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3.94000000 N/A R0MUWSFPU8MPRO8K5P83 BRT5BLUX4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE ACES FNMA_16-M3 N/A 3136ARTE8 2026-02-25 2.702 N/A 400000.00 164534.46 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-56 N/A 3136BBMQ2 2050-08-25 2.5 N/A 2221806.00 250074.80 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-74 N/A 3136BCAY6 2050-10-25 2.5 N/A 415143.00 47531.97 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_16-M11 N/A 3136AT5G5 2039-07-25 2.944 N/A 4972.00 284.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GU2G7 2055-06-01 5.5 N/A 1000.00 997.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTQ60 2054-07-01 5.5 N/A 1000.00 906.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 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2045-06-25 0 N/A 806825.00 31.87 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.693105 N/A 14683720.00 132610.74 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 1.80273 N/A 101661.00 2892.75 Agency Collateralized Mortgage Obligation FNMA_20-50A N/A 3136BAZS6 2050-07-25 4.5 N/A 16631000.00 1049712.87 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 8412640.00 627656.88 Agency Collateralized Mortgage Obligation FNMA_20-62B N/A 3136BBXG2 2050-09-25 2.5 N/A 2700008.00 319378.38 Agency Collateralized Mortgage Obligation FNMA_20-72F N/A 3136BB2H4 2050-10-25 3.5 N/A 20706496.00 1031160.83 Agency Collateralized Mortgage Obligation FNMA_20-97A N/A 3136BDEF1 2051-01-25 2 N/A 1025001.00 113293.02 Agency Collateralized Mortgage Obligation FNMA_21-3 N/A 3136BDYC6 2051-02-25 2.5 N/A 2799076.00 353814.44 Agency Collateralized Mortgage Obligation FNMA_21-33 N/A 3136BHUP2 2047-05-25 2.5 N/A 5340697.00 537970.62 Agency Collateralized Mortgage Obligation FNMA_21-34G N/A 3136BHVZ9 2049-12-25 1.70273 N/A 45340933.00 1793946.91 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 1.928016 N/A 18923526.00 452837.40 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 147467.82 Agency Collateralized Mortgage Obligation FNMA_21-61A N/A 3136BGVM0 2051-09-25 2.5 N/A 5615145.00 427207.61 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 4700001.00 556381.44 Agency Collateralized Mortgage Obligation FNMA_21-62C N/A 3136BGZQ7 2047-10-25 2.5 N/A 6300015.00 742772.53 Agency Collateralized Mortgage Obligation FNMA_21-69G N/A 3136BJPW9 2049-01-25 2.5 N/A 8000000.00 965120.67 Agency Collateralized Mortgage Obligation FNMA_21-82C N/A 3136BKEP3 2051-12-25 1.890192 N/A 21791806.00 575173.17 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 15671258.00 1951057.63 Agency Collateralized Mortgage Obligation FNMA_22-3B N/A 3136BLBK5 2052-02-25 1.910806 N/A 24793712.00 716254.57 Agency Collateralized Mortgage Obligation FNMA_22-86 N/A 3136BPPT2 2050-05-25 2.5 N/A 323685.00 37432.06 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 1.651203 N/A 26145916.00 863706.80 Agency Collateralized Mortgage Obligation FNMA_23-40E N/A 3136BQGT0 2053-09-25 2.41721 N/A 107332910.00 5721636.41 Agency Collateralized Mortgage Obligation FNMA_23-49D N/A 3136BQKM0 2048-05-25 5 N/A 46813628.00 5157076.65 Agency Collateralized Mortgage Obligation FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 5618419.00 811828.32 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 26143775.00 14705949.94 Agency Collateralized Mortgage Obligation FNMA_24-54D N/A 3136BSSJ5 2046-12-25 0 N/A 110680678.00 2027.92 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 2.91721 N/A 12930761.00 944817.59 Agency Collateralized Mortgage Obligation FNMA_24-80C N/A 3136BTSR5 2054-11-25 1.71721 N/A 59647454.00 3681797.51 Agency Collateralized Mortgage Obligation FNMA_24-M5B N/A 3136BTHY2 2033-10-25 4.715 N/A 1352.00 1364.77 Agency Collateralized Mortgage Obligation FNMA_25-33E N/A 3136BVVQ8 2054-08-25 5.63279 N/A 1000.00 906.06 Agency Collateralized Mortgage Obligation FNMA_25-34A N/A 3136BVC22 2055-05-25 1.76721 N/A 6117506.00 410579.68 Agency Collateralized Mortgage Obligation FNMA_25-50A N/A 3136BWUF1 2055-07-25 0.05 N/A 25000000.00 38662.35 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVV8 2051-09-25 2 N/A 1149987.00 132624.16 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 4.40185 N/A 634117.00 43.82 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 N/A 3133TUK64 2029-06-15 4.25185 N/A 376.00 0.03 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5010 N/A 3137FVQ54 2050-09-25 2.5 N/A 600000.00 54986.89 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 299990.00 28278.00 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 31335BM60 2048-01-01 3.5 N/A 1000.00 177.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31292GXD3 2028-11-01 6.5 N/A 5534647.00 2781.02 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MMRT2 2029-01-01 3 N/A 8094.00 377.74 Agency Mortgage-Backed Securities FREDDIE MAC REMICS FHLMC_5377 N/A 3137HBDW1 2051-12-25 2.5 N/A 5961504.00 633444.66 Agency Collateralized Mortgage Obligation GNMA_10-106 N/A 38377DBX3 2040-08-20 1.85448 N/A 102857142.00 1048605.43 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LTT6 2041-06-20 2.52448 N/A 150000000.00 492383.78 Agency Collateralized Mortgage Obligation GNMA_12-106C N/A 38378HKR6 2042-09-20 4.48 N/A 486377.00 11896.12 Agency Collateralized Mortgage Obligation GNMA_13-10 N/A 38378FAV2 2043-01-20 2.15448 N/A 83866385.00 420246.04 Agency Collateralized Mortgage Obligation GNMA_14-100A N/A 38379DJC9 2041-04-20 0.58305 N/A 42674465.00 143666.10 Agency Collateralized Mortgage Obligation GNMA_14-129G N/A 38379GLA3 2041-10-20 0.79364 N/A 42270863.00 105967.09 Agency Collateralized Mortgage Obligation GNMA_14-181 N/A 38379HNK7 2040-02-20 0.27177 N/A 26202046.00 83234.55 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG44 2036-06-20 0.35438 N/A 52040339.00 197269.82 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG28 2037-09-20 0.48322 N/A 104785743.00 249848.35 Agency Collateralized Mortgage Obligation GNMA_14-8 N/A 38378P8A9 2044-01-16 0.35368 N/A 198453000.00 397068.22 Agency Collateralized Mortgage Obligation GNMA_14-90M N/A 38379CWZ5 2038-10-20 0.58353 N/A 61239231.00 152467.40 Agency Collateralized Mortgage Obligation GNMA_14-99 N/A 38379DDR2 2036-11-20 0.62022 N/A 72459294.00 275857.94 Agency Collateralized Mortgage Obligation GNMA_15-152C N/A 38379FAR0 2040-05-20 0.52748 N/A 30325747.00 117297.49 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 1.45448 N/A 136500000.00 1103758.08 Agency Collateralized Mortgage Obligation GNMA_15-63A N/A 38379PBG1 2042-03-20 0.58834 N/A 126723829.00 242557.92 Agency Collateralized Mortgage Obligation GNMA_15-63C N/A 38379PBY2 2040-01-20 0.47947 N/A 41565066.00 109748.00 Agency Collateralized Mortgage Obligation GNMA_15-80 N/A 38379NAW2 2043-02-20 0.46005 N/A 67553541.00 171350.19 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMT6 2041-04-20 0.71998 N/A 58404259.00 189954.23 Agency Collateralized Mortgage Obligation GNMA_16-121J N/A 38380AC88 2040-12-20 0.30119 N/A 94316353.00 398085.51 Agency Collateralized Mortgage Obligation GNMA_16-135G N/A 38380AL88 2041-08-20 0.30187 N/A 101868319.00 450285.37 Agency Collateralized Mortgage Obligation GNMA_16-29G N/A 38379T4F3 2042-05-20 0.48445 N/A 40317194.00 133014.11 Agency Collateralized Mortgage Obligation GNMA_16-29H N/A 38379T4H9 2038-11-20 0.21367 N/A 22783027.00 79726.74 Agency Collateralized Mortgage Obligation GNMA_17-132C N/A 38380GZA5 2040-02-20 0.43085 N/A 60685062.00 300209.75 Agency Collateralized Mortgage Obligation GNMA_17-59D N/A 38376MR33 2042-06-20 0.38926 N/A 23468606.00 96178.37 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 2.35448 N/A 13891689.00 76297.06 Agency Collateralized Mortgage Obligation GNMA_17-66A N/A 38376UFR5 2041-04-20 0.17837 N/A 63354203.00 280933.26 Agency Collateralized Mortgage Obligation GNMA_17-91A N/A 38376M4J3 2038-11-20 0.31691 N/A 36294701.00 131384.82 Agency Collateralized Mortgage Obligation GNMA_18-18A N/A 38380KL78 2043-11-20 0.44972 N/A 84926629.00 554953.24 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 0.3608 N/A 25850460.00 105263.55 Agency Collateralized Mortgage Obligation GNMA_18-92A N/A 38380XSU2 2046-08-20 0.53848 N/A 68850447.00 356621.82 Agency Collateralized Mortgage Obligation GNMA_19-108C N/A 38381XZA7 2032-02-20 4.5 N/A 19275832.00 55825.20 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 0.27884 N/A 73811077.00 423682.21 Agency Collateralized Mortgage Obligation GNMA_19-35C N/A 38381RG94 2049-03-20 4.5 N/A 1000.00 222.32 Agency Collateralized Mortgage Obligation GNMA_19-69G N/A 38381WQR2 2044-07-20 0.39075 N/A 39767332.00 298783.50 Agency Collateralized Mortgage Obligation GNMA_20-116B N/A 38382HXX3 2050-08-20 0.05448 N/A 100189.00 910.76 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0.32248 N/A 2509218.00 15506.22 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 1.95448 N/A 31245111.00 1327536.51 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.15448 N/A 27093587.00 2618943.82 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 2.15448 N/A 10500000.00 996149.64 Agency Collateralized Mortgage Obligation GNMA_21-193C N/A 38383DSD1 2051-11-20 3 N/A 1000.00 614.41 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 9102625.00 538584.98 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VEJ4 2051-06-20 3.5 N/A 35764301.00 1997162.60 Agency Collateralized Mortgage Obligation GNMA_22-213F N/A 38383LYW4 2052-12-20 5.08379 N/A 4842428.00 3227686.40 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 1223.00 862.11 Agency Collateralized Mortgage Obligation GNMA_23-116D N/A 38384EDY8 2053-08-20 0 N/A 2497949.00 1034176.08 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 6423.82 Agency Collateralized Mortgage Obligation GNMA_23-133G N/A 38384EMX0 2053-09-20 5.48379 N/A 1156.00 431.33 Agency Collateralized Mortgage Obligation GNMA_23-146F N/A 38384DAQ0 2053-10-20 0 N/A 811137.00 326278.34 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 106765.00 9.21 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 2.91621 N/A 14401189.00 934463.85 Agency Collateralized Mortgage Obligation GNMA_23-187C N/A 38384GMT4 2053-12-20 5.48379 N/A 9327116.00 3396956.27 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNG1 2053-12-20 1.06621 N/A 100000000.00 1711447.45 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 5.43379 N/A 3835478.00 1912386.52 Agency Collateralized Mortgage Obligation GNMA_23-189A N/A 38384GLV0 2053-12-20 2.86621 N/A 762202.00 29829.44 Agency Collateralized Mortgage Obligation GNMA_23-22H N/A 38383VVM7 2053-02-20 5.08379 N/A 6641912.00 4916440.20 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 5.18379 N/A 8330621.00 3601571.13 Agency Collateralized Mortgage Obligation GNMA_23-76D N/A 38383X4Z4 2053-05-20 5.18379 N/A 8986466.00 3786257.13 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 5.18379 N/A 765207.00 449634.51 Agency Collateralized Mortgage Obligation GNMA_23-89B N/A 38384BME8 2053-06-20 5.08379 N/A 1031.00 927.96 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 0.94227 N/A 12424359.00 994655.05 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.47868 N/A 100028.00 1997.56 Agency Collateralized Mortgage Obligation GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.31715 N/A 100000.00 3669.18 Agency Collateralized Mortgage Obligation GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.64768 N/A 20448560.00 1151706.48 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.58854 N/A 25510541.00 1651294.81 Agency Collateralized Mortgage Obligation GNMA_24-117D N/A 38384Q2Y3 2054-07-20 5.48379 N/A 1024.00 595.27 Agency Collateralized Mortgage Obligation GNMA_24-127G N/A 38384USE0 2052-12-20 5.5 N/A 2000.00 2157.43 Agency Collateralized Mortgage Obligation GNMA_24-134G N/A 38384VBH9 2053-08-20 2.31621 N/A 115248996.00 4232529.42 Agency Collateralized Mortgage Obligation GNMA_24-142F N/A 38384XBB8 2054-09-20 2.51621 N/A 25859435.00 1689322.39 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 9792440.00 5951750.86 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 5.28379 N/A 3650649.00 2930750.80 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSD0 2054-10-20 5.33379 N/A 1000.00 786.95 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 17657644.00 27.77 Agency Collateralized Mortgage Obligation GNMA_24-200C N/A 38385BQT0 2054-12-20 1.86621 N/A 14803469.00 821163.32 Agency Collateralized Mortgage Obligation GNMA_24-21C N/A 38384JBW3 2054-02-20 1.76621 N/A 74779345.00 3240639.32 Agency Collateralized Mortgage Obligation GNMA_24-28B N/A 38384JAH7 2054-02-20 6.5 N/A 12941000.00 1869562.11 Agency Collateralized Mortgage Obligation GNMA_24-39K N/A 38384KLT6 2054-03-20 2.21621 N/A 2036749.00 78608.80 Agency Collateralized Mortgage Obligation GNMA_24-40C N/A 38384K3D1 2054-01-20 6 N/A 22481133.00 2233860.04 Agency Collateralized Mortgage Obligation GNMA_24-44J N/A 38384K2M2 2054-03-20 1.21621 N/A 8141312.00 387254.10 Agency Collateralized Mortgage Obligation GNMA_24-5B N/A 38384HSF6 2054-01-20 5.5 N/A 2630859.00 2654142.99 Agency Collateralized Mortgage Obligation GNMA_24-79G N/A 38384PCS7 2054-05-20 1.06621 N/A 18840365.00 773283.78 Agency Collateralized Mortgage Obligation GNMA_24-7A N/A 38384GL24 2054-01-20 5.28379 N/A 7912934.00 3656454.67 Agency Collateralized Mortgage Obligation GNMA_24-83C N/A 38384NMX0 2053-06-20 0 N/A 3349528.00 1562249.23 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 232276.00 237679.28 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 5.38379 N/A 2776906.00 1477905.59 Agency Collateralized Mortgage Obligation GNMA_24-9B N/A 38384G5Q9 2054-01-20 1.66621 N/A 75000000.00 3016127.96 Agency Collateralized Mortgage Obligation GNMA_24-9C N/A 38384G5W6 2054-01-20 2.26621 N/A 17877000.00 561302.85 Agency Collateralized Mortgage Obligation GNMA_24-H02C N/A 38383KNJ7 2074-01-20 0.66473 N/A 3514100.00 224256.82 Agency Collateralized Mortgage Obligation GNMA_24-H03J N/A 38383KQQ8 2074-02-20 0.72096 N/A 30000000.00 2062773.36 Agency Collateralized Mortgage Obligation GNMA_24-H07 N/A 38383KXB3 2074-04-20 0.70502 N/A 50000000.00 2935195.46 Agency Collateralized Mortgage Obligation GNMA_24-H20E N/A 38383K3X8 2074-11-20 0.78243 N/A 36000000.00 2415542.73 Agency Collateralized Mortgage Obligation GNMA_25-10A N/A 38385BE22 2055-01-20 1.74621 N/A 63435982.00 3812804.37 Agency Collateralized Mortgage Obligation GNMA_25-118A N/A 38381ND39 2055-07-20 6.10944 N/A 26204843.00 27490137.29 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2R1 2053-04-20 2.01621 N/A 95793666.00 6115046.61 Agency Collateralized Mortgage Obligation GNMA_25-164A N/A 38381UMC3 2053-11-20 4.5 N/A 1002.00 993.65 Agency Collateralized Mortgage Obligation GNMA_25-22A N/A 38385CQ35 2055-02-20 1.70621 N/A 93470184.00 4663296.56 Agency Collateralized Mortgage Obligation GNMA_25-26B N/A 38385CF45 2055-02-20 1.81621 N/A 54715948.00 3744746.76 Agency Collateralized Mortgage Obligation GNMA_25-26C N/A 38385CF94 2055-02-20 2.38621 N/A 33725024.00 2531781.42 Agency Collateralized Mortgage Obligation GNMA_25-48A N/A 38385DF43 2055-03-20 5.23379 N/A 1000.00 965.59 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBH0 2055-01-20 0 N/A 199554477.00 7539.12 Agency Collateralized Mortgage Obligation GNMA_25-66C N/A 38385EU69 2055-04-20 5.33379 N/A 1024.00 1006.64 Agency Collateralized Mortgage Obligation GNMA_25-82A N/A 38385F3R0 2065-05-20 0.76621 N/A 85482631.00 1719342.38 Agency Collateralized Mortgage Obligation GNMA_41-97V N/A 38385BEA4 2054-12-20 5.18379 N/A 1000.00 896.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 7045616.00 1123.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LSZ0 2033-12-15 6.5 N/A 2331599.00 61894.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2BW1 2040-08-15 5 N/A 238714.00 16887.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2S78 2040-08-15 6 N/A 807515.00 149191.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJV9 2053-09-15 6.5 N/A 178476.00 181204.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241L4F0 2042-01-15 4 N/A 1915.00 101.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2SJ2 2029-08-15 7 N/A 7991856.00 504656.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJA5 2053-07-15 7 N/A 1008.00 1033.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PJ2 2055-06-20 5.5 N/A 2048.00 2054.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8WM2 2055-10-20 6.5 N/A 1008.00 1067.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YYY4 2054-06-20 6.5 N/A 1193.00 688.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V4Q0 2050-12-20 4.5 N/A 797388.00 356826.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5GN3 2055-02-20 5 N/A 2024.00 1977.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241LJ23 2033-01-20 6.45 N/A 2439430.00 197886.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617UPXV6 2051-03-20 4 N/A 1000.00 691.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y5N0 2054-08-20 6.5 N/A 2048.00 1252.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACPN4 2049-08-20 5.155 N/A 731641.00 519732.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GBN75 2065-04-20 7 N/A 1421085.00 932282.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8WK6 2055-10-20 6.5 N/A 1171668.00 1240656.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617QYKP9 2050-11-20 4 N/A 857430.00 574100.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NNJB7 2055-08-20 6 N/A 89103.00 92388.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225FKM0 2041-12-20 4.75 N/A 2175000.00 51781.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6N2 2055-10-20 7 N/A 1568424.00 1671460.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2L9 2053-05-20 5.5 N/A 19606.00 15217.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5EV7 2055-01-20 5.5 N/A 11931639.00 11219179.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5GP8 2055-02-20 5.5 N/A 1738624.00 1699016.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LQG25 2055-08-20 6 N/A 4674201.00 4852130.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5H5 2053-06-20 5.5 N/A 4233984.00 3296877.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5E4 2052-05-20 4 N/A 62887.00 45895.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2TH5 2029-11-20 6.5 N/A 58795.00 5954.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LQD77 2055-08-20 6.5 N/A 2000.00 2099.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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2212480.00 1556304.99 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8824 N/A 3138WJYW2 2047-02-01 4 N/A 1026.00 315.60 Agency Mortgage-Backed Securities FNMS 04.500 CLAV3471 N/A 3138XE2D9 2044-02-01 4.5 N/A 1001.00 85.48 Agency Mortgage-Backed Securities FNMS 04.500 CLAV4130 N/A 3138XFSU0 2044-02-01 4.5 N/A 1000.00 208.14 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2061 N/A 3140X5JF1 2048-07-01 4.5 N/A 2879203.00 540679.12 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3416 N/A 31418CYN8 2048-07-01 4.5 N/A 572895.00 45527.12 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2865 N/A 3140XJFF5 2052-09-01 5 N/A 1010.00 790.59 Agency Mortgage-Backed Securities FNMS 05.500 CL709700 N/A 31401JNR5 2033-06-01 5.5 N/A 2401725.00 3907.54 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5215 N/A 3140B5YM3 2055-04-01 5.5 N/A 1000.00 996.49 Agency Mortgage-Backed Securities FNMS 06.000 CL882685 N/A 31409YUJ4 2036-06-01 6 N/A 4000000.00 10247.29 Agency Mortgage-Backed Securities FNMS 06.000 CLAA5876 N/A 31416PQ67 2039-07-01 6 N/A 5006786.00 360005.55 Agency Mortgage-Backed Securities FNMS 06.000 CLDB2910 N/A 3140ACGU1 2055-08-01 6 N/A 1000.00 1026.72 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5674 N/A 31418FJU2 2055-04-01 6 N/A 97827.00 91620.70 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4725 N/A 3140NMHB6 2053-06-01 6.5 N/A 1000.00 1038.25 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0291 N/A 3140Y6KD1 2055-04-01 6.5 N/A 1000.00 1065.40 Agency Mortgage-Backed Securities FNMS 07.000 CLAD4850 N/A 31418SL80 2035-05-01 7 N/A 1001.00 81.09 Agency Mortgage-Backed Securities FNMS 07.000 CLBY7012 N/A 3140NPYJ3 2053-07-01 7 N/A 1000.00 1050.25 Agency Mortgage-Backed Securities FNMS 07.000 CLBY9939 N/A 3140NTBH4 2053-12-01 7 N/A 1001.00 1058.07 Agency Mortgage-Backed Securities FNRA CL002SA R12F002 N/A 3136A3XL0 2042-02-25 2.20273 N/A 15333333.00 196896.27 Agency Collateralized Mortgage Obligation FNRA CL002SK R15F002 N/A 3136AMQB8 2045-02-25 1.80273 N/A 56835041.00 754223.61 Agency Collateralized Mortgage Obligation FNRA CL008SM R02F008 N/A 31392BYZ3 2032-03-25 3.80273 N/A 55000000.00 2470.26 Agency Collateralized Mortgage Obligation FNRA CL014SA R12F014 N/A 3136A4WV7 2042-03-25 2.20273 N/A 40416958.00 354548.19 Agency Collateralized Mortgage Obligation FNRA CL022S R07F022 N/A 31396PW31 2037-03-25 2.45273 N/A 94696183.00 316740.60 Agency Collateralized Mortgage Obligation FNRA CL023SA R17F023 N/A 3136AV5K1 2047-04-25 1.80273 N/A 38000000.00 491824.41 Agency Collateralized Mortgage Obligation FNRA CL024SA R14F024 N/A 3136AJZ25 2044-05-25 1.75273 N/A 33000000.00 168512.47 Agency Collateralized Mortgage Obligation FNRA CL034SB R25F034 N/A 3136BVC22 2055-05-25 1.76721 N/A 10506944.00 705179.15 Agency Collateralized Mortgage Obligation FNRA CL038SE R24F038 N/A 3136BR4R5 2054-06-25 1.76721 N/A 19793856.00 596058.49 Agency Collateralized Mortgage Obligation FNRA CL042AS R10F042 N/A 31398PRP6 2040-05-25 2.10273 N/A 42500000.00 6094.43 Agency Collateralized Mortgage Obligation FNRA CL044IS R06F044 N/A 31395NBF3 2036-06-25 2.30273 N/A 42412200.00 53612.18 Agency Collateralized Mortgage Obligation FNRA CL053AS R18F053 N/A 3136B2PA4 2048-07-25 1.693105 N/A 4368424.00 39451.85 Agency Collateralized Mortgage Obligation FNRA CL054IB R17F054 N/A 3136AXDX0 2047-07-25 1.747224 N/A 167805375.00 1141199.74 Agency Collateralized Mortgage Obligation FNRA CL056FA R23F056 N/A 3136BQMZ9 2053-11-25 5.58279 N/A 19447998.00 9839362.75 Agency Collateralized Mortgage Obligation FNRA CL056JS R24F056 N/A 3136BSSY2 2054-08-25 2.91721 N/A 100219.00 7322.75 Agency Collateralized Mortgage Obligation FNRA CL059BI R19F059 N/A 3136B6LD3 2049-10-25 1.727369 N/A 63684502.00 696060.71 Agency Collateralized Mortgage Obligation FNRA CL059CS R19F059 N/A 3136B6KT9 2049-10-25 1.77273 N/A 6405661.00 314547.65 Agency Collateralized Mortgage Obligation FNRA CL065BS R16F065 N/A 3136ATST2 2046-09-25 1.80273 N/A 31164258.00 462444.75 Agency Collateralized Mortgage Obligation FNRA CL065IO R19F065 N/A 3136B7AY7 2059-11-25 1.47433 N/A 32166333.00 380869.29 Agency Collateralized Mortgage Obligation FNRA CL065TB R24F065 N/A 3136BSH32 2054-09-25 0.05 N/A 39812460.00 68825.10 Agency Collateralized Mortgage Obligation FNRA CL074CS R17F074 N/A 3136AX4Y8 2047-10-25 1.90273 N/A 13709000.00 393572.42 Agency Collateralized Mortgage Obligation FNRA CL076SG R18F076 N/A 3136B3EZ9 2045-06-25 1.80273 N/A 29492801.00 839213.96 Agency Collateralized Mortgage Obligation FNRA CL083QI R05F083 N/A 31394FH24 2035-02-25 2.39273 N/A 14545453.00 11061.47 Agency Collateralized Mortgage Obligation FNRA CL087SX R09F087 N/A 31398FM65 2039-11-25 1.95273 N/A 103151785.00 152763.20 Agency Collateralized Mortgage Obligation FNRA CL089S R05F089 N/A 31394FUZ6 2035-10-25 2.40273 N/A 31962174.00 33606.98 Agency Collateralized Mortgage Obligation FNRA CL091AS R15F091 N/A 3136AQTM2 2045-12-25 1.721225 N/A 82366191.00 378391.74 Agency Collateralized Mortgage Obligation FNRA CL128SM R12F128 N/A 3136A9RC4 2042-11-25 1.85273 N/A 30000000.00 376593.47 Agency Collateralized Mortgage Obligation FNRA CL136SA R10F136 N/A 31398STD5 2040-12-25 1.70273 N/A 118886400.00 743315.95 Agency Collateralized Mortgage Obligation FNRA CL150AS R10F150 N/A 31397QAX6 2041-01-25 2.19273 N/A 27857143.00 388832.42 Agency Collateralized Mortgage Obligation FNRA RC034SF R15F034 N/A 3136AN4B0 2045-06-25 0 N/A 105953.00 4.18 Agency Collateralized Mortgage Obligation FNRA RC040PS R16F040 N/A 3136ASM78 2046-07-25 1.310498 N/A 157677272.00 524645.07 Agency Collateralized Mortgage Obligation FNRA RC065SE R24F065 N/A 3136BSK38 2054-09-25 1.71721 N/A 69953111.00 4230370.42 Agency Collateralized Mortgage Obligation FNRA RC091FB R07F091 N/A 31396XZJ6 2037-10-25 4.89727 N/A 1522.00 54.65 Agency Collateralized Mortgage Obligation FNRA RC110AS R11F110 N/A 3136A2CR2 2041-04-25 2.35273 N/A 100000000.00 39324.32 Agency Collateralized Mortgage Obligation FNRM CL002CI R23F002 N/A 3136BPUY5 2050-10-25 2 N/A 4100003.00 421570.60 Agency Collateralized Mortgage Obligation FNRM CL018PI R22F018 N/A 3136BMGK8 2051-11-25 4 N/A 19120021.00 2380425.55 Agency Collateralized Mortgage Obligation FNRM CL022IO R22F022 N/A 3136BMZX9 2051-10-25 2.5 N/A 5141508.00 724187.04 Agency Collateralized Mortgage Obligation FNRM CL034MI R21F034 N/A 3136BHWC9 2051-03-25 2.5 N/A 260000.00 26260.71 Agency Collateralized Mortgage Obligation FNRM CL043IO R21F043 N/A 3136BH7G8 2051-06-25 2.5 N/A 3700000.00 424990.63 Agency Collateralized Mortgage Obligation FNRM CL044MI R21F044 N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 147467.82 Agency Collateralized Mortgage Obligation FNRM CL050BC R25F050 N/A 3136BWUM6 2051-11-25 5.5 N/A 4966801.00 4789815.63 Agency Collateralized Mortgage Obligation FNRM CL050MI R20F050 N/A 3136BAZS6 2050-07-25 4.5 N/A 100000.00 6311.78 Agency Collateralized Mortgage Obligation FNRM CL052CI R21F052 N/A 3136BGNQ0 2047-12-25 2.5 N/A 2000000.00 206957.71 Agency Collateralized Mortgage Obligation FNRM CL061KI R21F061 N/A 3136BGVA6 2049-04-25 2.5 N/A 3600000.00 426164.42 Agency Collateralized Mortgage Obligation FNRM CL063KI R20F063 N/A 3136BBA93 2050-09-25 2.5 N/A 4000000.00 69533.33 Agency Collateralized Mortgage Obligation FNRM CL075BZ R25F075 N/A 3136BXHS6 2055-09-25 5.5 N/A 3823860.00 3760952.09 Agency Collateralized Mortgage Obligation FNRM CL094PO R24F094 N/A 3136BTK69 2054-08-25 0 N/A 23861240.00 14609343.81 Agency Collateralized Mortgage Obligation FNRM RC001IG R21F001 N/A 3136BDY93 2051-02-25 2.5 N/A 1800000.00 228744.84 Agency Collateralized Mortgage Obligation FNRM RC056DI R20F056 N/A 3136BBMQ2 2050-08-25 2.5 N/A 800001.00 90043.91 Agency Collateralized Mortgage Obligation FNRM RC057NI R20F057 N/A 3136BBEL2 2050-08-25 2.5 N/A 3752416.00 478846.01 Agency Collateralized Mortgage Obligation FNRM RC061HI R20F061 N/A 3136BBK68 2050-09-25 4 N/A 4109167.00 306579.97 Agency Collateralized Mortgage Obligation FNRM RC062AI R20F062 N/A 3136BBXG2 2050-09-25 2.5 N/A 900000.00 106459.14 Agency Collateralized Mortgage Obligation FNRM RC074EI R20F074 N/A 3136BCAY6 2050-10-25 2.5 N/A 500000.00 57247.71 Agency Collateralized Mortgage Obligation FNRM RC075AI R25F075 N/A 3136BXJQ8 2053-06-25 5.5 N/A 9395127.00 1065698.34 Agency Collateralized Mortgage Obligation FNRM RC077PI R20F077 N/A 3136BCVL1 2050-11-25 2.5 N/A 5184745.00 486261.03 Agency Collateralized Mortgage Obligation FNRM RC097AI R20F097 N/A 3136BDEF1 2051-01-25 2 N/A 3100000.00 342641.94 Agency Collateralized Mortgage Obligation FTRA 4770SA 08/15/43 N/A 3137F35M2 2043-08-15 1.893683 N/A 76400829.00 664419.35 Agency Collateralized Mortgage Obligation FTRA 4908SA 12/15/42 N/A 3137FNE63 2042-12-15 1.619282 N/A 43734086.00 554735.15 Agency Collateralized Mortgage Obligation GNAR AF MB0431 M N/A 3618N5PR4 2055-05-20 3.5 N/A 181114.00 175346.43 Agency Mortgage-Backed Securities GNAR AF MB0693 M N/A 3618N5XX2 2055-10-20 3.5 N/A 1329318.00 1293144.16 Agency Mortgage-Backed Securities GNAR FL MA3416 M N/A 36179RYM5 2045-11-20 6.25 N/A 441493.00 89182.27 Agency Mortgage-Backed Securities GNAR FT 082467 M N/A 36225EW57 2040-01-20 5.75 N/A 1000000.00 30653.76 Agency Mortgage-Backed Securities GNAR WK 787723 M N/A 3622ADPG7 2048-05-20 5.093 N/A 3229388.00 2834635.93 Agency Mortgage-Backed Securities GNAR WN 784594 M N/A 3622A3C73 2042-09-20 6.516 N/A 150901.00 25221.83 Agency Mortgage-Backed Securities GNII ET DG7338 C N/A 3618K4EK7 2065-03-20 6.5 N/A 127195.00 123979.81 Agency Mortgage-Backed Securities GNII ET DI0245 C N/A 3618NHHW6 2065-04-20 7 N/A 1162657.00 1095065.97 Agency Mortgage-Backed Securities GNII ET DJ2775 C N/A 3618KPCL0 2065-03-20 6.5 N/A 396281.00 359361.11 Agency Mortgage-Backed Securities GNII ET DJ5913 C N/A 3618KSSA1 2065-04-20 6.5 N/A 2227825.00 2184028.38 Agency Mortgage-Backed Securities GNII ET DJ6158 C N/A 3618KSZX3 2065-04-20 7 N/A 1548545.00 1597710.41 Agency Mortgage-Backed Securities GNII JM MA6212 M N/A 36179U3V2 2049-10-20 4.5 N/A 1017.00 212.21 Agency Mortgage-Backed Securities GNII JM MA6332 M N/A 36179VA91 2049-10-20 4.5 N/A 2225341.00 149169.17 Agency Mortgage-Backed Securities GNII JM MA6402 M N/A 36179VDF4 2049-12-20 4.5 N/A 4371997.00 160150.11 Agency Mortgage-Backed Securities GNII JM MA6649 M N/A 36179VL65 2050-05-20 4.5 N/A 708868.00 78850.91 Agency Mortgage-Backed Securities GNII JM MA6990 M N/A 36179VXT2 2050-11-20 4.5 N/A 1000.00 200.06 Agency Mortgage-Backed Securities GNII JM MA7251 M N/A 36179WBU1 2051-02-20 4.5 N/A 56287.00 34574.60 Agency Mortgage-Backed Securities GNII JM MA7308 M N/A 36179WDM7 2051-04-20 4.5 N/A 658884.00 134522.02 Agency Mortgage-Backed Securities GNII JM MA7468 M N/A 36179WJM1 2051-06-20 4.5 N/A 2178187.00 595419.69 Agency Mortgage-Backed Securities GNII JM MA7528 M N/A 36179WLH9 2049-04-20 4.5 N/A 2011.00 1829.12 Agency Mortgage-Backed Securities GNII JM MA7643 M N/A 36179WP44 2051-08-20 4.5 N/A 606545.00 547248.03 Agency Mortgage-Backed Securities GNII JM MA7871 M N/A 36179WW87 2052-02-20 2.5 N/A 1000.00 665.95 Agency Mortgage-Backed Securities GNII JM MB0474 M N/A 3618N5Q44 2055-07-20 6.5 N/A 1200355.00 1208308.09 Agency Mortgage-Backed Securities GNII JM MB0674 M N/A 3618N5XC8 2055-09-20 6 N/A 1079.00 1094.63 Agency Mortgage-Backed Securities GNII RG CC3456 C N/A 3617V1ZV6 2040-06-20 5 N/A 810576.00 322765.09 Agency Mortgage-Backed Securities GNII RG CC3547 C N/A 3617V15G2 2041-09-20 4.5 N/A 1066.00 502.43 Agency Mortgage-Backed Securities GNII RG CE3675 C N/A 3617VSCL4 2049-07-20 5 N/A 5928545.00 2127604.77 Agency Mortgage-Backed Securities GNII RG CE3676 C N/A 3617VSCM2 2049-07-20 5.5 N/A 2055499.00 429363.69 Agency Mortgage-Backed Securities GNII RG CE4961 C N/A 3617VTQN3 2050-01-20 5 N/A 247630.00 114639.56 Agency Mortgage-Backed Securities GNII RG CE4962 C N/A 3617VTQP8 2050-02-20 5.5 N/A 1276053.00 489515.40 Agency Mortgage-Backed Securities GNII RG CF1394 C N/A 3617W2RP5 2039-12-20 5.5 N/A 209674.00 109491.87 Agency Mortgage-Backed Securities GNII RG CF1395 C N/A 3617W2RQ3 2038-08-20 6 N/A 1619800.00 675047.72 Agency Mortgage-Backed Securities GNII RG CF1396 C N/A 3617W2RR1 2038-12-20 6.5 N/A 1356713.00 512130.13 Agency Mortgage-Backed Securities GNII RG CL3463 C N/A 3617YAZ43 2041-12-20 4 N/A 1150094.00 710304.35 Agency Mortgage-Backed Securities GNII RG CL3468 C N/A 3617YAZ92 2038-11-20 6.5 N/A 1090301.00 853005.43 Agency Mortgage-Backed Securities GNII SF BU8834 C N/A 3617NAY79 2050-05-20 4 N/A 2721144.00 496876.22 Agency Mortgage-Backed Securities GNII SF CS1246 C N/A 3618ATL33 2053-03-20 7.5 N/A 51540.00 44024.30 Agency Mortgage-Backed Securities GNII SF DJ4785 C N/A 3618KRJ62 2055-04-20 7.5 N/A 3097136.00 3329378.66 Agency Mortgage-Backed Securities GNII SF MA5077 M N/A 36179TUA1 2048-03-20 3.5 N/A 1279551.00 152751.31 Agency Mortgage-Backed Securities GNII SF MA8269 M N/A 36179XFJ0 2052-09-20 5 N/A 1174574.00 886223.06 Agency Mortgage-Backed Securities GNII SF MA8646 M N/A 36179XTB2 2053-02-20 4.5 N/A 444305.00 355404.11 Agency Mortgage-Backed Securities GNII SF MA8726 M N/A 36179XVT0 2053-03-20 5.5 N/A 1000.00 724.26 Agency Mortgage-Backed Securities GNII SF MA9853 M N/A 36179Y5N0 2054-08-20 6.5 N/A 62478080.00 38197618.84 Agency Mortgage-Backed Securities GNII SF MB0026 M N/A 3618N5A41 2054-11-20 5.5 N/A 484840.00 460046.68 Agency Mortgage-Backed Securities GNII SF MB0147 M N/A 3618N5EV7 2055-01-20 5.5 N/A 2001.00 1881.52 Agency Mortgage-Backed Securities GNII SF MB0366 M N/A 3618N5MQ9 2055-05-20 5.5 N/A 124479.00 124454.89 Agency Mortgage-Backed Securities GNII SF MB0424 M N/A 3618N5PJ2 2055-05-20 5.5 N/A 1024.00 1027.07 Agency Mortgage-Backed Securities GNII SF MB0684 M N/A 3618N5XN4 2055-09-20 4.5 N/A 1024.00 1004.21 Agency Mortgage-Backed Securities GNII SF MB0685 M N/A 3618N5XP9 2055-09-20 5 N/A 1000.00 1002.15 Agency Mortgage-Backed Securities GNII SP 783519 M N/A 36241L4C7 2041-01-20 4 N/A 327851.00 17946.15 Agency Mortgage-Backed Securities GNMI SF 726316 X N/A 3620AC3Z5 2039-09-15 5 N/A 4616988.00 178801.78 Agency Mortgage-Backed Securities GNMI SF CU0256 X N/A 3618BHH90 2053-07-15 6.5 N/A 1079572.00 1088760.82 Agency Mortgage-Backed Securities GNMI SF CU0277 X N/A 3618BHJW7 2053-09-15 7 N/A 31929.00 33013.58 Agency Mortgage-Backed Securities GNPL PN DF5004 N/A 3618JNRZ0 2060-10-15 5.96 N/A 2705610.00 2895645.73 Agency Mortgage-Backed Securities GNRA 2003-55 PS N/A 38374BAG8 2033-06-20 2.55448 N/A 79814842.00 4085.10 Agency Collateralized Mortgage Obligation GNRA 2005-39 NS N/A 38374LNT4 2035-06-20 2.05448 N/A 50000000.00 32494.19 Agency Collateralized Mortgage Obligation GNRA 2006-47 SA N/A 38374NLX3 2036-08-16 2.65368 N/A 207160131.00 300184.36 Agency Collateralized Mortgage Obligation GNRA 2007-017 AI N/A 38375JSQ9 2037-04-16 2.40368 N/A 40000000.00 73394.70 Agency Collateralized Mortgage Obligation GNRA 2009-013 SE N/A 38374TMZ4 2039-03-16 1.85368 N/A 50000000.00 170561.48 Agency Collateralized Mortgage Obligation GNRA 2009-106 SL N/A 38376JCQ5 2036-04-20 1.95448 N/A 161210059.00 205618.04 Agency Collateralized Mortgage Obligation GNRA 2010-012 SD N/A 38376TAG7 2040-01-16 2.25368 N/A 24000000.00 46925.95 Agency Collateralized Mortgage Obligation GNRA 2010-014 QS N/A 38376WKR5 2040-02-16 2.40368 N/A 25000000.00 58278.51 Agency Collateralized Mortgage Obligation GNRA 2010-042 DS N/A 38377ELA0 2040-04-20 1.55448 N/A 273000000.00 997932.56 Agency Collateralized Mortgage Obligation GNRA 2012-096 SA N/A 38378HBF2 2042-08-20 1.95448 N/A 50739057.00 966760.49 Agency Collateralized Mortgage Obligation GNRA 2013-188 MS N/A 38378PKQ0 2043-12-16 1.40368 N/A 88104086.00 915500.28 Agency Collateralized Mortgage Obligation GNRA 2014-056 ST N/A 38379BCZ9 2039-12-16 1.95368 N/A 299424.00 2175.23 Agency Collateralized Mortgage Obligation GNRA 2014-118 KS N/A 38379EHH8 2044-08-16 1.45368 N/A 35501323.00 782902.37 Agency Collateralized Mortgage Obligation GNRA 2014-152 AS N/A 38379GYJ0 2044-10-20 1.45448 N/A 57000000.00 500648.24 Agency Collateralized Mortgage 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N/A 1000.00 1021.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Z52 2037-08-15 0 N/A 6276892.33 3729164.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834TP3 2048-05-15 0 N/A 68.41 22.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 100.00 86.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803ET6 2046-05-15 0 N/A 200.00 75.59 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 27313000.00 27212372.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 137.72 78.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834D47 2052-08-15 0 N/A 0.48 0.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FP3 2050-05-15 0 N/A 200.00 62.90 U.S. 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(including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 33.79 28.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337P9 2031-05-15 0 N/A 0.70 0.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 124.65 49.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FK4 2049-08-15 0 N/A 100.00 32.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 2000.00 2105.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJZ5 2034-02-15 4 N/A 3341600.00 3371405.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 7.50 2.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 100.00 26.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XU9 2030-05-15 0 N/A 53.58 45.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EQ2 2045-11-15 0 N/A 300.00 116.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 100.00 106.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833X88 2035-05-15 0 N/A 296226.26 197647.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 N/A 4.33 1.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 92.28 34.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 159.84 49.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 3768.31 2120.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 403.11 145.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 1609964.49 720315.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJS1 2025-12-31 4.25 N/A 1540200.00 1563018.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 200.00 143.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LY4 2026-02-15 0 N/A 10.36 10.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PB0 2026-11-15 0 N/A 2.72 2.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBC4 2025-12-31 0.375 N/A 300.00 298.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 10.85 4.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 71.24 45.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285W6 2029-01-15 0.875 N/A 1300.00 1651.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 100.00 122.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 53.09 26.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 11.67 7.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 32.60 15.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GW7 2053-11-15 0 N/A 200.00 53.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 2.81 1.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDG3 2026-10-31 1.125 N/A 100.00 97.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 84.82 51.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 1153700.00 1168309.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GA5 2051-08-15 0 N/A 200.00 58.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337R5 2032-05-15 0 N/A 70.35 54.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803ER0 2046-02-15 0 N/A 100.00 38.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 1017.59 661.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 N/A 300.00 81.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJU6 2026-01-31 4.010503468 N/A 1600.00 1600.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 18.12 5.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 200.00 104.66 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 N N N 0.0414 97000000.00 97000000.00 0.0005 N Y Y N BNP Paribas SA BNP Paribas SA 4.15000000 N/A R0MUWSFPU8MPRO8K5P83 BYDTW4YC1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE ACES FNMA_16-M3 N/A 3136ARTE8 2026-02-25 2.702 N/A 2238.00 920.57 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-56 N/A 3136BBMQ2 2050-08-25 2.5 N/A 300008.00 33767.33 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-74 N/A 3136BCAY6 2050-10-25 2.5 N/A 200011.00 22900.34 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNA_18-M13 N/A 3136B3DE7 2030-09-25 3.75 N/A 1350.00 949.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GVHA2 2055-08-01 7 N/A 1000.00 1016.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B1AU5 2051-12-01 2.5 N/A 1000.00 693.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427N2H1 2054-11-01 5.5 N/A 21742737.00 21798704.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QQF2 2051-01-01 3.5 N/A 14896920.00 14080876.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5163 N/A 3137H44M9 2051-11-25 3 N/A 1268.00 160.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5168 N/A 3137H3KU5 2051-10-25 3 N/A 1161.00 433.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BHMT5 2055-07-01 6 N/A 1000.00 1022.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7HN6 2055-05-01 5.5 N/A 1536.00 1472.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQ83 2055-11-01 5 N/A 1000.00 1000.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1 N/A 3136BDY93 2051-02-25 2.5 N/A 400000.00 50832.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-22 N/A 3136BMZX9 2051-10-25 2.5 N/A 6589843.00 928186.62 Agency Collateralized Mortgage Obligation FHLK_09-1 N/A 3137FLNB6 2029-03-25 0.558867 N/A 124024.00 2105.59 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KL06 N/A 3137F84J9 2029-12-25 1.358519 N/A 14300101.00 672743.68 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K068 N/A 3137FBBZ8 2027-08-25 0.405489 N/A 1960000.00 11466.34 Agency Collateralized Mortgage Obligation FHLMC_3632 N/A 31398WRF3 2040-02-15 3.00617 N/A 2800000.00 509831.00 Agency Collateralized Mortgage Obligation FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.30185 N/A 1494762.00 197.14 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 2.30185 N/A 174598912.00 1673587.85 Agency Collateralized Mortgage Obligation FHLMC_4448 N/A 3137BGZC6 2040-05-15 1.870897 N/A 113880121.00 433707.13 Agency Collateralized Mortgage Obligation FHLMC_4454D N/A 3137BGZV4 2045-03-15 3 N/A 1100.00 645.21 Agency Collateralized Mortgage Obligation FHLMC_4794B N/A 3137F5MK2 2043-03-15 1.855193 N/A 100001.00 809.87 Agency Collateralized Mortgage Obligation FHLMC_4923F N/A 3137FPYD1 2053-01-15 0.488707 N/A 160281.00 589.56 Agency Collateralized Mortgage Obligation FHLMC_5050J N/A 3137F7PV1 2050-12-25 2 N/A 2500000.00 219385.57 Agency Collateralized Mortgage Obligation FHLMC_5064B N/A 3137F8K77 2033-09-25 3 N/A 29295347.00 704859.99 Agency Collateralized Mortgage Obligation FHLMC_5069 N/A 3137F9CW9 2051-02-25 2.5 N/A 100000.00 9905.80 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9C66 2051-02-25 3 N/A 1723559.00 161644.93 Agency Collateralized Mortgage Obligation FHLMC_5095B N/A 3137FXZS0 2051-04-25 3 N/A 2190380.00 256504.75 Agency Collateralized Mortgage Obligation FHLMC_5123F N/A 3137H15T9 2048-08-25 2.5 N/A 5923232.00 552914.66 Agency Collateralized Mortgage Obligation FHLMC_5135C N/A 3137H1RF5 2048-05-25 2.5 N/A 25255343.00 2476829.15 Agency Collateralized Mortgage Obligation FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 5823664.00 318.56 Agency Collateralized Mortgage Obligation FHLMC_5252E N/A 3137H8YD7 2050-10-25 3.5 N/A 9479000.00 9223041.77 Agency Collateralized Mortgage Obligation FHLMC_5262B N/A 3137H95X3 2052-10-25 1.01721 N/A 100011.00 3546.14 Agency Collateralized Mortgage Obligation FHLMC_5339E N/A 3137HAHM1 2053-09-25 1.78721 N/A 100000.00 3642.38 Agency Collateralized Mortgage Obligation FHLMC_5378C N/A 3137HBKT0 2054-02-25 1.81721 N/A 50000000.00 1480715.92 Agency Collateralized Mortgage Obligation FHLMC_5379B N/A 3137HBGM0 2054-02-25 1.61721 N/A 39799947.00 1157805.84 Agency Collateralized Mortgage Obligation FHLMC_5389D N/A 3137HBW34 2051-10-25 2.5 N/A 129338.00 14813.95 Agency Collateralized Mortgage Obligation FHLMC_5409J N/A 3137HCX23 2054-05-25 0.71721 N/A 65000000.00 1066089.78 Agency Collateralized Mortgage Obligation FHLMC_5426B N/A 3137HCYS5 2054-06-25 21.02373 N/A 4193516.00 3380805.94 Agency Collateralized Mortgage Obligation FHLMC_5431A N/A 3137HDPV6 2054-07-25 10.00326 N/A 9424470.00 9465757.98 Agency Collateralized Mortgage Obligation FHLMC_5474A N/A 3137HHAR2 2054-11-25 3.01721 N/A 45325088.00 4087691.58 Agency Collateralized Mortgage Obligation FHLMC_5475C N/A 3137HHDB4 2054-11-25 0.36721 N/A 100043.00 2121.58 Agency Collateralized Mortgage Obligation FHLMC_5483D N/A 3137HHNQ0 2054-12-25 12.64124 N/A 2417708.00 2535043.68 Agency Collateralized Mortgage Obligation FHLMC_5523A N/A 3137HKRP1 2053-11-25 2.96721 N/A 18446933.00 1296208.18 Agency Collateralized Mortgage Obligation FHLMC_5528B N/A 3137HKR97 2055-04-25 1.81721 N/A 50558502.00 2474954.90 Agency Collateralized Mortgage Obligation FHLMC_5530B N/A 3137HKTX2 2055-04-25 1.16721 N/A 160670588.00 8301584.88 Agency Collateralized Mortgage Obligation FHLMC_5571A N/A 3137HMEM8 2055-08-25 1.61721 N/A 100032.00 5871.75 Agency Collateralized Mortgage Obligation FHLMC_5588A N/A 3137HNJM1 2055-10-25 1.16721 N/A 7519279.00 380927.88 Agency Collateralized Mortgage Obligation FHLMC_5588C N/A 3137HNJF6 2054-07-25 0 N/A 811091.00 667951.28 Agency Collateralized Mortgage Obligation FHLMC_5597A N/A 3137HNPL6 2055-11-25 0.27 N/A 122212926.00 4282218.71 Agency Collateralized Mortgage Obligation FHLMC_5597B N/A 3137HNPM4 2055-11-25 0.50116 N/A 213500000.00 6954661.51 Agency Collateralized Mortgage Obligation FHMS_K743 N/A 3137H14D5 2028-05-25 0.906763 N/A 1060774.00 22105.64 Agency Collateralized Mortgage Obligation FHSTR-377 N/A 3133Q5E85 2051-01-25 2 N/A 100309.00 9079.47 Agency Collateralized Mortgage Obligation FNMA_12-51 N/A 3136A55P7 2042-05-25 1.62273 N/A 83979859.00 1221669.67 Agency Collateralized Mortgage Obligation FNMA_12-56A N/A 3136A6VU5 2042-06-25 1.60273 N/A 100000000.00 869830.84 Agency Collateralized Mortgage Obligation FNMA_12-74B N/A 3136A66B5 2042-07-25 1.75273 N/A 213102032.00 3334188.52 Agency Collateralized Mortgage Obligation FNMA_14-74A N/A 3136ALWT4 2040-02-25 1.872825 N/A 206272.00 1908.30 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 140648.00 5.55 Agency Collateralized Mortgage Obligation FNMA_17-54E N/A 3136AXDX0 2047-07-25 1.747224 N/A 100484.00 683.37 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.693105 N/A 12691776.00 114621.21 Agency Collateralized Mortgage Obligation FNMA_18-86 N/A 3136B3TC4 2048-12-25 4.59727 N/A 1005.00 249.44 Agency Collateralized Mortgage Obligation FNMA_19-35J N/A 3136B5HS7 2059-07-25 1.705074 N/A 100033.00 1114.35 Agency Collateralized Mortgage Obligation FNMA_19-41A N/A 3136B5SJ5 2049-08-25 1.80273 N/A 146920181.00 5327498.69 Agency Collateralized Mortgage Obligation FNMA_20-57 N/A 3136BBEL2 2050-08-25 2.5 N/A 4099999.00 523201.10 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 47701220.00 3558930.22 Agency Collateralized Mortgage Obligation FNMA_20-67D N/A 3136BBP30 2050-09-25 2 N/A 12500000.00 1232293.82 Agency Collateralized Mortgage Obligation FNMA_20-97A N/A 3136BDEF1 2051-01-25 2 N/A 200002.00 22106.15 Agency Collateralized Mortgage Obligation FNMA_21-33 N/A 3136BHUP2 2047-05-25 2.5 N/A 10859303.00 1093862.09 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 1.928016 N/A 2197538.00 52586.78 Agency Collateralized Mortgage Obligation FNMA_21-44B N/A 3136BHC98 2045-06-25 1.971007 N/A 189502.00 4395.65 Agency Collateralized Mortgage Obligation FNMA_21-54F N/A 3136BGKD2 2049-05-25 2.5 N/A 2756400.00 249072.56 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 1200000.00 142054.81 Agency Collateralized Mortgage Obligation FNMA_22-86 N/A 3136BPPT2 2050-05-25 2.5 N/A 293333.00 33922.06 Agency Collateralized Mortgage Obligation FNMA_23-14D N/A 3136BPL58 2049-04-25 2.75 N/A 1000000.00 819964.20 Agency Collateralized Mortgage Obligation FNMA_23-2 N/A 3136BPVA6 2051-04-25 2.5 N/A 5150000.00 672140.53 Agency Collateralized Mortgage Obligation FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 31168862.00 4503716.26 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 5231413.00 2942685.12 Agency Collateralized Mortgage Obligation FNMA_23-58G N/A 3136BQYF0 2053-12-25 19.72373 N/A 6105377.00 6564792.80 Agency Collateralized Mortgage Obligation FNMA_24-22L N/A 3136BRN78 2054-05-25 1.62162 N/A 166409000.00 5711861.11 Agency Collateralized Mortgage Obligation FNMA_24-29A N/A 3136BRC21 2054-05-25 23.62373 N/A 1940196.00 1655914.52 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 2.91721 N/A 3109325.00 227190.41 Agency Collateralized Mortgage Obligation FNMA_24-65B N/A 3136BSJ48 2054-09-25 0.1 N/A 100984.00 278.81 Agency Collateralized Mortgage Obligation FNMA_24-75C N/A 3136BS5E1 2054-10-25 1.86721 N/A 2585605.00 161609.83 Agency Collateralized Mortgage Obligation FNMA_24-82F N/A 3136BTEZ2 2054-11-25 5.43279 N/A 1720.00 1475.38 Agency Collateralized Mortgage Obligation FNMA_24-8A N/A 3136BQU72 2054-03-25 2.81721 N/A 101913526.00 5496105.74 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 9863480.00 6039039.48 Agency Collateralized Mortgage Obligation FNMA_25-19A N/A 3136BVBZ0 2055-03-25 1.65721 N/A 121224744.00 6132320.86 Agency Collateralized Mortgage Obligation FNMA_25-33E N/A 3136BVVQ8 2054-08-25 5.63279 N/A 1000.00 906.06 Agency Collateralized Mortgage Obligation FNMA_25-34A N/A 3136BVC22 2055-05-25 1.76721 N/A 100214.00 6725.92 Agency Collateralized Mortgage Obligation FNMA_25-59B N/A 3136BWN77 2055-08-25 0.91721 N/A 100000000.00 2950512.38 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 4.40185 N/A 111283.00 7.69 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5010 N/A 3137FVQ54 2050-09-25 2.5 N/A 1400191.00 128320.25 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5349 N/A 3137HAS80 2053-10-25 5.13279 N/A 1133.00 616.62 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHLMC_5377 N/A 3137HBDW1 2051-12-25 2.5 N/A 2138912.00 227271.91 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_227 N/A 31282YDN6 2034-12-01 5 N/A 235612.00 309.82 Agency Collateralized Mortgage Obligation FREMF_19-KC04 N/A 3137FMCG5 2026-12-25 1.257524 N/A 127536.00 896.13 Agency Collateralized Mortgage Obligation GNMA_12-133B N/A 38377X3Y6 2042-10-20 0 N/A 70076584.00 16026.54 Agency Collateralized Mortgage Obligation GNMA_15-117D N/A 38379MN67 2039-11-16 3.5 N/A 53546982.00 8488.98 Agency Collateralized Mortgage Obligation GNMA_16-107F N/A 38379YH27 2045-06-20 4 N/A 19835715.00 167977.84 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 0.3608 N/A 2029949.00 8265.99 Agency Collateralized Mortgage Obligation GNMA_20-21B N/A 38382DHV4 2050-02-20 0 N/A 129354993.00 320990.59 Agency Collateralized Mortgage Obligation GNMA_20-65F N/A 38382E6V4 2046-04-20 0.40238 N/A 78776162.00 651076.43 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.15448 N/A 20436979.00 1975497.00 Agency Collateralized Mortgage Obligation GNMA_21-16G N/A 38382NAN7 2051-01-20 2.5 N/A 100000.00 8553.21 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 100608.00 5952.78 Agency Collateralized Mortgage Obligation GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 19581008.00 1445426.88 Agency Collateralized Mortgage Obligation GNMA_22-177H N/A 38383UE48 2052-10-20 0 N/A 11773272.00 7044113.40 Agency Collateralized Mortgage Obligation GNMA_22-178C N/A 38383UU99 2052-10-20 0 N/A 11927799.00 7056613.52 Agency Collateralized Mortgage Obligation GNMA_22-22B N/A 38383MRX8 2052-02-20 3 N/A 1006.00 618.42 Agency Collateralized Mortgage Obligation GNMA_22-51P N/A 38383PNJ6 2052-03-20 0 N/A 28179454.00 387651.66 Agency Collateralized Mortgage Obligation GNMA_23-150E N/A 38384C7M5 2053-10-20 1.51621 N/A 100040.00 3175.88 Agency Collateralized Mortgage Obligation GNMA_23-151F N/A 38384DKU0 2053-10-20 2.81621 N/A 8152352.00 529137.41 Agency Collateralized Mortgage Obligation GNMA_23-189A N/A 38384GLV0 2053-12-20 2.86621 N/A 33181225.00 1298576.36 Agency Collateralized Mortgage Obligation GNMA_23-18H N/A 38383VS90 2053-02-20 1.51621 N/A 47786613.00 932915.74 Agency Collateralized Mortgage Obligation GNMA_23-20C N/A 38383VWK0 2053-02-20 2.09621 N/A 43392396.00 3500180.93 Agency Collateralized Mortgage Obligation GNMA_23-43G N/A 38383XGB4 2053-03-20 1.44621 N/A 83400000.00 1664141.32 Agency Collateralized Mortgage Obligation GNMA_23-66A N/A 38384AQF3 2053-05-20 1.96621 N/A 45000008.00 2283475.80 Agency Collateralized Mortgage Obligation GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.64768 N/A 16736479.00 942634.16 Agency Collateralized Mortgage Obligation GNMA_24-142F N/A 38384XBB8 2054-09-20 2.51621 N/A 98672256.00 6445974.22 Agency Collateralized Mortgage Obligation GNMA_24-157B N/A 38384WBW4 2054-09-20 0.05 N/A 49899904.00 65112.48 Agency Collateralized Mortgage Obligation GNMA_24-157C N/A 38384WBX2 2053-06-20 0 N/A 46907953.00 31853152.62 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 573517.00 348578.12 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRG0 2054-10-20 1.31621 N/A 59959809.00 2594545.50 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 4108861.00 6.46 Agency Collateralized Mortgage Obligation GNMA_24-186C N/A 38384XVB6 2054-11-20 0 N/A 1046.00 589.07 Agency Collateralized Mortgage Obligation GNMA_24-186E N/A 38384XVT7 2053-02-20 1.36621 N/A 15371213.00 721353.42 Agency Collateralized Mortgage Obligation GNMA_24-186E N/A 38384XVN0 2052-11-20 0.07 N/A 26106554.00 42822.61 Agency Collateralized Mortgage Obligation GNMA_24-21F N/A 38384JCG7 2053-07-20 0.1 N/A 30421600.00 51915.46 Agency Collateralized Mortgage Obligation GNMA_24-25C N/A 38384JM27 2054-02-20 1.61621 N/A 60308685.00 1423774.85 Agency Collateralized Mortgage Obligation GNMA_24-39K N/A 38384KLT6 2054-03-20 2.21621 N/A 11959744.00 461589.05 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 2.76621 N/A 100000000.00 4837478.17 Agency Collateralized Mortgage Obligation GNMA_24-64L N/A 38384MWR4 2054-04-20 1.61119 N/A 30051484.00 1119854.70 Agency Collateralized Mortgage Obligation GNMA_24-64T N/A 38384MZA8 2054-04-20 5.43379 N/A 2996984.00 2244227.28 Agency Collateralized Mortgage Obligation GNMA_24-79G N/A 38384PCS7 2054-05-20 1.06621 N/A 55317312.00 2270443.27 Agency Collateralized Mortgage Obligation GNMA_25-118E N/A 38381NC30 2055-07-20 1.76621 N/A 122062302.00 6012660.27 Agency Collateralized Mortgage Obligation GNMA_25-164A N/A 38381UJY9 2051-03-20 4.5 N/A 411647.00 408234.20 Agency Collateralized Mortgage Obligation GNMA_25-164A N/A 38381UMC3 2053-11-20 4.5 N/A 8428219.00 8357936.88 Agency Collateralized Mortgage Obligation GNMA_25-164B N/A 38381UKH4 2054-08-20 0 N/A 3342564.00 2648150.22 Agency Collateralized Mortgage Obligation GNMA_25-180D N/A 38383BVZ2 2055-10-20 5.06143 N/A 6171626.00 6182442.07 Agency Collateralized Mortgage Obligation GNMA_25-44B N/A 38385EAN4 2055-03-20 5.08379 N/A 19508580.00 17693877.52 Agency Collateralized Mortgage Obligation GNMA_25-48A N/A 38385DF43 2055-03-20 5.23379 N/A 1000.00 965.59 Agency Collateralized Mortgage Obligation GNMA_25-48B N/A 38385DG59 2055-03-20 1.87621 N/A 341802.00 18473.88 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBH0 2055-01-20 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NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YRH9 2054-02-20 5.5 N/A 3569485.00 2861854.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y2N3 2054-07-20 6.5 N/A 9581924.00 5691903.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XNG7 2052-12-20 5.5 N/A 1000.00 701.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6L6 2055-10-20 7 N/A 1007.00 1073.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5EV7 2055-01-20 5.5 N/A 1024.00 962.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3Q7 2050-10-20 2.5 N/A 37146462.00 3135930.88 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 N N N 0.0415 331000000.00 331000000.00 0.0018 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 0.00000000 N/A 549300HN4UKV1E2R3U73 BYDHZDTM8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE FNMA_07-75 N/A 31396W3M6 2037-08-25 2.25273 N/A 75000000.00 95781.14 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-89 N/A 3136A7U91 2042-08-25 1.25273 N/A 79393536.00 364557.11 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-66 N/A 3136AP6K3 2045-09-25 1.95273 N/A 110051520.00 794600.89 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-21 N/A 3136B1RR7 2048-04-25 1.90273 N/A 57325888.00 1087812.47 Agency Collateralized Mortgage Obligation FANNIEMAE WHOLE LOAN FNW_07-W7 N/A 31396WUV6 2037-07-25 2.23273 N/A 52453376.00 40249.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPO N/A 3137BRCG8 2041-06-15 1.75185 N/A 297858048.00 3568796.72 Agency Collateralized Mortgage Obligation FHLMC_20-P003 N/A 3137FWJ35 2046-09-25 2.717873599 N/A 6475000.00 682797.69 Agency Collateralized Mortgage Obligation FHLMC_43-47 N/A 3137BBR85 2054-06-15 1.65185 N/A 66018944.00 1235280.92 Agency Collateralized Mortgage Obligation FHLMC_44-94 N/A 3137BKV80 2045-07-15 1.83185 N/A 8284064.00 162795.76 Agency Collateralized Mortgage Obligation FHLMC_4716A N/A 3137FAYU6 2047-10-15 1.80185 N/A 38171760.00 1169050.16 Agency Collateralized Mortgage Obligation FHLMC_4758D N/A 3137FE6C9 2048-02-15 1.85185 N/A 53650944.00 1100236.25 Agency Collateralized Mortgage Obligation FHLMC_4833D N/A 3137FJBM0 2044-04-15 1.65185 N/A 46303120.00 1057467.64 Agency Collateralized Mortgage Obligation FHLMC_4839A N/A 3137FJJT7 2056-08-15 1.75185 N/A 26045408.00 1068028.58 Agency Collateralized Mortgage Obligation FHLMC_4915B N/A 3137FNKG4 2049-09-25 1.77273 N/A 7004592.00 373215.71 Agency Collateralized Mortgage Obligation FHLMC_4916C N/A 3137FNR44 2049-09-25 1.80273 N/A 44937536.00 1261983.20 Agency Collateralized Mortgage Obligation FHLMC_4944B N/A 3137FQQU0 2050-01-25 1.75273 N/A 34828992.00 1146781.06 Agency Collateralized Mortgage Obligation FHLMC_4980S N/A 3137FTZ83 2048-01-25 4.5 N/A 30000000.00 2046039.96 Agency Collateralized Mortgage Obligation FHLMC_5009E N/A 3137FWCG3 2050-06-25 1.85273 N/A 41463168.00 2183313.00 Agency Collateralized Mortgage Obligation FHLMC_5080A N/A 3137FXU71 2051-03-25 0.09721 N/A 63745408.00 1162659.97 Agency Collateralized Mortgage Obligation FHLMC_5192A N/A 3137H5EU7 2052-02-25 0 N/A 72897408.00 125743.58 Agency Collateralized Mortgage Obligation FHLMC_5225F N/A 3137H7LD3 2045-03-25 1.30273 N/A 34469888.00 2532080.67 Agency Collateralized Mortgage Obligation FHLMC_5258A N/A 3137H8YT2 2052-09-25 1.11721 N/A 100000000.00 4240907.69 Agency Collateralized Mortgage Obligation FHLMC_5273A N/A 3137H9FT1 2052-11-25 0.56721 N/A 170645504.00 4543884.09 Agency Collateralized Mortgage Obligation FHLMC_5306B N/A 3137H9YF0 2053-04-25 1.41721 N/A 75000000.00 2823638.36 Agency 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282688.58 Agency Collateralized Mortgage Obligation FHLMC_5411E N/A 3137HCRZ7 2054-05-25 2.36721 N/A 100000000.00 2940454.84 Agency Collateralized Mortgage Obligation FHLMC_5411F N/A 3137HCS29 2054-05-25 2.41721 N/A 179168256.00 5375084.08 Agency Collateralized Mortgage Obligation FHLMC_5425B N/A 3137HCZE5 2054-06-25 1.61721 N/A 78348672.00 3332057.04 Agency Collateralized Mortgage Obligation FHLMC_5438G N/A 3137HFE50 2054-08-25 1 N/A 14999900.00 158769.89 Agency Collateralized Mortgage Obligation FHLMC_5438G N/A 3137HFE35 2054-08-25 1.56721 N/A 150000000.00 4759984.10 Agency Collateralized Mortgage Obligation FHLMC_5438H N/A 3137HFE43 2054-08-25 1.01721 N/A 150000000.00 4206639.59 Agency Collateralized Mortgage Obligation FHLMC_5439E N/A 3137HF4K8 2054-08-25 2.91721 N/A 75000000.00 3537259.09 Agency Collateralized Mortgage Obligation FHLMC_5446C N/A 3137HFBD6 2054-08-25 1.56721 N/A 86449280.00 3229898.10 Agency Collateralized Mortgage Obligation FHLMC_5449B N/A 3137HFJK2 2054-07-25 1.71721 N/A 108000000.00 4132928.59 Agency Collateralized Mortgage Obligation FHLMC_5451C N/A 3137HFLF0 2054-09-25 1.71721 N/A 121147904.00 3610169.34 Agency Collateralized Mortgage Obligation FHLMC_5452E N/A 3137HFGA7 2054-09-25 1.71721 N/A 100000000.00 4615611.54 Agency Collateralized Mortgage Obligation FHLMC_5473C N/A 3137HHGJ4 2054-11-25 0.51721 N/A 236500000.00 5197050.30 Agency Collateralized Mortgage Obligation FHLMC_5473D N/A 3137HHGL9 2054-11-25 0.32295 N/A 261135040.00 5020150.34 Agency Collateralized Mortgage Obligation FHLMC_5473G N/A 3137HHGN5 2054-11-25 1.03485 N/A 113352960.00 4287377.77 Agency Collateralized Mortgage Obligation FHLMC_5473H N/A 3137HHGP0 2054-11-25 1.06721 N/A 72974592.00 2337433.42 Agency Collateralized Mortgage Obligation FHLMC_5473J N/A 3137HHGQ8 2054-11-25 0.93721 N/A 93937792.00 2128939.00 Agency Collateralized Mortgage Obligation FHLMC_5479A N/A 3137HHMP3 2054-12-25 1.38388 N/A 150000000.00 5403161.29 Agency Collateralized Mortgage Obligation FHLMC_5484A N/A 3137HHKY6 2054-12-25 1.61721 N/A 85000000.00 3626725.13 Agency Collateralized Mortgage Obligation FHLMC_5484E N/A 3137HHL25 2054-12-25 1.06721 N/A 28500000.00 1005494.45 Agency Collateralized Mortgage Obligation FHLMC_5499A N/A 3137HJLJ4 2055-02-25 0.91721 N/A 250000000.00 5386051.72 Agency Collateralized Mortgage Obligation FHLMC_5499A N/A 3137HJLY1 2055-02-25 1 N/A 4350000.00 76905.56 Agency Collateralized Mortgage Obligation FHLMC_5499B N/A 3137HJZ83 2055-02-25 1 N/A 5100000.00 87258.28 Agency Collateralized Mortgage Obligation FHLMC_5499C N/A 3137HJYV3 2055-02-25 0.81721 N/A 162000000.00 3591394.92 Agency Collateralized Mortgage Obligation FHLMC_5499E N/A 3137HJZQ3 2055-02-25 1 N/A 3850000.00 67773.77 Agency Collateralized Mortgage Obligation FHLMC_5499E N/A 3137HJYX9 2055-02-25 0.86721 N/A 102000000.00 2301651.18 Agency Collateralized Mortgage Obligation FHLMC_5499F N/A 3137HJZ26 2055-02-25 1.11721 N/A 50000000.00 1614591.73 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation FHLMC_5576B N/A 3137HMQU7 2052-06-25 5.5 N/A 27942432.00 2845442.89 Agency Collateralized Mortgage Obligation FHR_43-72 N/A 3137BDAG1 2044-08-15 1.75185 N/A 121841120.00 1125740.94 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WZ7 2053-10-25 1.86721 N/A 100000000.00 3891433.32 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5X60 2053-10-25 2.01721 N/A 90000000.00 3694084.67 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5YH5 2053-10-25 3.01721 N/A 50000000.00 2763215.52 Agency Collateralized Mortgage Obligation FHSTR_413 N/A 3142G9J50 2054-05-25 1.71721 N/A 100000000.00 2818402.57 Agency Collateralized Mortgage Obligation FNMA FNRA CL003TS R23F003 N/A BRYD8NT39 2052-12-25 0 N/A 65864240.00 2871821.02 Agency Mortgage-Backed Securities FNMA_07-1 N/A 31396PHP9 2037-02-25 2.20273 N/A 257335296.00 132569.16 Agency Collateralized Mortgage Obligation FNMA_11-97 N/A 3136A1TN5 2041-10-25 2.30273 N/A 162365440.00 134453.61 Agency Collateralized Mortgage Obligation FNMA_12-40 N/A 3136A5AU0 2042-04-25 2.20273 N/A 36642816.00 596088.86 Agency Collateralized Mortgage Obligation FNMA_15-53A N/A 3136APQS4 2045-07-25 1.90273 N/A 42378880.00 511173.47 Agency Collateralized Mortgage Obligation FNMA_16-32D N/A 3136ASUH7 2046-06-25 1.70273 N/A 21263648.00 478195.79 Agency Collateralized Mortgage Obligation FNMA_17-35A N/A 3136AWMK0 2047-05-25 1.85273 N/A 21000000.00 675953.20 Agency Collateralized Mortgage Obligation FNMA_18-19C N/A 3136B1PT5 2048-04-25 1.90273 N/A 20327840.00 526602.91 Agency Collateralized Mortgage Obligation FNMA_19-26B N/A 3136B4WB0 2049-06-25 1.75273 N/A 31982688.00 888729.26 Agency Collateralized Mortgage Obligation FNMA_19-78B N/A 3136B7S28 2050-01-25 1.75273 N/A 108445952.00 2076725.95 Agency Collateralized Mortgage Obligation FNMA_19-8C N/A 3136B3X39 2049-03-25 1.50273 N/A 15739808.00 280003.21 Agency Collateralized Mortgage Obligation FNMA_20-17A N/A 3136B8V89 2050-03-25 1.75273 N/A 98996992.00 1966368.31 Agency Collateralized Mortgage Obligation FNMA_20-1F N/A 3136B8SQ3 2050-02-25 1.70273 N/A 100770944.00 2069478.43 Agency Collateralized Mortgage Obligation FNMA_21-41E N/A 3136BHT90 2051-07-25 0 N/A 57327038.00 89544.27 Agency Collateralized Mortgage Obligation FNMA_22-23E N/A 3136BMYW2 2050-03-25 0.21721 N/A 201469952.00 7131883.44 Agency Collateralized Mortgage Obligation FNMA_22-49C N/A 3136BNB39 2052-08-25 1.16721 N/A 50000000.00 3434033.01 Agency Collateralized Mortgage Obligation FNMA_22-64B N/A 3136BPDE8 2052-10-25 1.01721 N/A 25000000.00 998574.92 Agency Collateralized Mortgage Obligation FNMA_22-66C N/A 3136BN6Q4 2052-10-25 1.01721 N/A 75000000.00 2934429.19 Agency Collateralized Mortgage Obligation FNMA_22-69B N/A 3136BPFA4 2052-10-25 0.99721 N/A 56750272.00 2578433.63 Agency Collateralized Mortgage Obligation FNMA_22-70A N/A 3136BPAR2 2052-10-25 0.95721 N/A 110000000.00 4194962.32 Agency Collateralized Mortgage Obligation FNMA_22-78K N/A 3136BPHF1 2052-11-25 0.56721 N/A 101314944.00 2362413.12 Agency Collateralized Mortgage Obligation FNMA_23-51C N/A 3136BQPS2 2053-11-25 1.76721 N/A 143872000.00 3900032.90 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRE1 2053-11-25 1.86721 N/A 275000000.00 10372312.43 Agency Collateralized Mortgage Obligation FNMA_23-56B N/A 3136BQNJ4 2053-11-25 1.96721 N/A 37500000.00 1392616.34 Agency Collateralized Mortgage Obligation FNMA_23-56B N/A 3136BQNG0 2053-11-25 2.71721 N/A 50000000.00 2341276.17 Agency Collateralized Mortgage Obligation FNMA_23-6D N/A 3136BPXG1 2053-03-25 1.51721 N/A 75000000.00 2541829.95 Agency Collateralized Mortgage Obligation FNMA_24-1 N/A 3136BRLY1 2053-11-25 1 N/A 681165.00 6544.17 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPA2 2055-01-25 2.36721 N/A 74500000.00 3543092.59 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPC8 2055-01-25 1.66721 N/A 105302656.00 4810589.73 Agency Collateralized Mortgage Obligation FNMA_24-103G N/A 3136BUPV6 2055-01-25 0.87063 N/A 71761664.00 1721132.10 Agency Collateralized Mortgage Obligation FNMA_24-103K N/A 3136BUQE3 2055-01-25 0.84721 N/A 50000000.00 1070151.23 Agency Collateralized Mortgage Obligation FNMA_24-27A N/A 3136BRYE1 2054-05-25 2.23721 N/A 45000000.00 2669988.22 Agency Collateralized Mortgage Obligation FNMA_24-36C N/A 3136BR3F2 2054-06-25 1.66721 N/A 62844000.00 2197814.74 Agency Collateralized Mortgage Obligation FNMA_24-54B N/A 3136BSSD8 2054-08-25 2.84721 N/A 140208640.00 5864135.29 Agency Collateralized Mortgage Obligation FNMA_24-66A N/A 3136BSB61 2054-09-25 1.01721 N/A 159435520.00 5232316.63 Agency Collateralized Mortgage Obligation FNMA_24-82A N/A 3136BTEA7 2054-11-25 0.41721 N/A 179000000.00 3625663.74 Agency Collateralized Mortgage Obligation FNMA_24-82B N/A 3136BTFT5 2054-11-25 1.01721 N/A 50000000.00 1176350.91 Agency Collateralized Mortgage Obligation FNMA_24-82B N/A 3136BTED1 2054-11-25 0.26721 N/A 200000000.00 2817999.39 Agency Collateralized Mortgage Obligation FNMA_24-82B N/A 3136BTEC3 2054-11-25 1.75471 N/A 200000000.00 8006886.39 Agency Collateralized Mortgage Obligation FNMA_24-82C N/A 3136BTER0 2054-11-25 1.0315 N/A 175000000.00 5035279.59 Agency Collateralized Mortgage Obligation FNMA_24-82E N/A 3136BTEW9 2054-11-25 1.87826 N/A 113165696.00 4567590.14 Agency Collateralized Mortgage Obligation FNMA_24-88A N/A 3136BT5L3 2054-12-25 0.06721 N/A 50000000.00 754862.91 Agency Collateralized Mortgage Obligation FNMA_24-88B N/A 3136BT5N9 2054-12-25 2.31721 N/A 238951424.00 10078892.97 Agency Collateralized Mortgage Obligation FNMA_24-88F N/A 3136BUAA8 2054-12-25 0.91721 N/A 100000000.00 3202573.53 Agency Collateralized Mortgage Obligation FNMA_24-88G N/A 3136BUAY6 2054-12-25 1.76721 N/A 46953856.00 2207213.29 Agency Collateralized Mortgage Obligation FNMA_24-90B N/A 3136BTXE8 2053-11-25 1.56721 N/A 82000000.00 3380822.59 Agency Collateralized Mortgage Obligation FNMA_25-13C N/A 3136BU2E9 2055-03-25 1.01721 N/A 198948000.00 5497937.85 Agency Collateralized Mortgage Obligation FNMA_25-18F N/A 3136BVKJ6 2054-09-25 2.91721 N/A 83999999.00 5802138.83 Agency Collateralized Mortgage Obligation FNMA_25-1A N/A 3136BUZE3 2055-02-25 1 N/A 1000000.00 16146.33 Agency Collateralized Mortgage Obligation FNMA_25-1A N/A 3136BUZG8 2055-02-25 0.76721 N/A 205000000.00 4725213.39 Agency Collateralized Mortgage Obligation FNMA_25-1A N/A 3136BUZF0 2055-02-25 1 N/A 7750000.00 125071.36 Agency Collateralized Mortgage Obligation FNMA_25-1A N/A 3136BUB33 2055-02-25 0.91721 N/A 116240000.00 2585354.24 Agency Collateralized Mortgage Obligation FNMA_25-1B N/A 3136BUZN3 2055-02-25 1.61721 N/A 86593280.00 3308407.41 Agency Collateralized Mortgage Obligation FNMA_25-1C N/A 3136BUZU7 2055-02-25 0 N/A 100000000.00 1139976.08 Agency Collateralized Mortgage Obligation FNMA_25-1E N/A 3136BUZY9 2055-02-25 1 N/A 6150000.00 99985.00 Agency Collateralized Mortgage Obligation FNMA_25-1E N/A 3136BUE89 2055-02-25 0.91721 N/A 171000000.00 3837977.65 Agency Collateralized Mortgage Obligation FNMA_25-34B N/A 3136BVC71 2055-05-25 0.96721 N/A 150000000.00 5176499.72 Agency Collateralized Mortgage Obligation FNMA_25-53A N/A 3136BWQV1 2055-07-25 0 N/A 325000000.00 4344524.77 Agency Collateralized Mortgage Obligation FNMA_25-6A N/A 3136BUVE7 2055-02-25 0.86721 N/A 86124000.00 2184394.45 Agency Collateralized Mortgage Obligation FNMA_25-79A N/A 3136BXUD4 2055-10-25 1.06721 N/A 110000000.00 4291851.91 Agency Collateralized Mortgage Obligation FNMA_25-7A N/A 3136BUVM9 2055-02-25 0.91721 N/A 76971000.00 2012776.44 Agency Collateralized Mortgage Obligation FNMA_25-84G N/A 3136BXJ54 2055-10-25 2.96721 N/A 69834624.00 6533717.03 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_08-3443 N/A 31397T7F3 2037-03-15 1.38185 N/A 83500000.00 269025.60 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3591 N/A 31398KL73 2039-10-15 1.80185 N/A 50814272.00 174427.74 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3631 N/A 31398WLP7 2040-02-15 1.89185 N/A 76754687.00 169044.10 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4635 N/A 3137BTKP5 2046-12-15 1.75185 N/A 106139904.00 996298.67 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-007 AI N/A BRYD8NN76 2053-01-20 0 N/A 22298976.00 1285988.09 Agency Mortgage-Backed Securities GNMA_05-68 N/A 38374L3V1 2035-09-20 2.15448 N/A 326802432.00 480248.90 Agency Collateralized Mortgage Obligation GNMA_09-87 N/A 38376KXG1 2035-02-20 2.60448 N/A 50013056.00 78399.35 Agency Collateralized Mortgage Obligation GNMA_11-13 N/A 38377TCJ8 2041-01-20 1.80368 N/A 30000000.00 261420.00 Agency Collateralized Mortgage Obligation GNMA_11-141 N/A 38377YH86 2041-10-16 1.95368 N/A 15000000.00 211123.17 Agency Collateralized Mortgage Obligation GNMA_11-H15 N/A 38375BMD1 2061-06-20 1.5415 N/A 1784000.00 2901.93 Agency Collateralized Mortgage Obligation GNMA_12-135 N/A 38378BT58 2053-01-16 0.35693 N/A 23860000.00 61764.18 Agency Collateralized Mortgage Obligation GNMA_13-14 N/A 38378FVC1 2042-12-20 3.5 N/A 22012512.00 144153.92 Agency Collateralized Mortgage Obligation GNMA_14-183 N/A 38379HWT8 2044-12-16 1.35121 N/A 32907456.00 304877.50 Agency Collateralized Mortgage Obligation GNMA_14-H11E N/A 38375UKW9 2064-06-20 1.54953 N/A 25000000.00 63350.47 Agency Collateralized Mortgage Obligation GNMA_14-H12 N/A 38375UJE1 2064-05-20 1.55459 N/A 3281000.00 18818.96 Agency Collateralized Mortgage Obligation GNMA_14-H24 N/A 38375URQ5 2064-11-20 1.74649 N/A 21818920.00 109489.58 Agency Collateralized Mortgage Obligation GNMA_15-148C N/A 38379QJ55 2045-10-20 1.53448 N/A 33333312.00 638150.20 Agency Collateralized Mortgage Obligation GNMA_15-H01A N/A 38375USV3 2065-01-20 1.58994 N/A 16103000.00 51267.12 Agency Collateralized Mortgage Obligation GNMA_16-115A N/A 38379YH84 2046-08-20 4 N/A 37500000.00 773531.72 Agency Collateralized Mortgage Obligation GNMA_16-18A N/A 38379VKK9 2046-02-20 1.97448 N/A 25989728.00 718412.87 Agency Collateralized Mortgage Obligation GNMA_16-33G N/A 38379VP81 2046-03-20 1.90448 N/A 45319616.00 776298.05 Agency Collateralized Mortgage Obligation GNMA_16-H11F N/A 38375UWZ9 2066-01-20 1.86718 N/A 1436000.00 3011.19 Agency Collateralized Mortgage Obligation GNMA_16-H13F N/A 38376RVS2 2066-06-20 2.64037 N/A 1420000.00 19316.19 Agency Collateralized Mortgage Obligation GNMA_16-H24J N/A 38376RJ80 2066-09-20 2.0872 N/A 3732000.00 77251.74 Agency Collateralized Mortgage Obligation GNMA_17-141G N/A 38380HLR1 2047-09-20 2.05448 N/A 20658816.00 577893.50 Agency Collateralized Mortgage Obligation GNMA_17-26 N/A 38380CH48 2047-02-20 1.95448 N/A 24630080.00 528947.49 Agency Collateralized Mortgage Obligation GNMA_17-H09 N/A 38375UZE3 2067-03-20 1.84451 N/A 19964512.00 132285.10 Agency Collateralized Mortgage Obligation GNMA_17-H22B N/A 38375UV72 2067-11-20 2.52457 N/A 5376700.00 162456.14 Agency Collateralized Mortgage Obligation GNMA_17-H23C N/A 38375UT59 2067-11-20 1.90189 N/A 1722000.00 18259.61 Agency Collateralized Mortgage Obligation GNMA_18-120B N/A 38380YUB9 2048-09-20 2.05448 N/A 32625800.00 685706.90 Agency Collateralized Mortgage Obligation GNMA_18-142A N/A 38380MRH6 2058-09-16 0.6101 N/A 94891520.00 716469.27 Agency Collateralized Mortgage Obligation GNMA_18-148A N/A 38381AHK5 2048-10-20 0 N/A 50000000.00 146176.97 Agency Collateralized Mortgage Obligation GNMA_18-155C N/A 38381A2S4 2048-11-20 2.00448 N/A 54123000.00 1439995.85 Agency Collateralized Mortgage Obligation GNMA_18-29 N/A 38380VEF4 2045-09-20 0.45505 N/A 70166144.00 407839.93 Agency Collateralized Mortgage Obligation GNMA_18-8F N/A 38380UQW6 2048-01-20 0 N/A 130400000.00 501776.68 Agency Collateralized Mortgage Obligation GNMA_18-91E N/A 38380XWC7 2048-07-20 2.10448 N/A 29233248.00 702701.32 Agency Collateralized Mortgage Obligation GNMA_18-H04A N/A 38380VNU1 2068-03-20 1.89717 N/A 2682990.00 17147.40 Agency Collateralized Mortgage Obligation GNMA_18-H05 N/A 38380LAZ6 2068-02-20 2.3514 N/A 55542656.00 1138552.96 Agency Collateralized Mortgage Obligation GNMA_19-106A N/A 38381XZW9 2049-08-20 0 N/A 50000000.00 249144.01 Agency Collateralized Mortgage Obligation GNMA_19-128G N/A 38382AFJ9 2049-10-20 0.35448 N/A 30000000.00 324622.02 Agency Collateralized Mortgage Obligation GNMA_19-23N N/A 38381RTJ8 2049-02-20 1.90448 N/A 41953984.00 844860.37 Agency Collateralized Mortgage Obligation GNMA_19-36B N/A 38381RP52 2049-03-20 1.90448 N/A 34000000.00 707264.12 Agency Collateralized Mortgage Obligation GNMA_19-5 N/A 38380M7J4 2061-03-16 0.72613 N/A 120000000.00 1702101.81 Agency Collateralized Mortgage Obligation GNMA_19-96D N/A 38381XE36 2049-08-20 1.95448 N/A 15387232.00 668792.05 Agency Collateralized Mortgage Obligation GNMA_19-H15 N/A 38380LD83 2069-05-20 1.15815 N/A 41567296.00 921854.67 Agency Collateralized Mortgage Obligation GNMA_19-H19D N/A 38380LS87 2069-11-20 1.61221 N/A 37495104.00 1386861.78 Agency Collateralized Mortgage Obligation GNMA_20-116G N/A 38382HYM6 2050-08-20 2.05448 N/A 9000000.00 524561.39 Agency Collateralized Mortgage Obligation GNMA_20-116J N/A 38382HYW4 2050-08-20 2.05448 N/A 5750000.00 386872.43 Agency Collateralized Mortgage Obligation GNMA_20-129E N/A 38382JZG4 2050-09-16 0 N/A 99636224.00 908320.50 Agency Collateralized Mortgage Obligation GNMA_20-140D N/A 38382JWN2 2050-09-20 2.20448 N/A 137805568.00 10647392.90 Agency Collateralized Mortgage Obligation GNMA_20-164B N/A 38382LEC1 2050-11-20 0 N/A 68383232.00 431816.39 Agency Collateralized Mortgage Obligation GNMA_20-47 N/A 38382EFF9 2049-02-20 1.85448 N/A 48323000.00 1598606.44 Agency Collateralized Mortgage Obligation GNMA_20-H01A N/A 38380LW82 2070-01-20 1.37483 N/A 45679200.00 1566930.08 Agency Collateralized Mortgage Obligation GNMA_20-H01D N/A 38380LX99 2068-12-20 1.28189 N/A 44410368.00 928621.91 Agency Collateralized Mortgage Obligation GNMA_20-H04 N/A 38380LY98 2070-02-20 2.19905 N/A 15010816.00 249145.60 Agency Collateralized Mortgage Obligation GNMA_20-H04J N/A 38380L2Q5 2070-02-20 1.22302 N/A 53984960.00 1760920.69 Agency Collateralized Mortgage Obligation GNMA_20-H05 N/A 38380L4V2 2070-03-20 1.39695 N/A 80865792.00 2136268.55 Agency Collateralized Mortgage Obligation GNMA_20-H05A N/A 38380L4S9 2070-02-20 1.28217 N/A 6633304.00 204628.21 Agency Collateralized Mortgage Obligation GNMA_20-H06B N/A 38380L5V1 2069-04-20 1.33039 N/A 15731696.00 300548.55 Agency Collateralized Mortgage Obligation GNMA_20-H06D N/A 38380L6D0 2069-01-20 1.32642 N/A 12415616.00 327711.80 Agency Collateralized Mortgage Obligation GNMA_20-H06E N/A 38380L6F5 2068-03-20 1.94816 N/A 9068080.00 342167.44 Agency Collateralized Mortgage Obligation GNMA_20-H06E N/A 38380L6E8 2068-03-20 1.94816 N/A 9068080.00 342167.44 Agency Collateralized Mortgage Obligation GNMA_20-H09H N/A 38380QBD3 2070-04-20 0.8361 N/A 19517472.00 113151.45 Agency Collateralized Mortgage Obligation GNMA_20-H11B N/A 38380QCN0 2070-06-20 1.32277 N/A 50000000.00 1733774.02 Agency Collateralized Mortgage Obligation GNMA_20-H12K N/A 38380QEN8 2070-07-20 1.61616 N/A 40130048.00 1590136.98 Agency Collateralized Mortgage Obligation GNMA_20-H15B N/A 38380QJB9 2070-07-20 1.01899 N/A 37930040.00 837099.29 Agency Collateralized Mortgage Obligation GNMA_20-H15D N/A 38380QJF0 2069-06-20 3.13711 N/A 4389000.00 56178.81 Agency Collateralized Mortgage Obligation GNMA_20-H16D N/A 38380QLN0 2070-09-20 0.9984 N/A 26350400.00 1100321.64 Agency Collateralized Mortgage Obligation GNMA_20-H19F N/A 38380QQF2 2070-11-20 1.12455 N/A 67161984.00 2299595.43 Agency Collateralized Mortgage Obligation GNMA_20-H21A N/A 38380QTC6 2069-06-01 1.33356 N/A 41752768.00 890419.95 Agency Collateralized Mortgage Obligation GNMA_20-H21A N/A 38380QTB8 2069-06-01 1.33356 N/A 41752768.00 890419.95 Agency Collateralized Mortgage Obligation GNMA_20-H21B N/A 38380QTF9 2068-09-01 1.28769 N/A 20435136.00 795223.45 Agency Collateralized Mortgage Obligation GNMA_21-104F N/A 38382UHE4 2051-06-20 0 N/A 32668672.00 809558.85 Agency 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Bank of America Securities, Inc. 4.14000000 N/A 549300HN4UKV1E2R3U73 BYDTW4XT5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 177.98 66.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XT2 2029-11-15 0 N/A 2964684.69 2549089.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 800.00 843.80 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 N N N 0.0414 2500000.00 2500000.00 0.0000 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.16000000 N/A 549300HN4UKV1E2R3U73 BYDTW4XV0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE FNMA_09-2 N/A 31397NA62 2037-04-25 0 N/A 23019827.00 0.55 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-2 N/A 31397NA70 2036-07-25 0 N/A 14420183.00 1.37 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-22 N/A 31397NSP1 2037-02-25 0 N/A 5654180.00 0.15 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-3 N/A 31397MY50 2037-01-25 0 N/A 46460176.00 9.25 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-36 N/A 31397NP58 2037-06-25 0 N/A 16108173.00 3.18 Agency Collateralized Mortgage Obligation FHLMC_41-94 N/A 3137B1JQ6 2043-04-15 0 N/A 19760200.00 16.44 Agency Collateralized Mortgage Obligation FHLMC_4750C N/A 3137FDDP4 2048-01-15 1.85185 N/A 49999999.00 908359.99 Agency Collateralized Mortgage Obligation FHLMC_5355B N/A 3137HATU0 2053-11-25 1.78721 N/A 125000000.00 3953174.78 Agency Collateralized Mortgage Obligation FHLMC_5409A N/A 3137HCS78 2054-05-25 1.76721 N/A 103500000.00 3530363.37 Agency Collateralized Mortgage Obligation FHLMC_5411G N/A 3137HCS45 2054-05-25 0 N/A 250000.00 11.61 Agency Collateralized Mortgage Obligation FHLMC_5470A N/A 3137HHCV1 2054-11-25 1.21721 N/A 251783168.00 10357695.91 Agency Collateralized Mortgage Obligation FHLMC_5473D N/A 3137HHGR6 2054-11-25 0 N/A 250000.00 33.25 Agency Collateralized Mortgage Obligation FHLMC_5473G N/A 3137HHGW5 2054-11-25 0 N/A 250000.00 38.44 Agency Collateralized Mortgage Obligation FHLMC_5491B N/A 3137HJ5S2 2055-01-25 0 N/A 150000.00 2.52 Agency Collateralized Mortgage Obligation FHLMC_5491C N/A 3137HJ5R4 2055-01-25 0 N/A 100000.00 7.63 Agency Collateralized Mortgage Obligation FHLMC_5499K N/A 3137HJZ59 2055-02-25 0 N/A 250000.00 7.41 Agency Collateralized Mortgage Obligation FHLMC_5513C N/A 3137HKEQ3 2054-11-25 2.96721 N/A 58524800.00 3955457.36 Agency Collateralized Mortgage Obligation FHLMC_5516B N/A 3137HKC36 2055-03-25 0 N/A 249999.00 11.89 Agency Collateralized Mortgage Obligation FHLMC_5516C N/A 3137HKC44 2055-03-25 0 N/A 250000.00 1.99 Agency Collateralized Mortgage Obligation FHLMC_5535 N/A 3137HL7F3 2055-05-25 0 N/A 250000.00 20.10 Agency Collateralized Mortgage Obligation FHLMC_5535 N/A 3137HL7A4 2055-05-25 0.16721 N/A 100000000.00 1763528.96 Agency Collateralized Mortgage Obligation FHLMC_5539A N/A 3137HL4F6 2055-05-25 2.91721 N/A 60810111.00 4296070.71 Agency Collateralized Mortgage Obligation FHLMC_5545B N/A 3137HLRP9 2055-06-25 0.86762 N/A 352869376.00 11699047.11 Agency Collateralized Mortgage Obligation FHLMC_5576A N/A 3137HMRX0 2055-09-25 1.06721 N/A 35000000.00 1213810.24 Agency Collateralized Mortgage Obligation FNMA_24-105H N/A 3136BURY8 2055-01-25 0.11721 N/A 75000000.00 1196949.74 Agency Collateralized Mortgage Obligation FNMA_24-22J N/A 3136BRJ65 2054-05-25 0 N/A 250000.00 59.15 Agency 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2055-01-25 1 N/A 1906148.00 33671.47 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3320 N/A 31397HGD4 2036-09-15 0 N/A 95058510.00 10.89 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3472 N/A 31397WNU5 2036-08-15 0 N/A 79982750.00 0.94 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3519 N/A 31398C4U9 2037-07-15 0 N/A 21475526.00 7.78 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3523 N/A 31398CFK9 2036-08-15 0 N/A 5938329.00 0.04 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3533 N/A 31398CXA1 2036-06-15 0 N/A 150000000.00 61.19 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3533 N/A 31398CWQ7 2036-07-15 0 N/A 12224948.00 1.30 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3538 N/A 31398EF90 2036-07-15 0 N/A 77242219.00 4.14 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3538 N/A 31398EH31 2036-06-15 0 N/A 10000000.00 9.98 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHR_3364 N/A 31397KL66 2032-05-15 0 N/A 79890963.00 1.18 Agency Collateralized Mortgage Obligation FREDDIE_MAC FHLMC_3247 N/A 31397EB79 2036-08-15 0 N/A 25000000.00 0.85 Agency Collateralized Mortgage Obligation GM_02-83 N/A 38373VT91 2042-10-16 0.00008 N/A 112652320.00 0.05 Agency Collateralized Mortgage Obligation GNMA_12-H29 N/A 38375BZZ8 2062-10-20 0.02098 N/A 12173605.00 65.02 Agency Collateralized Mortgage Obligation GNMA_16-4 N/A 38379TU80 2046-01-20 1.50448 N/A 206000000.00 2550084.74 Agency Collateralized Mortgage Obligation GNMA_22-172D N/A 38383YW65 2052-10-20 3.58105 N/A 9231999.00 6714431.55 Agency Collateralized Mortgage Obligation GNMA_23-131M N/A 38384EZQ1 2053-09-20 0.51621 N/A 19999700.00 243393.99 Agency Collateralized Mortgage Obligation GNMA_24-164B N/A 38384XRX3 2054-10-20 1.26621 N/A 333273088.00 11323739.67 Agency Collateralized Mortgage Obligation GNMA_24-164C N/A 38384XRZ8 2054-10-20 0.61621 N/A 230761000.00 4032940.64 Agency Collateralized Mortgage Obligation GNMA_24-164H N/A 38384XTM5 2054-10-20 0 N/A 250000.00 29.78 Agency Collateralized Mortgage Obligation GNMA_24-180B N/A 38384YT50 2054-11-20 0 N/A 250000.00 3.40 Agency Collateralized Mortgage Obligation GNMA_24-42B N/A 38384KHR5 2054-03-20 0 N/A 250000.00 1.00 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MFJ1 2054-04-20 0 N/A 250000.00 1.64 Agency Collateralized Mortgage Obligation GNMA_24-61H N/A 38384MFQ5 2054-04-20 0 N/A 250000.00 1.77 Agency Collateralized Mortgage Obligation GNMA_24-61N N/A 38384MGA9 2054-02-20 1 N/A 2483668.00 17863.29 Agency Collateralized Mortgage Obligation GNMA_24-83E N/A 38384NNE1 2054-05-20 0 N/A 250000.00 4.67 Agency Collateralized Mortgage Obligation GNMA_25-117A N/A 38381NK80 2055-07-20 0 N/A 250000.00 10.70 Agency Collateralized Mortgage Obligation GNMA_25-117E N/A 38381NM54 2054-02-20 0 N/A 250000.00 83.69 Agency Collateralized Mortgage Obligation GNMA_25-137J N/A 38381P4B6 2055-08-20 0 N/A 250000.00 2.99 Agency 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0.00002 N/A 125000000.00 2.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-96 N/A 38373MJS0 2047-01-16 0 N/A 328812515.00 1.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-40 N/A 38375KA36 2037-07-16 0 N/A 10000000.00 0.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_08-59 N/A 38373MZ78 2047-11-16 0.17537 N/A 227119159.00 54.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-115 N/A 38376GCX6 2051-11-16 0.75002 N/A 28000000.00 4.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-42 N/A 38374UUX7 2037-04-20 0 N/A 77574754.00 1.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55 N/A 38374VNE5 2036-04-20 0 N/A 5650739.00 0.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55 N/A 38374VND7 2038-02-20 0 N/A 112275765.00 1.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93 N/A 38376KDQ1 2039-10-16 0 N/A 100000000.00 7.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93 N/A 38376KDP3 2039-10-16 0 N/A 125000000.00 14.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-36 N/A 38376GGH7 2052-01-16 0 N/A 75000000.00 23.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-46 N/A 38376YCJ8 2037-05-20 0 N/A 66987289.00 2.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23 N/A 38375BXS6 2062-10-20 0.87306 N/A 2594291.00 71.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H31 N/A 38375BC67 2062-11-20 0.68608 N/A 11681782.00 3087.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-147 N/A 38378UPG6 2039-12-20 1.90448 N/A 30000000.00 262108.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-2 N/A 38378YL31 2043-01-20 0.2204 N/A 75892347.00 106088.42 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's NR Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 N N N 0.0416 73000000.00 73000000.00 0.0004 N Y Y N Bank of America Securities, Inc. 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Bank of America Securities, Inc. 4.14000000 N/A 549300HN4UKV1E2R3U73 BYDTW4ZM8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y CASH & EQUIVALENTS N/A USD_CCASH 2025-11-03 0 N/A 30300000.00 30300000.00 Cash UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 53624480.00 57744955.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128203W5 2027-11-15 0 N/A 5000.00 4647.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821DF9 2029-11-15 0 N/A 24920.00 21541.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 1431000.00 1668791.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 6502149.00 5819078.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 5664760.00 5834985.33 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 N N N 0.0414 100000000.00 100000000.00 0.0005 N Y Y N Bank of Montreal Bank of Montreal 4.15000000 N/A NQQ6HPCNCCU6TUTQYE16 BYDTW4XP3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NXF1 2055-04-01 5.5 N/A 5743049.00 5644369.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427P5N0 2053-03-01 4 N/A 52815050.00 50340519.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3V97 2052-03-01 3 N/A 54655034.00 49220356.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRQ32 2054-10-01 5 N/A 50000000.00 47716466.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE 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(including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QQ4 2041-05-15 4.375 N/A 43177400.00 43548799.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 49004300.00 40672085.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RY5 2025-12-23 0 N/A 15532400.00 15443741.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RV1 2026-03-05 0 N/A 7195200.00 7102022.16 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 N N N 0.0414 124000000.00 124000000.00 0.0007 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 4.14000000 N/A L3I9ZG2KFGXZ61BMYR72 BYDTW4Y31 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 2027000.00 2039959.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGS4 2030-03-31 3.625 N/A 400.00 400.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 200.00 196.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEF4 2027-03-31 2.5 N/A 100.00 98.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 100.00 94.68 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 N N N 0.0414 2000000.00 2000000.00 0.0000 N Y Y N Barclays Bank plc Barclays Bank plc 3.95000000 N/A G5GSEF7VJP5I7OUK5573 BYDDRC0M9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE FNMA_18-45 N/A 3136B2EP3 2048-06-25 1.90273 N/A 55413670.00 921142.06 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-32 N/A 3136B9RB5 2050-05-25 4 N/A 141032625.00 10271969.75 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-96 N/A 3136BDWU8 2051-01-25 3 N/A 10000000.00 986841.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056 N/A 3137F74L6 2050-12-25 2.5 N/A 22198242.00 1938195.03 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1 N/A 3136BD2G2 2051-02-25 2 N/A 20469712.00 1634445.23 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.740445 N/A 2357000.00 274457.81 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.079441 N/A 3357000.00 85538.44 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123 N/A 3137F8ZY2 2049-02-25 2.626233 N/A 655000.00 74978.20 Agency Collateralized Mortgage Obligation FHLMC_2635 N/A 31393VLS8 2033-06-15 5.5 N/A 163636363.00 115800.58 Agency Collateralized Mortgage Obligation FHLMC_3152 N/A 31396R3C9 2036-03-15 2.13185 N/A 117787959.00 373614.51 Agency Collateralized Mortgage Obligation FHLMC_4321C N/A 3137B8GM3 2044-03-15 3 N/A 2224710.00 2829492.01 Agency Collateralized Mortgage Obligation FHLMC_4678A N/A 3137BWX58 2046-01-15 4 N/A 15842693.00 200032.03 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.25185 N/A 11800000.00 343639.21 Agency Collateralized Mortgage Obligation FHLMC_4912B N/A 3137FNQH6 2049-06-25 1.75273 N/A 21189621.00 750185.81 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPYZ2 2049-11-25 1.70273 N/A 13000000.00 657629.14 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPZ32 2049-11-25 1.70273 N/A 22870000.00 1291958.11 Agency Collateralized Mortgage Obligation FHLMC_4937 N/A 3137FQAD5 2049-12-25 1.75273 N/A 345612857.00 11646880.09 Agency Collateralized Mortgage Obligation FHLMC_4976B N/A 3137FTAM9 2050-05-25 3.5 N/A 9400000.00 724203.64 Agency Collateralized 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FHLMC_5065H N/A 3137F8RG0 2051-01-25 3 N/A 21222181.00 2371673.31 Agency Collateralized Mortgage Obligation FHLMC_5068G N/A 3137F8PA5 2050-11-25 3 N/A 21700000.00 1590871.92 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F95J6 2051-02-25 3 N/A 8159241.00 994578.53 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9CZ2 2051-02-25 3 N/A 22000000.00 2571688.53 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 25000000.00 2878824.66 Agency Collateralized Mortgage Obligation FHLMC_5071W N/A 3137F9R60 2051-02-25 2.5 N/A 12076634.00 915180.69 Agency Collateralized Mortgage Obligation FHLMC_5080B N/A 3137FXV62 2050-04-25 3.5 N/A 5000000.00 571235.15 Agency Collateralized Mortgage Obligation FHLMC_5080K N/A 3137FXV54 2050-01-25 3 N/A 15244249.00 1133872.89 Agency Collateralized Mortgage Obligation FHLMC_5080L N/A 3137FXUX4 2048-11-25 4 N/A 21300000.00 2710798.17 Agency Collateralized Mortgage Obligation FHLMC_5083B N/A 3137FFQM2 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N/A 50000000.00 2021092.00 Agency Collateralized Mortgage Obligation FHLMC_5364B N/A 3137HBBW3 2053-12-25 2.81721 N/A 50000000.00 1727940.23 Agency Collateralized Mortgage Obligation FHLMC_5408D N/A 3137HCN32 2053-12-25 0.91721 N/A 60000000.00 1917483.40 Agency Collateralized Mortgage Obligation FHLMC_5417D N/A 3137HDG53 2054-06-25 0.96721 N/A 28400000.00 532887.24 Agency Collateralized Mortgage Obligation FHLMC_5441D N/A 3137HF2Z7 2054-08-25 0.94721 N/A 17564171.00 817660.12 Agency Collateralized Mortgage Obligation FHLMC_5449D N/A 3137HFJP1 2054-08-25 0.96721 N/A 6571000.00 296840.89 Agency Collateralized Mortgage Obligation FHLMC_5458A N/A 3137HFYA7 2054-10-25 1.96721 N/A 8104064.00 835953.57 Agency Collateralized Mortgage Obligation FHLMC_5458A N/A 3137HFY66 2054-09-25 1.11721 N/A 60000000.00 4132023.11 Agency Collateralized Mortgage Obligation FHLMC_5458F N/A 3137HFYB5 2054-10-25 1.81721 N/A 9506621.00 728792.24 Agency Collateralized Mortgage Obligation FHLMC_5460E N/A 3137HFUF0 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3137HLCC4 2055-05-25 0.71721 N/A 54700000.00 1478358.38 Agency Collateralized Mortgage Obligation FHLMC_5547D N/A 3137HLV33 2055-06-25 0 N/A 100000000.00 1284445.53 Agency Collateralized Mortgage Obligation FHLMC_5562 N/A 3137HLYU0 2055-07-25 1.66721 N/A 15064647.00 1125225.04 Agency Collateralized Mortgage Obligation FHLMC_5568C N/A 3137HMNF3 2055-08-25 1.61721 N/A 300000000.00 18178725.60 Agency Collateralized Mortgage Obligation FHMS_K117 N/A 3137FX3U0 2048-10-25 2.867771 N/A 13478000.00 1601655.56 Agency Collateralized Mortgage Obligation FHMS_K124 N/A 3137F9Z20 2049-02-25 2.62012 N/A 786000.00 91039.01 Agency Collateralized Mortgage Obligation FNMA_13-70 N/A 3136AE2H9 2043-01-25 3.5 N/A 28251856.00 96355.99 Agency Collateralized Mortgage Obligation FNMA_14-87 N/A 3136AMKT5 2045-01-25 1.95273 N/A 117234000.00 1266486.63 Agency Collateralized Mortgage Obligation FNMA_16-11 N/A 3136ARQV3 2046-03-25 1.85273 N/A 75000000.00 909162.73 Agency Collateralized Mortgage Obligation FNMA_16-55 N/A 3136ATHT4 2046-08-25 1.70273 N/A 44785000.00 1758200.99 Agency Collateralized Mortgage Obligation FNMA_17-66A N/A 3136AYCL5 2047-09-25 4.5 N/A 68383547.00 2003736.48 Agency Collateralized Mortgage Obligation FNMA_19-15C N/A 3136B36U9 2049-04-25 1.70273 N/A 22000000.00 730627.83 Agency Collateralized Mortgage Obligation FNMA_19-59J N/A 3136B6MJ9 2049-10-25 1.70273 N/A 31112500.00 1442063.84 Agency Collateralized Mortgage Obligation FNMA_19-64J N/A 3136B7ED9 2049-11-25 1.70273 N/A 12825500.00 723699.31 Agency Collateralized Mortgage Obligation FNMA_20-2E N/A 3136B8JL4 2059-07-25 1.75273 N/A 15000000.00 635886.08 Agency Collateralized Mortgage Obligation FNMA_20-36D N/A 3136B93L9 2050-06-25 3.5 N/A 13915215.00 1100694.94 Agency Collateralized Mortgage Obligation FNMA_20-36N N/A 3136B94J3 2050-06-25 3 N/A 8333333.00 877934.41 Agency Collateralized Mortgage Obligation FNMA_20-38M N/A 3136BACV4 2050-06-25 1.05 N/A 34769874.00 946846.40 Agency Collateralized Mortgage Obligation 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3136BCK33 2050-02-25 2.5 N/A 35344200.00 3053520.38 Agency Collateralized Mortgage Obligation FNMA_20-99K N/A 3136BDHS0 2051-01-25 3 N/A 16179000.00 1837040.12 Agency Collateralized Mortgage Obligation FNMA_21-1D N/A 3136BDU63 2050-11-25 3 N/A 112609464.00 11574524.45 Agency Collateralized Mortgage Obligation FNMA_21-42H N/A 3136BGAW1 2051-03-25 2 N/A 12011000.00 1270132.27 Agency Collateralized Mortgage Obligation FNMA_21-46A N/A 3136BH3S6 2051-07-25 3 N/A 11105094.00 1278066.86 Agency Collateralized Mortgage Obligation FNMA_21-56 N/A 3136BGP47 2051-07-25 3 N/A 19999999.00 2043555.29 Agency Collateralized Mortgage Obligation FNMA_21-56D N/A 3136BGV99 2051-09-25 2.5 N/A 12171500.00 561987.58 Agency Collateralized Mortgage Obligation FNMA_21-56H N/A 3136BGM32 2051-09-25 2.5 N/A 35552900.00 1937177.28 Agency Collateralized Mortgage Obligation FNMA_21-63B N/A 3136BGT50 2050-04-25 3.5 N/A 25000000.00 3302963.06 Agency Collateralized Mortgage Obligation FNMA_21-68C N/A 3136BJFC4 2051-10-25 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Agency Collateralized Mortgage Obligation GNMA_10-31 N/A 38376XF24 2040-03-20 1.60448 N/A 473125000.00 1487906.64 Agency Collateralized Mortgage Obligation GNMA_11-141 N/A 38377YK33 2041-10-20 1.95448 N/A 72589000.00 690711.15 Agency Collateralized Mortgage Obligation GNMA_11-145 N/A 38378APA3 2041-11-16 1.95368 N/A 54000000.00 1151557.74 Agency Collateralized Mortgage Obligation GNMA_12-122 N/A 38378HG91 2042-10-20 4 N/A 17684560.00 301796.58 Agency Collateralized Mortgage Obligation GNMA_12-131 N/A 38378BW70 2053-02-16 0.54495 N/A 260000000.00 582443.66 Agency Collateralized Mortgage Obligation GNMA_12-139 N/A 38378BV30 2053-02-16 0.64804 N/A 88200000.00 121356.70 Agency Collateralized Mortgage Obligation GNMA_12-20 N/A 38378DMA0 2042-02-20 2.50448 N/A 21428571.00 393572.75 Agency Collateralized Mortgage Obligation GNMA_13-015 N/A 38378B5P0 2051-08-16 0.63827 N/A 61750000.00 178888.60 Agency Collateralized Mortgage Obligation GNMA_13-125 N/A 38378KQ69 2054-10-16 0.24881 N/A 65000000.00 267733.41 Agency Collateralized Mortgage Obligation GNMA_13-129 N/A 38378WQ55 2043-09-20 1.95448 N/A 20708456.00 151534.46 Agency Collateralized Mortgage Obligation GNMA_13-18B N/A 38378FT34 2043-02-20 3.5 N/A 85714285.00 1909838.65 Agency Collateralized Mortgage Obligation GNMA_13-33 N/A 38378B7K9 2054-04-16 0.17031 N/A 116000000.00 75875.82 Agency Collateralized Mortgage Obligation GNMA_13-85 N/A 38378KUW7 2049-02-16 0.33194 N/A 217675000.00 291131.84 Agency Collateralized Mortgage Obligation GNMA_14-126 N/A 38378XMU2 2055-02-16 0.70512 N/A 40850000.00 215732.83 Agency Collateralized Mortgage Obligation GNMA_14-130 N/A 38378XQP9 2054-08-16 0.42789 N/A 72603298.00 176912.85 Agency Collateralized Mortgage Obligation GNMA_14-171 N/A 38378XD32 2055-11-16 0.25898 N/A 159446785.00 270495.41 Agency Collateralized Mortgage Obligation GNMA_15-107 N/A 38379KYN2 2057-03-16 0.49461 N/A 64102666.00 214907.93 Agency Collateralized Mortgage Obligation GNMA_15-111 N/A 38379MNM2 2045-08-20 2.05448 N/A 22237939.00 267303.08 Agency Collateralized Mortgage Obligation GNMA_15-156 N/A 38379QVF9 2045-10-20 1.50448 N/A 18160000.00 135051.47 Agency Collateralized Mortgage Obligation GNMA_15-165 N/A 38379FF79 2044-08-20 2.05448 N/A 47506714.00 801554.93 Agency Collateralized Mortgage Obligation GNMA_15-186C N/A 38379TKW8 2045-12-20 4 N/A 20431000.00 423383.10 Agency Collateralized Mortgage Obligation GNMA_15-60A N/A 38379LRC2 2045-04-20 4 N/A 35165143.00 906820.22 Agency Collateralized Mortgage Obligation GNMA_15-65C N/A 38379L4K9 2045-05-20 4 N/A 46727316.00 1369086.75 Agency Collateralized Mortgage Obligation GNMA_15-96C N/A 38379MCJ1 2045-07-20 3.5 N/A 77028571.00 500427.56 Agency Collateralized Mortgage Obligation GNMA_16-002 N/A 38379UCK0 2057-04-16 0.50407 N/A 110000000.00 571537.59 Agency Collateralized Mortgage Obligation GNMA_16-052 N/A 38379UNY8 2058-03-16 0.7369 N/A 27000000.00 182008.07 Agency Collateralized Mortgage Obligation GNMA_16-067 N/A 38379USK3 2057-07-16 0.75937 N/A 138981000.00 395428.36 Agency Collateralized Mortgage Obligation GNMA_16-133 N/A 38379UR65 2057-12-16 0.69666 N/A 22500000.00 180677.34 Agency Collateralized Mortgage Obligation GNMA_16-141C N/A 38380CCD3 2046-10-20 3.5 N/A 81428566.00 13573.62 Agency Collateralized Mortgage Obligation GNMA_16-153D N/A 38380BP58 2046-11-20 3.5 N/A 8370000.00 327855.86 Agency Collateralized Mortgage Obligation GNMA_16-177 N/A 38379RJQ7 2057-01-16 0.49155 N/A 35098788.00 190648.56 Agency Collateralized Mortgage Obligation GNMA_16-60C N/A 38379WB35 2045-12-20 3.5 N/A 16818861.00 500482.60 Agency Collateralized Mortgage Obligation GNMA_16-68 N/A 38379XCC2 2046-05-20 4 N/A 7500000.00 206418.50 Agency Collateralized Mortgage Obligation GNMA_16-69F N/A 38379WN65 2046-05-20 1.95448 N/A 28666666.00 648094.89 Agency Collateralized Mortgage Obligation GNMA_16-75 N/A 38379YFD5 2045-08-20 3.5 N/A 25312449.00 168916.27 Agency Collateralized Mortgage Obligation GNMA_16-77G N/A 38379YLB2 2046-06-20 1.95448 N/A 66122517.00 1666848.33 Agency Collateralized Mortgage Obligation GNMA_16-78B N/A 38379XRL6 2046-06-20 4.5 N/A 17341919.00 67745.59 Agency Collateralized Mortgage Obligation GNMA_16-79 N/A 38379XPB0 2046-06-20 3.5 N/A 60441000.00 492211.61 Agency Collateralized Mortgage Obligation GNMA_16-82M N/A 38379YGY8 2046-06-20 3.5 N/A 11455473.00 358605.59 Agency Collateralized Mortgage Obligation GNMA_16-87 N/A 38379UVH6 2058-08-16 0.62044 N/A 50000000.00 432564.65 Agency Collateralized Mortgage Obligation GNMA_16-92 N/A 38379UWY8 2058-04-16 0.60976 N/A 77251864.00 193793.75 Agency Collateralized Mortgage Obligation GNMA_17-106 N/A 38379RQ22 2056-12-16 0.66649 N/A 124450000.00 496287.62 Agency Collateralized Mortgage Obligation GNMA_17-11 N/A 38380CLL5 2047-01-20 1.95448 N/A 25259773.00 747258.44 Agency Collateralized Mortgage Obligation GNMA_17-154A N/A 38380JCQ9 2058-12-16 0.62042 N/A 45000000.00 946313.06 Agency Collateralized Mortgage Obligation GNMA_17-62 N/A 38379RTE3 2057-02-16 0.65544 N/A 30000000.00 610138.27 Agency Collateralized Mortgage Obligation GNMA_18-115K N/A 38380XW94 2048-08-20 2.05448 N/A 22045674.00 422845.98 Agency Collateralized Mortgage Obligation GNMA_18-11E N/A 38380UXH1 2046-07-20 3.5 N/A 50860570.00 579053.42 Agency Collateralized Mortgage Obligation GNMA_18-127 N/A 38380YYA7 2044-10-20 5 N/A 6129737.00 303044.70 Agency Collateralized Mortgage Obligation GNMA_18-27B N/A 38380VFY2 2048-02-20 4.5 N/A 17217275.00 782932.17 Agency Collateralized Mortgage Obligation GNMA_18-49 N/A 38380WSD2 2048-04-20 4 N/A 8400000.00 347974.61 Agency Collateralized Mortgage Obligation GNMA_19-122 N/A 38380NRV3 2061-07-16 1.0045 N/A 75000000.00 1484264.80 Agency Collateralized Mortgage Obligation GNMA_19-128F N/A 38382AFE0 2049-10-20 3.5 N/A 10731815.00 598382.21 Agency Collateralized Mortgage Obligation GNMA_19-128H N/A 38382AFP5 2049-10-20 1.85448 N/A 15292399.00 574633.25 Agency Collateralized Mortgage Obligation GNMA_19-141 N/A 38380NUM9 2062-01-16 0.61801 N/A 25700000.00 676698.06 Agency Collateralized Mortgage Obligation GNMA_19-156 N/A 38380NB40 2057-11-16 0.50112 N/A 87000000.00 394868.65 Agency Collateralized Mortgage Obligation GNMA_19-19 N/A 38380MP21 2060-11-16 0.91313 N/A 140000000.00 835522.75 Agency Collateralized Mortgage Obligation GNMA_19-23A N/A 38381RNT2 2049-02-20 1.90448 N/A 33304063.00 704631.34 Agency Collateralized Mortgage Obligation GNMA_19-44H N/A 38381TRE7 2049-04-20 1.90448 N/A 45523277.00 1693539.32 Agency Collateralized Mortgage Obligation GNMA_19-49 N/A 38381TWQ4 2049-04-20 1.39448 N/A 50000000.00 939481.56 Agency Collateralized Mortgage Obligation GNMA_19-65 N/A 38381VKL3 2046-05-20 3.5 N/A 30926454.00 763033.28 Agency Collateralized Mortgage Obligation GNMA_19-65M N/A 38381VKZ2 2049-05-20 1.95448 N/A 8141610.00 242554.97 Agency Collateralized Mortgage Obligation GNMA_19-7 N/A 38380MC25 2061-01-16 0.90239 N/A 104000000.00 1047639.17 Agency Collateralized Mortgage Obligation 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Obligation GNMA_20-146E N/A 38382KVY6 2050-10-20 2.15448 N/A 10000000.00 783604.37 Agency Collateralized Mortgage Obligation GNMA_20-153G N/A 38382KRE5 2050-10-20 2.5 N/A 17599796.00 1079233.80 Agency Collateralized Mortgage Obligation GNMA_20-153J N/A 38382KSW4 2050-10-20 0 N/A 71572166.00 505146.14 Agency Collateralized Mortgage Obligation GNMA_20-164A N/A 38382LDX6 2050-11-20 0 N/A 72000000.00 884668.38 Agency Collateralized Mortgage Obligation GNMA_20-166A N/A 38382LPZ8 2050-11-20 0 N/A 75000000.00 501133.51 Agency Collateralized Mortgage Obligation GNMA_20-176B N/A 38382LJQ5 2050-11-20 2 N/A 2200000.00 172779.84 Agency Collateralized Mortgage Obligation GNMA_20-17H N/A 38382CJ51 2050-02-20 5 N/A 1175000.00 79460.86 Agency Collateralized Mortgage Obligation GNMA_20-17N N/A 38382CM65 2040-04-20 0.39553 N/A 138116787.00 602000.31 Agency Collateralized Mortgage Obligation GNMA_20-181F N/A 38382LWE7 2050-12-20 2.15448 N/A 7559000.00 643067.28 Agency Collateralized Mortgage Obligation GNMA_20-185B N/A 38382LQ53 2050-12-20 2 N/A 2330000.00 188503.05 Agency Collateralized Mortgage Obligation GNMA_20-188H N/A 38382L2E0 2050-11-20 2.15448 N/A 1611000.00 125074.37 Agency Collateralized Mortgage Obligation GNMA_20-188L N/A 38382L3L3 2050-12-20 2.15448 N/A 2848000.00 253560.52 Agency Collateralized Mortgage Obligation GNMA_20-191 N/A 38382MHB8 2050-12-20 0 N/A 72135472.00 375492.78 Agency Collateralized Mortgage Obligation GNMA_20-191M N/A 38382MKD0 2050-12-20 5.5 N/A 5032727.00 235174.57 Agency Collateralized Mortgage Obligation GNMA_20-30A N/A 38382DYS2 2050-03-20 1.90448 N/A 10560142.00 560935.36 Agency Collateralized Mortgage Obligation GNMA_20-30G N/A 38382DZM4 2050-03-20 1.90448 N/A 41545861.00 1718899.89 Agency Collateralized Mortgage Obligation GNMA_20-31A N/A 38382DUC1 2050-03-20 1.95448 N/A 47654869.00 2339650.85 Agency Collateralized Mortgage Obligation GNMA_20-47 N/A 38382EFH5 2044-07-20 1.22448 N/A 15000000.00 373684.22 Agency Collateralized Mortgage 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GNMA_21-66M N/A 38382RC48 2051-04-20 4 N/A 13335146.00 1091637.09 Agency Collateralized Mortgage Obligation GNMA_21-77K N/A 38382Q3U2 2051-05-20 2.5 N/A 11000000.00 1013165.17 Agency Collateralized Mortgage Obligation GNMA_21-83A N/A 38382QQK9 2051-05-20 0 N/A 191853621.00 2140348.78 Agency Collateralized Mortgage Obligation GNMA_22-10K N/A 38383GBR1 2052-01-20 0 N/A 200000000.00 55828.59 Agency Collateralized Mortgage Obligation GNMA_22-120A N/A 38383TZF3 2052-07-20 0 N/A 30000000.00 654580.87 Agency Collateralized Mortgage Obligation GNMA_22-127C N/A 38383UDV9 2052-03-20 3.5 N/A 7200000.00 1265994.02 Agency Collateralized Mortgage Obligation GNMA_22-129B N/A 38383UCU2 2052-07-20 0 N/A 20000000.00 343385.00 Agency Collateralized Mortgage Obligation GNMA_22-138B N/A 38383YBZ4 2052-08-20 1.86621 N/A 30018231.00 1745319.81 Agency Collateralized Mortgage Obligation GNMA_22-161F N/A 38383YTJ1 2052-09-20 1.79621 N/A 30000000.00 1728120.47 Agency Collateralized Mortgage Obligation GNMA_22-215F N/A 38383LSK7 2047-08-20 1.95448 N/A 16980859.00 1544981.78 Agency Collateralized Mortgage Obligation GNMA_22-22D N/A 38383MSA7 2052-02-20 0 N/A 50000000.00 43044.10 Agency Collateralized Mortgage Obligation GNMA_22-24A N/A 38383FW58 2052-02-20 0 N/A 250000000.00 518707.41 Agency Collateralized Mortgage Obligation GNMA_22-5J N/A 38383FH22 2052-01-20 0 N/A 67000000.00 817905.32 Agency Collateralized Mortgage Obligation GNMA_22-63T N/A 38383RDW4 2050-08-20 4.5 N/A 8980929.00 902543.72 Agency Collateralized Mortgage Obligation GNMA_22-6E N/A 38383GJW2 2052-01-20 0 N/A 54600000.00 674918.77 Agency Collateralized Mortgage Obligation GNMA_23-105 N/A 38381JMD6 2065-07-16 0.9811 N/A 33296039.00 2405508.30 Agency Collateralized Mortgage Obligation GNMA_23-113A N/A 38384CWS4 2063-08-20 1.71621 N/A 30000000.00 829256.23 Agency Collateralized Mortgage Obligation GNMA_23-113H N/A 38384CZJ1 2049-09-20 1.90448 N/A 4600000.00 433480.65 Agency Collateralized Mortgage Obligation GNMA_23-116J N/A 38384EEX9 2053-08-20 6.5 N/A 3461538.00 545385.10 Agency Collateralized Mortgage Obligation GNMA_23-118 N/A 38381JMZ7 2065-05-16 0.90695 N/A 20254243.00 1310792.81 Agency Collateralized Mortgage Obligation GNMA_23-120C N/A 38384CTD1 2053-08-20 1.70621 N/A 30000000.00 634825.67 Agency Collateralized Mortgage Obligation GNMA_23-131L N/A 38384EZJ7 2063-09-20 2.16621 N/A 10000000.00 155778.98 Agency Collateralized Mortgage Obligation GNMA_23-137B N/A 38384EVH5 2051-06-20 3 N/A 11054239.00 1499877.88 Agency Collateralized Mortgage Obligation GNMA_23-137D N/A 38384EVN2 2051-03-20 3 N/A 9518963.00 1303037.88 Agency Collateralized Mortgage Obligation GNMA_23-146F N/A 38384DAV9 2053-10-20 1.51621 N/A 24867508.00 573870.19 Agency Collateralized Mortgage Obligation GNMA_23-147J N/A 38384DSK4 2051-05-20 3 N/A 8617460.00 1168122.75 Agency Collateralized Mortgage Obligation GNMA_23-166B N/A 38384GAE0 2053-11-20 1.81621 N/A 150000000.00 2355656.63 Agency Collateralized Mortgage Obligation GNMA_23-166C N/A 38384GAG5 2053-11-20 0.95621 N/A 50000000.00 532391.94 Agency Collateralized Mortgage Obligation GNMA_23-167D N/A 38384FAT9 2053-11-20 1.31621 N/A 30000000.00 382941.86 Agency Collateralized Mortgage Obligation GNMA_23-173K N/A 38384GDB3 2053-11-20 0.96621 N/A 31000000.00 1454276.90 Agency Collateralized Mortgage Obligation GNMA_23-183B N/A 38384HBE7 2053-12-20 1.66621 N/A 50000000.00 1332658.65 Agency Collateralized Mortgage Obligation GNMA_23-183C N/A 38384HBP2 2053-12-20 2.21621 N/A 44850000.00 828035.39 Agency Collateralized Mortgage Obligation GNMA_23-185B N/A 38384GTV2 2053-12-20 1.51621 N/A 100000000.00 1396361.04 Agency Collateralized Mortgage Obligation GNMA_23-188A N/A 38384HRA8 2053-12-20 2.86621 N/A 50000000.00 1181081.95 Agency Collateralized Mortgage Obligation GNMA_23-188B N/A 38384HRE0 2053-12-20 2.86621 N/A 30000000.00 890482.05 Agency Collateralized Mortgage Obligation GNMA_23-192F N/A 38384GD72 2053-12-20 7 N/A 10665013.00 1911968.80 Agency Collateralized Mortgage Obligation GNMA_23-23B N/A 38383V8A9 2053-02-20 0 N/A 50000000.00 661114.28 Agency Collateralized Mortgage Obligation GNMA_23-48L N/A 38383WUM6 2053-03-20 1.41621 N/A 100000000.00 2070240.51 Agency Collateralized Mortgage Obligation GNMA_23-70M N/A 38384AEV1 2048-10-20 1.45448 N/A 20573726.00 1520733.24 Agency Collateralized Mortgage Obligation GNMA_23-83K N/A 38384BSJ1 2063-06-20 1.81621 N/A 16623169.00 308504.83 Agency Collateralized Mortgage Obligation GNMA_23-88 N/A 38381JLC9 2065-10-16 0.92453 N/A 8840000.00 592043.15 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BXZ9 2053-07-20 1.81621 N/A 71769230.00 1655636.72 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PE63 2054-06-20 1.51621 N/A 30000000.00 552439.37 Agency Collateralized Mortgage Obligation GNMA_24-111D N/A 38384QV88 2054-07-20 1.81621 N/A 27900000.00 1062417.41 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4N5 2047-05-20 3.99999 N/A 6943298.00 1008897.27 Agency Collateralized Mortgage Obligation GNMA_24-159M N/A 38384YCY5 2054-10-20 1.21621 N/A 100000000.00 2116601.66 Agency Collateralized Mortgage Obligation GNMA_24-162C N/A 38384YN49 2050-07-20 3 N/A 8946753.00 1384287.04 Agency Collateralized Mortgage Obligation GNMA_24-173J N/A 38384VRM1 2054-10-20 1.31621 N/A 34514656.00 1476103.64 Agency Collateralized Mortgage Obligation GNMA_24-181C N/A 38384X3X9 2054-11-20 0.26621 N/A 50000000.00 576158.26 Agency Collateralized Mortgage Obligation GNMA_24-183A N/A 38384XVV2 2054-11-20 0.31621 N/A 150000000.00 1843938.31 Agency Collateralized Mortgage Obligation GNMA_24-183C N/A 38384XWD1 2054-11-20 0.26621 N/A 50000000.00 495417.42 Agency Collateralized Mortgage Obligation GNMA_24-183E N/A 38384XWH2 2054-11-20 0.04621 N/A 100000000.00 932484.88 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUW1 2054-11-20 0.21621 N/A 100000000.00 1054588.88 Agency Collateralized Mortgage Obligation GNMA_24-19P N/A 38384KCU3 2054-02-20 1.70621 N/A 46010169.00 1880348.83 Agency Collateralized Mortgage Obligation GNMA_24-21E N/A 38384JCC6 2054-02-20 1.06621 N/A 50000000.00 873757.54 Agency Collateralized Mortgage Obligation GNMA_24-23C N/A 38384J2G8 2054-02-20 2.36621 N/A 100000000.00 2159042.48 Agency Collateralized Mortgage Obligation GNMA_24-26C N/A 38384J5U4 2054-02-20 1.01621 N/A 100000000.00 1463805.37 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7R2 2065-03-16 0.5 N/A 3000000.00 73630.83 Agency Collateralized Mortgage Obligation GNMA_24-51R N/A 38384KWA5 2054-03-20 0.2 N/A 195000000.00 627217.66 Agency Collateralized Mortgage Obligation GNMA_24-58R N/A 38384NGB5 2054-04-20 1.71621 N/A 75000000.00 1824564.87 Agency Collateralized Mortgage Obligation GNMA_24-59F N/A 38384MG76 2054-04-20 1.81621 N/A 92914366.00 4199719.42 Agency Collateralized Mortgage Obligation GNMA_24-76C N/A 38384NTL9 2054-05-20 1.56621 N/A 47000000.00 1796063.30 Agency Collateralized Mortgage Obligation 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Obligation GNMA_25-119A N/A 38381NZA9 2055-07-20 0 N/A 783000.00 679625.36 Agency Collateralized Mortgage Obligation GNMA_25-120D N/A 38381N3Q9 2055-07-20 0.1 N/A 170000000.00 454221.15 Agency Collateralized Mortgage Obligation GNMA_25-122C N/A 38381PMW0 2055-07-20 0 N/A 636364.00 560287.25 Agency Collateralized Mortgage Obligation GNMA_25-124K N/A 38381PHK2 2055-07-20 0.96621 N/A 11000000.00 443100.22 Agency Collateralized Mortgage Obligation GNMA_25-131N N/A 38381QPL9 2055-08-20 2.36621 N/A 13000000.00 1006459.08 Agency Collateralized Mortgage Obligation GNMA_25-134H N/A 38381UCJ9 2065-08-20 1.76621 N/A 53000000.00 2213738.63 Agency Collateralized Mortgage Obligation GNMA_25-135A N/A 38381QFL0 2052-04-20 6 N/A 9375000.00 564894.51 Agency Collateralized Mortgage Obligation GNMA_25-139E N/A 38381QYA3 2055-08-20 1.00621 N/A 36000000.00 1394168.83 Agency Collateralized Mortgage Obligation GNMA_25-139H N/A 38381QYN5 2055-08-20 1.74621 N/A 33300000.00 1892992.30 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MH94 2059-10-16 0.25 N/A 10000000.00 112073.57 Agency Collateralized Mortgage Obligation GNMA_25-160C N/A 38381UNE8 2055-09-20 0 N/A 50000000.00 628226.79 Agency Collateralized Mortgage Obligation GNMA_25-1AA N/A 38385CHK7 2055-01-20 1.03621 N/A 100000000.00 1688978.57 Agency Collateralized Mortgage Obligation GNMA_25-23C N/A 38385DYS9 2050-07-20 1.81621 N/A 17658206.00 2165574.47 Agency Collateralized Mortgage Obligation GNMA_25-23E N/A 38385DYU4 2051-07-20 1.81621 N/A 13438826.00 1637632.31 Agency Collateralized Mortgage Obligation GNMA_25-23J N/A 38385DZQ2 2055-02-20 1.06621 N/A 102234978.00 1922787.08 Agency Collateralized Mortgage Obligation GNMA_25-24A N/A 38385CZ92 2055-02-20 0 N/A 200000000.00 2371144.50 Agency Collateralized Mortgage Obligation GNMA_25-27A N/A 38385DSK3 2055-02-20 0.06621 N/A 200000000.00 1993773.18 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MBT6 2053-08-16 1 N/A 56699434.00 1462540.59 Agency Mortgage-Backed Securities GNMA_25-40A N/A 38381MBU3 2055-08-16 1 N/A 7854041.00 475494.11 Agency Mortgage-Backed Securities GNMA_25-41C N/A 38385ELS1 2055-03-20 1.26621 N/A 5152366.00 121767.46 Agency Collateralized Mortgage Obligation GNMA_25-60G N/A 38385FJ77 2055-04-20 1.66621 N/A 22648434.00 1804683.43 Agency Collateralized Mortgage Obligation GNMA_25-64E N/A 38385ER97 2055-04-20 1.66621 N/A 50000000.00 1522275.38 Agency Collateralized Mortgage Obligation GNMA_25-87 N/A 38385F7B1 2055-05-20 0.05 N/A 30000000.00 35807.23 Agency Collateralized Mortgage Obligation GNMA_25-89H N/A 38385GGT0 2055-05-20 2.26621 N/A 18500000.00 1360330.79 Agency Collateralized Mortgage Obligation GNMA_25-98S N/A 38381NPL6 2055-06-20 1.66621 N/A 31297559.00 2124047.74 Agency Collateralized Mortgage Obligation GNMA_41-97D N/A 38385BAQ3 2054-12-20 1.76621 N/A 40658857.00 2069531.96 Agency Collateralized Mortgage Obligation GNR_21-1 N/A 38382MV71 2051-01-20 3.5 N/A 22557207.00 1816458.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORGAGE ASSOCIATION GNR_19-151 N/A 38382BDB6 2049-10-20 3.5 N/A 9882721.00 378168.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379UGS9 2058-01-16 0.81725 N/A 74900000.00 377126.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379UXZ4 2056-07-16 0.95366 N/A 86396593.00 810757.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295FJM7 2037-06-15 6 N/A 1378006.00 10149.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290TWR6 2036-10-15 6.5 N/A 1031046.00 7015.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GTXA8 2059-06-15 5.4 N/A 290000.00 297035.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HUP62 2059-10-15 5.02 N/A 650000.00 652383.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618H6UQ5 2059-09-15 5.2 N/A 1000.00 1012.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618AJUD3 2067-05-15 5.18 N/A 1000.00 1002.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618G6HR9 2059-11-15 5.18 N/A 650000.00 658004.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295NN60 2038-06-15 5.5 N/A 3186340.00 20699.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KUZS9 2060-07-15 5.99 N/A 2189679.00 2343502.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296CM49 2038-04-15 5.5 N/A 3491378.00 11063.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KTEZ9 2060-06-15 4.83 N/A 1323100.00 1315257.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AMB84 2040-05-15 4.5 N/A 2259000.00 124354.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618AWGW8 2066-02-15 5.69 N/A 4262935.00 4455660.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617VGVR6 2063-09-15 2.41 N/A 1000.00 830.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618B9DB7 2058-12-15 5.76 N/A 22500.00 23420.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HUQT1 2060-03-15 5.69 N/A 650000.00 681558.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HNBK2 2067-03-15 5.7 N/A 761417.00 797976.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HUQN4 2060-01-15 5.52 N/A 654670.00 677320.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NMN24 2055-04-20 6.5 N/A 1313461.00 1369276.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E2B4 2039-02-20 5.5 N/A 2487985.00 37089.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AABR4 2048-11-20 3 N/A 19796995.00 1174280.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WJR0 2051-07-20 2.5 N/A 108563301.00 62211644.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5KW8 2055-04-20 5.5 N/A 54008538.00 53793740.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FUJ3 2041-06-20 6 N/A 5158496.00 127831.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WXH6 2052-02-20 2 N/A 186224198.00 117484619.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5AZ2 2054-11-20 4 N/A 8325000.00 7662876.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EQD4 2037-11-20 7.5 N/A 2535683.00 18192.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5KU2 2055-04-20 4.5 N/A 1000.00 967.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V4U1 2051-01-20 2 N/A 90847407.00 45270288.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5EU9 2055-01-20 5 N/A 19677420.00 19093800.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EWF2 2038-09-20 6.5 N/A 8723305.00 91753.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PG8 2055-06-20 4.5 N/A 10028.00 9760.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EQ51 2038-01-20 7.5 N/A 486012.00 14702.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F4X1 2042-03-20 6 N/A 1992352.00 71616.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LFNJ4 2055-07-20 6.5 N/A 69784.00 72880.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LH5G6 2055-10-20 5.5 N/A 1853690.00 1890990.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YS39 2054-03-20 4 N/A 85937208.00 77590744.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WR26 2051-11-20 2.5 N/A 111305600.00 68685565.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WVU9 2052-01-20 2.5 N/A 153808796.00 98174861.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NPKS3 2055-04-20 6.5 N/A 702262.00 733384.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YRH9 2054-02-20 5.5 N/A 50000000.00 40087775.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FTL0 2041-05-20 4.5 N/A 9000000.00 355465.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WFG8 2051-05-20 2.5 N/A 284724672.00 150695443.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5EV7 2055-01-20 5.5 N/A 73778958.00 69373484.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU44 2054-04-20 4.5 N/A 3490900.00 3266874.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W7K8 2052-06-20 3 N/A 99571445.00 67818053.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WQA9 2051-10-20 2.5 N/A 89758720.00 54806098.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M3UH6 2055-10-20 5.5 N/A 1000.00 1020.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RF8 2055-07-20 5.5 N/A 12046395.00 12132355.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EUT4 2038-07-20 5.5 N/A 1719082.00 20801.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LMEA8 2055-08-20 6.5 N/A 1613953.00 1688488.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FGW0 2040-06-20 4.5 N/A 1292000.00 47514.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-20 N/A 38376VHU4 2040-02-20 2.10448 N/A 121950000.00 464150.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163 N/A 38378NEU3 2046-02-16 1.00443 N/A 265344000.00 227634.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30 N/A 38378KBK4 2053-09-16 0.5331 N/A 100000000.00 173235.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-112 N/A 38379MRS5 2045-08-20 1.59448 N/A 161020746.00 1647043.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 N/A 38379K4K1 2056-01-16 0.2855 N/A 186465000.00 391545.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 N/A 38380X4H7 2044-07-20 1.45448 N/A 56774729.00 1164450.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YXT6 2049-09-20 1.95448 N/A 34167000.00 935590.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151 N/A 38382BBF9 2049-12-20 3.5 N/A 8400000.00 405926.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153 N/A 38382BUQ4 2049-12-20 4 N/A 6021688.00 453048.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22 N/A 38381RDX4 2045-02-20 1.45448 N/A 27000000.00 738147.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134 N/A 38382JFH4 2050-09-20 2.5 N/A 27715031.00 1667447.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-23 N/A 38382NVT1 2051-02-20 2.5 N/A 25536887.00 2382105.33 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-11-03 2025-11-07 2025-11-07 Y BARCLAYS BANK PLC 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0395 1450000000.00 1450000000.00 0.0076 N N Y N Barclays Bank plc Barclays Bank plc 4.15000000 N/A G5GSEF7VJP5I7OUK5573 BYDTW4YD9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EW4 2026-02-15 6 N/A 4184500.00 4262031.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 200.00 225.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UH9 2055-02-15 2.375 N/A 100.00 101.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKK6 2026-04-30 4.875 N/A 100.00 100.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPG0 2027-10-31 3.955503468 N/A 2000.00 2000.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 194600.00 198665.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 66600.00 69552.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283F5 2027-11-15 2.25 N/A 2890000.00 2843554.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 838700.00 858016.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCJ8 2026-06-30 0.875 N/A 4062900.00 3997696.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SF5 2026-01-13 0 N/A 8200.00 8140.12 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 N N N 0.0415 12000000.00 12000000.00 0.0001 N Y Y N Barclays Bank plc Barclays Bank plc 4.15000000 N/A G5GSEF7VJP5I7OUK5573 BYDTW4YG2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797NL7 2025-11-28 0 N/A 800.00 797.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 1000.00 947.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797QR1 2025-11-20 0 N/A 100.00 99.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAE1 2030-08-15 0.625 N/A 13508900.00 11712861.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCV1 2028-08-31 1.125 N/A 8573900.00 8023770.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJJ1 2033-11-15 4.5 N/A 5450000.00 5761526.15 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 N N N 0.0415 25000000.00 25000000.00 0.0001 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 4.02000000 N/A AC28XWWI3WIBK2824319 BRYAC9P76 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE FNMA_00-32 N/A 31358SNY3 2030-10-18 4.74827 N/A 200000.00 91.66 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-119 N/A 31396LM56 2036-12-25 2.90273 N/A 125000000.00 216765.50 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-76 N/A 31396KBZ4 2036-08-25 4.69727 N/A 4769000.00 100441.11 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-82 N/A 31396KYS5 2036-09-25 4.86727 N/A 18691166.00 26666.73 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-103 N/A 3136A8C57 2042-09-25 4.69727 N/A 226474.00 22803.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-30A N/A 3136ANRY5 2045-05-25 1.30273 N/A 41575000.00 394745.59 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-35B N/A 3136ANM46 2045-06-25 1.17096 N/A 53140421.00 567447.18 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_17-68 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 1174699.17 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-32 N/A 3136B1C69 2048-05-25 2.21985 N/A 3000000.00 683741.33 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-25 N/A 3136B4ZB7 2049-06-25 1.75273 N/A 118240000.00 4151135.63 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-32 N/A 3136B9PX9 2050-05-25 4 N/A 46900000.00 3022449.14 Agency Collateralized Mortgage Obligation FANNIE MAE REMICS FNR_24-16 N/A 3136BRQE0 2051-03-25 0 N/A 2840000.00 1786295.69 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN CORPORATION FHLMC_5505 N/A 3137HJ6X0 2055-02-25 5.68279 N/A 1772904.00 1592514.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5050 N/A 3137F7Q40 2050-10-25 3 N/A 1816856.00 175452.89 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5478 N/A 3137HHSE2 2054-04-25 5.63279 N/A 5575000.00 4212816.03 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482 N/A 3137HHLW9 2054-12-25 5.48279 N/A 5000000.00 4380183.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5534 N/A 3137HLFN7 2055-04-30 5.73279 N/A 3063000.00 2812953.23 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.740445 N/A 4357000.00 507345.22 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137H9PA1 2055-01-15 4.103 N/A 400000.00 398769.23 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.079441 N/A 4474000.00 114000.29 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_18-K077 N/A 3137FG6Y6 2028-05-25 3.85 N/A 125000.00 125039.29 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K547 N/A 3137HN6B9 2030-05-25 4.36 N/A 40767000.00 41477045.65 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104 N/A 3137FREL1 2047-02-25 1.892999 N/A 7599992.00 551482.01 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070 N/A 3137FCJK1 2027-11-25 3.303 N/A 3500000.00 3468137.75 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K098 N/A 3137FPHJ7 2029-04-25 2.046 N/A 700000.00 439061.07 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123 N/A 3137F8ZV8 2030-12-25 1.621 N/A 60000.00 53449.43 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159 N/A 3137FKKP0 2033-11-25 3.95 N/A 100000.00 97223.17 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K755 N/A 3137HCHG0 2064-02-25 4.798 N/A 125000.00 129369.65 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014 N/A 3137F72J3 2055-10-25 2.771774 N/A 4539000.00 590164.64 Agency Collateralized Mortgage Obligation FHLMC_2608B N/A 31393NZE2 2033-04-15 5.25 N/A 1000.00 1016.50 Agency Collateralized Mortgage Obligation FHLMC_3318 N/A 31397HDK1 2037-05-15 4.74815 N/A 8100000.00 85830.79 Agency Collateralized Mortgage Obligation FHLMC_3471D N/A 31397WVW2 2035-08-15 1.70185 N/A 200000000.00 190142.46 Agency Collateralized Mortgage Obligation FHLMC_3762 N/A 3137A3QW2 2040-11-15 2.25185 N/A 21863608.00 270993.60 Agency Collateralized Mortgage Obligation FHLMC_38-1 N/A 3137A6KN1 2031-02-15 0.49259 N/A 6000000.00 1161350.00 Agency Collateralized Mortgage Obligation FHLMC_38-38 N/A 3137AA3G6 2041-04-15 2.20185 N/A 21899370.00 310469.15 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 2.25185 N/A 74504333.00 175320.65 Agency Collateralized Mortgage Obligation FHLMC_3864 N/A 3137ABE23 2039-03-15 1.65185 N/A 135757553.00 259051.46 Agency Collateralized Mortgage Obligation FHLMC_39-33 N/A 3137AFU83 2041-10-15 1.70185 N/A 62969777.00 109254.99 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 2.10185 N/A 62000000.00 267570.32 Agency Collateralized Mortgage Obligation FHLMC_40-5 N/A 3137ALBF5 2041-10-15 4.84815 N/A 2160000.00 98824.64 Agency Collateralized Mortgage Obligation FHLMC_40-76 N/A 3137ASG40 2042-07-15 2.35185 N/A 23218083.00 173462.19 Agency Collateralized Mortgage Obligation FHLMC_4016 N/A 3137ANAR6 2042-03-15 2.15185 N/A 120553652.00 769272.79 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 2.20185 N/A 88571428.00 828806.43 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 1.75185 N/A 110603899.00 524656.48 Agency Collateralized Mortgage Obligation FHLMC_4094 N/A 3137ASVS0 2042-08-15 1.70185 N/A 15661571.00 333752.11 Agency Collateralized Mortgage Obligation FHLMC_4194A N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1105528.47 Agency Collateralized Mortgage Obligation FHLMC_42-40 N/A 3137B3VY1 2043-08-15 1.65185 N/A 300300000.00 4781335.38 Agency Collateralized Mortgage Obligation FHLMC_4274A N/A 3137B5UW1 2036-02-15 5 N/A 10368000.00 3689.72 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 1.65185 N/A 14600000.00 93280.44 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 844301.32 Agency Collateralized Mortgage Obligation FHLMC_4395 N/A 3137BEX58 2026-05-15 4 N/A 1004960.00 0.05 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 1.70185 N/A 52600000.00 984289.71 Agency Collateralized Mortgage Obligation FHLMC_4427 N/A 3137BGBD0 2045-01-15 1.25185 N/A 82000000.00 775577.22 Agency Collateralized Mortgage Obligation FHLMC_4473 N/A 3137BJAS2 2045-05-15 1.25185 N/A 36726000.00 348193.70 Agency Collateralized Mortgage Obligation FHLMC_4491 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 91644.24 Agency Collateralized Mortgage Obligation FHLMC_4585B N/A 3137BPFR5 2045-06-15 4 N/A 7651750.00 229587.58 Agency Collateralized Mortgage Obligation FHLMC_4601B N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 201759.90 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 334436.80 Agency Collateralized Mortgage Obligation FHLMC_4621A N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 701077.51 Agency Collateralized Mortgage Obligation FHLMC_4631D N/A 3137BT2F7 2046-11-15 1.65185 N/A 107147046.00 4222393.38 Agency Collateralized Mortgage Obligation FHLMC_4698E N/A 3137F1XP8 2047-07-15 6 N/A 6841485.00 196346.39 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0 N/A 100864805.00 721667.44 Agency Collateralized Mortgage Obligation FHLMC_4754D N/A 3137FDU42 2048-02-15 1.80185 N/A 11000000.00 307795.34 Agency Collateralized Mortgage Obligation FHLMC_4764D N/A 3137F3S39 2048-01-15 4 N/A 3118250.00 419852.79 Agency Collateralized Mortgage Obligation FHLMC_4820C N/A 3137FHHV8 2048-03-15 1.85185 N/A 25941382.00 421963.08 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.25185 N/A 26168899.00 762089.80 Agency Collateralized Mortgage Obligation FHLMC_4877D N/A 3137FLXC3 2049-04-15 4 N/A 5931012.00 136433.72 Agency Collateralized Mortgage Obligation FHLMC_4882B N/A 3137FLVY7 2049-05-15 1.70185 N/A 9396431.00 241752.81 Agency Collateralized Mortgage Obligation FHLMC_4885A N/A 3137FMBE1 2049-06-15 1.70185 N/A 44489213.00 1490804.98 Agency Collateralized Mortgage Obligation FHLMC_4886B N/A 3137FM3U4 2042-03-15 1.65185 N/A 49937809.00 1371300.82 Agency Collateralized Mortgage Obligation FHLMC_4897B N/A 3137FMNX6 2049-07-15 1.75185 N/A 65434452.00 1899773.56 Agency Collateralized Mortgage Obligation FHLMC_4898A N/A 3137FMPL0 2049-07-15 1.75185 N/A 56459014.00 1274798.03 Agency Collateralized Mortgage Obligation FHLMC_4903F N/A 3137FN5S5 2049-08-25 1.75273 N/A 44070264.00 1570924.20 Agency Collateralized Mortgage Obligation FHLMC_4906 N/A 3137FNWG1 2049-09-25 1.80273 N/A 61607054.00 1785091.73 Agency Collateralized Mortgage Obligation FHLMC_4906C N/A 3137FNWF3 2049-08-25 1.75273 N/A 75806978.00 2671543.92 Agency Collateralized Mortgage Obligation FHLMC_4908A N/A 3137FNDY3 2049-08-25 1.75273 N/A 28287714.00 849586.48 Agency Collateralized Mortgage Obligation FHLMC_4918B N/A 3137FP3P8 2049-10-25 1.75273 N/A 37957596.00 824414.54 Agency Collateralized Mortgage Obligation FHLMC_4923K N/A 3137FPZS7 2049-11-25 1.70273 N/A 24148291.00 1449311.89 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 1.70273 N/A 40777284.00 1509615.74 Agency Collateralized Mortgage Obligation FHLMC_4935 N/A 3137FQ5B5 2049-12-25 2.5 N/A 1975000.00 653137.63 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 1.70273 N/A 46553866.00 2108592.48 Agency Collateralized Mortgage Obligation FHLMC_4941F N/A 3137FQV42 2049-11-25 3 N/A 2000000.00 1435189.40 Agency Collateralized Mortgage Obligation FHLMC_4941S N/A 3137FQSS3 2049-07-25 4.5 N/A 32180993.00 1378465.69 Agency Collateralized Mortgage Obligation FHLMC_4954A N/A 3137FR3C3 2050-02-25 1.75273 N/A 136016008.00 4490653.07 Agency Collateralized Mortgage Obligation FHLMC_4954B N/A 3137FRE31 2050-02-25 1.75273 N/A 118078268.00 4414710.66 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 947790.11 Agency Collateralized Mortgage Obligation FHLMC_4962A N/A 3137FRK34 2050-03-25 1.75273 N/A 8977500.00 321030.90 Agency Collateralized Mortgage Obligation FHLMC_4975D N/A 3137FT2T3 2050-05-25 1.70273 N/A 16666666.00 787255.06 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3424841.42 Agency Collateralized Mortgage Obligation FHLMC_4979 N/A 3137FTXU6 2050-06-25 1.75273 N/A 65266187.00 2413185.98 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 1.80273 N/A 29142400.00 2015982.71 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 1.96721 N/A 25942664.00 1665937.01 Agency Collateralized Mortgage Obligation FHLMC_4999L N/A 3137FV4F6 2049-03-25 1.75273 N/A 84300662.00 2816700.39 Agency Collateralized Mortgage Obligation FHLMC_4999N N/A 3137FV4P4 2044-03-25 1.65273 N/A 43898226.00 1288603.39 Agency Collateralized Mortgage Obligation FHLMC_5003B N/A 3137FVJQ6 2050-08-25 2.5 N/A 17226325.00 1320652.86 Agency Collateralized Mortgage Obligation FHLMC_5007M N/A 3137FVLY6 2050-08-25 1.80273 N/A 4500000.00 299082.00 Agency Collateralized Mortgage Obligation FHLMC_5010D N/A 3137FVRM6 2050-09-25 4 N/A 60791340.00 4199463.82 Agency Collateralized Mortgage Obligation FHLMC_5013K N/A 3137FW3A6 2050-09-25 3 N/A 17136687.00 1056335.67 Agency Collateralized Mortgage Obligation FHLMC_5018E N/A 3137FXA40 2050-10-25 4 N/A 23883521.00 1944627.42 Agency Collateralized Mortgage Obligation FHLMC_5031E N/A 3137FXGJ1 2040-01-25 5 N/A 34645900.00 1600414.54 Agency Collateralized Mortgage Obligation FHLMC_5036N N/A 3137F6TK3 2050-04-25 4 N/A 3251000.00 254362.05 Agency Collateralized Mortgage Obligation FHLMC_5050E N/A 3137F7RY3 2050-10-25 3 N/A 5368180.00 465035.73 Agency Collateralized Mortgage Obligation FHLMC_5060B N/A 3137F8A29 2050-12-25 3 N/A 19000000.00 2314312.31 Agency Collateralized Mortgage Obligation FHLMC_5060C N/A 3137F87A5 2050-11-25 3 N/A 30000000.00 3321364.87 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9Y54 2050-08-25 3 N/A 39440000.00 4495137.29 Agency Collateralized Mortgage Obligation FHLMC_5071M N/A 3137F9T92 2048-04-25 4 N/A 35952899.00 2809924.89 Agency Collateralized Mortgage Obligation FHLMC_5076D N/A 3137F9M57 2051-02-25 3 N/A 19310978.00 1936977.63 Agency Collateralized Mortgage Obligation FHLMC_5083C N/A 3137FFP92 2051-03-25 3.5 N/A 1980418.00 1051701.05 Agency Collateralized Mortgage Obligation FHLMC_5084E N/A 3137FFL96 2044-10-25 4 N/A 39870250.00 3603153.53 Agency Collateralized Mortgage Obligation FHLMC_5086K N/A 3137FFHE0 2051-03-25 2.5 N/A 15000000.00 1660540.37 Agency Collateralized Mortgage Obligation FHLMC_5087 N/A 3137FFMB0 2051-03-25 4 N/A 32500000.00 2705670.03 Agency Collateralized Mortgage Obligation FHLMC_5103E N/A 3137H0BF4 2051-05-25 4 N/A 18000000.00 2122038.64 Agency Collateralized Mortgage Obligation FHLMC_5114H N/A 3137H0QK7 2047-06-15 1.65185 N/A 62164503.00 3634036.38 Agency Collateralized Mortgage Obligation FHLMC_5115N N/A 3137H0X45 2050-12-25 4.5 N/A 8869000.00 1204060.18 Agency Collateralized Mortgage Obligation FHLMC_5121C N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 407736.56 Agency Collateralized Mortgage Obligation FHLMC_5128D N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1440254.77 Agency Collateralized Mortgage Obligation FHLMC_5134C N/A 3137H1X50 2051-08-25 4 N/A 44062559.00 4226019.84 Agency Collateralized Mortgage Obligation FHLMC_5138A N/A 3137H2JM7 2050-03-25 3.5 N/A 18863683.00 1537109.48 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 1.66721 N/A 17311159.00 1168342.79 Agency Collateralized Mortgage Obligation FHLMC_5183B N/A 3137H4ZH6 2052-01-25 3 N/A 8075000.00 1002433.61 Agency Collateralized Mortgage Obligation FHLMC_5202Q N/A 3137H5ZC4 2049-10-25 3 N/A 1043000.00 582542.66 Agency Collateralized Mortgage Obligation FHLMC_5206H N/A 3137H6RA5 2047-02-25 3 N/A 2850000.00 1781224.73 Agency Collateralized Mortgage Obligation FHLMC_5256 N/A 3137H8WG2 2052-09-25 4 N/A 375000.00 250992.07 Agency Collateralized Mortgage Obligation FHLMC_5305B N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 4031676.40 Agency Collateralized Mortgage Obligation FHLMC_5326 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 957046.86 Agency Collateralized Mortgage Obligation FHLMC_5338C N/A 3137HAKT2 2041-05-15 1.65185 N/A 28058675.00 2008723.86 Agency Collateralized Mortgage Obligation FHLMC_5363E N/A 3137HBB86 2053-12-25 2.86721 N/A 25288459.00 1593736.80 Agency Collateralized Mortgage Obligation FHLMC_5386G N/A 3137HBYC2 2049-06-15 1.70185 N/A 23750082.00 2295871.11 Agency Collateralized Mortgage Obligation FHLMC_5391G N/A 3137HBUJ1 2054-03-25 5.28279 N/A 706000.00 561381.29 Agency Collateralized Mortgage Obligation FHLMC_5410H N/A 3137HCUH3 2054-05-25 0.81721 N/A 50000000.00 1534178.43 Agency Collateralized Mortgage Obligation FHLMC_5416B N/A 3137HD6M7 2054-06-25 1.61721 N/A 50000000.00 1553724.02 Agency Collateralized Mortgage Obligation FHLMC_5437A N/A 3137HF6J9 2054-08-25 0.86721 N/A 51662435.00 1260641.27 Agency Collateralized Mortgage Obligation FHLMC_5441B N/A 3137HF2X2 2054-08-25 0.84721 N/A 70000000.00 2008470.32 Agency Collateralized Mortgage Obligation FHLMC_5475C N/A 3137HHDF5 2054-11-25 5.53279 N/A 115000.00 95229.69 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRP8 2054-12-25 0.05 N/A 38010000.00 29638.39 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRU7 2054-12-25 0.05 N/A 38010000.00 29666.13 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRM5 2054-12-25 0.05 N/A 38010000.00 29666.13 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRN3 2054-12-25 0.05 N/A 38010000.00 29638.39 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRS2 2054-12-25 0.1 N/A 38010000.00 59387.75 Agency Collateralized Mortgage Obligation FHLMC_5483C N/A 3137HHNN7 2054-12-25 0.88721 N/A 98513675.00 1305851.90 Agency Collateralized Mortgage Obligation FHLMC_5502A N/A 3137HJTE7 2055-02-25 1.35402 N/A 182000000.00 5343882.04 Agency Collateralized Mortgage Obligation FHLMC_5502D N/A 3137HJSP3 2035-12-25 5.5 N/A 1200000.00 1168484.77 Agency Collateralized Mortgage Obligation FHLMC_5507A N/A 3137HJPB7 2035-11-25 6 N/A 5240167.00 676729.37 Agency Collateralized Mortgage Obligation FHLMC_5531A N/A 3137HKS39 2055-04-25 0.91721 N/A 31500000.00 1250061.72 Agency Collateralized Mortgage Obligation FHLMC_5531F N/A 3137HKSE5 2050-01-15 1.65185 N/A 48543875.00 4965562.70 Agency Collateralized Mortgage Obligation FHLMC_5531G N/A 3137HKSL9 2048-09-15 4.499983 N/A 555933.00 105808.58 Agency Collateralized Mortgage Obligation FHLMC_5543A N/A 3137HLKX9 2055-06-25 0.1 N/A 27000000.00 45395.89 Agency Collateralized Mortgage Obligation FHLMC_5563A N/A 3137HMLG3 2055-08-25 0.96721 N/A 40625000.00 1561621.51 Agency Collateralized Mortgage Obligation FHLMC_5579C N/A 3137HN2G2 2055-09-25 1.06721 N/A 20000000.00 957137.41 Agency Collateralized Mortgage Obligation FHLMC_5585B N/A 3137HNFH6 2055-10-25 4.5 N/A 1820132.00 1640628.77 Agency Collateralized Mortgage Obligation FHLMC_5585C N/A 3137HNFK9 2055-10-25 1.21721 N/A 15000000.00 886729.71 Agency Collateralized Mortgage Obligation FHLMC_5585D N/A 3137HNEU8 2055-10-25 4.5 N/A 368421.00 328056.06 Agency Collateralized Mortgage Obligation FHLMC_5585E N/A 3137HNFC7 2055-08-25 4.5 N/A 500000.00 493270.93 Agency Collateralized Mortgage Obligation FHLMC_5585E N/A 3137HNF60 2055-10-25 4.5 N/A 2385656.00 2139382.35 Agency Collateralized Mortgage Obligation FHLMC_5585F N/A 3137HNJW9 2055-10-25 1.76721 N/A 25000000.00 1766515.25 Agency Collateralized Mortgage Obligation FHLMC_5596A N/A 3137HNTW8 2055-11-25 1 N/A 196872753.00 10859829.18 Agency Collateralized Mortgage Obligation FHLMC_5596A N/A 3137HNTF5 2055-11-25 0.05 N/A 98872753.00 129160.77 Agency Collateralized Mortgage Obligation FHLMC_5596C N/A 3137HNTY4 2055-11-25 0.6 N/A 61000000.00 2445673.00 Agency Collateralized Mortgage Obligation FHMS_K083 N/A 3137FJXY0 2028-10-25 2.293271 N/A 28128058.00 1845202.27 Agency Collateralized Mortgage Obligation FHMS_K084 N/A 3137FJZC6 2028-11-25 2.24263 N/A 30930260.00 1947457.56 Agency Collateralized Mortgage Obligation FHMS_K085 N/A 3137FKJF4 2045-12-25 2.314179 N/A 28530506.00 1843512.40 Agency Collateralized Mortgage Obligation FHMS_K086 N/A 3137FKSL1 2046-11-25 2.300601 N/A 31623689.00 2080907.26 Agency Collateralized Mortgage Obligation FHMS_K102 N/A 3137FQKF9 2046-12-25 1.89138 N/A 11000000.00 748683.65 Agency Collateralized Mortgage Obligation FHMS_K117 N/A 3137FX3U0 2048-10-25 2.867771 N/A 20439073.00 2428873.34 Agency Collateralized Mortgage Obligation FHMS_K146 N/A 3137H7ZE6 2049-06-25 3.564534 N/A 6549068.00 1271209.76 Agency Collateralized Mortgage Obligation FHMS_K163 N/A 3137HCXN7 2034-04-25 5.687165 N/A 12979557.00 4730208.80 Agency Collateralized Mortgage Obligation FHMS_K170 N/A 3137HLJ86 2063-02-25 5.588988 N/A 3531092.00 1371675.61 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.479483 N/A 2992000.00 134727.48 Agency Collateralized Mortgage Obligation FHMS_KG03 N/A 3137FVEF5 2033-07-25 2.965508 N/A 21909170.00 2457097.14 Agency Collateralized Mortgage Obligation FHMS_KLU3FX N/A 3137H0H50 2031-01-25 1.758 N/A 2000000.00 1808832.00 Agency Collateralized Mortgage Obligation FHMS_KSG1 N/A 3137FXLZ9 2030-09-25 2.936014 N/A 23715480.00 2758766.72 Agency Collateralized Mortgage Obligation FHR_4924 N/A 3137FPEA9 2049-10-25 1.75273 N/A 45076729.00 1435074.48 Agency Collateralized Mortgage Obligation FNMA_10-115 N/A 31398NPN8 2040-10-25 1.70273 N/A 33422321.00 290271.22 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 1.70273 N/A 50000000.00 312616.06 Agency Collateralized Mortgage Obligation FNMA_11-126 N/A 3136A2WU3 2041-12-25 1.65273 N/A 107252046.00 558557.27 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 1.80273 N/A 36714285.00 228234.76 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9PU6 2042-11-25 1.85273 N/A 29250000.00 496659.30 Agency Collateralized Mortgage Obligation FNMA_12-134H N/A 3136AATF2 2042-12-25 1.85273 N/A 240214.00 3063.35 Agency Collateralized Mortgage Obligation FNMA_12-141 N/A 3136AAAP0 2042-12-25 2.40273 N/A 45267000.00 697373.03 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 1.65273 N/A 85000000.00 770425.78 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 2.15273 N/A 91164018.00 674640.44 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7TZ5 2042-08-25 4.79727 N/A 150000.00 14750.04 Agency Collateralized Mortgage Obligation FNMA_12-82 N/A 3136A7NM0 2042-08-25 1.77273 N/A 68500000.00 312527.02 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 1.65273 N/A 123256386.00 2527476.96 Agency Collateralized Mortgage Obligation FNMA_13-20N N/A 3136ACWA5 2043-03-25 1.80273 N/A 13066000.00 231827.59 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 94536.70 Agency Collateralized Mortgage Obligation FNMA_13-44 N/A 3136ADA90 2043-05-25 2.45273 N/A 69433333.00 956912.21 Agency Collateralized Mortgage Obligation FNMA_14-74 N/A 3136ALXU0 2044-11-25 1.80273 N/A 100000000.00 838022.76 Agency Collateralized Mortgage Obligation FNMA_14-74B N/A 3136ALWW7 2044-06-25 1.90273 N/A 32328000.00 257845.41 Agency Collateralized Mortgage Obligation 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Obligation FNMA_24-9D N/A 3136BRHA8 2050-03-25 1.70273 N/A 27901889.00 2660514.24 Agency Collateralized Mortgage Obligation FNMA_25-27C N/A 3136BVKR8 2050-06-25 4.000014 N/A 1371181.00 254053.34 Agency Collateralized Mortgage Obligation FNMA_25-27D N/A 3136BVKT4 2048-05-25 4.000002 N/A 639801.00 97939.07 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKU1 2049-08-25 1.70273 N/A 52006853.00 5213948.59 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKV9 2049-08-25 4.50002 N/A 535378.00 90171.34 Agency Collateralized Mortgage Obligation FNMA_25-27F N/A 3136BVKW7 2049-03-25 1.65273 N/A 50544901.00 4521666.54 Agency Collateralized Mortgage Obligation FNMA_25-27F N/A 3136BVKX5 2049-03-25 5.000004 N/A 859655.00 163133.33 Agency Collateralized Mortgage Obligation FNMA_25-29K N/A 3136BV2F4 2055-05-25 0.3 N/A 50000000.00 331981.16 Agency Collateralized Mortgage Obligation FNMA_25-34A N/A 3136BVC30 2051-12-25 5 N/A 275000.00 255568.92 Agency Collateralized Mortgage 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Obligation GNMA_25-173H N/A 38383BZW5 2051-10-20 3 N/A 118467431.00 20236132.70 Agency Collateralized Mortgage Obligation GNMA_25-173J N/A 38383BZX3 2051-08-20 3 N/A 80536165.00 13620356.76 Agency Collateralized Mortgage Obligation GNMA_25-173K N/A 38383BZY1 2051-11-20 3 N/A 97135227.00 12295085.63 Agency Collateralized Mortgage Obligation GNMA_25-173L N/A 38383BZZ8 2051-01-20 2.15448 N/A 41928822.00 6449965.75 Agency Collateralized Mortgage Obligation GNMA_25-173M N/A 38383BA28 2051-08-20 2.15448 N/A 181212457.00 26729981.47 Agency Collateralized Mortgage Obligation GNMA_25-173N N/A 38383BA44 2050-10-20 1.95448 N/A 98555246.00 13441477.15 Agency Collateralized Mortgage Obligation GNMA_25-173N N/A 38383BA36 2050-10-20 3 N/A 4371940.00 668297.66 Agency Collateralized Mortgage Obligation GNMA_25-173P N/A 38383BA69 2050-08-20 1.90448 N/A 77721551.00 10176076.80 Agency Collateralized Mortgage Obligation GNMA_25-173P N/A 38383BA51 2050-08-20 3.5 N/A 902285.00 153962.70 Agency Collateralized Mortgage Obligation GNMA_25-173Q N/A 38383BA77 2050-01-20 4.5 N/A 1726274.00 356316.77 Agency Collateralized Mortgage Obligation GNMA_25-173Q N/A 38383BA85 2050-01-20 1.90448 N/A 110075800.00 13571897.52 Agency Collateralized Mortgage Obligation GNMA_25-173R N/A 38383BB27 2055-08-20 1.01621 N/A 378246575.00 11929332.86 Agency Collateralized Mortgage Obligation GNMA_25-173R N/A 38383BA93 2055-08-20 6 N/A 4606824.00 519674.31 Agency Collateralized Mortgage Obligation GNMA_25-173S N/A 38383BB43 2055-08-20 0 N/A 303311770.00 3935166.90 Agency Collateralized Mortgage Obligation GNMA_25-173S N/A 38383BB35 2055-08-20 5.10812 N/A 8572930.00 618492.44 Agency Collateralized Mortgage Obligation GNMA_25-173T N/A 38383BB50 2055-04-20 6 N/A 15713581.00 2356366.70 Agency Collateralized Mortgage Obligation GNMA_25-173T N/A 38383BB68 2055-04-20 1.04621 N/A 657846854.00 32204679.12 Agency Collateralized Mortgage Obligation GNMA_25-173U N/A 38383BB76 2055-01-20 6.5 N/A 16666752.00 2522681.43 Agency 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Citigroup Global Markets, Inc. 3.95000000 N/A MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA_11-72 N/A 38377WHJ6 2041-05-16 1.61515 N/A 44454909.00 5976767.72 Agency Collateralized Mortgage Obligation GNMA_20-162D N/A 38382KNK5 2050-10-20 2.5 N/A 74800000.00 6418090.40 Agency Collateralized Mortgage Obligation GNMA_20-44 N/A 38380N7S2 2062-02-16 1.02617 N/A 155155995.00 5718925.33 Agency Collateralized Mortgage Obligation GNMA_20-59 N/A 38382ELQ8 2050-04-20 5 N/A 94674297.00 5653873.05 Agency Collateralized Mortgage Obligation GNMA_20-H14B N/A 38380QGF3 2070-08-20 1.10321 N/A 201959816.00 6885727.93 Agency Collateralized Mortgage Obligation GNMA_21-156R N/A 38383ASJ4 2051-09-20 4 N/A 42188500.00 5325205.45 Agency Collateralized Mortgage Obligation GNMA_21-162M N/A 38383AP40 2051-09-20 3 N/A 48359264.00 5804656.12 Agency Collateralized Mortgage Obligation GNMA_21-186 N/A 38383CV72 2063-05-16 0.76333 N/A 130060000.00 6501847.92 Agency Collateralized Mortgage Obligation GNMA_21-30B N/A 38382NXV4 2051-02-20 2.5 N/A 65380000.00 5935728.70 Agency Collateralized Mortgage Obligation GNMA_21-30B N/A 38382NXX0 2051-02-20 2.5 N/A 71092492.00 6999748.66 Agency Collateralized Mortgage Obligation GNMA_21-9B N/A 38382ME62 2051-01-20 2 N/A 75000000.00 5643363.32 Agency Collateralized Mortgage Obligation GNMA_22-114D N/A 38383TGK3 2052-06-20 0 N/A 11111111.00 6784419.65 Agency Collateralized Mortgage Obligation GNMA_22-128C N/A 38383UAB6 2052-07-20 1.86621 N/A 70000000.00 5046058.52 Agency Collateralized Mortgage Obligation GNMA_22-128H N/A 38383T7V9 2052-07-20 0 N/A 11538462.00 6873051.80 Agency Collateralized Mortgage Obligation GNMA_22-140G N/A 38383M5C8 2051-07-20 3 N/A 49310034.00 5684343.66 Agency Collateralized Mortgage Obligation GNMA_22-172B N/A 38383YT44 2052-10-20 0 N/A 9090910.00 5318784.48 Agency Collateralized Mortgage Obligation GNMA_22-21 N/A 38381ERF7 2063-10-16 0.7848 N/A 115640000.00 6378246.25 Agency Collateralized Mortgage Obligation GNMA_22-H02B N/A 38382YNP4 2072-01-20 0.61541 N/A 161049657.00 6057725.39 Agency Collateralized Mortgage Obligation GNMA_22-H03A N/A 38382YLG6 2072-02-20 1.25697 N/A 66923387.00 5202310.13 Agency Collateralized Mortgage Obligation GNMA_22-H11A N/A 38382YSZ7 2072-05-20 0.49642 N/A 149244039.00 7492837.12 Agency Collateralized Mortgage Obligation GNMA_22-H14F N/A 38382YWL3 2072-07-20 0.55135 N/A 98628823.00 5830988.11 Agency Collateralized Mortgage Obligation GNMA_22-H20E N/A 38382YZF3 2072-09-20 0.80678 N/A 82279844.00 6274933.83 Agency Collateralized Mortgage Obligation GNMA_22-H21 N/A 38382YZH9 2072-10-20 0.58529 N/A 114570222.00 7077649.84 Agency Collateralized Mortgage Obligation GNMA_22-H24A N/A 38382YF57 2072-11-20 0.49561 N/A 123688428.00 6907442.26 Agency Collateralized Mortgage Obligation GNMA_22-H26A N/A 38382YG31 2072-12-20 0.34411 N/A 168075681.00 6550106.06 Agency Collateralized Mortgage Obligation GNMA_23-114M N/A 38384EBP9 2053-08-20 1.59621 N/A 187840029.00 7027204.77 Agency Collateralized Mortgage Obligation GNMA_23-131K N/A 38384EYZ2 2053-09-20 1.56621 N/A 84660210.00 4981743.46 Agency Collateralized Mortgage Obligation GNMA_23-146F N/A 38384DAV9 2053-10-20 1.51621 N/A 237020992.00 5469759.19 Agency Collateralized Mortgage Obligation GNMA_23-146G N/A 38384DAY3 2053-10-20 2.16621 N/A 161538459.00 7496819.57 Agency Collateralized Mortgage Obligation GNMA_23-166G N/A 38384GAP5 2050-07-20 4 N/A 36677515.00 6020658.01 Agency Collateralized Mortgage Obligation GNMA_23-183A N/A 38384HAT5 2053-12-20 2.16621 N/A 185000000.00 6773888.12 Agency Collateralized Mortgage Obligation GNMA_23-32G N/A 38383VRG5 2053-02-20 1.51621 N/A 150000000.00 5658894.88 Agency Collateralized Mortgage Obligation GNMA_23-48J N/A 38383WUF1 2053-03-20 1.46621 N/A 150000000.00 4852225.70 Agency Collateralized Mortgage Obligation GNMA_23-54D N/A 38383XLQ5 2053-04-20 1.51621 N/A 100000000.00 5516920.00 Agency Collateralized Mortgage Obligation GNMA_23-60D N/A 38383XPD0 2053-04-20 1.41621 N/A 200000000.00 5704309.82 Agency Collateralized Mortgage Obligation GNMA_23-H02A N/A 38382YP49 2073-01-20 0.70353 N/A 117265333.00 6752632.08 Agency Collateralized Mortgage Obligation GNMA_23-H05A N/A 38382YW41 2073-02-20 0.61001 N/A 131872148.00 6737210.15 Agency Collateralized Mortgage Obligation GNMA_24-102 N/A 38384QAG3 2066-09-16 0.94926 N/A 70144550.00 5635221.44 Agency Collateralized Mortgage Obligation GNMA_24-110N N/A 38384QWC8 2054-07-20 2.46621 N/A 400000000.00 5572055.86 Agency Collateralized Mortgage Obligation GNMA_24-110Q N/A 38384QWN4 2054-07-20 1.79621 N/A 100000000.00 5725307.51 Agency Collateralized Mortgage Obligation GNMA_24-125B N/A 38384VLV7 2054-08-20 2.51621 N/A 100792169.00 5930059.65 Agency Collateralized Mortgage Obligation GNMA_24-130D N/A 38384VLF2 2051-02-20 2.5 N/A 40225643.00 5217388.18 Agency Collateralized Mortgage Obligation GNMA_24-143A N/A 38384W5S0 2054-09-20 1.66621 N/A 100000000.00 5012547.11 Agency Collateralized Mortgage Obligation GNMA_24-161 N/A 38381LA77 2064-06-16 0.74059 N/A 100000000.00 5493427.58 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YTD3 2054-10-20 1.23621 N/A 150000000.00 5914688.25 Agency Collateralized Mortgage Obligation GNMA_24-1B N/A 38384H7D4 2054-01-20 1.16621 N/A 300000000.00 5087182.57 Agency Collateralized Mortgage Obligation GNMA_24-201D N/A 38385BXY1 2054-12-20 1.88621 N/A 92307435.00 5680383.37 Agency Collateralized Mortgage Obligation GNMA_24-32 N/A 38381J2J5 2063-06-16 0.69981 N/A 70177456.00 3395293.24 Agency Collateralized Mortgage Obligation GNMA_24-39J N/A 38384KLP4 2054-03-20 1.16621 N/A 110000000.00 5903559.06 Agency Collateralized Mortgage Obligation GNMA_24-58D N/A 38384NEL5 2052-01-20 3 N/A 53252809.00 7075296.11 Agency Collateralized Mortgage Obligation GNMA_24-58E N/A 38384NEU5 2054-04-20 1.16621 N/A 179000000.00 4973900.10 Agency Collateralized Mortgage Obligation GNMA_24-59D N/A 38384MF44 2054-04-20 6 N/A 69705690.00 7422600.74 Agency Collateralized Mortgage Obligation GNMA_24-95L N/A 38384QBL1 2054-06-20 1.31621 N/A 126473828.00 5173464.74 Agency Collateralized Mortgage Obligation GNMA_24-97D N/A 38384PQK9 2054-06-20 3.11621 N/A 50000000.00 4985673.97 Agency Collateralized Mortgage Obligation GNMA_24-H03A N/A 38383KQR6 2074-02-20 0.63489 N/A 90434149.00 6350910.03 Agency Collateralized Mortgage Obligation GNMA_24-H05A N/A 38383KTU6 2074-03-20 0.61325 N/A 136122124.00 7442665.33 Agency Collateralized Mortgage Obligation GNMA_24-H11C N/A 38383KZR6 2074-07-20 0.69774 N/A 77419028.00 5813027.16 Agency Collateralized Mortgage Obligation GNMA_24-H17B N/A 38383KN57 2074-09-20 0.72281 N/A 87945705.00 6963335.86 Agency Collateralized Mortgage Obligation GNMA_25-104G N/A 38385GH93 2054-12-20 2.31621 N/A 65227031.00 5489698.47 Agency Collateralized Mortgage Obligation GNMA_25-104H N/A 38385GJ67 2055-06-20 1.71621 N/A 92089397.00 5830162.08 Agency Collateralized Mortgage Obligation GNMA_25-109B N/A 38381MUE8 2067-05-16 0.60418 N/A 83047126.00 4909638.69 Agency Collateralized Mortgage Obligation GNMA_25-113B N/A 38381NX86 2055-07-20 1.71621 N/A 105000000.00 6296045.28 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PDP5 2055-07-20 0.31621 N/A 500000000.00 6519992.29 Agency Collateralized Mortgage Obligation GNMA_25-115G N/A 38381PBN2 2055-07-20 1.16621 N/A 92951981.00 5775334.36 Agency Collateralized Mortgage Obligation GNMA_25-115G N/A 38381PBA0 2055-07-20 1.16621 N/A 134344606.00 6576066.48 Agency Collateralized Mortgage Obligation GNMA_25-119C N/A 38381NZV3 2055-07-20 2.91621 N/A 43430550.00 5671145.85 Agency Collateralized Mortgage Obligation GNMA_25-13 N/A 38381L4U3 2067-01-16 0.74817 N/A 107001558.00 7136361.92 Agency Collateralized Mortgage Obligation GNMA_25-133F N/A 38381QLL3 2051-05-20 3 N/A 29863713.00 4906434.91 Agency Collateralized Mortgage Obligation GNMA_25-136A N/A 38381QFW6 2055-08-20 2.34121 N/A 64071357.00 4905098.63 Agency Collateralized Mortgage Obligation GNMA_25-136G N/A 38381QGZ8 2055-08-20 1.21621 N/A 100000000.00 5590987.18 Agency Collateralized Mortgage Obligation GNMA_25-15 N/A 38381L2P6 2066-11-16 0.84413 N/A 98564000.00 5911013.25 Agency Collateralized Mortgage Obligation GNMA_25-162C N/A 38383JBA2 2068-02-16 0.78133 N/A 67671886.00 5174715.19 Agency Collateralized Mortgage Obligation GNMA_25-181A N/A 38384RCZ7 2068-02-16 0 N/A 73306143.00 5484032.56 Agency Collateralized Mortgage Obligation GNMA_25-29A N/A 38385CM70 2055-01-20 2.46621 N/A 63141690.00 5046974.33 Agency Collateralized Mortgage Obligation GNMA_25-39J N/A 38385EK29 2055-03-20 0.46621 N/A 448333333.00 6216614.15 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MCE8 2067-01-16 0.65228 N/A 100375221.00 6408504.95 Agency Mortgage-Backed Securities GNMA_25-41B N/A 38385ELP7 2055-03-20 1.81621 N/A 136281942.00 4873595.12 Agency Collateralized Mortgage Obligation GNMA_25-43C N/A 38385EHJ6 2055-03-20 2.91621 N/A 45000000.00 5659828.19 Agency Collateralized Mortgage Obligation GNMA_25-43D N/A 38385EHT4 2055-03-20 1.11621 N/A 150000000.00 6671095.47 Agency Collateralized Mortgage Obligation GNMA_25-54 N/A 38381MAS9 2067-08-16 0.6349 N/A 130000000.00 7594531.18 Agency Collateralized Mortgage Obligation GNMA_25-57 N/A 38385D5G7 2055-03-20 3.06621 N/A 47531367.00 5625677.09 Agency Collateralized Mortgage Obligation GNMA_25-62B N/A 38385FNW7 2047-11-20 2.05448 N/A 50763141.00 5972344.43 Agency Collateralized Mortgage Obligation GNMA_25-69A N/A 38385FAC5 2055-04-20 0.96621 N/A 298126998.00 6016880.32 Agency Collateralized Mortgage Obligation GNMA_25-70A N/A 38385FSS1 2055-04-20 1.76621 N/A 99900000.00 6050334.42 Agency Collateralized Mortgage Obligation GNMA_25-75 N/A 38381MKW9 2065-05-16 0.84179 N/A 82470287.00 5984421.46 Agency Collateralized Mortgage Obligation GNMA_25-H03B N/A 38383K6N7 2073-02-20 0.90015 N/A 107475411.00 5079794.50 Agency Collateralized Mortgage Obligation GNMA_25-H05D N/A 38384LBE8 2075-02-20 0.67327 N/A 93616540.00 7217859.16 Agency Collateralized Mortgage Obligation GNMA_25-H06 N/A 38384LDL0 2075-03-20 0.78604 N/A 100000000.00 7398204.20 Agency Collateralized Mortgage Obligation GNMA_25-H08A N/A 38384LGL7 2075-02-20 0.62663 N/A 126771974.00 6609391.69 Agency Collateralized Mortgage Obligation GNMA_25-H13A N/A 38384LPX1 2075-06-20 0.5576 N/A 126607596.00 7587171.24 Agency Collateralized Mortgage Obligation GNMA_25-H22A N/A 38384LA25 2075-10-20 0 N/A 77333510.00 5427431.35 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 Y CITIGROUP GLOBAL MARKETS INC 1.0000 3 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0395 500000000.00 500000000.00 0.0026 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.15000000 N/A MBNUM2BPBDO7JBLYG310 BYDTW4XW8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125 N/A 198723873.00 243780018.72 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 N N N 0.0415 239000000.00 239000000.00 0.0013 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.15000000 N/A MBNUM2BPBDO7JBLYG310 BYDTW4Y49 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QY7 2042-11-15 2.75 N/A 41111500.00 32640067.44 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2025-11-03 2025-11-03 2025-11-03 N N N 0.0415 32000000.00 32000000.00 0.0002 N Y Y N Citigroup Global Markets, Inc. 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3973234.00 2389692.35 Agency Mortgage-Backed Securities GNII SF DI1449 C N/A 3618NJTE9 2055-04-20 7 N/A 2313858.00 2427995.19 Agency Mortgage-Backed Securities GNII SF DI2070 C N/A 3618NKJP2 2055-04-20 7.5 N/A 2349921.00 2500085.67 Agency Mortgage-Backed Securities GNII SF DI2071 C N/A 3618NKJQ0 2055-04-20 7.5 N/A 2156960.00 2297523.46 Agency Mortgage-Backed Securities GNII SF DI3023 C N/A 3618NLLC6 2055-03-20 7 N/A 2264767.00 2358045.54 Agency Mortgage-Backed Securities GNII SF DI3035 C N/A 3618NLLQ5 2055-06-20 7 N/A 2319051.00 2428282.62 Agency Mortgage-Backed Securities GNII SF DI3059 C N/A 3618NLMG6 2055-07-20 6.5 N/A 2506513.00 2619627.85 Agency Mortgage-Backed Securities GNII SF DI4589 C N/A 3618NNC24 2055-09-20 6.5 N/A 2128464.00 2250156.60 Agency Mortgage-Backed Securities GNII SF DI4613 C N/A 3618NNDS6 2055-09-20 6.5 N/A 2323943.00 2455922.42 Agency Mortgage-Backed Securities GNII SF DI5049 C N/A 3618NNTE0 2055-06-20 6.5 N/A 2530914.00 2655563.59 Agency Mortgage-Backed 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CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVMS1 2054-04-01 6 N/A 3834768.00 3412897.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVMG7 2053-03-01 5.5 N/A 27082185.00 21030300.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQVQ6 2053-04-01 5.5 N/A 34239872.00 26935000.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BVJQ9 2053-02-01 6.5 N/A 1401.00 559.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0W32 2053-11-01 6 N/A 35149128.00 30760175.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKJ34 2050-11-01 2 N/A 1628000.00 886923.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNCV3 2052-04-01 4.5 N/A 19565280.00 8964373.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN 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3133KNXP3 2052-03-01 3.5 N/A 1000.00 677.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131YAMK3 2049-03-01 4.5 N/A 1000.00 426.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WGHS7 2054-07-01 6.5 N/A 1000.00 992.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BKES4 2052-09-01 5 N/A 1000.00 530.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNB36 2052-04-01 3.5 N/A 2018000.00 1345429.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CHJP1 2053-11-01 7 N/A 2928141.00 2718882.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0WV0 2053-11-01 6.5 N/A 6385106.00 5180297.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTHJ2 2054-02-01 6 N/A 1008.00 902.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPMA3 2052-06-01 4 N/A 1000.00 732.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACLY4 2048-06-01 4.5 N/A 1024.00 243.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJXN3 2047-02-01 3 N/A 1024.00 214.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQWL5 2052-10-01 6 N/A 1000.00 552.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QP4H7 2052-08-01 5.5 N/A 1024.00 739.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H9AS2 2048-10-01 4 N/A 1024.00 169.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410K4J0 2039-04-01 5.5 N/A 1011.00 16.41 Agency 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3140KAL87 2050-03-01 2.5 N/A 1000.00 232.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEKG3 2045-04-01 3.5 N/A 2991740.00 478380.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMU28 2051-12-01 2.5 N/A 235000.00 165020.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTJZ3 2053-11-01 6 N/A 225934730.00 193833109.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSLJ8 2053-06-01 5 N/A 1024.00 898.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRJC8 2053-02-01 6.5 N/A 4006584.00 3335145.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8FV2 2048-01-01 3.5 N/A 1024.00 125.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6MQ2 2052-12-01 6 N/A 1000.00 803.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LNHC4 2051-09-01 2.5 N/A 1024.00 644.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JMT36 2049-02-01 5.5 N/A 1008.00 17.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMQ56 2051-12-01 2.5 N/A 1000.00 651.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QP4F1 2052-08-01 5.5 N/A 793000.00 589339.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF2M0 2050-12-01 2 N/A 27498186.00 14774542.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7RU9 2055-05-01 5.5 N/A 714944.00 723209.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLJ90 2053-05-01 6.5 N/A 6884490.00 5338387.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6YF3 2052-11-01 4.5 N/A 1268978.00 1190757.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSA92 2053-05-01 6 N/A 1000.00 877.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWXR3 2052-10-01 5 N/A 1000.00 765.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVVG6 2054-12-01 6 N/A 1024.00 1002.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNP2 2053-07-01 5.5 N/A 1040.00 833.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRMQ3 2053-02-01 5.5 N/A 1152.00 1015.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W14Z3 2054-10-01 5 N/A 9008180.00 8968002.49 Agency 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2050-03-01 3 N/A 1000.00 244.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFCU1 2050-10-01 2 N/A 1024.00 560.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFH44 2050-10-01 2 N/A 1024.00 556.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRCN1 2053-01-01 6 N/A 2049.00 1567.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEEZ8 2045-03-01 3.5 N/A 1024.00 97.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YT6V1 2045-11-01 3.5 N/A 1000.00 221.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EPNB6 2045-05-01 4 N/A 1000.00 141.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1HK2 2054-05-01 5 N/A 1000.00 936.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNWX2 2055-09-01 7 N/A 1000.00 1065.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N7EK2 2052-11-01 5.5 N/A 1000.00 496.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT2Q1 2054-02-01 5.5 N/A 811096.00 745716.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1EW3 2053-10-01 6.5 N/A 1000.00 868.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUHS8 2054-04-01 6 N/A 8330162.00 7305867.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSP62 2053-07-01 5.5 N/A 203710551.00 176996129.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GQ97 2037-12-01 7 N/A 1007.00 3.88 Agency Mortgage-Backed 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MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEA33 2045-03-01 3.5 N/A 1024.00 207.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JJCA5 2048-09-01 4.5 N/A 1000.00 417.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTBE8 2053-10-01 5.5 N/A 2000.00 1818.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF2W8 2050-12-01 2 N/A 2048.00 1121.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BRFX2 2055-10-01 5.5 N/A 1000.00 1028.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QWC26 2055-02-01 6 N/A 2111.00 2058.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVPZ1 2054-11-01 5.5 N/A 5174689.00 4981895.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCFD1 2050-11-01 2.5 N/A 1024.00 751.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSVN8 2053-08-01 6 N/A 46095824.00 37869604.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31413FLM2 2037-07-01 6.5 N/A 1024.00 3.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFEB1 2050-10-01 2 N/A 1024.00 556.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YYKY8 2045-12-01 3.5 N/A 27399840.00 8240614.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLGS2 2053-08-01 5.5 N/A 1032.00 733.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JPH81 2049-05-01 4.5 N/A 1000.00 477.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNVA7 2047-04-01 3 N/A 36572096.00 25712779.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS5B3 2053-09-01 6.5 N/A 1024.00 758.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHKK0 2051-02-01 3 N/A 1040.00 583.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV4U5 2055-01-01 6.5 N/A 1024.00 882.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAQQ6 2034-02-01 4.5 N/A 2000.00 231.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQJ48 2052-10-01 5 N/A 1024.00 813.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTED3 2055-10-01 6 N/A 897928.00 925427.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRRG0 2053-03-01 4.5 N/A 1000.00 769.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409JC65 2036-05-01 6 N/A 1017.00 9.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ3B9 2052-12-01 5.5 N/A 2000.00 1462.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A5GV4 2053-12-01 6.5 N/A 1060294.00 623798.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ3U7 2052-12-01 6 N/A 1000.00 787.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JUT38 2049-06-01 3.5 N/A 1000.00 240.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV3A0 2055-01-01 5.5 N/A 27770132.00 26865841.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNN7 2053-07-01 5.5 N/A 32153440.00 25640845.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV2L7 2055-01-01 5 N/A 31641285.00 30276767.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR5T6 2053-05-01 5.5 N/A 55372736.00 46293428.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFCJ6 2050-10-01 2 N/A 1024.00 522.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATJV9 2054-11-01 6 N/A 1000.00 940.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8R42 2053-02-01 5 N/A 1000.00 832.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KFLF0 2050-11-01 2 N/A 337578496.00 182024270.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MTBQ5 2053-03-01 4.5 N/A 1000.00 680.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXTE2 2061-07-01 3 N/A 49961000.00 27578063.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0LW3 2055-01-01 5.5 N/A 2000.00 1884.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUTN6 2054-06-01 4.5 N/A 6285000.00 5662290.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCU28 2058-08-01 3.5 N/A 217179.00 197047.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NFAM4 2053-05-01 6.5 N/A 1000.00 481.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR3L5 2053-05-01 5 N/A 32710300.00 28109571.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GZS5 2037-12-01 5.5 N/A 40825055.00 218603.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFR99 2045-10-01 3.5 N/A 1024.00 115.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVZD9 2055-01-01 5.5 N/A 731015.00 720440.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASN61 2054-10-01 5.5 N/A 20084960.00 19195903.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU7M2 2054-08-01 5.5 N/A 1000.00 949.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NRJW7 2053-09-01 6.5 N/A 1000.00 716.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQL37 2052-10-01 5.5 N/A 1120.00 979.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8N87 2052-12-01 6 N/A 1000.00 993.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X0YW2 2043-07-01 3 N/A 1000.00 234.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRGM1 2054-09-01 6 N/A 13439201.00 11703329.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUBL9 2054-03-01 5.5 N/A 10388704.00 8876748.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8PE5 2055-04-01 6 N/A 1000.00 1024.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FEBK9 2046-09-01 3 N/A 1000.00 108.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WK3F0 2047-06-01 3.5 N/A 1000.00 212.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTVP1 2054-01-01 7 N/A 1374520.00 1126648.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407QKM7 2035-08-01 4.49 N/A 1094000.00 44100.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRCA9 2053-01-01 5.5 N/A 1000.00 886.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N3A90 2052-09-01 5 N/A 1000.00 599.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXTL6 2050-05-01 3 N/A 15989064.00 7154373.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410WVB1 2037-08-01 6.5 N/A 1023.00 2.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31368HL76 2034-03-01 5.5 N/A 2004.00 14.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0X26 2052-08-01 4.5 N/A 1000.00 709.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFMK9 2045-09-01 3.5 N/A 2000.00 467.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBW53 2034-09-01 3 N/A 1000.00 107.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAWC0 2049-04-01 4.5 N/A 23284007.00 5024983.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0TJ4 2055-01-01 5.5 N/A 1024.00 994.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSVG3 2053-08-01 5.5 N/A 1024.00 877.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVBF0 2054-08-01 7 N/A 14865844.00 12023671.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9YJ3 2054-04-01 7 N/A 250776.00 262495.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNGS1 2055-10-01 5.5 N/A 1000.00 1014.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEHJ7 2053-04-01 6 N/A 1000.00 782.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNXA5 2052-04-01 3.5 N/A 4688983.00 3679270.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1VN4 2053-10-01 6 N/A 470611.00 367514.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BDNM8 2055-06-01 5 N/A 1000.00 1006.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416BU22 2038-11-01 6 N/A 90633344.00 1291150.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QETU6 2035-09-01 2 N/A 87000.00 35067.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQF42 2052-09-01 5 N/A 1000.00 733.92 Agency Mortgage-Backed Securities 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2050-10-01 2 N/A 251458181.00 138614463.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNZG6 2055-09-01 5.5 N/A 30383227.00 30841693.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7K71 2047-09-01 3.5 N/A 200055041.00 29806390.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQVL6 2052-11-01 4 N/A 41000.00 31765.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W7MR2 2043-04-01 4 N/A 1000.00 123.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JGYL3 2048-09-01 5 N/A 1000.00 655.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDJ62 2050-05-01 2.5 N/A 1000.00 458.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUZH2 2054-07-01 5.5 N/A 1024.00 988.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTPE3 2053-12-01 6 N/A 60006424.00 53024353.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEEB1 2045-03-01 3.5 N/A 101969317.00 9135966.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GSXK3 2047-06-01 4.5 N/A 1001.00 414.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVWF7 2054-12-01 5 N/A 453008.00 436922.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AWFV6 2055-01-01 6 N/A 1018.00 1020.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFUX2 2045-10-01 3.5 N/A 2048.00 308.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BJGL5 2055-08-01 6.5 N/A 1000.00 1051.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSH38 2053-06-01 6.5 N/A 2112.00 1665.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHE65 2054-07-01 6 N/A 3177864.00 3054691.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BQA50 2055-10-01 5 N/A 1097250.00 1103431.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSA76 2053-05-01 6 N/A 96940.00 76133.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNS6 2053-07-01 6 N/A 1024.00 827.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUMP8 2054-05-01 4.5 N/A 7036428.00 6343672.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABDJ1 2054-09-01 7 N/A 1000.00 1075.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSVH1 2053-08-01 5.5 N/A 14267180.00 12328517.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR5Y5 2053-05-01 6 N/A 2637112.00 2078744.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKM27 2055-08-01 5.5 N/A 1000.00 1022.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVY57 2055-01-01 6 N/A 1024.00 996.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5V89 2047-07-01 4 N/A 498000.00 116192.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JSVL0 2049-04-01 4.5 N/A 1000.00 223.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGZT4 2054-06-01 6 N/A 1000.00 871.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTNW5 2053-12-01 6.5 N/A 3200.00 2440.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1CF8 2055-03-01 5 N/A 1025.00 1021.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NS5T7 2053-10-01 6.5 N/A 3095620.00 3211297.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NAYM9 2053-01-01 6 N/A 20440352.00 12169516.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGD46 2050-12-01 1.5 N/A 1000.00 540.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLHH2 2051-07-01 2.5 N/A 285835.00 171495.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFEY1 2050-10-01 2 N/A 1000.00 543.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRP80 2053-03-01 5.5 N/A 1056.00 851.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FX4T6 2064-06-01 4.5 N/A 7645576.00 7288471.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSFR7 2053-06-01 5 N/A 1000.00 887.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRSC8 2053-03-01 6 N/A 8859640.00 6383285.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEVX7 2050-09-01 2 N/A 1280.00 625.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSHZ7 2053-06-01 6.5 N/A 1024.00 751.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHS37 2046-08-01 3 N/A 43823576.00 4892668.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRQJ5 2053-03-01 6 N/A 1024.00 770.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AWE54 2055-01-01 6.5 N/A 1000.00 915.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGED7 2048-01-01 3.5 N/A 1000.00 612.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5TA3 2053-09-01 6.5 N/A 1000.00 812.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B4LE8 2055-03-01 7 N/A 1000.00 1059.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMHX2 2054-08-01 6.5 N/A 1000.00 795.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WDZJ3 2045-01-01 3.5 N/A 6000.00 623.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFBC2 2050-10-01 2.5 N/A 1024.00 432.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFMV5 2045-09-01 3.5 N/A 2304.00 224.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YVGB9 2046-03-01 3.5 N/A 1000.00 250.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKRY6 2051-05-01 2 N/A 1000.00 602.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNT4 2053-07-01 6 N/A 13466970.00 10643326.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AFBC9 2054-07-01 5.5 N/A 1024.00 857.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MFCA9 2055-04-01 5.5 N/A 1024.00 1035.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFER6 2050-10-01 2 N/A 1026.00 535.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFCT4 2050-10-01 2 N/A 46011051.00 25524447.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9D32 2046-03-01 3.5 N/A 1000.00 225.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXE57 2046-10-01 4 N/A 68249728.00 17663034.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPFL6 2052-06-01 3.5 N/A 55000.00 40988.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QWB76 2055-02-01 5 N/A 5444620.00 5360074.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSYT2 2053-09-01 5.5 N/A 1289098.00 1285398.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXGG1 2040-11-01 4 N/A 4185000.00 813494.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GNMG5 2047-04-01 4 N/A 1000.00 192.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BDB66 2055-06-01 6.5 N/A 9696800.00 9392792.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF5S4 2050-12-01 2 N/A 1000.00 553.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416XXH8 2041-03-01 4.5 N/A 8560169.00 561440.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEUY6 2050-09-01 2 N/A 341230378.00 169507431.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K0SW9 2049-12-01 3 N/A 68856.00 25339.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8HX9 2053-03-01 6 N/A 1000.00 649.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FK6T2 2046-12-01 3 N/A 1000.00 200.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSFK2 2053-06-01 6.5 N/A 1024.00 721.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XEC77 2051-07-01 3.5 N/A 19085759.00 9834378.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8S33 2052-12-01 5 N/A 1024.00 792.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF3X5 2050-12-01 2 N/A 23343072.00 13153192.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRX40 2053-03-01 6 N/A 1000.00 686.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRUN1 2053-04-01 5.5 N/A 1024.00 908.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K4X96 2050-01-01 3.5 N/A 1000.00 419.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X5QA8 2043-09-01 3.5 N/A 1000.00 204.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LRK43 2042-04-01 3.5 N/A 1000.00 56.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BEH84 2055-06-01 5.5 N/A 1000.00 1017.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418M7K2 2040-04-01 5.5 N/A 1000.00 31.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WLBJ1 2047-07-01 3.5 N/A 1024.00 245.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QELP5 2050-08-01 2 N/A 7436861.00 3644361.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6SJ2 2052-12-01 5 N/A 505000.00 449088.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSNH4 2052-10-01 4.5 N/A 230192129.00 183222339.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRW82 2053-04-01 5.5 N/A 1024.00 827.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFE70 2050-10-01 2.5 N/A 1024.00 541.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QWB50 2055-02-01 5 N/A 1024.00 997.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7HP5 2047-08-01 4 N/A 1000.00 110.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBCR7 2049-06-01 4.5 N/A 174000.00 42917.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BR6T1 2055-10-01 6 N/A 3319376.00 3417578.27 Agency 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4931.62 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 N/A 900.00 946.45 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 80585500.00 81274962.38 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 2600.00 2445.79 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 5996400.00 5644463.27 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 N/A 2000.00 2046.06 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.25 N/A 5600.00 5683.15 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 N/A 29498100.00 30618944.12 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 N/A 18887100.00 19535113.61 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 907400.00 920197.17 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 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1987809.63 Agency Mortgage-Backed Securities FEPC 04.000 CLSD6524 N/A 3132DUG92 2049-04-01 4 N/A 26000256.00 22658485.82 Agency Mortgage-Backed Securities FEPC 04.000 CLZA6679 N/A 31329QM40 2049-04-01 4 N/A 65000.00 11101.37 Agency Mortgage-Backed Securities FEPC 04.000 CLZM3881 N/A 3131XXJ28 2047-08-01 4 N/A 3698124.00 402217.01 Agency Mortgage-Backed Securities FEPC 04.000 CLZM4946 N/A 3131XYP78 2047-11-01 4 N/A 4563064.00 836931.96 Agency Mortgage-Backed Securities FEPC 04.000 CTZJ9447 N/A 3131X1P88 2032-05-01 4 N/A 2223920.00 346616.85 Agency Mortgage-Backed Securities FEPC 04.000 CTZS9305 N/A 3132AAKS2 2037-04-01 4 N/A 199000.00 45481.70 Agency Mortgage-Backed Securities FEPC 04.500 3VZT1145 N/A 3132ADHW1 2044-05-01 4.5 N/A 136828.00 16136.27 Agency Mortgage-Backed Securities FEPC 04.500 CIRR0037 N/A 3142JCBF6 2040-10-01 4.5 N/A 90643200.00 90876606.24 Agency Mortgage-Backed Securities FEPC 04.500 CLQF8295 N/A 3133BWGC1 2053-03-01 4.5 N/A 1017818.00 883935.12 Agency Mortgage-Backed Securities FEPC 04.500 CLZA6340 N/A 31329QBH3 2049-03-01 4.5 N/A 188502784.00 32946213.05 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 6754000.00 1451366.47 Agency Mortgage-Backed Securities FEPC 05.000 CIRR0002 N/A 3142JCAC4 2040-06-01 5 N/A 4186112.00 3913368.94 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1664 N/A 3132DNZ55 2052-09-01 5 N/A 55663872.00 42654504.35 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1727 N/A 3132DN4L4 2052-11-01 5 N/A 1000000.00 828155.26 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2783 N/A 3132DQCU8 2053-05-01 5 N/A 38751488.00 31739426.60 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8348 N/A 3132DWHZ9 2053-08-01 5 N/A 5810200.00 5003472.47 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 N/A 4947904.00 4489566.06 Agency Mortgage-Backed Securities FEPC 05.500 CIRR0033 N/A 3142JCBB5 2040-10-01 5.5 N/A 2044768.00 2052801.90 Agency Mortgage-Backed Securities FEPC 05.500 CLQX9891 N/A 31426G7D1 2055-03-01 5.5 N/A 3693544.00 3772851.72 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ3268 N/A 31427AT23 2055-09-01 5.5 N/A 4247904.00 4382461.09 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ4671 N/A 31427CFM0 2055-09-01 5.5 N/A 7617808.00 7801625.49 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2324 N/A 3132A2SM5 2035-02-01 5.5 N/A 603500.00 12386.18 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5364 N/A 3133KY5Z8 2045-09-01 5.5 N/A 2210492.00 2206067.45 Agency Mortgage-Backed Securities FEPC 06.000 CLQG3649 N/A 3133C4BS2 2053-05-01 6 N/A 643763.00 644034.79 Agency Mortgage-Backed Securities FEPC 06.000 CLQH0232 N/A 3133CCHH2 2053-09-01 6 N/A 18819040.00 12944951.99 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2305 N/A 3142GSR34 2054-09-01 6 N/A 112542848.00 102272114.17 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5692 N/A 3132DTKD1 2054-05-01 6 N/A 40000.00 34414.55 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5968 N/A 3132DTTZ3 2054-07-01 6 N/A 4913000.00 4318210.52 Agency Mortgage-Backed Securities FEPC 06.000 CLZS2079 N/A 3132A2JY9 2034-10-01 6 N/A 5000000.00 329332.20 Agency Mortgage-Backed Securities FEPC 06.500 CLQX4871 N/A 31426AMV7 2055-01-01 6.5 N/A 1224896.00 1278510.35 Agency Mortgage-Backed Securities FEPC 06.500 CLQX7809 N/A 31426DVB5 2055-03-01 6.5 N/A 1933272.00 1863177.66 Agency Mortgage-Backed Securities FEPC 06.500 CLQX8505 N/A 31426FNX1 2055-03-01 6.5 N/A 31652224.00 26139477.99 Agency Mortgage-Backed Securities FEPC 06.500 CLQY4010 N/A 31426NN48 2055-05-01 6.5 N/A 1350000.00 1413678.58 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ5246 N/A 31427CZL0 2055-10-01 6.5 N/A 5486280.00 5772017.47 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3827 N/A 3132E0HC9 2053-08-01 6.5 N/A 67044608.00 47541277.67 Agency Mortgage-Backed Securities FEPC 06.500 CTRB1174 N/A 3133KUJT5 2045-06-01 6.5 N/A 4383704.00 4558816.88 Agency Mortgage-Backed Securities FNMS 01.500 CTFS8273 N/A 3140XQFP7 2042-02-01 1.5 N/A 300000.00 221347.41 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ9453 N/A 3140KVQF0 2051-03-01 2 N/A 100000.00 57200.91 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0090 N/A 3140QKC48 2051-04-01 2 N/A 658722.00 405308.43 Agency Mortgage-Backed Securities FNMS 02.500 CICA9443 N/A 3140QHP58 2036-03-01 2.5 N/A 720226.00 378560.86 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1288 N/A 3140LPNE8 2051-07-01 2.5 N/A 33484416.00 21257426.72 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8949 N/A 3140QG5K9 2051-02-01 2.5 N/A 100000000.00 55831245.16 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4810 N/A 3140X8KY2 2050-11-01 2.5 N/A 9342000.00 5215063.01 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4879 N/A 3140X8M53 2050-11-01 2.5 N/A 597000.00 300236.44 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0366 N/A 3140XFMQ1 2052-01-01 2.5 N/A 39962.00 24742.43 Agency Mortgage-Backed Securities FNMS 02.500 CQMA1536 N/A 31418AV62 2043-06-01 2.5 N/A 1061214.00 93752.08 Agency Mortgage-Backed Securities FNMS 02.500 CT890539 N/A 31410LLU4 2033-04-01 2.5 N/A 710000.00 76946.03 Agency Mortgage-Backed Securities FNMS 02.500 CTFM4650 N/A 3140X8EY9 2040-10-01 2.5 N/A 1100000.00 528895.78 Agency Mortgage-Backed Securities FNMS 03.000 CIBH5700 N/A 3140GUKN6 2032-10-01 3 N/A 2950000.00 457881.92 Agency Mortgage-Backed Securities FNMS 03.000 CKBM6220 N/A 3140JA4E5 2050-01-01 3 N/A 35336000.00 13597094.36 Agency Mortgage-Backed Securities FNMS 03.000 CLAR2001 N/A 3138NYGK5 2043-02-01 3 N/A 1727146.00 379327.56 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7154 N/A 3138WG5Q3 2046-05-01 3 N/A 2231000.00 329372.23 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2942 N/A 3140MGHU8 2052-03-01 3 N/A 224568.00 145798.34 Agency Mortgage-Backed Securities FNMS 03.000 CLBV7528 N/A 3140MMLJ5 2052-05-01 3 N/A 62025520.00 42721096.48 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0527 N/A 3140QKSR0 2051-05-01 3 N/A 1300000.00 767139.26 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4066 N/A 3140X7QU6 2050-08-01 3 N/A 47622464.00 20435891.28 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9788 N/A 3140XD2W5 2051-12-01 3 N/A 30400600.00 20319533.14 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2676 N/A 3140XH6N2 2052-06-01 3 N/A 31000.00 22554.10 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4505 N/A 3140XLAF5 2052-06-01 3 N/A 9201936.00 6703412.59 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2832 N/A 31418CEE0 2036-12-01 3 N/A 247136256.00 41232166.65 Agency Mortgage-Backed Securities FNMS 03.500 CICA3152 N/A 3140QAQE3 2034-02-01 3.5 N/A 532187.00 70315.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8165 N/A 3138W6CB0 2043-03-01 3.5 N/A 25343648.00 3810635.36 Agency Mortgage-Backed Securities FNMS 03.500 CLAS3935 N/A 3138WDLR0 2044-12-01 3.5 N/A 14000000.00 1999037.54 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5245 N/A 3138WEZK8 2040-06-01 3.5 N/A 3099580.00 293919.06 Agency Mortgage-Backed Securities FNMS 03.500 CLAU3739 N/A 3138X3EM0 2043-08-01 3.5 N/A 80814976.00 15365100.61 Agency Mortgage-Backed Securities FNMS 03.500 CLAX1611 N/A 3138Y2YH0 2044-08-01 3.5 N/A 1500000.00 248913.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2688 N/A 3140JW7A2 2049-07-01 3.5 N/A 1014714.00 377047.72 Agency Mortgage-Backed Securities FNMS 03.500 CLBV3057 N/A 3140MGMF5 2052-02-01 3.5 N/A 8700000.00 5123242.54 Agency Mortgage-Backed Securities FNMS 03.500 CLBV4576 N/A 3140MJCN3 2052-04-01 3.5 N/A 14194896.00 9405552.65 Agency Mortgage-Backed Securities FNMS 03.500 CLCA2175 N/A 3140Q9MZ3 2048-08-01 3.5 N/A 390269.00 107266.59 Agency Mortgage-Backed Securities FNMS 03.500 CLFA0111 N/A 3140W0DR3 2052-04-01 3.5 N/A 77548880.00 67159192.06 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5026 N/A 31418ESQ4 2053-04-01 3.5 N/A 10032864.00 7947523.61 Agency Mortgage-Backed Securities FNMS 03.500 CTCA0887 N/A 3140Q76Z5 2037-12-01 3.5 N/A 3000000.00 849420.83 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0101 N/A 3140FXDF6 2056-06-01 3.5 N/A 1000000.00 332379.27 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0131 N/A 3140FXED0 2056-08-01 3.5 N/A 28145000.00 8328942.55 Agency Mortgage-Backed Securities FNMS 03.500 U3BF0472 N/A 3140FXQ21 2043-07-01 3.5 N/A 6679008.00 2522633.29 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3541 N/A 31418C5B6 2033-12-01 4 N/A 127942656.00 10408030.85 Agency Mortgage-Backed Securities FNMS 04.000 CLAB6244 N/A 31417C5E1 2042-09-01 4 N/A 1764326.00 250540.75 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6352 N/A 3138WGBW3 2045-12-01 4 N/A 9599824.00 1133084.17 Agency Mortgage-Backed Securities FNMS 04.000 CLAT9637 N/A 3138WXV79 2043-07-01 4 N/A 900000.00 143770.98 Agency Mortgage-Backed Securities FNMS 04.000 CLBK5255 N/A 3140HJZV6 2048-05-01 4 N/A 306281.00 56670.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBK5358 N/A 3140HJ5U1 2048-05-01 4 N/A 5700000.00 406004.71 Agency Mortgage-Backed Securities FNMS 04.000 CLBV6675 N/A 3140MLMZ0 2052-04-01 4 N/A 741796.00 453112.69 Agency Mortgage-Backed Securities FNMS 04.000 CLBW2274 N/A 3140MTQ48 2052-08-01 4 N/A 1633606.00 993148.03 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4820 N/A 3140QCLA2 2049-12-01 4 N/A 35000000.00 8607767.49 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4023 N/A 3140QPPH4 2052-07-01 4 N/A 9795000.00 7497235.45 Agency Mortgage-Backed Securities FNMS 04.000 CLCB5884 N/A 3140QRRE5 2053-03-01 4 N/A 1698134.00 1407396.09 Agency Mortgage-Backed Securities FNMS 04.000 CLFM4733 N/A 3140X8HK6 2048-10-01 4 N/A 1975000.00 471607.47 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7460 N/A 3140XBJE1 2051-03-01 4 N/A 1374161.00 457378.59 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4844 N/A 3140XLL22 2049-01-01 4 N/A 104211584.00 79275923.18 Agency Mortgage-Backed Securities FNMS 04.000 CTFM8366 N/A 3140XCJL3 2038-06-01 4 N/A 15757952.00 6353050.89 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3281 N/A 31418CUF9 2038-01-01 4 N/A 235740928.00 33842998.95 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3337 N/A 31418CV76 2038-04-01 4 N/A 66762752.00 9176536.32 Agency Mortgage-Backed Securities FNMS 04.500 CLAA4666 N/A 31416NFG2 2039-05-01 4.5 N/A 4150000.00 252510.41 Agency Mortgage-Backed Securities FNMS 04.500 CLAB0047 N/A 31416VBR4 2035-04-01 4.5 N/A 16500000.00 318877.57 Agency Mortgage-Backed Securities FNMS 04.500 CLAD1044 N/A 31418NES5 2040-02-01 4.5 N/A 3000000.00 214084.25 Agency Mortgage-Backed Securities FNMS 04.500 CLAD7701 N/A 31418VRX2 2035-01-01 4.5 N/A 906324.00 107111.64 Agency Mortgage-Backed Securities FNMS 04.500 CLAL8838 N/A 3138ETZC3 2046-06-01 4.5 N/A 10000000.00 2207217.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5566 N/A 3140JAFG8 2049-02-01 4.5 N/A 502000.00 90784.13 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2553 N/A 3140JJZT9 2048-12-01 4.5 N/A 8320190.00 916826.53 Agency Mortgage-Backed Securities FNMS 04.500 CLDC0027 N/A 3140AMA50 2054-08-01 4.5 N/A 1045346.00 962034.01 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3122 N/A 31418CPG3 2047-09-01 4.5 N/A 5850000.00 654216.88 Agency Mortgage-Backed Securities FNMS 04.500 GL931707 N/A 31412QDL0 2039-08-01 4.5 N/A 7794000.00 354195.24 Agency Mortgage-Backed Securities FNMS 04.500 I4BM7799 N/A 3140JCUZ5 2059-01-01 4.5 N/A 1922288.00 1860481.45 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5860 N/A 31418FQN0 2040-10-01 5 N/A 1941944.00 1929248.07 Agency Mortgage-Backed Securities FNMS 05.000 CKAI1860 N/A 3138AFB66 2041-05-01 5 N/A 28601120.00 366209.67 Agency Mortgage-Backed Securities FNMS 05.000 CL747558 N/A 31403FQK3 2033-11-01 5 N/A 3583760.00 56067.97 Agency Mortgage-Backed Securities FNMS 05.000 CL935224 N/A 31412UPH7 2039-05-01 5 N/A 3200000.00 158238.30 Agency Mortgage-Backed Securities FNMS 05.000 CLAL2730 N/A 3138EKA88 2041-07-01 5 N/A 10785000.00 641060.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBV1487 N/A 3140MEUM6 2055-04-01 5 N/A 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6.5 N/A 5797580.00 5844982.99 Agency Mortgage-Backed Securities FNMS 06.500 CLBV1656 N/A 3140MEZW9 2055-04-01 6.5 N/A 11531008.00 9974538.69 Agency Mortgage-Backed Securities FNMS 06.500 CLBV6237 N/A 3140MK4X7 2055-10-01 6.5 N/A 2504916.00 2671234.07 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8024 N/A 3140QT4J5 2054-02-01 6.5 N/A 10000.00 9042.51 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8722 N/A 3140QUVQ6 2054-06-01 6.5 N/A 60139264.00 52450390.00 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0011 N/A 3140Y6AM2 2055-02-01 6.5 N/A 62197000.00 58393179.43 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7883 N/A 3140AHXM9 2054-07-01 6.5 N/A 1037538.00 948678.69 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8764 N/A 3140AJW20 2054-08-01 6.5 N/A 10051328.00 9895807.43 Agency Mortgage-Backed Securities FNMS 06.500 CLDC3954 N/A 3140ARMC1 2054-10-01 6.5 N/A 2574200.00 2629332.80 Agency Mortgage-Backed Securities FNMS 06.500 CLDC9410 N/A 3140AXN45 2055-02-01 6.5 N/A 1035682.00 891149.58 Agency Mortgage-Backed Securities FNMS 06.500 CLDD2594 N/A 3140B23C6 2055-02-01 6.5 N/A 1006706.00 837579.11 Agency Mortgage-Backed Securities FNMS 06.500 CLDD2976 N/A 3140B3JW3 2055-02-01 6.5 N/A 1312504.00 1379571.80 Agency Mortgage-Backed Securities FNMS 06.500 CLDD7648 N/A 3140B8QA2 2055-05-01 6.5 N/A 1058270.00 1098195.43 Agency Mortgage-Backed Securities FNMS 06.500 CLDE7431 N/A 3140BLHH8 2055-08-01 6.5 N/A 1046174.00 1088449.72 Agency Mortgage-Backed Securities Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2025-11-03 2025-11-03 2025-11-03 N N N 0.0416 2000000000.00 2000000000.00 0.0105 N Y Y N Fixed Income Clearing Corporation - GS Fixed Income Clearing Corporation - GS 4.15000000 N/A 549300H47WTHXPU08X20 BYDTW4YM9 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 912810FM5 2030-05-15 6.25 N/A 133100.00 150953.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 145992000.00 152891651.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJU6 2026-01-31 4.010503468 N/A 40400.00 40403.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMX6 2027-04-30 3.925503468 N/A 357194800.00 357056922.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBJ9 2028-01-31 0.75 N/A 162453000.00 152860150.36 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2025-11-03 2025-11-03 2025-11-03 N N N 0.0415 650000000.00 650000000.00 0.0034 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 4.05000000 N/A 549300H47WTHXPU08X20 BYDTW4Z14 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 N/A 30022900.00 28663553.16 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 N/A 55535800.00 52860929.06 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 5587600.00 5256992.88 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 15003200.00 14852906.07 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 N/A 6407400.00 6029043.03 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 N/A 5420000.00 5343107.79 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 668000.00 667236.22 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 2100.00 2091.07 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 N/A 91282CBH3 2026-01-31 0.375 N/A 19733500.00 19584719.28 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 N/A 341700.00 327818.53 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 N/A 158000.00 149099.66 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 77200.00 75961.06 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 24344100.00 22989156.08 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 400.00 389.84 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 19204200.00 16896622.18 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 6036300.00 5663103.85 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 25355000.00 24023431.46 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 75557200.00 70792714.08 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 N/A 1096800.00 1029174.37 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 8341800.00 8316875.83 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 12849700.00 12796793.11 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 137994000.00 124358624.62 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 200.00 196.50 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 N/A 912828YQ7 2026-10-31 1.625 N/A 800.00 783.55 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 149300000.00 141642930.09 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 24098300.00 23781549.06 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 15874700.00 14899470.76 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 18669500.00 18328705.11 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625 N/A 25045100.00 25212996.77 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 4673400.00 4652935.77 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 6004200.00 5742147.44 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 11704200.00 11548997.92 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 N/A 9128285N6 2025-11-30 2.875 N/A 600.00 606.66 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 12137500.00 11911164.39 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 N/A 19064500.00 19084189.23 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 18258000.00 18215203.25 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 N/A 2029600.00 2039888.76 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 137266600.00 137491717.22 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 N/A 7386500.00 7432163.79 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 N/A 18000.00 18261.97 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 N/A 7824000.00 7853426.54 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 N/A 43657800.00 42758637.95 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 N/A 481546400.00 479662590.48 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 N/A 85603500.00 86310492.33 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 N/A 33489500.00 33506252.29 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 N/A 126475600.00 125678705.74 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 N/A 240064400.00 244956616.31 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 78673200.00 80143662.40 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 N/A 36497800.00 37288183.79 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 N/A 15031900.00 15329107.28 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 8125800.00 8151420.78 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 95681200.00 95340193.76 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 409082400.00 413540636.19 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 657000.00 670480.83 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 N/A 20530100.00 20686991.02 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 167701600.00 171647881.14 U.S. Treasuries (including strips) 4 NOTE AV 25 N/A 91282CGA3 2025-12-15 4 N/A 5507700.00 5590987.26 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 N/A 36106600.00 38170480.73 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 N/A 18433300.00 18912544.16 U.S. Treasuries (including strips) 4 1/4 NOTE BL 26 N/A 91282CLY5 2026-11-30 4.25 N/A 21534700.00 22037026.88 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.25 N/A 2700.00 2740.09 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 N/A 50234500.00 51880115.06 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 N/A 12639000.00 13119246.14 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 N/A 288284800.00 297721514.64 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 8523700.00 8726806.99 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 N/A 119469400.00 121490344.37 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 N/A 127666400.00 132046615.35 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 N/A 150282200.00 154659561.93 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 N/A 91282CMH1 2027-01-31 4.125 N/A 107443200.00 109097556.67 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 N/A 15546400.00 15744180.79 U.S. Treasuries (including strips) 4 1/8 NOTE BJ 26 N/A 91282CLS8 2026-10-31 4.125 N/A 275400.00 276399.15 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 N/A 13090200.00 13386365.34 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 N/A 11478200.00 11696963.58 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 16993300.00 17460658.23 U.S. Treasuries 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Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFAA7 2050-10-01 2 N/A 5700032.00 2901886.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31368HP64 2055-03-01 6.5 N/A 1100.00 931.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KST56 2036-12-01 1.5 N/A 22380800.00 13275173.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRBU6 2053-01-01 5 N/A 1000.00 830.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1GZ0 2053-04-01 4 N/A 9461360.00 8604399.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQN50 2052-10-01 5.5 N/A 33628864.00 25101822.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GHT6 2043-05-01 3 N/A 1008.00 184.45 Agency Mortgage-Backed 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NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBUB4 2050-11-01 4 N/A 2593000.00 1175725.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419ERS0 2030-09-01 4 N/A 1000.00 30.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPCW7 2053-12-01 4.5 N/A 10696848.00 8941733.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XF6R7 2052-03-01 2.5 N/A 235000.00 156473.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNFD9 2052-02-01 2.5 N/A 135000.00 82943.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNTK8 2052-04-01 3.5 N/A 1000.00 683.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCE5 2054-09-01 4.5 N/A 5000.00 4588.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET67 2053-07-01 5.5 N/A 19962800.00 16323452.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WQ2V3 2043-04-01 3.5 N/A 6493000.00 780080.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DR46 2035-07-01 1.5 N/A 1016464.00 396706.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVGH1 2054-09-01 4.5 N/A 5000.00 4782.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3WV7 2052-04-01 2.5 N/A 1024.00 873.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKQT4 2055-08-01 6 N/A 11321168.00 11695632.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFPV5 2050-11-01 2 N/A 1024.00 568.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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3140QRMY6 2053-02-01 5.5 N/A 1024840.00 913264.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJAK4 2046-10-01 3 N/A 136988960.00 30347774.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHYP1 2046-09-01 3.5 N/A 66799800.00 17764913.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DCZ3 2049-06-01 4 N/A 1000.00 93.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHUX5 2052-04-01 3 N/A 10000.00 6304.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFH69 2050-10-01 2 N/A 252711168.00 137531880.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417YJN8 2029-12-01 5 N/A 1000.00 19.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EG46 2052-07-01 5 N/A 120999.00 99058.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQKZ7 2052-09-01 5 N/A 22650539.00 19988929.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUNH5 2054-05-01 5.5 N/A 1000.00 870.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EEPV5 2042-03-01 3.5 N/A 984247809.00 84244895.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A0JZ3 2053-12-01 7.5 N/A 1000.00 880.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6KD4 2054-07-01 6 N/A 1000.00 728.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL2C1 2053-07-01 5.5 N/A 99000.00 81996.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLV47 2049-12-01 3.5 N/A 1000.00 756.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWYF8 2052-10-01 5 N/A 9854480.00 8894748.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E4R8 2054-04-01 5.5 N/A 9092768.00 7872833.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ3N3 2052-12-01 6 N/A 13880416.00 10312198.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QWCF7 2055-02-01 5.5 N/A 36368640.00 35719458.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQFG5 2052-09-01 4 N/A 25988384.00 19212376.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DM90 2035-04-01 2 N/A 1000.00 181.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAFJ2 2049-02-01 4.5 N/A 278000.00 89487.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CDA9 2046-10-01 3 N/A 157722.00 42270.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKT35 2053-06-01 5.5 N/A 48250.00 47816.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BQYC9 2055-09-01 6 N/A 11953622.00 12424548.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAW32 2051-04-01 2.5 N/A 427000.00 269943.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LPMP4 2051-06-01 2.5 N/A 41318.00 28391.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPZF7 2052-08-01 4.5 N/A 1000.00 762.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QED90 2050-07-01 3 N/A 726000.00 250386.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FRA7 2055-10-01 6 N/A 1277806.00 1315065.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DBU5 2029-04-01 3.5 N/A 1189000.00 87672.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X97F6 2051-01-01 3 N/A 1000.00 496.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNT69 2052-04-01 4 N/A 1359000.00 975089.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQD36 2052-09-01 5 N/A 1000.00 797.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPKK2 2052-06-01 3.5 N/A 41000.00 30855.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPD6 2053-02-01 5.5 N/A 454001.00 345831.31 Agency Mortgage-Backed 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NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ4Q5 2052-12-01 6.5 N/A 16499456.00 13234325.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BJ98 2034-11-01 3 N/A 1000.00 81.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DFQ0 2049-09-01 3 N/A 1000.00 129.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B3K35 2055-02-01 6.5 N/A 1000.00 1041.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FB4A5 2046-07-01 3.5 N/A 1000.00 104.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7DU4 2055-03-01 6.5 N/A 1000.00 956.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHER9 2046-06-01 3 N/A 36126592.00 5257002.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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38384P8G8 2054-06-20 5.5 N/A 4468016.00 4627436.30 Agency Collateralized Mortgage Obligation GNRM 2024-171 IO N/A 38384XQK2 2054-10-20 6 N/A 33333312.00 3521387.51 Agency Collateralized Mortgage Obligation GNRM 2025-039 G N/A 38385EF58 2048-04-20 3 N/A 58652288.00 51823940.06 Agency Collateralized Mortgage Obligation GNRM 2025-083 TQ N/A 38385GSL4 2055-05-20 5 N/A 51984128.00 51094146.57 Agency Collateralized Mortgage Obligation GNRM 2025-114 JA N/A 38381PVE0 2051-08-20 4.5 N/A 129248512.00 127713470.07 Agency Collateralized Mortgage Obligation GNRM 2025-114 N N/A 38381PWQ2 2051-06-20 4.5 N/A 40913152.00 40272784.31 Agency Collateralized Mortgage Obligation GNRM 2025-131 IC N/A 38381QSP7 2053-12-20 7 N/A 16775648.00 1797196.15 Agency Collateralized Mortgage Obligation GNRM 2025-150 IQ N/A 38381UJ60 2051-07-20 6 N/A 41452096.00 5508081.61 Agency Collateralized Mortgage Obligation GNRM 2025-174 GB N/A 38383BM41 2054-03-20 4.5 N/A 28171456.00 28019020.25 Agency Collateralized Mortgage Obligation GNRM 2025-174 L N/A 38383BP97 2055-09-20 5 N/A 14200180.00 14197335.22 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2025-11-03 2026-01-30 2026-01-30 Y JP MORGAN SECURITIES LLC 1.0000 91 N Fitch AA Moody's Aa3 Standard & Poor's AA- N N 0.0419 1696000000.00 1696000000.00 0.0089 N N N Y JP Morgan Securities LLC JP Morgan Securities LLC 4.14000000 N/A ZBUT11V806EZRVTWT807 BYDTW4ZB2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 52296000.00 50996026.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAU5 2027-10-31 0.5 N/A 800.00 752.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PD6 2027-05-15 0 N/A 1014.44 959.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 N/A 2400.00 1847.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GL1 2042-08-15 0 N/A 100.00 45.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833RZ5 2028-08-15 0 N/A 409.60 370.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2025-11-03 2025-11-03 2025-11-03 N N N 0.0414 50000000.00 50000000.00 0.0003 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.15000000 N/A ZBUT11V806EZRVTWT807 BYDTW4ZC0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF BM7538 C N/A 3617JYLT8 2050-02-20 3 N/A 194995.00 69549.77 Agency Mortgage-Backed Securities GNII SF BT6867 C N/A 3617MVTY1 2050-05-20 3 N/A 3355000.00 836465.50 Agency Mortgage-Backed Securities GNII SF DH4858 C N/A 3618KDMF9 2055-06-20 6.5 N/A 916800.00 952910.77 Agency Mortgage-Backed Securities GNII SF MA4195 M N/A 36179SUU9 2047-01-20 3 N/A 670000.00 94370.67 Agency Mortgage-Backed Securities GNII SF MA4899 M N/A 36179TNQ4 2047-12-20 3 N/A 50000.00 7034.17 Agency Mortgage-Backed Securities GNPL LM CD6002 N/A 3617VGU30 2060-07-15 3.11 N/A 90794.00 79670.18 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2025-11-03 2025-11-03 2025-11-03 N N N 0.0415 2000000.00 2000000.00 0.0000 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.14000000 N/A ZBUT11V806EZRVTWT807 BYDTW4ZE6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMN8 2028-02-15 4.25 N/A 8800.00 9002.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGP0 2028-02-29 4 N/A 16780200.00 17042748.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803CG6 2029-08-15 0 N/A 100.00 87.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RU4 2046-11-15 2.875 N/A 1100.00 846.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 32864000.00 37007320.20 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2025-11-03 2025-11-03 2025-11-03 N N N 0.0414 53000000.00 53000000.00 0.0003 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 4.16000000 N/A K5HU16E3LMSVCCJJJ255 BYDTW4ZF3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA_18-113D N/A 38380X2V8 2048-08-20 0 N/A 100000000.00 252881.02 Agency Collateralized Mortgage Obligation GNMA_19-70K N/A 38381V2L3 2049-06-20 1.95448 N/A 67574912.00 1901639.94 Agency Collateralized Mortgage Obligation GNMA_20-127C N/A 38382H6V7 2050-08-20 3 N/A 41662848.00 3396828.01 Agency Collateralized Mortgage Obligation GNMA_20-129G N/A 38382JYC4 2050-09-20 2.5 N/A 54105600.00 4407908.73 Agency Collateralized Mortgage Obligation GNMA_20-129K N/A 38382JYW0 2050-09-20 3 N/A 40000000.00 3708613.98 Agency Collateralized Mortgage Obligation GNMA_20-149J N/A 38382KBN2 2050-10-20 0 N/A 25080384.00 353623.80 Agency Collateralized Mortgage Obligation GNMA_20-151 N/A 38382J3S3 2050-10-20 3 N/A 103333248.00 9212692.96 Agency Collateralized Mortgage Obligation GNMA_20-167G N/A 38382LBE0 2050-11-20 2.5 N/A 74562944.00 6830950.24 Agency Collateralized Mortgage Obligation GNMA_20-176D N/A 38382LKE0 2050-11-20 3 N/A 59144320.00 6034031.45 Agency Collateralized Mortgage Obligation GNMA_20-183H N/A 38382LTX9 2050-12-20 0 N/A 33213280.00 243920.72 Agency Collateralized Mortgage Obligation GNMA_20-187B N/A 38382LF97 2050-12-20 3 N/A 27957280.00 3172643.99 Agency Collateralized Mortgage Obligation GNMA_20-187F N/A 38382LB42 2050-12-20 3 N/A 11130976.00 1203151.43 Agency Collateralized Mortgage Obligation GNMA_21-136G N/A 38382WT56 2051-08-20 3 N/A 33333312.00 2846972.20 Agency Collateralized Mortgage Obligation GNMA_21-146M N/A 38382WM38 2050-07-20 2.5 N/A 21864960.00 1629271.29 Agency Collateralized Mortgage Obligation GNMA_21-158L N/A 38382XY82 2051-09-20 3 N/A 37516352.00 5220331.14 Agency Collateralized Mortgage Obligation GNMA_21-158Q N/A 38382X4G7 2051-09-20 2.5 N/A 21014688.00 2106463.94 Agency Collateralized Mortgage Obligation GNMA_21-165A N/A 38383AAB0 2051-09-20 3 N/A 32495104.00 2479762.80 Agency Collateralized Mortgage Obligation GNMA_21-199G N/A 38383DKX5 2051-11-20 3 N/A 20976000.00 1277386.30 Agency Collateralized Mortgage Obligation GNMA_21-223C N/A 38383FHQ9 2051-12-20 3 N/A 32876736.00 4401309.58 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FZL0 2051-12-20 3 N/A 48280384.00 4768187.62 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FUX9 2051-12-20 2 N/A 17381600.00 1550291.55 Agency Collateralized Mortgage Obligation GNMA_21-228C N/A 38383D3V8 2051-12-20 3 N/A 28000000.00 2295795.86 Agency Collateralized Mortgage Obligation GNMA_21-25A N/A 38382NUC9 2051-02-20 2 N/A 37500000.00 3254145.71 Agency Collateralized Mortgage Obligation GNMA_21-30D N/A 38382NYF8 2051-02-20 2 N/A 34218176.00 2642342.81 Agency Collateralized Mortgage Obligation GNMA_21-46F N/A 38382P3V2 2051-03-20 2 N/A 18750000.00 1755794.90 Agency Collateralized Mortgage Obligation GNMA_21-58A N/A 38382REJ3 2051-02-20 3 N/A 66333312.00 5074823.80 Agency Collateralized Mortgage Obligation GNMA_22-137L N/A 38383UWS5 2052-08-20 1.86621 N/A 30008128.00 1482512.83 Agency Collateralized Mortgage Obligation GNMA_22-213G N/A 38383LH78 2050-08-20 2.5 N/A 39927296.00 4620741.03 Agency Collateralized Mortgage Obligation GNMA_23-128A N/A 38384CPR4 2053-08-20 1.71621 N/A 46526592.00 2002098.75 Agency Collateralized Mortgage Obligation GNMA_23-57B N/A 38383XKJ2 2053-04-20 2.01621 N/A 56262272.00 4428377.46 Agency Collateralized Mortgage Obligation GNMA_23-75D N/A 38384AWZ2 2050-06-20 4 N/A 50000000.00 7998708.60 Agency Collateralized Mortgage Obligation GNMA_23-82D N/A 38384AQ63 2053-06-20 1.86621 N/A 14105888.00 1150912.69 Agency Collateralized Mortgage Obligation GNMA_24-112C N/A 38384UAV1 2054-07-20 2.41621 N/A 14883072.00 1029888.54 Agency Collateralized Mortgage Obligation GNMA_24-125E N/A 38384VMC8 2054-08-20 2.46621 N/A 30100000.00 3136436.45 Agency Collateralized Mortgage Obligation GNMA_24-125G N/A 38384VPD3 2054-08-20 1.81621 N/A 62421376.00 4719397.92 Agency Collateralized Mortgage Obligation GNMA_24-126L N/A 38384UWY1 2054-08-20 2.46621 N/A 25100000.00 1724281.02 Agency Collateralized Mortgage Obligation GNMA_24-126P N/A 38384UXN4 2054-08-20 2.46621 N/A 40000000.00 4760277.26 Agency Collateralized Mortgage Obligation GNMA_24-137B N/A 38384U4P1 2054-08-20 2.01621 N/A 70476160.00 4487528.57 Agency Collateralized Mortgage Obligation GNMA_24-137B N/A 38384U4J5 2054-08-20 2.01621 N/A 40000000.00 3501108.00 Agency Collateralized Mortgage Obligation GNMA_24-149E N/A 38384WYE9 2054-09-20 2.51621 N/A 37500000.00 3901027.50 Agency Collateralized Mortgage Obligation GNMA_24-155C N/A 38384XKL6 2054-09-20 1.96621 N/A 53191488.00 3568486.38 Agency Collateralized Mortgage Obligation GNMA_24-155G N/A 38384XLB7 2054-09-20 1.85621 N/A 65692560.00 4671109.09 Agency Collateralized Mortgage Obligation GNMA_24-159C N/A 38384YBB6 2054-10-20 1.31621 N/A 50000000.00 3003311.64 Agency Collateralized Mortgage 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Agency Collateralized Mortgage Obligation GNMA_24-79G N/A 38384PCN8 2054-05-20 3.06621 N/A 42086464.00 3383928.51 Agency Collateralized Mortgage Obligation GNMA_24-96H N/A 38384PC40 2054-06-20 1.16621 N/A 60000000.00 2395724.83 Agency Collateralized Mortgage Obligation GNMA_24-H18J N/A 38383KX49 2073-01-20 0.68432 N/A 49862272.00 1815823.88 Agency Collateralized Mortgage Obligation GNMA_25-116Q N/A 38381PC43 2055-07-20 1.71621 N/A 76237056.00 4461700.33 Agency Collateralized Mortgage Obligation GNMA_25-1CC N/A 38385CJN9 2055-01-20 1.73621 N/A 70000000.00 7067394.51 Agency Collateralized Mortgage Obligation GNMA_25-20A N/A 38385CYG7 2055-01-20 1.78621 N/A 40790400.00 2678266.94 Agency Collateralized Mortgage Obligation GNMA_25-2K N/A 38385BT75 2055-01-20 1.77621 N/A 27259840.00 3154353.99 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FD73 2055-04-20 1.76621 N/A 41952576.00 4688915.39 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FC82 2055-04-20 1.76621 N/A 26019712.00 1729375.02 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FC58 2055-03-20 1.76621 N/A 112615040.00 9791715.82 Agency Collateralized Mortgage Obligation GNMA_25-69G N/A 38385FCG4 2055-04-20 2.41621 N/A 8719664.00 569659.32 Agency Collateralized Mortgage Obligation GNMA_25-83C N/A 38385GPQ6 2055-05-20 1.61621 N/A 18000000.00 1249869.33 Agency Collateralized Mortgage Obligation GNMA_41-97Z N/A 38385BEU0 2054-12-20 1.81621 N/A 75000000.00 6239462.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RLN7 2045-08-20 3 N/A 75000.00 9579.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DUJ8 2032-09-20 6 N/A 150000.00 609.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D7K1 2034-08-20 6 N/A 109000.00 1138.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TQP3 2048-01-20 3.5 N/A 350000.00 41371.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202C6Y4 2028-12-20 6 N/A 139994.00 192.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TG58 2047-09-20 4 N/A 138549000.00 14882520.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLG9 2052-11-20 4.5 N/A 2599000.00 2027746.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FH25 2040-07-20 6 N/A 1005214.00 16775.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLJ3 2052-11-20 5.5 N/A 24200000.00 17388053.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YRH9 2054-02-20 5.5 N/A 625000.00 501097.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W7L6 2052-06-20 3.5 N/A 30000.00 21165.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ENB1 2037-05-20 6 N/A 541310.00 6107.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VXY1 2050-11-20 2.5 N/A 1980000.00 796275.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5KW8 2055-04-20 5.5 N/A 30000000.00 29880686.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5MQ9 2055-05-20 5.5 N/A 33500000.00 33493511.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DZZ7 2033-10-20 6 N/A 75000.00 720.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YDG6 2053-08-20 4 N/A 217547.00 182401.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WFP8 2051-05-20 6 N/A 17000.00 5579.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RLR8 2045-08-20 4.5 N/A 2000000.00 129798.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SUW5 2047-01-20 4 N/A 500000.00 52395.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YMG6 2053-12-20 4 N/A 253098.00 216804.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W2W7 2052-04-20 3.5 N/A 235000.00 164671.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DTE1 2032-06-20 6 N/A 50000.00 164.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WNE4 2051-09-20 2.5 N/A 840973.00 500698.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WBX5 2051-03-20 2 N/A 4000.00 2061.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XHY5 2052-10-20 4.5 N/A 34376000.00 26750993.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DXD8 2033-04-20 6 N/A 250000.00 1847.57 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Collateralized Mortgage Obligation FNRM RC080EI R20F080 N/A 3136BCZH6 2050-11-25 4 N/A 64192200.00 5780276.35 Agency Collateralized Mortgage Obligation FNRM RC091IK R20F091 N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 736749.90 Agency Collateralized Mortgage Obligation FNRM RC114TE R13F114 N/A 3136AGT77 2043-07-25 2.25 N/A 23062000.00 1330168.79 Agency Collateralized Mortgage Obligation FNRM WL003PO R07W003 N/A 31396VPT9 2037-04-25 0 N/A 8074073.00 70105.21 Agency Collateralized Mortgage Obligation FNST TR0427 C55 RC N/A 31423XPH8 2037-08-25 1.5 N/A 106000000.00 4028252.38 Agency Collateralized Mortgage Obligation FNST TR0428 C27 RC N/A 31423YKB4 2037-11-01 1.5 N/A 80158597.00 2950929.79 Agency Collateralized Mortgage Obligation FNST TR0440 C46 RC N/A 31424U8A7 2053-10-01 4 N/A 25945000.00 4883103.05 Agency Collateralized Mortgage Obligation FNST TR0440 C56 RC N/A 31424U8L3 2053-11-01 5.5 N/A 189204201.00 33658787.14 Agency Collateralized Mortgage Obligation FNST TR0440 C59 RC N/A 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3140XMXW1 2053-10-01 6 N/A 1000.00 727.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BX50 2026-01-01 2.5 N/A 12000.00 19.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W25D9 2055-08-01 6.5 N/A 1024.00 1040.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BJXY8 2055-08-01 6 N/A 6655841.00 6737273.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KTFG5 2050-11-01 2 N/A 1000.00 500.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3YQ6 2054-10-01 6.5 N/A 9270020.00 9844211.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W26Y2 2054-07-01 6 N/A 1008.00 1026.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8RF6 2030-11-01 1.5 N/A 2000.00 675.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BSPM3 2055-10-01 6 N/A 2000.00 2069.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DC91 2034-07-01 3 N/A 56000.00 5639.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W22D2 2050-08-01 3.5 N/A 13535037.00 12622301.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASKF4 2055-01-01 5 N/A 1000.00 837.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BA3D6 2055-09-01 5.5 N/A 1580533.00 1605678.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6S50 2055-05-01 6 N/A 1000.00 1059.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410K3J1 2039-02-01 6 N/A 10652.00 167.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKE34 2055-08-01 5 N/A 1031750.00 1038371.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BML99 2055-08-01 6 N/A 1234643.00 1290242.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ET6A9 2045-06-01 4.5 N/A 1577926.00 172383.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BRGU7 2055-10-01 5.5 N/A 3007.00 3063.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MNP83 2052-05-01 3.5 N/A 99000.00 64778.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AKA5 2042-09-01 3 N/A 3000.00 193.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BRMG1 2055-10-01 6.5 N/A 1000.00 1063.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCUK2 2051-09-01 3 N/A 1000.00 581.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMZH7 2040-01-01 7 N/A 4100000.00 514853.99 Agency Mortgage-Backed Securities FHLMC_4899C N/A 3137FMS86 2044-09-25 1.80273 N/A 42418596.00 1223369.79 Agency Collateralized Mortgage Obligation FHLMC_4950F N/A 3137FRD99 2048-09-25 0.1 N/A 6406947.00 5083.92 Agency Collateralized Mortgage Obligation FHLMC_5098D N/A 3137FYGE0 2051-04-25 0 N/A 52000000.00 9798.91 Agency Collateralized Mortgage Obligation FHLMC_5136 N/A 3137H1QP4 2051-02-25 2.5 N/A 43508000.00 3691011.78 Agency Collateralized Mortgage Obligation FHLMC_5138E N/A 3137H2LN2 2047-09-25 0.05 N/A 13991131.00 16571.20 Agency Collateralized Mortgage Obligation FHLMC_5171B N/A 3137H4J27 2051-12-25 3 N/A 28028479.00 3719857.92 Agency Collateralized Mortgage Obligation FHLMC_5171F N/A 3137H4J92 2051-12-25 3 N/A 62936833.00 5839722.94 Agency Collateralized Mortgage Obligation FHLMC_5192C N/A 3137H5ED5 2051-11-25 3 N/A 38179206.00 2672265.99 Agency Collateralized Mortgage Obligation FHLMC_5297B N/A 3137H9RS0 2053-03-25 6 N/A 9044966.00 1064335.98 Agency Collateralized Mortgage Obligation FHLMC_5331B N/A 3137HAED4 2053-07-25 1.81721 N/A 100000000.00 4277124.83 Agency Collateralized Mortgage Obligation FHLMC_5338E N/A 3137HAKQ8 2053-09-25 1.74721 N/A 100000000.00 4610095.94 Agency Collateralized Mortgage Obligation FHLMC_5352D N/A 3137HAWZ5 2053-11-25 0 N/A 7142858.00 3383134.24 Agency Collateralized Mortgage Obligation FHLMC_5358A N/A 3137HAV29 2053-11-25 2.21721 N/A 26923076.00 1460973.27 Agency Collateralized Mortgage Obligation FHLMC_5380 N/A 3137HBMB7 2054-02-25 0.6 N/A 22562578.00 169937.88 Agency Collateralized Mortgage Obligation FHLMC_5394B N/A 3137HBQQ0 2054-03-25 2.81721 N/A 78809211.00 4561647.01 Agency Collateralized Mortgage Obligation FHLMC_5395A N/A 3137HCDA7 2054-03-25 6 N/A 10410354.00 1833203.33 Agency Collateralized Mortgage Obligation FHLMC_5412D N/A 3137HCPT3 2054-05-25 0.02 N/A 50000000.00 13126.32 Agency Collateralized Mortgage Obligation FHLMC_5422C N/A 3137HDH29 2049-10-25 1.75273 N/A 30403981.00 3240473.10 Agency Collateralized Mortgage Obligation FHLMC_5436 N/A 3137HDKD1 2054-07-25 2.86721 N/A 87500000.00 5144626.98 Agency Collateralized Mortgage Obligation FHLMC_5444C N/A 3137HFDE2 2054-08-25 1.69721 N/A 110180020.00 4927776.76 Agency Collateralized Mortgage Obligation FHLMC_5487C N/A 3137HHUC3 2054-12-25 2.91721 N/A 50000000.00 3456800.85 Agency Collateralized Mortgage Obligation FHLMC_5491C N/A 3137HHW49 2055-01-25 0.98659 N/A 72226975.00 2465932.99 Agency Collateralized Mortgage Obligation FHLMC_5504B N/A 3137HJE78 2055-02-25 0.13 N/A 30000000.00 120208.80 Agency Collateralized Mortgage Obligation FHLMC_5504E N/A 3137HJTU1 2054-02-25 2.21721 N/A 109076657.00 5103544.23 Agency Collateralized Mortgage Obligation FHLMC_5551A N/A 3137HLUE0 2055-06-25 2.26721 N/A 50000000.00 4396598.70 Agency Collateralized Mortgage Obligation FHLMC_5551B N/A 3137HLUF7 2055-06-25 0.91721 N/A 150000000.00 5159671.01 Agency Collateralized Mortgage Obligation FHLMC_5581A N/A 3137HMT59 2054-04-25 0.1 N/A 35896991.00 65702.53 Agency Collateralized Mortgage Obligation FHLMC_5591 N/A 3137HNAW8 2055-10-25 1.86721 N/A 140000000.00 8086988.14 Agency Collateralized Mortgage Obligation FHLMC_5591 N/A 3137HNAX6 2055-10-25 1.86721 N/A 60000000.00 4265412.12 Agency Collateralized Mortgage Obligation FHLMC_5591 N/A 3137HNAS7 2055-10-25 0 N/A 23333334.00 18706723.35 Agency Collateralized Mortgage Obligation FHLMC_5602B N/A 3137HNQB7 2052-11-25 6 N/A 9753624.00 841220.81 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5018 N/A 3137FXDH8 2050-10-25 5.5 N/A 25754366.00 1606810.35 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5069 N/A 3137F9C25 2041-02-25 3.5 N/A 11377822.00 733133.04 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5097 N/A 3137FYPF7 2051-04-25 0.5 N/A 20408166.00 274996.40 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128P7N25 2030-07-01 4.5 N/A 613246.00 9759.10 Agency Mortgage-Backed Securities GNMA_09-121 N/A 38375ATF1 2039-12-16 4.5 N/A 269500000.00 978524.32 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JP48 2039-12-16 0.35 N/A 18588118.00 2580.60 Agency Collateralized Mortgage Obligation GNMA_13-76 N/A 38378TNU0 2043-05-20 3.5 N/A 195884000.00 1201962.42 Agency Collateralized Mortgage Obligation GNMA_14-100 N/A 38379DKJ2 2044-07-20 0 N/A 2626210.00 156176.09 Agency Collateralized Mortgage Obligation GNMA_14-37 N/A 38379BAB4 2044-03-20 1.46448 N/A 90727657.00 519119.07 Agency Collateralized Mortgage Obligation GNMA_14-66 N/A 38379B5Z7 2044-05-16 1.45368 N/A 90187500.00 355112.15 Agency Collateralized Mortgage Obligation GNMA_14-94 N/A 38379CZU3 2038-02-20 0.2 N/A 20173198.00 5153.53 Agency Collateralized Mortgage Obligation GNMA_15-1 N/A 38379HR49 2045-01-20 1.45448 N/A 65131833.00 646422.89 Agency Collateralized Mortgage Obligation GNMA_15-152E N/A 38379FAU3 2045-08-20 0 N/A 26566916.00 26333.26 Agency Collateralized Mortgage Obligation GNMA_15-165 N/A 38379FJ42 2045-11-20 3 N/A 6500656.00 7747937.85 Agency Collateralized Mortgage Obligation GNMA_16-1C N/A 38379TYN3 2046-01-20 2.05448 N/A 64912745.00 1296390.73 Agency Collateralized Mortgage Obligation GNMA_16-33G N/A 38379VN83 2046-03-20 1.95448 N/A 86172451.00 2193059.89 Agency Collateralized Mortgage Obligation GNMA_16-42 N/A 38379V5V2 2045-11-20 0 N/A 32147304.00 310611.27 Agency Collateralized Mortgage Obligation GNMA_16-48B N/A 38379WSF0 2046-04-20 3 N/A 1511000.00 1501720.95 Agency Collateralized Mortgage Obligation GNMA_16-75H N/A 38379YET1 2040-09-20 6 N/A 25825640.00 320287.47 Agency Collateralized Mortgage Obligation GNMA_17-162F N/A 38380HXM9 2047-10-20 0 N/A 125000000.00 599180.07 Agency Collateralized Mortgage Obligation GNMA_17-57B N/A 38380B7X7 2047-04-20 5 N/A 25000000.00 558367.91 Agency Collateralized Mortgage Obligation GNMA_18-122A N/A 38380YN68 2043-05-20 3.5 N/A 46259539.00 2108809.46 Agency Collateralized Mortgage Obligation GNMA_19-110 N/A 38381YWF7 2049-09-20 3.5 N/A 127000000.00 3358859.39 Agency Collateralized Mortgage Obligation GNMA_19-153B N/A 38382BRK1 2049-12-20 1.90448 N/A 11185079.00 501346.10 Agency Collateralized Mortgage Obligation GNMA_19-20C N/A 38381RAM1 2049-02-20 3.25 N/A 564430.00 575632.73 Agency Collateralized Mortgage Obligation GNMA_20-167H N/A 38382LCV1 2050-11-20 2.5 N/A 88686154.00 6609721.79 Agency Collateralized Mortgage Obligation GNMA_20-1E N/A 38382CEN7 2050-01-20 1.90448 N/A 19880943.00 1691020.85 Agency Collateralized Mortgage Obligation GNMA_20-79H N/A 38382FYR9 2050-06-16 4 N/A 70586435.00 5292804.82 Agency Collateralized Mortgage Obligation GNMA_20-86H N/A 38382GBJ0 2050-06-20 1.15 N/A 27169811.00 585128.83 Agency Collateralized Mortgage Obligation GNMA_21-114D N/A 38382URP8 2051-06-20 3 N/A 40000000.00 3351190.30 Agency Collateralized Mortgage Obligation GNMA_21-116H N/A 38382WUT2 2051-07-20 3.5 N/A 29374570.00 3721613.27 Agency Collateralized Mortgage Obligation GNMA_21-177C N/A 38383CFT2 2051-10-20 3 N/A 84166666.00 6540096.25 Agency Collateralized Mortgage Obligation GNMA_21-187E N/A 38383CWN6 2051-10-20 3 N/A 1000.00 865.26 Agency Collateralized Mortgage Obligation GNMA_21-193M N/A 38383DRM2 2050-09-20 2.5 N/A 6609621.00 661535.26 Agency Collateralized Mortgage Obligation GNMA_21-197C N/A 38383DPY8 2051-11-20 3 N/A 100000000.00 5229511.51 Agency Collateralized Mortgage Obligation GNMA_21-225C N/A 38383FTX1 2050-03-20 0 N/A 133302452.00 323130.12 Agency Collateralized Mortgage Obligation GNMA_21-42E N/A 38382PB43 2051-03-20 3 N/A 40000000.00 2734158.97 Agency Collateralized Mortgage Obligation GNMA_21-78S N/A 38382QN48 2051-05-20 5 N/A 13020665.00 1324235.39 Agency Collateralized Mortgage Obligation GNMA_21-91C N/A 38382TPY4 2051-05-20 3 N/A 66375000.00 5024350.08 Agency Collateralized Mortgage Obligation GNMA_22-23H N/A 38383MKY3 2051-04-20 3 N/A 63488195.00 6628359.72 Agency Collateralized Mortgage Obligation GNMA_23-122C N/A 38384CR43 2053-08-20 0.05 N/A 40000000.00 15307.91 Agency Collateralized Mortgage Obligation GNMA_23-140C N/A 38384ETQ8 2048-06-20 1.16445 N/A 9914899.00 991558.92 Agency Collateralized Mortgage Obligation GNMA_23-141A N/A 38384ED44 2053-09-20 6 N/A 8000000.00 9463981.37 Agency Collateralized Mortgage Obligation GNMA_23-149H N/A 38384DHA8 2052-03-20 3 N/A 50074480.00 5532566.12 Agency Collateralized Mortgage Obligation GNMA_23-165D N/A 38384D6J1 2053-06-20 1.16621 N/A 19863396.00 1245435.07 Agency Collateralized Mortgage Obligation GNMA_23-168A N/A 38384D7W1 2053-11-20 0.01 N/A 50000000.00 4404.25 Agency Collateralized Mortgage Obligation GNMA_23-168C N/A 38384D8G5 2051-06-20 2.5 N/A 94219428.00 9057966.22 Agency Collateralized Mortgage Obligation GNMA_23-168D N/A 38384D8H3 2051-03-20 2.5 N/A 52213847.00 4692719.57 Agency Collateralized Mortgage Obligation GNMA_23-168E N/A 38384D8J9 2051-10-20 3 N/A 125328801.00 17834781.32 Agency Collateralized Mortgage Obligation GNMA_23-168F N/A 38384D8K6 2051-11-20 3 N/A 50000000.00 6698838.87 Agency Collateralized Mortgage Obligation GNMA_23-19A N/A 38383V4E5 2053-02-20 6 N/A 28500000.00 2524070.63 Agency Collateralized Mortgage Obligation GNMA_23-59C N/A 38383XUK8 2051-12-20 0 N/A 33039521.00 863522.57 Agency Collateralized Mortgage Obligation GNMA_23-69D N/A 38384AXT5 2053-05-20 0.11 N/A 25000000.00 25224.05 Agency Collateralized Mortgage Obligation GNMA_23-82G N/A 38384AS20 2053-06-20 1.81621 N/A 70000000.00 2204996.87 Agency Collateralized Mortgage Obligation GNMA_24-134C N/A 38384VAN7 2054-02-20 0.01 N/A 24379061.00 4532.75 Agency Collateralized Mortgage Obligation GNMA_24-134F N/A 38384VBF3 2050-08-20 3 N/A 115191544.00 17449568.43 Agency Collateralized Mortgage Obligation GNMA_24-134J N/A 38384VBM8 2053-12-20 0.25 N/A 80188113.00 220286.07 Agency Collateralized Mortgage Obligation GNMA_24-134P N/A 38384VCH8 2054-07-20 0.15 N/A 33174082.00 79905.18 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XAH6 2054-09-20 0.01 N/A 35000000.00 3392.76 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XAJ2 2054-09-20 1.15621 N/A 135000000.00 3150437.40 Agency Collateralized Mortgage Obligation GNMA_24-142D N/A 38384XAQ6 2053-10-20 1.23621 N/A 250000000.00 6049714.80 Agency Collateralized Mortgage Obligation GNMA_24-142E N/A 38384XAS2 2054-09-20 1.23621 N/A 100000000.00 2988346.86 Agency Collateralized Mortgage Obligation GNMA_24-142E N/A 38384XAW3 2054-09-20 1.79621 N/A 100000000.00 3785312.13 Agency Collateralized Mortgage Obligation GNMA_24-142Q N/A 38384XCJ0 2053-10-20 1.28621 N/A 250000000.00 6189165.62 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YSZ5 2054-10-20 0.03 N/A 25000000.00 14071.94 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YTA9 2054-10-20 1.23621 N/A 125000000.00 3884742.39 Agency Collateralized Mortgage Obligation GNMA_24-168E N/A 38384YTE1 2051-06-20 3 N/A 150990857.00 23413152.85 Agency Collateralized Mortgage Obligation GNMA_24-185B N/A 38385AAQ5 2054-11-20 1.75621 N/A 100000000.00 5568471.04 Agency Collateralized Mortgage Obligation GNMA_24-203B N/A 38385BUB4 2054-12-20 1.91621 N/A 50000000.00 3096034.88 Agency Collateralized Mortgage Obligation GNMA_24-203C N/A 38385BUK4 2054-10-20 6 N/A 3161608.00 914744.88 Agency Collateralized Mortgage Obligation GNMA_24-22B N/A 38384JJ88 2051-12-20 3 N/A 70000000.00 5563516.28 Agency Collateralized Mortgage Obligation GNMA_24-22E N/A 38384JF58 2050-09-20 0.05 N/A 38974879.00 72749.85 Agency Collateralized Mortgage Obligation GNMA_24-22H N/A 38384JG32 2054-02-20 6.5 N/A 4615384.00 284005.23 Agency Collateralized Mortgage Obligation GNMA_24-22H N/A 38384JG24 2054-02-20 0.02 N/A 50000000.00 7275.07 Agency Collateralized Mortgage Obligation GNMA_24-22L N/A 38384JK45 2043-02-16 0.35368 N/A 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130258920.00 7194607.67 Agency Collateralized Mortgage Obligation GNMA_25-122A N/A 38381PMH3 2055-07-20 0.34621 N/A 100000000.00 1434889.27 Agency Collateralized Mortgage Obligation GNMA_25-122B N/A 38381PMP5 2055-07-20 2.31621 N/A 53342121.00 4069020.07 Agency Collateralized Mortgage Obligation GNMA_25-122C N/A 38381PQE6 2055-07-20 2.31621 N/A 84318800.00 6962284.42 Agency Collateralized Mortgage Obligation GNMA_25-140A N/A 38381QAH4 2055-08-20 0.28621 N/A 100000000.00 3013084.24 Agency Collateralized Mortgage Obligation GNMA_25-140A N/A 38381QCG4 2051-04-20 5.5 N/A 6363636.00 647762.12 Agency Collateralized Mortgage Obligation GNMA_25-140B N/A 38381QDC2 2055-08-20 6 N/A 1041667.00 157879.79 Agency Collateralized Mortgage Obligation GNMA_25-140B N/A 38381QAR2 2055-08-20 1.73621 N/A 100000000.00 7873944.85 Agency Collateralized Mortgage Obligation GNMA_25-140B N/A 38381QCR0 2054-11-20 6 N/A 3435417.00 506770.23 Agency Collateralized Mortgage Obligation GNMA_25-157A N/A 38381UVW9 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