6 2051-08-20 3 N/A 461825.00 56014.12 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 4.26344 N/A 37460574.00 2755.73 Agency Collateralized Mortgage Obligation FHLMC_5452K N/A 3137HFNE1 2054-09-25 2.19397 N/A 13857066.00 1198055.69 Agency Collateralized Mortgage Obligation GNMA_19-84E N/A 38381XCQ7 2049-07-20 1.85008 N/A 74239973.00 1293601.75 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPZ73 2048-04-25 1.52949 N/A 33156137.00 1755031.98 Agency Collateralized Mortgage Obligation FNMA_19-65 N/A 3136B7AY7 2059-11-25 1.526881 N/A 32166333.00 393029.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12 N/A 38376TAG7 2040-01-16 2.13859 N/A 24000000.00 47158.56 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 5.58881 N/A 13214316.00 7337104.22 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 149206.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128HDU98 2028-07-01 6.39 N/A 2167.00 0.45 Agency Mortgage-Backed Securities GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 179304.00 0.29 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5010 N/A 3137FVQ54 2050-09-25 2.5 N/A 700000.00 64738.34 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-87 N/A 31398FM65 2039-11-25 1.77949 N/A 103151785.00 155254.33 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834WJ3 2050-11-15 0 N/A 23.49 6.83 U.S. Treasuries (including strips) GNMA_14-56 N/A 38379BCZ9 2039-12-16 1.83859 N/A 299414.00 2181.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 572913.00 45663.70 Agency Mortgage-Backed Securities FNMA_10-150 N/A 31397QAX6 2041-01-25 2.01949 N/A 27857143.00 387734.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379FYH6 2045-10-20 3 N/A 485839.00 541090.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39 N/A 38374LNT4 2035-06-20 1.95008 N/A 50000000.00 33833.10 Agency Collateralized Mortgage Obligation FNMA_25-50B N/A 3136BWUM6 2051-11-25 5.5 N/A 4966801.00 4899228.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22 N/A 3136BMZX9 2051-10-25 2.5 N/A 5141508.00 755007.73 Agency Collateralized Mortgage Obligation GNMA_24-H17D N/A 38383KS78 2074-09-20 0.76021 N/A 73200000.00 5330597.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NHHW6 2065-04-20 7 N/A 7152241.00 6828585.94 Agency Mortgage-Backed Securities FHLMC_5371F N/A 3137HBDS0 2054-01-25 28.61558 N/A 4125855.00 4895138.17 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 1.62949 N/A 31164258.00 471456.22 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 N/A 31398PRP6 2040-05-25 1.92949 N/A 42500000.00 6061.60 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 1.98848 N/A 60000000.00 516052.44 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070 N/A 3137FCJK1 2027-11-25 3.303 N/A 1000.00 989.54 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XWD83 2047-03-01 4.5 N/A 1000.00 274.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FZY5 2041-12-20 4 N/A 11202400.00 577532.79 Agency Mortgage-Backed Securities GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 19186050.00 1464618.85 Agency Collateralized Mortgage Obligation GNMA_20-126A N/A 38382HWQ9 2050-08-20 3 N/A 18485964.00 1550645.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPYJ3 2053-07-01 7 N/A 1000.00 1050.86 Agency Mortgage-Backed Securities FNMA_21-52B N/A 3136BGNQ0 2047-12-25 2.5 N/A 2000000.00 209202.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KNJ46 2065-04-20 6.5 N/A 5279035.00 4912616.77 Agency Mortgage-Backed Securities FHLMC_5528B N/A 3137HKR97 2055-04-25 1.64397 N/A 35155783.00 2166043.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U3V2 2049-10-20 4.5 N/A 1017.00 211.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W2RR1 2038-12-20 6.5 N/A 1356713.00 513489.68 Agency Mortgage-Backed Securities FHLMC_5293C N/A 3137H9QF9 2051-04-25 2.5 N/A 3400008.00 443406.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WW87 2052-02-20 2.5 N/A 1000.00 667.83 Agency Mortgage-Backed Securities GNMA_21-155N N/A 38383AJY1 2051-07-20 2.05008 N/A 7000000.00 658886.16 Agency Collateralized Mortgage Obligation GNMA_19-65K N/A 38381VKS8 2049-05-20 4.5 N/A 1594.00 309.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 N/A 38383CRU6 2051-10-20 2 N/A 52763.00 24798.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECR9 2052-04-01 3 N/A 2212480.00 1549269.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJTY6 2044-01-01 3.5 N/A 2612996.00 211994.69 Agency Mortgage-Backed Securities GNMA_25-146A N/A 38381QTW1 2055-08-20 1.56119 N/A 250000000.00 12450878.45 Agency Collateralized Mortgage Obligation FNMA_25-75B N/A 3136BXHS6 2055-09-25 5.5 N/A 3823860.00 3652165.32 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 132811.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W2RQ3 2038-08-20 6 N/A 1619800.00 678243.21 Agency Mortgage-Backed Securities FHLMC_4942G N/A 3137FQW90 2050-01-25 1.52949 N/A 23332918.00 1003154.27 Agency Collateralized Mortgage Obligation FNMA_24-38A N/A 3136BR4R5 2054-06-25 1.59397 N/A 19793856.00 649836.00 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 N/A 3133TUK64 2029-06-15 4.11344 N/A 36910346.00 2901.65 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 1.62949 N/A 29492801.00 828212.09 Agency Collateralized Mortgage Obligation GNMA_24-200C N/A 38385BQT0 2054-12-20 1.66119 N/A 36404091.00 2132753.70 Agency Collateralized Mortgage Obligation FNMA_17-74B N/A 3136AX4Y8 2047-10-25 1.72949 N/A 13709000.00 397243.61 Agency Collateralized Mortgage Obligation GNMA_25-95C N/A 38385GTM1 2055-05-20 0.74119 N/A 10890423.00 510223.39 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2Q3 2053-02-20 0.05 N/A 33370779.00 42126.00 Agency Collateralized Mortgage Obligation FHLMC_5149M N/A 3137H2TB0 2051-01-25 2.5 N/A 2421200.00 286109.65 Agency Collateralized Mortgage Obligation GNMA_24-144J N/A 38384WWD3 2054-01-20 1.36119 N/A 34784256.00 1642040.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VSCL4 2049-07-20 5 N/A 5928545.00 2165786.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMHB6 2053-06-01 6.5 N/A 1000.00 1037.87 Agency Mortgage-Backed Securities FHLMC_5069 N/A 3137F9CW9 2051-02-25 2.5 N/A 4300000.00 429148.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJFF5 2052-09-01 5 N/A 1010.00 793.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJU2 2055-04-01 6 N/A 97827.00 94161.53 Agency Mortgage-Backed Securities FHLMC_2484 N/A 31392R3H2 2032-07-15 6.5 N/A 4993442.00 174715.00 Agency Collateralized Mortgage Obligation FHLMC_5160G N/A 3137H3WN8 2050-11-25 2.5 N/A 13200000.00 1421184.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACGU1 2055-08-01 6 N/A 1000.00 1026.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJYW2 2047-02-01 4 N/A 1028.00 315.09 Agency Mortgage-Backed Securities GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 62445.21 Agency Collateralized Mortgage Obligation FNMA_20-57 N/A 3136BBEL2 2050-08-25 2.5 N/A 3752416.00 475288.19 Agency Collateralized Mortgage Obligation GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.59274 N/A 37811767.00 2137358.39 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0.2502 N/A 100044.00 661.46 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FB83 2055-04-20 1.56119 N/A 66375526.00 3796453.78 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY55 2074-09-20 0.69137 N/A 33500000.00 2118645.65 Agency Collateralized Mortgage Obligation GNMA_23-54K N/A 38383XNQ3 2053-04-20 1.81119 N/A 30299593.00 1704456.64 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9RC4 2042-11-25 1.67949 N/A 30000000.00 380055.03 Agency Collateralized Mortgage Obligation FNMA_20-62B N/A 3136BBXG2 2050-09-25 2.5 N/A 900000.00 107313.85 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDF4 2049-12-20 4.5 N/A 4371998.00 159515.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KMVT9 2065-04-20 6.5 N/A 61157.00 62928.27 Agency Mortgage-Backed Securities GNMA_23-176A N/A 38384DP84 2053-11-20 6.28881 N/A 1728895.00 683574.89 Agency Collateralized Mortgage Obligation GNMA_21-193E N/A 38383DRG5 2050-02-20 3 N/A 22817763.00 1442497.55 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 5.48881 N/A 762026.00 639862.66 Agency Collateralized Mortgage Obligation GNMA_19-115E N/A 38381YVM3 2049-09-20 1.80008 N/A 62300250.00 2815372.88 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 5.38881 N/A 836727.00 764945.40 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.733344 N/A 4368424.00 40659.30 Agency Collateralized Mortgage Obligation FNMA_16-40J N/A 3136ASM78 2046-07-25 1.327577 N/A 157677272.00 544580.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSSA1 2065-04-20 6.5 N/A 2227825.00 2177696.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XE2D9 2044-02-01 4.5 N/A 1001.00 85.50 Agency Mortgage-Backed Securities GNMA_19-128 N/A 38382AFS9 2049-10-20 1.80008 N/A 23561122.00 802200.28 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 1.28859 N/A 88104086.00 912400.27 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5458 N/A 3137HFXQ3 2054-09-25 5.35603 N/A 976568.00 923112.82 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409YUJ4 2036-06-01 6 N/A 4000000.00 10284.24 Agency Mortgage-Backed Securities GNMA_14-152 N/A 38379GYJ0 2044-10-20 1.35008 N/A 57000000.00 499931.02 Agency Collateralized Mortgage Obligation FNMA_19-59F N/A 3136B6LD3 2049-10-25 1.823901 N/A 63684502.00 712106.52 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 2.74397 N/A 100219.00 7506.76 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QWF4 2054-05-20 1.56119 N/A 104260319.00 5527455.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14 N/A 38376WKR5 2040-02-16 2.28859 N/A 25000000.00 60657.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJW7 2053-09-15 7 N/A 31929.00 32962.14 Agency Mortgage-Backed Securities FANNIE MAE FNMA_07-91 N/A 31396XZJ6 2037-10-25 5.07051 N/A 1522.00 55.05 Agency Collateralized Mortgage Obligation FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.16344 N/A 104170.00 17.12 Agency Collateralized Mortgage Obligation FNMA_24-M5B N/A 3136BTHY2 2033-10-25 4.72 N/A 132085.00 133059.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EW57 2040-01-20 5.75 N/A 1000000.00 30788.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TUA1 2048-03-20 3.5 N/A 1000.00 120.36 Agency Mortgage-Backed Securities GNMA_16-61 N/A 38379WE24 2046-05-20 1.80008 N/A 7000000.00 219802.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A3C73 2042-09-20 6.516 N/A 150901.00 25293.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WBU1 2051-02-20 4.5 N/A 56287.00 34434.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W2RP5 2039-12-20 5.5 N/A 209671.00 109951.48 Agency Mortgage-Backed Securities FHMS_16-K058 N/A 3137BSP64 2026-07-25 2.34 N/A 1861.00 350.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FPDP1 2047-06-01 4.5 N/A 7372.00 1410.74 Agency Mortgage-Backed Securities FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.02949 N/A 40416958.00 359372.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVT0 2053-03-20 5.5 N/A 1445358.00 1061376.14 Agency Mortgage-Backed Securities GNMA_22-101E N/A 38383F6E8 2052-06-20 1.66119 N/A 80000000.00 5284155.38 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EB90 2052-03-01 2.5 N/A 2525000.00 1691951.04 Agency Mortgage-Backed Securities GNMA_23-70A N/A 38384ADT7 2053-05-20 5.38881 N/A 512025.00 393154.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5Q44 2055-07-20 6.5 N/A 1200355.00 1222780.63 Agency Mortgage-Backed Securities FNMA_15-2 N/A 3136AMQB8 2045-02-25 1.62949 N/A 56835041.00 775291.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V15G2 2041-09-20 4.5 N/A 1066.00 502.12 Agency Mortgage-Backed Securities GNMA_24-61G N/A 38384MFB8 2054-04-20 5.75 N/A 362231.00 369189.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VXT2 2050-11-20 4.5 N/A 1000.00 199.29 Agency Mortgage-Backed Securities FNMA_19-M23 N/A 3136B6XU2 2031-10-25 2.72 N/A 625000.00 529454.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NTBH4 2053-12-01 7 N/A 1001.00 1058.63 Agency Mortgage-Backed Securities GNMA_24-172A N/A 38384XRG0 2054-10-20 1.11119 N/A 31522868.00 1457516.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WDM7 2051-04-20 4.5 N/A 658884.00 134034.49 Agency Mortgage-Backed Securities GNMA_24-128B N/A 38384UMS5 2054-08-20 2.28119 N/A 100000.00 6259.33 Agency Collateralized Mortgage Obligation GNMA_19-97D N/A 38381YHY3 2049-08-20 1.80008 N/A 33952064.00 1144203.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GBN67 2065-04-20 6.5 N/A 199635.00 205429.72 Agency Mortgage-Backed Securities FANNIE MAE FNMA_20-56 N/A 3136BBMQ2 2050-08-25 2.5 N/A 800001.00 90567.50 Agency Collateralized Mortgage Obligation FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 238043.00 20.38 Agency Collateralized Mortgage Obligation GNMA_09-13E N/A 38374TMZ4 2039-03-16 1.73859 N/A 50000000.00 172460.90 Agency Collateralized Mortgage Obligation FHLMC_5444A N/A 3137HFDC6 2054-08-25 2.74397 N/A 51607234.00 2711196.59 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 23861240.00 14835320.69 Agency Collateralized Mortgage Obligation FHLMC_4656E N/A 3137BVBM7 2047-02-15 4 N/A 115000.00 146025.18 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 2.27949 N/A 94696183.00 319472.29 Agency Collateralized Mortgage Obligation FHLMC_5507B N/A 3137HJPX9 2055-02-25 0.64397 N/A 15063600.00 334964.61 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4B4 2055-05-20 0 N/A 50000000.00 129053.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VL65 2050-05-20 4.5 N/A 708868.00 78535.72 Agency Mortgage-Backed Securities FHLMC_5312B N/A 3137HA3V6 2053-05-25 1.74397 N/A 27289562.00 1087617.26 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_15-M17 N/A 3136AQC99 2025-11-25 3.104 N/A 320000.00 27796.92 Agency Collateralized Mortgage Obligation GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 861253.18 Agency Collateralized Mortgage Obligation GNMA_24-H08D N/A 38383KYT3 2074-05-20 0.69247 N/A 29282262.00 1958668.80 Agency Collateralized Mortgage Obligation FNMA_02-8 N/A 31392BYZ3 2032-03-25 3.63713 N/A 55000000.00 2587.02 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159 N/A 3137FKKM7 2029-12-25 3.95 N/A 1808.00 458.50 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 1.59949 N/A 6405661.00 321074.85 Agency Collateralized Mortgage Obligation FHLMC_5178G N/A 3137H53Z8 2051-11-25 4 N/A 41029039.00 5105075.50 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 5184323.00 485526.48 Agency Collateralized Mortgage Obligation GNMA_12-96 N/A 38378HBF2 2042-08-20 1.85008 N/A 50739057.00 968238.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QL74 2044-08-20 4.5 N/A 1894.00 124.00 Agency Mortgage-Backed Securities FHLMC_5069E N/A 3137F9C66 2051-02-25 3 N/A 6659441.00 632018.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128S5YL2 2037-02-01 6.543 N/A 2407.00 133.60 Agency Mortgage-Backed Securities GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.25382 N/A 17900000.00 685317.87 Agency Collateralized Mortgage Obligation GNMA_25-82C N/A 38385F4E8 2065-05-20 1.41119 N/A 50623112.00 1219830.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5JF1 2048-07-01 4.5 N/A 2879203.00 543788.54 Agency Mortgage-Backed Securities FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 105953.00 4.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401JNR5 2033-06-01 5.5 N/A 2401824.00 3944.66 Agency Mortgage-Backed Securities GNMA_23-164J N/A 38384D7N1 2053-11-20 2.71119 N/A 14694517.00 980477.81 Agency Collateralized Mortgage Obligation FNMA_25-75B N/A 3136BXJQ8 2053-06-25 5.5 N/A 9395127.00 1177566.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 N/A 38374BAG8 2033-06-20 2.45008 N/A 79814842.00 4008.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418SL80 2035-05-01 7 N/A 1001.00 81.81 Agency Mortgage-Backed Securities FHLMC_5095A N/A 3137FXZM3 2051-04-25 2.5 N/A 13055000.00 1226735.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VA91 2049-11-20 4.5 N/A 2225341.00 148636.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XNF9 2052-12-20 5 N/A 1708080.00 1340098.57 Agency Mortgage-Backed Securities FHMS_K532 N/A 3137HHUZ2 2029-11-25 0.184748 N/A 340426.00 870.91 Agency Collateralized Mortgage Obligation FHLMC_5038J N/A 3137FXMY1 2050-10-25 2.5 N/A 110000.00 11906.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K4EK7 2065-03-20 6.5 N/A 127195.00 123642.52 Agency Mortgage-Backed Securities GNMA_24-5B N/A 38384HSF6 2054-01-20 5.5 N/A 5210114.00 5243326.16 Agency Collateralized Mortgage Obligation FNMA_11-110 N/A 3136A2CR2 2041-04-25 2.17949 N/A 100000000.00 41978.82 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 6967517.00 596116.83 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.05008 N/A 12133094.00 1202781.02 Agency Collateralized Mortgage Obligation FNMA_12-2 N/A 3136A3XL0 2042-02-25 2.02949 N/A 15333333.00 196564.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RYM5 2045-11-20 6.25 N/A 441493.00 89293.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 103601.00 16.87 Agency Collateralized Mortgage Obligation GNMA_23-116G N/A 38384EEH4 2053-08-20 5.58881 N/A 237079.00 118513.52 Agency Collateralized Mortgage Obligation FNMA_21-34J N/A 3136BHWC9 2051-03-25 2.5 N/A 260000.00 26472.98 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 0.86312 N/A 15464060.00 1222316.50 Agency Collateralized Mortgage Obligation FHLMC_4908E N/A 3137FNE63 2042-12-15 1.691568 N/A 43734086.00 903807.43 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUK5 2053-03-20 0.1 N/A 30617387.00 73089.01 Agency Collateralized Mortgage Obligation FNMA_15-91 N/A 3136AQTM2 2045-12-25 1.798002 N/A 82366191.00 384058.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADPG7 2048-05-20 5.093 N/A 3229388.00 2879881.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KPCL0 2065-03-20 6.5 N/A 396281.00 407107.76 Agency Mortgage-Backed Securities GNMA_23-187F N/A 38384GNF3 2053-12-20 5.63881 N/A 1649203.00 850252.47 Agency Collateralized Mortgage Obligation FNMA_25-34A N/A 3136BVC22 2055-05-25 1.59397 N/A 3600256.00 252229.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YAZ92 2038-11-20 6.5 N/A 1090301.00 854777.01 Agency Mortgage-Backed Securities FHLMC_5092Y N/A 3137FYDY9 2051-02-25 0 N/A 32887478.00 53132.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1 N/A 3136BDY93 2051-02-25 2.5 N/A 1800000.00 224881.32 Agency Collateralized Mortgage Obligation FHLMC_4657 N/A 3137BVPF7 2047-02-15 1.51344 N/A 36091396.00 927857.84 Agency Collateralized Mortgage Obligation FHLMC_5523A N/A 3137HKRP1 2053-11-25 2.79397 N/A 8988727.00 591889.47 Agency Collateralized Mortgage Obligation FHLMC_5161D N/A 3137H4AC4 2051-03-25 2 N/A 3800000.00 447914.51 Agency Collateralized Mortgage Obligation GNMA_25-105Q N/A 38381NKG2 2049-09-20 1.80008 N/A 23019651.00 2804508.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VTQP8 2050-02-20 5.5 N/A 1276053.00 489657.88 Agency Mortgage-Backed Securities FHLMC_4770C N/A 3137F35M2 2043-08-15 1.99619 N/A 76400829.00 982409.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YW67 2054-05-20 6 N/A 8078602.00 6628692.40 Agency Mortgage-Backed Securities GNMA_24-H14A N/A 38383KL83 2074-08-20 0.75685 N/A 21852325.00 1586974.67 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 2.16344 N/A 100062.00 960.55 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-89 N/A 31394FUZ6 2035-10-25 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Standard & Poor's A-1+ 2025-11-18 2025-11-18 2025-11-18 N N N 0.0398 437495077.80 437495077.80 0.0024 N Y Y N Citigroup Global Markets, Inc. 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