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Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426AVH8 2055-01-01 6 N/A 1000.00 936.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BPHE1 2052-10-01 3 N/A 1000.00 777.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5DS1 2045-05-01 3 N/A 1000.00 135.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JVA3 2055-11-01 5 N/A 1008.00 1006.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C6GP8 2053-03-01 6 N/A 1000.00 758.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426LE26 2055-04-01 5.5 N/A 2000.00 1953.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUCP0 2054-09-01 6 N/A 5198.00 4714.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BXQ95 2053-02-01 6 N/A 2001.00 2018.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132YBXR2 2040-02-01 3.26 N/A 2162393.00 1891418.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329PBJ1 2048-05-01 5 N/A 1008.00 194.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSQ62 2053-11-01 5 N/A 1000.00 875.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425UTA3 2054-11-01 4.5 N/A 1000.00 978.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WCZX5 2054-05-01 5 N/A 1000.00 985.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426DAU6 2055-02-01 6 N/A 1000.00 1024.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WE22 2055-08-01 6 N/A 3085.00 3053.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUVQ7 2052-05-01 2.5 N/A 3039.00 2414.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPYD4 2053-03-01 5.5 N/A 1000.00 791.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A3ZT8 2050-04-01 5 N/A 1061.00 540.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVKR5 2049-08-01 3.5 N/A 2000.00 366.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XPHT8 2043-11-01 5 N/A 1000.00 200.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 1000.00 549.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426J3U1 2055-04-01 6.5 N/A 1000.00 1047.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YTB2 2055-09-01 6.5 N/A 3016.00 3008.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AXLV2 2051-11-01 3 N/A 1057.00 654.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329LQC9 2043-11-01 4 N/A 2734.00 109.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427BD28 2055-09-01 6.5 N/A 1000.00 1044.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADUH9 2046-09-01 3 N/A 1000.00 265.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPMX3 2052-06-01 5 N/A 2024.00 1478.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GUM83 2055-04-01 6 N/A 1013.00 1000.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVAB1 2054-09-01 6.5 N/A 2000.00 1765.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNU84 2051-05-01 2 N/A 1000.00 657.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KN6X6 2052-04-01 4 N/A 1000.00 701.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5DK8 2045-03-01 3 N/A 1006.00 117.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPAL2 2052-04-01 4 N/A 1000.00 689.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNU68 2052-08-01 4.5 N/A 1000.00 734.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ACDL9 2050-11-01 2 N/A 2000.00 1096.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427KGA7 2055-11-01 4.5 N/A 1000.00 981.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426W7B0 2055-08-01 6 N/A 1000.00 1030.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6 N/A 1000.00 725.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XWS61 2047-05-01 4.5 N/A 33055.00 3573.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XWD83 2047-03-01 4.5 N/A 1064.00 290.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSUT7 2053-08-01 5.5 N/A 1000.00 850.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426UXE9 2055-07-01 6.5 N/A 1001.00 1040.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9QP5 2030-04-01 2.5 N/A 19375.00 1557.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.5 N/A 1000.00 711.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MWT5 2055-04-01 5.5 N/A 1000.00 1017.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YAP1 2055-09-01 6 N/A 1000.00 1028.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWB51 2051-08-01 2 N/A 1000.00 614.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BHLN4 2052-08-01 4.5 N/A 4020.00 3086.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426XNQ7 2055-08-01 6 N/A 1000.00 1039.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QQF2 2051-01-01 3.5 N/A 1000.00 928.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CR5X7 2054-07-01 6 N/A 1000.00 1014.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NM97 2055-05-01 5.5 N/A 1000.00 958.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CUN28 2054-09-01 7 N/A 1000.00 1054.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31334WST9 2049-06-01 3.5 N/A 5947.00 967.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUF85 2054-01-01 4 N/A 1000.00 865.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425YSD0 2055-01-01 4.5 N/A 1000.00 864.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CSJ4 2055-02-01 6.5 N/A 2000.00 2103.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426X2U1 2055-08-01 6.5 N/A 2000.00 2092.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV4G7 2049-11-01 2.5 N/A 2000.00 424.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426FST5 2055-03-01 5.5 N/A 1000.00 1011.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BFRF9 2052-07-01 5 N/A 1000.00 687.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C6W62 2053-06-01 5 N/A 1000.00 977.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427HE81 2055-11-01 5.5 N/A 1000.00 1024.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AUP36 2051-10-01 2.5 N/A 1000.00 615.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YT71 2055-09-01 7 N/A 1008.00 1067.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425UU45 2054-12-01 6 N/A 1014.00 958.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSD96 2054-07-01 5 N/A 1000.00 885.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y2Q35 2048-08-01 4.5 N/A 1000.00 247.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C94W0 2053-08-01 6.5 N/A 1008.00 802.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YBB1 2055-09-01 6.5 N/A 1000.00 1018.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YEG7 2055-08-01 6.5 N/A 2000.00 2096.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACYH7 2048-10-01 4 N/A 1000.00 70.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426UQH0 2055-08-01 6 N/A 2000.00 2059.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XM5L5 2043-06-01 4 N/A 1000.00 137.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0AE2 2053-08-01 5.5 N/A 1000.00 862.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D0JM4 2054-09-01 6.5 N/A 1000.00 983.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WKB90 2037-08-01 6.5 N/A 1001.00 10.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV5Y7 2050-05-01 3.5 N/A 1001.00 220.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4ZC5 2038-05-01 5.5 N/A 1040.00 8.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV7A7 2050-07-01 2.5 N/A 1000.00 353.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426F3Y1 2055-03-01 6.5 N/A 2001.00 2074.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31288Q4Y3 2054-01-01 4.269 N/A 2214.00 1946.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CJDJ7 2053-11-01 6.5 N/A 1000.00 1020.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XH3D6 2042-01-01 3.5 N/A 1000.00 169.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJM33 2050-07-01 3 N/A 1000.00 456.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D9V35 2042-08-01 2 N/A 3000.00 2403.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YTF3 2055-09-01 6.5 N/A 1800983.00 1826665.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GT3M6 2055-02-01 6 N/A 1000.00 968.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WEF25 2034-05-01 5 N/A 1002.00 26.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427DMP3 2055-10-01 6 N/A 1000.00 1043.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNGT4 2051-12-01 2 N/A 1000.00 629.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKJ34 2050-11-01 2 N/A 1000.00 539.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425YUW5 2055-01-01 6.5 N/A 1000.00 829.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XHNQ5 2041-10-01 4 N/A 1000.00 78.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425UMW2 2054-11-01 6.5 N/A 1000.00 1046.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A7H20 2027-04-01 3 N/A 3685.00 30.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425UJV8 2054-12-01 5.5 N/A 1000.00 965.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426LB29 2055-04-01 6.5 N/A 1001.00 628.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCZ4 2052-01-01 2 N/A 5007.00 3210.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JWL9 2055-04-01 6.5 N/A 1000.00 1041.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y3XC5 2048-10-01 4 N/A 1004.00 164.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427ARV1 2055-09-01 6 N/A 1008.00 1031.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWM42 2054-08-01 7.5 N/A 2000.00 1120.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV4X0 2050-01-01 3.5 N/A 2009.00 293.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BXQT1 2053-03-01 3 N/A 1000.00 789.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRM84 2053-07-01 6 N/A 1000.00 802.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTSA9 2054-04-01 5.5 N/A 2749.00 2386.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QM82 2055-10-01 6.5 N/A 1031.00 1080.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CTQU6 2054-09-01 5 N/A 1000.00 940.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MSP8 2055-05-01 5 N/A 1000.00 1001.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQ3J3 2053-05-01 6.5 N/A 4057.00 3370.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426BN28 2055-01-01 6 N/A 1000.00 1016.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPD70 2052-05-01 3.5 N/A 1000.00 757.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W8ET6 2054-03-01 5 N/A 1000.00 984.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV5Q4 2050-04-01 2.5 N/A 1001.00 220.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BN5C3 2052-10-01 4 N/A 1001.00 787.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN2R3 2052-09-01 4.5 N/A 1000.00 735.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C0YE6 2053-04-01 7 N/A 1001.00 152.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329NK80 2047-02-01 4.5 N/A 3502.00 749.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425Y2G1 2055-01-01 6 N/A 1001.00 1026.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.5 N/A 1000.00 629.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426L6W9 2055-05-01 5.5 N/A 1001.00 1011.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B0RV7 2051-12-01 3 N/A 1000.00 608.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425YR66 2055-01-01 6 N/A 1000.00 867.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BJ2Z4 2052-08-01 6 N/A 1000.00 735.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427BCM5 2055-09-01 6 N/A 4000.00 3100.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLPC5 2051-03-01 3 N/A 1001.00 447.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GQAA0 2053-10-01 6 N/A 1029.00 773.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CHD9 2055-01-01 6 N/A 1000.00 913.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWBY8 2051-07-01 2 N/A 3000.00 1822.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMUB9 2051-03-01 2.5 N/A 1000.00 555.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GU2G7 2055-06-01 5.5 N/A 1000.00 990.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JUK3 2055-04-01 6.5 N/A 1014.00 945.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DM2J3 2051-11-01 2.5 N/A 1000.00 631.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426UBN3 2055-07-01 6.5 N/A 1000.00 1051.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426QBT9 2055-06-01 6 N/A 1008.00 970.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WTX8 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTZG8 2054-07-01 6 N/A 1000.00 818.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426FJN8 2055-03-01 6.5 N/A 2022.00 1728.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CR5U3 2054-07-01 6 N/A 1000.00 852.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133JMD38 2054-10-01 6 N/A 1000.00 1011.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426YJP2 2055-09-01 6.5 N/A 1024.00 1048.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426GQF5 2055-03-01 6 N/A 2004.00 1936.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425YXT9 2055-01-01 6.5 N/A 1000.00 782.75 Agency Mortgage-Backed Securities 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N/A 1005.00 1068.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6ML4 2054-07-01 6.5 N/A 3000.00 3094.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XM5T9 2053-06-01 4 N/A 1000.00 810.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMV49 2055-09-01 7 N/A 1001.00 1061.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BH2K6 2055-08-01 6 N/A 3000.00 2813.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B3SH6 2055-02-01 7 N/A 2004.00 2127.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LMRA3 2038-04-01 3.51 N/A 1000.00 912.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BRYE3 2055-11-01 5.5 N/A 3010.00 3087.45 Agency Mortgage-Backed 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2053-05-01 5 N/A 1000.00 826.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2PQ1 2055-01-01 4.5 N/A 1000.00 965.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKK42 2053-05-01 6.5 N/A 5011.00 3419.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQDL3 2054-08-01 7 N/A 1000.00 1071.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LCQA6 2046-01-01 3.88 N/A 1000.00 761.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGC98 2042-03-01 2.5 N/A 1000.00 640.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLBB3 2052-03-01 2.5 N/A 2000.00 1338.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FFUU3 2046-08-01 4 N/A 6044.00 1338.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BSFW2 2055-11-01 6.5 N/A 2008.00 2117.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQDK5 2054-08-01 7 N/A 1000.00 988.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BARR9 2040-07-01 5.5 N/A 1000.00 1006.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BGDH3 2055-08-01 6 N/A 1000.00 997.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPD6 2053-02-01 5.5 N/A 2000.00 1469.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCJ47 2054-01-01 4.185 N/A 19235.00 17869.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A6P42 2053-11-01 6.5 N/A 1001.00 1053.14 Agency Mortgage-Backed Securities FEDERAL 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N/A 1000.00 728.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSDJ7 2053-06-01 5.5 N/A 1001.00 828.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNRL4 2055-09-01 6 N/A 1000.00 1042.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV5E0 2055-01-01 6.5 N/A 1024.00 809.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NYHP9 2033-03-01 5.21 N/A 1000.00 1039.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKLQ5 2055-07-01 6 N/A 3000.00 3084.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DZY1 2051-06-01 3.5 N/A 1000.00 393.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATZ90 2055-05-01 5 N/A 1001.00 514.79 Agency Mortgage-Backed 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ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HDQT4 2049-09-01 6 N/A 3085.00 160.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKJ68 2052-02-01 3 N/A 1010.00 711.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJFQ6 2046-11-01 3 N/A 10016.00 1719.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNM76 2047-04-01 3.5 N/A 2005.00 1519.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFFK0 2050-10-01 2.5 N/A 1000.00 405.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUCM2 2055-11-01 5 N/A 2000.00 2007.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUXL9 2052-07-01 4.5 N/A 1000.00 765.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 14204.00 1112.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7HL6 2050-02-01 4.5 N/A 1000.00 180.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HUH58 2034-06-01 3.37 N/A 6668403.00 6246682.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCER1 2052-09-01 1.964 N/A 3137.00 2456.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7AV1 2050-01-01 4.5 N/A 1000.00 129.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7DT8 2054-02-01 7.5 N/A 1528.00 1638.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BS5M5 2055-11-01 5.5 N/A 1008.00 1029.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6B95 2055-04-01 6 N/A 1000.00 1030.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J7N92 2045-12-01 3 N/A 1000.00 267.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMVQ0 2055-09-01 6 N/A 2000.00 2069.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NAEH2 2053-01-01 7.5 N/A 5000.00 3679.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCGD4 2051-07-01 2.5 N/A 1000.00 619.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCAH2 2053-03-01 7 N/A 3000.00 2475.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XF6R7 2052-03-01 2.5 N/A 1000.00 650.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHQB6 2052-06-01 5 N/A 1000.00 733.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6DS1 2055-06-01 6 N/A 4000.00 3946.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMYF1 2055-09-01 6 N/A 1003.00 1041.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FTH0 2040-12-01 5 N/A 1008.00 1026.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUE41 2054-11-01 5 N/A 2000.00 1938.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AW3L1 2055-01-01 5.5 N/A 3032.00 2770.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA4W1 2052-04-01 3.5 N/A 1008.00 693.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M1SP0 2051-10-01 3 N/A 6001.00 4165.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31413QXJ2 2027-08-01 6 N/A 2048.00 4.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3Y6 2051-09-01 2.5 N/A 1000.00 602.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B83V1 2055-04-01 6.5 N/A 1000.00 1041.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AAJ7 2031-11-01 4 N/A 1000.00 45.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2FF3 2054-05-01 5.5 N/A 1036.00 912.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APMT8 2054-11-01 6 N/A 4002.00 4046.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B16Y7 2055-02-01 5 N/A 1872.00 1881.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APUW2 2054-10-01 5.5 N/A 2016.00 1616.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BA2V7 2055-08-01 6.5 N/A 1000.00 1049.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMHE0 2053-06-01 6.5 N/A 3517.00 2544.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJT5 2055-04-01 5.5 N/A 1040.00 948.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPNL9 2052-09-01 2.5 N/A 1000.00 769.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJM54 2047-01-01 3 N/A 15277.00 3119.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402C4H2 2034-04-01 5.5 N/A 7248.00 44.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E3D0 2054-03-01 6 N/A 1087.00 778.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAKJ6 2049-02-01 4 N/A 4000.00 587.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BFRN7 2055-07-01 6 N/A 1000.00 990.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASYQ5 2054-09-01 5.5 N/A 1000.00 1008.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6ED3 2055-05-01 6.5 N/A 4991.00 4437.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8YH5 2053-03-01 6.5 N/A 2008.00 2060.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LP3K6 2051-06-01 3 N/A 2001.00 1043.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EDM9 2042-05-01 2.5 N/A 2000.00 1347.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJTD0 2047-01-01 3 N/A 1000.00 280.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BQJN2 2055-09-01 6.5 N/A 1000.00 1044.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LA3H0 2035-09-01 3.47 N/A 1001.00 572.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNMS4 2055-09-01 6 N/A 3000.00 3093.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW30 2053-10-01 5.5 N/A 2000.00 1586.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGRG6 2052-03-01 3 N/A 1000.00 617.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EQJN3 2045-02-01 5 N/A 1000.00 137.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMC53 2052-07-01 3 N/A 1000.00 730.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKW71 2051-10-01 2 N/A 1000.00 673.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LH6Y5 2029-05-01 3.25 N/A 3000.00 2722.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XGTC7 2044-02-01 4.5 N/A 7190.00 735.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMYE4 2055-09-01 6 N/A 3000.00 3125.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEME6 2054-12-01 6 N/A 1062.00 1090.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AJLF7 2041-06-01 5.5 N/A 3159.00 136.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JXRK6 2049-10-01 3 N/A 5000.00 904.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQSQ9 2052-11-01 5.5 N/A 1000.00 760.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APM68 2054-10-01 7 N/A 2000.00 2109.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABDS1 2054-07-01 7 N/A 1000.00 1070.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B1QY5 2055-01-01 6 N/A 2004.00 1861.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRWX7 2053-04-01 5 N/A 1008.00 782.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTMY8 2055-11-01 5.5 N/A 1001.00 1020.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AXUP4 2042-01-01 4.5 N/A 1000.00 27.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LL2G5 2036-01-01 5.63 N/A 1099727.00 1183793.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLC64 2053-05-01 5.5 N/A 3001.00 2948.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLFV5 2053-05-01 6 N/A 1000.00 770.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQLP8 2052-10-01 5 N/A 1040.00 861.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A8JP8 2054-01-01 7 N/A 5000.00 4987.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ANNB5 2041-07-01 5 N/A 4001.00 278.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9VU2 2048-01-01 3.5 N/A 7000.00 1997.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DQ21 2040-07-01 2.5 N/A 1000.00 331.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L1Y66 2051-01-01 2 N/A 1000.00 518.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGWS4 2052-05-01 3.5 N/A 1000.00 698.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKKM2 2053-05-01 6.5 N/A 2002.00 1519.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6HP3 2055-03-01 5 N/A 2293.00 2296.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419LYR8 2040-12-01 4.5 N/A 1037.00 88.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NK6Y2 2053-06-01 5 N/A 1000.00 979.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HSDR9 2033-12-01 4.02 N/A 98377.00 96607.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MECR5 2052-12-01 6 N/A 3003.00 1234.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHG92 2052-05-01 4 N/A 1000.00 762.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETGX8 2046-04-01 4 N/A 1000.00 138.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419DFP1 2040-08-01 4.5 N/A 1001.00 36.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNYA0 2055-09-01 7 N/A 1008.00 1067.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHK9 2052-09-01 4.5 N/A 1000.00 766.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUBF8 2055-11-01 6.5 N/A 1000.00 1042.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K5RK5 2049-12-01 3.5 N/A 1010.00 284.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7D92 2054-02-01 6.5 N/A 1002.00 1053.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7E67 2054-03-01 7.5 N/A 3001.00 3056.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9M32 2048-11-01 4 N/A 2096.00 323.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BG5Q2 2055-07-01 7.5 N/A 1000.00 1076.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E4M9 2054-04-01 5 N/A 2000.00 1765.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417FMN5 2043-02-01 2.5 N/A 1000.00 200.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FRM1 2045-11-01 5.5 N/A 1000.00 1008.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B9LZ0 2055-04-01 6 N/A 2000.00 2069.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B9YC7 2055-07-01 6 N/A 1000.00 1036.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417WCT6 2038-09-01 6.5 N/A 1000.00 85.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUTP7 2055-11-01 6.5 N/A 1000.00 1016.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6ZS2 2055-07-01 6.5 N/A 1000.00 1080.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2DV0 2049-02-01 3 N/A 2000.00 1740.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH3J4 2052-05-01 3 N/A 1000.00 702.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9SF8 2054-08-01 5.5 N/A 3024.00 3046.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLJ33 2051-10-01 4 N/A 1000.00 743.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMYK6 2052-05-01 3 N/A 1024.00 757.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWEV5 2051-09-01 2 N/A 7000.00 4075.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMYH7 2055-09-01 6 N/A 1023.00 1005.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERVZ0 2046-12-01 3 N/A 1000.00 268.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417Y6Q5 2031-10-01 4 N/A 1007.00 42.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAMW9 2051-03-01 2.5 N/A 1000.00 532.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDZZ5 2051-10-01 2.42 N/A 1136.00 767.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKR85 2052-03-01 2.5 N/A 1000.00 684.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCTR9 2051-09-01 2.5 N/A 1000.00 616.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUB35 2055-11-01 5.5 N/A 1023.00 1042.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411A5E1 2036-11-01 6 N/A 1014.00 4.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERNP1 2046-10-01 3 N/A 1000.00 243.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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B1V7KEBTPIMZEU4LTD58 3138XMKA7 2044-02-01 4.5 N/A 14054.00 865.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2DG3 2052-09-01 6 N/A 3001.00 2256.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNWD2 2052-06-01 3 N/A 1000.00 777.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNCW0 2052-01-01 2 N/A 1000.00 634.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416YT81 2041-07-01 4.5 N/A 1000.00 60.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSQ40 2052-11-01 4.5 N/A 1000.00 827.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUBH4 2055-11-01 7 N/A 2000.00 2119.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140F9KC8 2046-12-01 3 N/A 2000.00 502.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BL4W9 2055-09-01 6 N/A 2031.00 2110.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMV56 2055-09-01 7 N/A 4000.00 4228.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KMU73 2050-09-01 2.5 N/A 1000.00 430.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403C5R8 2036-02-01 6 N/A 1024.00 10.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJYW2 2047-02-01 4 N/A 12265.00 3712.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DP97 2050-06-01 2 N/A 1000.00 428.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH7E1 2052-08-01 5 N/A 1000.00 740.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8K71 2049-06-01 5 N/A 1000.00 230.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EVVB0 2046-08-01 3 N/A 1002.00 239.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BS6F9 2055-11-01 6 N/A 3000.00 3103.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418UEK6 2040-06-01 5 N/A 1002.00 43.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN6S8 2042-05-01 2 N/A 1000.00 738.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XGZQ9 2044-02-01 4.5 N/A 3324.00 208.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LMHB2 2038-02-01 3.56 N/A 1643.00 1296.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MYW57 2053-01-01 7 N/A 3000.00 3189.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKKL4 2053-05-01 7 N/A 4001.00 4059.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKF33 2055-09-01 6 N/A 2000.00 2072.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QADM9 2048-12-01 5 N/A 1000.00 219.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDVK9 2048-10-01 4 N/A 2000.00 1148.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWWG8 2052-07-01 5 N/A 4004.00 3308.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNNV6 2055-09-01 7 N/A 3004.00 3176.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HTYD5 2049-05-01 3.83 N/A 1135.00 962.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTXU4 2055-09-01 5.5 N/A 1000.00 1026.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KP7H0 2051-02-01 2 N/A 1000.00 583.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DPF3 2050-05-01 3.5 N/A 1000.00 209.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LNUR0 2030-08-01 3.75 N/A 182200.00 179985.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUXM7 2052-07-01 4.5 N/A 1000.00 780.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B3SM5 2055-02-01 6.5 N/A 3020.00 3167.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKKH3 2053-04-01 7 N/A 4001.00 4236.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUCR1 2055-11-01 5 N/A 3001.00 3007.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMHB6 2053-06-01 6.5 N/A 4000.00 4158.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA4B7 2052-04-01 2 N/A 7010.00 4976.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KSJV0 2051-09-01 2.5 N/A 7001.00 4112.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0PN2 2055-01-01 6 N/A 1001.00 1025.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A8FV9 2054-03-01 6 N/A 1005.00 750.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BJRN9 2055-08-01 6 N/A 2000.00 2038.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XE2D9 2044-02-01 4.5 N/A 10033.00 849.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNND6 2055-09-01 6.5 N/A 3001.00 3136.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH6Q5 2052-01-01 2.5 N/A 1000.00 684.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMG27 2053-06-01 7 N/A 1000.00 1060.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0QA9 2055-01-01 6.5 N/A 1009.00 664.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BFLV5 2055-05-01 6 N/A 1001.00 1036.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CNE0 2047-08-01 4 N/A 1000.00 104.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BH3A7 2055-09-01 7 N/A 4001.00 4235.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHHB4 2051-02-01 2 N/A 1000.00 563.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH4X2 2052-05-01 2.5 N/A 1000.00 678.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7AS2 2055-04-01 5.5 N/A 1000.00 1015.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3133A0UG7 2050-01-01 3 N/A 2048.00 515.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6U37 2055-05-01 6 N/A 2001.00 1957.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYX4 2051-05-01 2 N/A 2000.00 1181.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K44T4 2050-01-01 3 N/A 12997.00 2475.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AEKR3 2041-04-01 5.5 N/A 1008.00 79.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BGDG5 2055-08-01 6 N/A 3000.00 3111.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C3E2 2048-10-01 4.5 N/A 1000.00 81.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8MY0 2050-11-01 2.5 N/A 1000.00 505.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKYJ3 2053-03-01 4.5 N/A 1000.00 796.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2BW1 2051-10-01 2 N/A 2003.00 1100.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JR4X6 2049-06-01 3.5 N/A 8000.00 1866.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EXDX8 2046-09-01 3 N/A 2003.00 444.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAXV9 2051-04-01 2 N/A 1000.00 595.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGV55 2052-04-01 3 N/A 3000.00 2005.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404ECF1 2034-02-01 5.5 N/A 5272.00 57.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LHD49 2037-08-01 4.17 N/A 1000.00 958.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNLM2 2052-03-01 2.5 N/A 1007.00 633.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJS21 2053-05-01 5.5 N/A 3000.00 2958.08 Agency Mortgage-Backed Securities FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.55167 N/A 128682.00 13.57 Agency Collateralized Mortgage Obligation FHLMC_5144D N/A 3137H26W9 2051-04-25 2.5 N/A 8800000.00 695101.28 Agency Collateralized Mortgage Obligation FHLMC_5178G N/A 3137H53Z8 2051-11-25 4 N/A 41029039.00 4934423.78 Agency Collateralized Mortgage Obligation FHLMC_5196A N/A 3137H5WH6 2051-07-25 2.5 N/A 7861120.00 688941.48 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF5G6 2054-08-25 3.15581 N/A 98318962.00 4908342.48 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 4032397.00 2356710.78 Agency Collateralized Mortgage Obligation FHLMC_5502D N/A 3137HJTA5 2055-02-25 0.012067 N/A 12529745.00 636.10 Agency Collateralized Mortgage Obligation FHLMC_5505C N/A 3137HJ7A9 2055-02-25 1.17581 N/A 121682473.00 4694539.26 Agency Collateralized Mortgage Obligation FHLMC_5571A N/A 3137HMEC0 2036-07-25 5 N/A 1000.00 989.78 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HPB85 2055-12-25 1.67581 N/A 28531570.00 1494948.75 Agency Collateralized Mortgage Obligation FNMA_10-113B N/A 31398T7D7 2040-10-25 2.61133 N/A 32968309.00 59060.44 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.51133 N/A 5013437.00 42096.74 Agency Collateralized Mortgage Obligation FNMA_12-86A N/A 3136A7PS5 2042-08-25 1.51133 N/A 119725333.00 821609.18 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 809148.00 6.36 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.770228 N/A 14683720.00 128772.00 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 2.11133 N/A 52096670.00 1433652.42 Agency Collateralized Mortgage Obligation FNMA_20-50A N/A 3136BAZS6 2050-07-25 4.5 N/A 16631000.00 1016437.55 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 19231935.00 1400382.25 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.025775 N/A 18923538.00 384514.16 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 146337.85 Agency Collateralized Mortgage Obligation FNMA_21-61A N/A 3136BGVM0 2051-09-25 2.5 N/A 5615145.00 415632.05 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 5900001.00 687193.23 Agency Collateralized Mortgage Obligation FNMA_21-82C N/A 3136BKEP3 2051-12-25 1.984671 N/A 21791806.00 511443.14 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 15671258.00 1928280.96 Agency Collateralized Mortgage Obligation FNMA_22-3B N/A 3136BLBK5 2052-02-25 1.986272 N/A 24793712.00 703679.35 Agency Collateralized Mortgage Obligation FNMA_22-86 N/A 3136BPPT2 2050-05-25 2.5 N/A 617018.00 70717.61 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 1.739449 N/A 26145916.00 834238.54 Agency Collateralized Mortgage Obligation FNMA_23-39E N/A 3136BQFS3 2053-05-25 0 N/A 5769230.00 3060725.13 Agency Collateralized Mortgage Obligation FNMA_23-40E N/A 3136BQGT0 2053-09-25 2.72581 N/A 107332910.00 5422700.61 Agency Collateralized Mortgage Obligation FNMA_23-43D N/A 3136BQJW0 2053-05-25 0 N/A 4048591.00 2169156.14 Agency Collateralized Mortgage Obligation FNMA_23-49D N/A 3136BQKM0 2048-05-25 5 N/A 46813628.00 4950971.55 Agency Collateralized Mortgage Obligation FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 5618425.00 781989.52 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 31375184.00 16461137.35 Agency Collateralized Mortgage Obligation FNMA_24-20J N/A 3136BRZ26 2046-03-25 5.5 N/A 1762.00 1027.88 Agency Collateralized Mortgage Obligation FNMA_24-54D N/A 3136BSSJ5 2046-12-25 0 N/A 110680678.00 1452.88 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 3.22581 N/A 12930761.00 825533.68 Agency Collateralized Mortgage Obligation FNMA_24-80C N/A 3136BTSR5 2054-11-25 2.02581 N/A 59647456.00 3576142.10 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 168420.00 92939.71 Agency Collateralized Mortgage Obligation FNMA_24-M5B N/A 3136BTHY2 2033-10-25 4.715 N/A 1352.00 1364.97 Agency Collateralized Mortgage Obligation FNMA_25-112A N/A 3136BYPQ9 2048-02-25 5 N/A 6031342.00 865380.97 Agency Collateralized Mortgage Obligation FNMA_25-43A N/A 3136BWAQ9 2036-06-25 5 N/A 1000.00 977.86 Agency Collateralized Mortgage Obligation FNMA_25-50A N/A 3136BWUF1 2055-07-25 0.05 N/A 25000000.00 36221.46 Agency Collateralized Mortgage Obligation FNMA_25-82A N/A 3136BXF74 2052-08-25 5.5 N/A 12787962.00 1356647.84 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVV8 2051-09-25 2 N/A 1149984.00 127860.14 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 299990.00 27552.65 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 31292K3M7 2040-06-01 4.5 N/A 1019.00 59.40 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31292GXD3 2028-11-01 6.5 N/A 5887950.00 2764.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128KRV68 2036-10-01 5.5 N/A 87851.00 3087.01 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31335AEK0 2045-08-01 3.5 N/A 7003.00 1430.22 Agency Mortgage-Backed Securities GNMA_12-106C N/A 38378HKR6 2042-09-20 4.48 N/A 486374.00 11491.01 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG28 2037-09-20 1.00474 N/A 104785743.00 288654.00 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 1.75162 N/A 136500000.00 1063368.46 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 2.65162 N/A 13891689.00 72107.63 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 0.87314 N/A 25850465.00 103214.25 Agency Collateralized Mortgage Obligation GNMA_18-92A N/A 38380XSU2 2046-08-20 1.03616 N/A 68850447.00 366255.33 Agency Collateralized Mortgage Obligation GNMA_19-108C N/A 38381XZA7 2032-02-20 4.5 N/A 19275832.00 39338.05 Agency Collateralized Mortgage Obligation GNMA_19-115E N/A 38381YVM3 2049-09-20 2.20162 N/A 1384962.00 58979.32 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 0.79788 N/A 73811077.00 494339.08 Agency Collateralized Mortgage Obligation GNMA_19-69G N/A 38381WQR2 2044-07-20 0.95046 N/A 39767332.00 380994.72 Agency Collateralized Mortgage Obligation GNMA_19-84E N/A 38381XCQ7 2049-07-20 2.25162 N/A 42947794.00 729625.10 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0.79003 N/A 2509218.00 15044.72 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 2.25162 N/A 31245111.00 1264780.75 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSD0 2051-06-20 3.5 N/A 51842627.00 4607598.08 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.45162 N/A 27093587.00 2510931.99 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 2.45162 N/A 10500000.00 961235.51 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 9102627.00 527796.77 Agency Collateralized Mortgage Obligation GNMA_21-77F N/A 38382Q2Q2 2051-05-20 3 N/A 138276611.00 74263352.38 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VEJ4 2051-06-20 3.5 N/A 35764301.00 1956176.31 Agency Collateralized Mortgage Obligation GNMA_22-213F N/A 38383LYW4 2052-12-20 4.81765 N/A 4842428.00 3122292.28 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 1223.00 844.99 Agency Collateralized Mortgage Obligation GNMA_23-120C N/A 38384CTC3 2053-08-20 5.02765 N/A 1000.00 440.27 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 5944.40 Agency Collateralized Mortgage Obligation GNMA_23-133G N/A 38384EMX0 2053-09-20 5.21765 N/A 1156.00 394.46 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 106747.00 8.92 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 3.18235 N/A 14514200.00 801399.72 Agency Collateralized Mortgage Obligation GNMA_23-187C N/A 38384GMT4 2053-12-20 5.21765 N/A 9327116.00 3031318.01 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 5.16765 N/A 3835478.00 1742087.96 Agency Collateralized Mortgage Obligation GNMA_23-189A N/A 38384GLV0 2053-12-20 3.13235 N/A 762202.00 26104.36 Agency Collateralized Mortgage Obligation GNMA_23-22H N/A 38383VVM7 2053-02-20 4.81765 N/A 6641912.00 4825225.55 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 4.91765 N/A 8330621.00 3398920.82 Agency Collateralized Mortgage Obligation GNMA_23-76D N/A 38383X4Z4 2053-05-20 4.91765 N/A 8986464.00 3492108.65 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 4.91765 N/A 765500.00 419633.06 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 0.75982 N/A 12424359.00 969513.07 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.39923 N/A 100028.00 2017.35 Agency Collateralized Mortgage Obligation GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.14311 N/A 100000.00 3569.73 Agency Collateralized Mortgage Obligation GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.49961 N/A 20448560.00 1115040.97 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.4043 N/A 25510541.00 1608759.20 Agency Collateralized Mortgage Obligation GNMA_24-117D N/A 38384Q2Y3 2054-07-20 5.21765 N/A 1130.00 606.14 Agency Collateralized Mortgage Obligation GNMA_24-134G N/A 38384VBH9 2053-08-20 2.58235 N/A 115248996.00 3987539.09 Agency Collateralized Mortgage Obligation GNMA_24-142F N/A 38384XBB8 2054-09-20 2.78235 N/A 25859444.00 1674351.26 Agency Collateralized Mortgage Obligation GNMA_24-157B N/A 38384WBW4 2054-09-20 0.05 N/A 49899915.00 68976.10 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 10098509.00 5677869.91 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 4.91765 N/A 1000.00 846.24 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 5.01765 N/A 3650649.00 2508742.71 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSD0 2054-10-20 5.06765 N/A 1000.00 714.67 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 17885480.00 12.75 Agency Collateralized Mortgage Obligation GNMA_24-184H N/A 38384XZU0 2054-11-20 4.96765 N/A 40000000.00 20639296.26 Agency Collateralized Mortgage Obligation GNMA_24-200C N/A 38385BQT0 2054-12-20 2.13235 N/A 14803469.00 791518.81 Agency Collateralized Mortgage Obligation GNMA_24-28B N/A 38384JAH7 2054-02-20 6.5 N/A 12941000.00 1767480.07 Agency Collateralized Mortgage Obligation GNMA_24-44J N/A 38384K2M2 2054-03-20 1.48235 N/A 8141312.00 390265.22 Agency Collateralized Mortgage Obligation GNMA_24-5B N/A 38384HSF6 2054-01-20 5.5 N/A 2630859.00 2673958.61 Agency Collateralized Mortgage Obligation GNMA_24-64X N/A 38384MA72 2054-04-20 5.16765 N/A 35772317.00 21812537.09 Agency Collateralized Mortgage Obligation GNMA_24-7A N/A 38384GL24 2054-01-20 5.01765 N/A 7912976.00 3291553.53 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 232296.00 238800.83 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 5.11765 N/A 13737686.00 6692268.38 Agency Collateralized Mortgage Obligation GNMA_24-H02C N/A 38383KNJ7 2074-01-20 0.47836 N/A 3514100.00 220103.45 Agency Collateralized Mortgage Obligation GNMA_24-H03J N/A 38383KQQ8 2074-02-20 0.54486 N/A 30000000.00 2018735.50 Agency Collateralized Mortgage Obligation GNMA_24-H07 N/A 38383KXB3 2074-04-20 0.54335 N/A 50000000.00 2873565.94 Agency Collateralized Mortgage Obligation GNMA_24-H17D N/A 38383KS78 2074-09-20 0.65406 N/A 73200000.00 5219057.79 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY71 2074-10-20 0.67549 N/A 23892411.00 1702446.23 Agency Collateralized Mortgage Obligation GNMA_24-H20E N/A 38383K3X8 2074-11-20 0.61047 N/A 36000000.00 2347437.46 Agency Collateralized Mortgage Obligation GNMA_25-118A N/A 38381ND39 2055-07-20 7.08528 N/A 26204843.00 27047117.08 Agency Collateralized Mortgage Obligation GNMA_25-118E N/A 38381NC30 2055-07-20 2.03235 N/A 31809822.00 1579451.90 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2R1 2053-04-20 2.28235 N/A 95793666.00 6199647.88 Agency Collateralized Mortgage Obligation GNMA_25-26B N/A 38385CF45 2055-02-20 2.08235 N/A 54715948.00 3420309.51 Agency Collateralized Mortgage Obligation GNMA_25-26C N/A 38385CF94 2055-02-20 2.65235 N/A 33725024.00 2308044.83 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBH0 2055-01-20 0 N/A 199554481.00 1599.51 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBK3 2055-01-20 0 N/A 190000000.00 830.69 Agency Collateralized Mortgage Obligation GNMA_25-82A N/A 38385F3R0 2065-05-20 1.03235 N/A 85482633.00 1655860.20 Agency Collateralized Mortgage Obligation GNMA_41-97V N/A 38385BEA4 2054-12-20 4.91765 N/A 1026.00 879.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 7045632.00 1086.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHKM7 2053-05-15 7 N/A 1015.00 939.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AC3Z5 2039-09-15 5 N/A 2018.00 77.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2BW1 2040-08-15 5 N/A 238717.00 16733.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176D3R2 2041-05-15 4.75 N/A 17274206.00 236804.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJW7 2053-09-15 7 N/A 1040.00 1029.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BWN4 2032-11-15 6.5 N/A 19873.00 62.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AALE2 2047-10-15 4.5 N/A 1021.00 279.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176D4N0 2041-06-15 4.75 N/A 1000.00 59.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AAZH0 2047-12-20 5.229 N/A 337800.00 82866.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200MTY9 2033-08-15 5.5 N/A 1111745.00 27182.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178DBW0 2042-07-15 3.5 N/A 1000.00 67.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJA5 2053-07-15 7 N/A 13287.00 13569.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178EDM8 2043-05-15 3 N/A 1000.00 127.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJ98 2053-06-15 7 N/A 3016.00 3105.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJV9 2053-09-15 6.5 N/A 284192.00 288814.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241L4F0 2042-01-15 4 N/A 110675514.00 5728612.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SCE5 2039-10-20 6.5 N/A 255000.00 26464.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VFV7 2050-02-20 6 N/A 177000.00 20570.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6M4 2055-10-20 7 N/A 1000.00 1063.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YML5 2053-12-20 6 N/A 2000.00 1152.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GVHL7 2054-03-20 5 N/A 2000.00 1960.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RS83 2045-11-20 3 N/A 1000.00 115.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PJ2 2055-06-20 5.5 N/A 2150.00 2147.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179URF1 2049-04-20 5.5 N/A 4198989.00 237532.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M2D61 2055-11-20 6.5 N/A 2005.00 2093.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KRJ62 2055-04-20 7.5 N/A 337329.00 362455.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VRTQ7 2051-08-20 4 N/A 1115508.00 848721.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MDBS1 2055-11-20 6.5 N/A 1001.00 1052.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617UURK6 2051-03-20 2.5 N/A 1017.00 619.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617WD2J2 2046-07-20 4 N/A 583305.00 127419.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KWRZ8 2055-11-20 6.5 N/A 688628.00 732207.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TSM8 2048-02-20 6 N/A 1002.00 159.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NXDE5 2055-11-20 6 N/A 1068.00 1106.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36176LTG0 2039-03-20 5.5 N/A 437086.00 59320.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QPJ4 2044-09-20 4.5 N/A 319000.00 19964.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5Q44 2055-07-20 6.5 N/A 9846520.00 9903521.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W2RR1 2038-12-20 6.5 N/A 1000.00 322.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UGH9 2048-11-20 6.5 N/A 125000.00 19714.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6GH5 2055-10-20 6 N/A 2331764.00 2434553.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UUM2 2049-06-20 5 N/A 1000.00 78.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UXT4 2049-08-20 3.5 N/A 2000.00 234.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L3VS2 2055-06-20 5.5 N/A 1000.00 1019.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6FM5 2055-11-20 6 N/A 1411944.00 1473520.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6EC8 2055-10-20 6 N/A 1000.00 1043.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KWST1 2055-06-20 5.5 N/A 1000.00 1020.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UKZ4 2049-01-20 5 N/A 1024.00 60.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MBDV6 2055-11-20 6.5 N/A 1001.00 1052.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LQDJ1 2055-08-20 6 N/A 2000.00 2066.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BHJE7 2053-07-20 6 N/A 1000.00 997.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KRJ39 2055-04-20 7.5 N/A 5000.00 5371.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TNR2 2047-12-20 3.5 N/A 1024.00 125.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDR8 2050-01-20 4.5 N/A 310855.00 39098.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACPN4 2049-08-20 5.401 N/A 731641.00 503217.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LXQQ6 2055-11-20 6 N/A 2035.00 2124.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YW59 2054-05-20 5.5 N/A 1000.00 838.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TZ99 2048-06-20 6 N/A 44000.00 5132.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PK9 2055-06-20 6 N/A 17020.00 17085.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YPG3 2054-01-20 5.5 N/A 6603813.00 5186798.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8QZ0 2055-11-20 5.5 N/A 1000.00 1028.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241L4C7 2041-10-20 4 N/A 49091047.00 2637515.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TNU5 2047-12-20 5 N/A 160000.00 17935.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V7E4 2051-02-20 2.5 N/A 1000.00 447.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U7A4 2049-10-20 6 N/A 1000.00 209.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8P57 2055-11-20 5.5 N/A 29854.00 30622.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R7H6 2046-04-20 3 N/A 1000.00 101.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2AV4 2042-06-20 4 N/A 1002.00 53.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8XH2 2046-10-20 6.5 N/A 2008.00 2106.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SNZ6 2046-10-20 5.5 N/A 65000.00 7463.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XHX7 2052-10-20 4 N/A 1000.00 748.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SSV0 2046-12-20 6 N/A 209000.00 27251.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8QB3 2055-11-20 5.5 N/A 459904.00 472560.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QBL4 2044-04-20 6 N/A 76000.00 5928.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LSXQ9 2055-09-20 6.5 N/A 1000.00 1050.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WR75 2051-11-20 5 N/A 1000.00 448.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SSW8 2039-06-20 6.5 N/A 167000.00 18767.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SU21 2039-10-20 6 N/A 126000.00 18214.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TXU4 2048-05-20 3.5 N/A 152371.00 17955.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TUA1 2048-03-20 3.5 N/A 2047.00 239.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QT50 2044-11-20 4 N/A 316997.00 20595.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WJR0 2051-07-20 2.5 N/A 1000.00 563.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XNG7 2052-12-20 5.5 N/A 1024.00 687.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8YL2 2055-11-20 7.5 N/A 1000.00 1080.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NJB5 2043-07-20 4 N/A 114458.00 9920.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TUE3 2048-03-20 5.5 N/A 1035935.00 123979.88 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5J1 2053-06-20 6 N/A 1000.00 591.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FHX7 2040-07-20 4.5 N/A 275972.00 9975.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5ZJ1 2055-11-20 4.5 N/A 1525069.00 1492170.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6ES3 2055-11-20 6 N/A 1000.00 1043.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDS6 2050-01-20 5 N/A 501000.00 71600.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VTQP8 2050-02-20 5.5 N/A 236252.00 90469.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LYDX3 2055-09-20 5.5 N/A 7013.00 7176.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SCD7 2046-05-20 6 N/A 485000.00 36016.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WR91 2051-11-20 6 N/A 48000.00 20149.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q6V8 2039-07-20 6.5 N/A 100000.00 10719.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5H5 2053-06-20 5.5 N/A 1147.00 860.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MF39 2042-06-20 6.25 N/A 966663.00 7237.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VN30 2050-06-20 3 N/A 2483776.00 620957.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RTE9 2040-04-20 6 N/A 784000.00 58186.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V1ZV6 2040-06-20 5 N/A 968626.00 381201.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LG6M4 2055-11-20 6.5 N/A 1000.00 1046.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UUP5 2049-06-20 6 N/A 971000.00 98987.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8QW7 2055-11-20 5.5 N/A 1001.00 1026.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6GF9 2055-10-20 6 N/A 1000.00 1044.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SAB3 2046-04-20 6 N/A 558666.00 42498.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6N2 2055-10-20 7 N/A 1000.00 1064.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NGD4 2038-11-20 6.5 N/A 298923.00 17123.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W2W7 2052-04-20 3.5 N/A 1615518.00 1111587.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YAZ43 2041-12-20 4 N/A 1093202.00 667654.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5E4 2052-05-20 4 N/A 2000.00 1434.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MDBN2 2055-11-20 6.5 N/A 1000.00 1048.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R7L7 2046-04-20 4.5 N/A 425000.00 30989.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AAZZ0 2051-03-20 2 N/A 6488087.00 3806803.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YFL3 2053-09-20 5.5 N/A 415123.00 307823.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NLE6 2043-08-20 4 N/A 1000.00 58.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WB56 2051-03-20 5 N/A 26000.00 9212.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5MQ9 2055-05-20 5.5 N/A 1024.00 1017.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LLBA3 2055-07-20 6.5 N/A 2000.00 2094.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617FQSW5 2065-02-20 6.5 N/A 202459.00 210713.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5KV0 2055-04-20 5 N/A 1024.00 1005.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M2D38 2055-11-20 6.5 N/A 1000.00 1051.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YPK4 2054-01-20 7 N/A 50000.00 17358.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UXY3 2049-08-20 6 N/A 730293.00 106190.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V5C0 2051-01-20 6 N/A 487610.00 132103.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225CTW6 2031-12-20 4.75 N/A 8236606.00 19383.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6K8 2055-10-20 7 N/A 1000.00 1064.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BPVX3 2053-05-20 7.5 N/A 1000.00 390.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6Q5 2055-10-20 7 N/A 1692.00 1801.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TC29 2047-07-20 5 N/A 180000.00 16839.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QYW5 2045-01-20 5.5 N/A 85000.00 5522.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VL65 2050-05-20 4.5 N/A 698954.00 77747.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5MP1 2055-05-20 5 N/A 1024.00 1010.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TQV0 2039-02-20 6.5 N/A 350000.00 39393.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KBQR3 2055-03-20 6 N/A 4000.00 4097.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225FKM0 2041-12-20 4.75 N/A 2175000.00 49172.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDN7 2050-01-20 3 N/A 1000.00 176.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WNF1 2051-09-20 3 N/A 1256.00 708.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TXZ3 2048-05-20 6 N/A 1000.00 136.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GDW63 2054-01-20 7.5 N/A 1002.00 669.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SLU9 2046-09-20 4.5 N/A 196000.00 18835.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LQFU4 2055-08-20 6.5 N/A 2000.00 2097.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36176AM30 2041-03-20 4.5 N/A 1000.00 73.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SU39 2039-09-20 6.5 N/A 275000.00 43728.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VKM1 2050-04-20 3.5 N/A 1001.00 196.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YAZ92 2038-11-20 6.5 N/A 1081301.00 838887.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NNF1 2034-07-20 6 N/A 386000.00 21275.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KLDE4 2055-07-20 6 N/A 3000.00 3129.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLH9 2049-04-20 4.5 N/A 317547.00 287663.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YMQ4 2053-12-20 8 N/A 1000.00 150.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YW67 2054-05-20 6 N/A 150000.00 108231.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36176LTR6 2034-04-20 5.5 N/A 553880.00 5759.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LWYP1 2055-09-20 6.5 N/A 2000.00 2109.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NXCA4 2055-11-20 6 N/A 1000.00 1035.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XFG6 2052-09-20 4 N/A 552806.00 412805.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RBZ1 2045-04-20 4.5 N/A 1000.00 65.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DN83 2035-04-20 5.625 N/A 1000000.00 19787.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SN37 2046-10-20 6.5 N/A 90999.00 14291.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MHKJ4 2050-04-20 4 N/A 667429.00 211215.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K4EK7 2065-03-20 6.5 N/A 254373.00 223172.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NNB0 2043-09-20 4 N/A 2800000.00 156465.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VD23 2050-01-20 3 N/A 1000.00 147.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMR0 2049-02-20 6.5 N/A 133379.00 22244.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FLP9 2040-10-20 4.5 N/A 265999.00 11937.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6G93 2055-11-20 6 N/A 1026.00 1070.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MAWJ4 2055-10-20 6.5 N/A 1000.00 1044.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FAU0 2039-08-20 4.5 N/A 2054.00 73.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QR29 2044-10-20 4.5 N/A 2000.00 129.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NKP91 2055-07-20 6.5 N/A 2000.00 2121.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UAA0 2048-08-20 5.5 N/A 67000.00 5663.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TLS2 2047-11-20 3.5 N/A 1500.00 184.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5KW8 2055-04-20 5.5 N/A 1000.00 971.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6P7 2055-10-20 7 N/A 1000.00 1064.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5XN4 2055-10-20 4.5 N/A 3075.00 3002.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QBH3 2044-04-20 4.5 N/A 1000.00 71.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RQ36 2045-10-20 4 N/A 1000.00 74.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVS2 2053-03-20 5 N/A 1327000.00 1027150.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QDZ1 2044-05-20 4 N/A 1000.00 56.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UED0 2048-10-20 6 N/A 1001.00 118.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FUF1 2041-06-20 4.5 N/A 320963.00 12940.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6DZ8 2055-11-20 6.5 N/A 1000.00 1049.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2AT9 2042-02-20 4 N/A 10078695.00 503379.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5XQ7 2055-10-20 5.5 N/A 1037.00 1048.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VFT2 2050-02-20 5 N/A 2680483.00 387540.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VSP6 2050-08-20 6 N/A 100000.00 14178.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UH70 2048-12-20 5.5 N/A 3288081.00 238940.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SWW3 2047-02-20 3 N/A 658844.00 100051.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XDF0 2052-08-20 5 N/A 1000.00 735.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FZX7 2041-12-20 3.5 N/A 5991992.00 422159.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T4P7 2048-07-20 4 N/A 1000.00 89.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KN5T6 2055-08-20 6.5 N/A 1000.00 1050.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618L1EN6 2055-06-20 5.5 N/A 1000.00 1020.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EWJ7 2039-12-20 6.5 N/A 2750000.00 37435.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KLBZ9 2055-06-20 5.5 N/A 3355252.00 3423685.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADPG7 2048-05-20 5.317 N/A 1047071.00 890951.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NX60 2044-01-20 4 N/A 1000.00 60.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMX7 2049-02-20 5.5 N/A 2328869.00 168247.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BCJZ1 2054-09-20 7.5 N/A 1000.00 1008.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PH6 2055-06-20 5 N/A 2788597.00 2765253.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EVC3 2039-10-20 4.75 N/A 775000.00 18597.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6FR4 2055-11-20 6 N/A 1000.00 1044.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2N6 2047-04-20 3 N/A 1002.00 150.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2L9 2053-05-20 5.5 N/A 4502432.00 3352033.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MC24 2042-05-20 4 N/A 2626914.00 144391.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MTSW1 2050-03-20 5 N/A 1000.00 125.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RVC0 2045-12-20 4 N/A 99998.00 8698.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XX68 2053-04-20 5.5 N/A 1008.00 713.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SGS0 2039-08-20 6.5 N/A 64000.00 9635.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LRQX4 2055-11-20 6 N/A 2001.00 2072.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VVZ0 2050-10-20 3 N/A 1008.00 331.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KRJY1 2055-03-20 7.5 N/A 1002.00 1030.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A3C65 2043-06-20 6.439 N/A 4416377.00 259892.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179ST31 2032-01-20 3 N/A 1000.00 95.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LC6J0 2055-10-20 7 N/A 1522666.00 1584782.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2V8 2047-04-20 6.5 N/A 1000.00 99.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MK66 2042-08-20 3 N/A 2002.00 193.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M5R85 2055-11-20 6.5 N/A 1000.00 1053.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVU7 2053-03-20 6 N/A 50019.00 26241.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLE4 2052-11-20 3.5 N/A 8000.00 5946.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U7B2 2037-12-20 6.5 N/A 1000.00 256.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NYUF1 2055-11-20 6 N/A 2000.00 2071.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KLB22 2055-06-20 5.5 N/A 1000.00 1020.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SEN3 2046-06-20 6 N/A 168000.00 20724.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VBG4 2049-12-20 3.5 N/A 79412.00 10040.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UAB8 2048-08-20 6 N/A 708000.00 99170.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UKY7 2049-01-20 4.5 N/A 1124860.00 72728.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UXX5 2049-08-20 5.5 N/A 190000.00 24434.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UZX3 2049-09-20 5.5 N/A 1000.00 140.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KRJ47 2055-03-20 7.5 N/A 1478902.00 1589696.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QWF4 2044-12-20 4 N/A 1070612.00 78497.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WDR6 2051-04-20 2.5 N/A 2166616.00 1090912.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y5L4 2054-08-20 5.5 N/A 2000.00 1647.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VSCM2 2049-07-20 5.5 N/A 3541254.00 738439.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SZW0 2032-04-20 3.5 N/A 232386.00 23599.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YKS2 2053-11-20 5.5 N/A 2000.00 1572.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6EX2 2055-10-20 6 N/A 1004.00 1047.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SRL3 2046-11-20 4.625 N/A 1616494.00 59937.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RTA7 2045-11-20 4 N/A 99000.00 7782.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M2CE5 2055-10-20 7 N/A 1195994.00 1253475.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LLBD7 2055-08-20 7 N/A 2000.00 2103.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UGE6 2048-11-20 5 N/A 200000.00 11952.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617N4MU5 2050-04-20 5 N/A 1000.00 630.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SW45 2047-02-20 6 N/A 336898.00 37146.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU85 2054-04-20 6.5 N/A 1025326.00 488668.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M65H7 2055-11-20 6.5 N/A 1000.00 1051.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R4E6 2046-03-20 3.5 N/A 1000.00 96.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TV69 2048-04-20 4 N/A 80000.00 6305.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RF8 2055-07-20 5.5 N/A 2057.00 2063.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5XZ7 2055-10-20 4.5 N/A 1146897.00 1151807.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LEZQ8 2065-08-20 7 N/A 97466.00 99576.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XTD8 2053-02-20 5.5 N/A 2000.00 1363.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSSA1 2065-04-20 6.5 N/A 1000.00 837.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5EV7 2055-01-20 5.5 N/A 27505.00 23701.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VXT2 2050-11-20 4.5 N/A 2974830.00 599467.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KCP50 2055-03-20 6 N/A 1000.00 1028.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T4U6 2048-07-20 6.5 N/A 1000.00 133.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MSCL4 2050-04-20 4 N/A 2000.00 603.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R7K9 2046-04-20 4 N/A 3000.00 268.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VSA9 2050-08-20 4.5 N/A 4977000.00 690862.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU77 2054-04-20 6 N/A 2001.00 1261.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WDX3 2051-04-20 5.5 N/A 80000.00 27669.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDF4 2049-12-20 4.5 N/A 1007.00 36.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5VQ9 2055-09-20 5 N/A 2002.00 2000.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YFM1 2053-09-20 6 N/A 2032.00 1219.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5TN9 2055-08-20 5.5 N/A 1000.00 1004.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KLB30 2055-06-20 5.5 N/A 1000.00 1019.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2U0 2047-04-20 6 N/A 1000.00 128.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KPGY8 2055-07-20 6.5 N/A 1002.00 1049.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LJSN2 2055-08-20 6 N/A 1451680.00 1486256.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SXK8 2047-02-20 5.5 N/A 500000.00 24622.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MAWH8 2055-10-20 6.5 N/A 1000.00 1049.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MUSY4 2050-05-20 5 N/A 1001.00 194.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TLY9 2047-11-20 6.5 N/A 208942.00 33323.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SNX1 2046-10-20 4.5 N/A 450000.00 47141.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RLV9 2038-10-20 6.5 N/A 1000.00 94.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179USZ6 2049-05-20 6.5 N/A 158000.00 28410.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LSXR7 2055-09-20 6.5 N/A 1040.00 1093.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NHHW6 2065-04-20 7 N/A 254070.00 213064.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M74P8 2055-11-20 5.5 N/A 1000.00 1018.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LKQ76 2055-09-20 6.5 N/A 1000.00 1048.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YYX6 2054-06-20 6 N/A 1000.00 675.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MDA37 2055-11-20 6.5 N/A 375997.00 394758.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5C56 2054-12-20 5 N/A 1024.00 969.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M5XA3 2055-11-20 5.5 N/A 1578.00 1618.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617N4WA8 2050-05-20 5 N/A 2000.00 1787.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LBJ41 2055-07-20 6.5 N/A 951900.00 1002761.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XFJ0 2052-09-20 5 N/A 1054.00 779.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QJT9 2044-07-20 4 N/A 1629000.00 101437.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TJX4 2047-10-20 3.5 N/A 1000.00 118.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QWK3 2044-11-20 6 N/A 79000.00 6656.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5XP9 2055-10-20 5 N/A 1002.00 1002.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6L6 2055-10-20 7 N/A 1000.00 1062.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WDM7 2051-04-20 4.5 N/A 1003.00 203.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GVLR9 2054-03-20 5.5 N/A 1000.00 838.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180ACA9 2054-10-20 5.5 N/A 3014.00 2588.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TES0 2047-08-20 4.5 N/A 2086804.00 159113.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TXY6 2048-05-20 5.5 N/A 373137.00 27917.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KRJ54 2055-03-20 7.5 N/A 5004.00 5374.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KUT49 2065-04-20 7 N/A 3394693.00 2649199.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WBU1 2051-02-20 4.5 N/A 1841562.00 1127063.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RVF3 2045-12-20 5.5 N/A 210000.00 20016.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UPE6 2049-03-20 6 N/A 1009.00 107.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NSP29 2065-03-20 7 N/A 4877131.00 4684286.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RNX3 2045-09-20 4 N/A 3585684.00 253118.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 N/A 38374BAG8 2033-06-20 2.62568 N/A 185158.00 10.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 N/A 38381RLG2 2049-02-20 2.20162 N/A 70798857.00 1316994.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3Q7 2050-10-20 2.5 N/A 20384089.00 1687524.21 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-01-02 2026-01-07 2026-01-07 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0371 400000000.00 400000000.00 0.0019 N N Y N BNP Paribas SA BNP Paribas SA 3.90000000 N/A R0MUWSFPU8MPRO8K5P83 BRWX5W460 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE ACES FNMA_16-M3 N/A 3136ARTE8 2026-02-25 2.702 N/A 2120.00 475.76 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_23-2 N/A 3136BPUY5 2050-10-25 2 N/A 4100003.00 415074.45 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_23-56 N/A 3136BQMZ9 2053-11-25 5.27419 N/A 19447998.00 8698019.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425Y2G1 2055-01-01 6 N/A 1000.00 1025.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CSFR7 2054-08-01 5.5 N/A 3001.00 2292.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XWD83 2047-03-01 4.5 N/A 1000.00 272.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYTD1 2040-05-01 2.5 N/A 1000.00 270.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426QRS4 2055-06-01 5.5 N/A 2000.00 2033.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AFBY6 2051-01-01 2 N/A 1000.00 548.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHZ9 2053-08-01 5 N/A 1000.00 846.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XNC92 2043-07-01 3 N/A 1000.00 135.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KN7C1 2052-04-01 3.5 N/A 1000.00 687.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWF57 2053-01-01 5 N/A 1008.00 811.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MQ54 2055-05-01 5.5 N/A 1000.00 861.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUF85 2054-01-01 4 N/A 1008.00 872.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNZE6 2052-09-01 4.5 N/A 2000.00 1497.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRJM7 2053-06-01 5.5 N/A 1024.00 830.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LPVM6 2032-10-01 3.5 N/A 1003.00 432.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426GNF8 2055-03-01 6.5 N/A 1000.00 694.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.5 N/A 1024.00 843.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVFT7 2053-06-01 4 N/A 1000.00 897.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426UV76 2055-08-01 6 N/A 2048.00 1937.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9US4 2033-04-01 3 N/A 1000.00 109.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWPT4 2055-05-01 6 N/A 2000.00 1743.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN2R3 2052-09-01 4.5 N/A 2000.00 1470.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C57L9 2053-06-01 7 N/A 1000.00 882.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NMT4 2055-05-01 5.5 N/A 1000.00 1017.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B5ED0 2052-02-01 2.5 N/A 1000.00 640.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426LE26 2055-04-01 5.5 N/A 1000.00 976.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BPHE1 2052-10-01 3 N/A 1000.00 777.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN5L3 2051-10-01 2.5 N/A 1000.00 652.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4HB7 2039-09-01 6.5 N/A 2000.00 114.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNB36 2052-04-01 3.5 N/A 1000.00 660.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426AX45 2055-01-01 5.5 N/A 1000.00 873.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KH6N1 2050-06-01 2 N/A 1000.00 497.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV5Y7 2050-05-01 3.5 N/A 1000.00 220.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WLBS6 2038-03-01 6 N/A 2000.00 29.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426BN28 2055-01-01 6 N/A 2001.00 2033.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUXH5 2054-11-01 5.5 N/A 1000.00 918.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427DMP3 2055-10-01 6 N/A 2000.00 2086.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AYG6 2055-09-01 6.5 N/A 1012.00 967.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AEKC9 2034-06-01 3 N/A 1000.00 89.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JJY6 2055-04-01 5.5 N/A 1000.00 919.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CMFT6 2054-01-01 7.5 N/A 1000.00 1068.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427ABC0 2055-09-01 6 N/A 1008.00 1039.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNZX4 2052-04-01 2.5 N/A 1000.00 707.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQXY7 2053-04-01 5.5 N/A 2000.00 1625.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPM21 2052-06-01 5 N/A 1081.00 704.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSCX8 2054-01-01 7 N/A 1011.00 664.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BHYL4 2052-08-01 4.5 N/A 1000.00 748.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y2Q35 2048-08-01 4.5 N/A 1000.00 247.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTUS7 2054-08-01 3 N/A 1025.00 834.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AGB7 2055-09-01 5.5 N/A 1000.00 1022.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLTJ6 2051-04-01 2 N/A 1000.00 581.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426TH42 2055-07-01 6 N/A 1000.00 1031.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNFK4 2052-04-01 3.5 N/A 1000.00 654.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPXJ2 2052-09-01 5 N/A 1000.00 791.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WQW94 2040-11-01 4 N/A 1991.00 146.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C9KV4 2053-08-01 5 N/A 2000.00 1663.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A26P2 2035-12-01 5 N/A 1000.00 35.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CRJX2 2054-08-01 6 N/A 1000.00 910.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WBT71 2054-05-01 5.5 N/A 1000.00 1008.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BBPP8 2052-05-01 3 N/A 1000.00 729.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XLDC8 2042-12-01 3 N/A 1000.00 126.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PTU8 2054-02-01 6.5 N/A 1000.00 963.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNMX8 2052-05-01 2.5 N/A 1000.00 675.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CHT4 2055-01-01 6 N/A 1000.00 871.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427CC50 2055-10-01 5.5 N/A 1008.00 1029.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CUN28 2054-09-01 7 N/A 1044.00 1100.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XGLP1 2041-04-01 4.5 N/A 1000.00 89.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426W3E8 2055-08-01 6 N/A 1008.00 971.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMYM1 2051-07-01 2 N/A 2000.00 1140.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XQNP7 2044-09-01 3.5 N/A 2000.00 304.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5HR9 2047-10-01 4 N/A 2000.00 242.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329MVB3 2043-04-01 3 N/A 1000.00 176.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AM5J1 2051-06-01 2 N/A 1000.00 441.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNMY6 2052-07-01 4.5 N/A 1000.00 717.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMZ57 2051-10-01 2.5 N/A 1000.00 615.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KN4F7 2052-04-01 3.5 N/A 1000.00 683.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426QBT9 2055-06-01 6 N/A 2016.00 1941.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427M3H2 2055-03-01 5 N/A 1000.00 953.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NMW7 2055-05-01 5.5 N/A 1000.00 1018.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVKW4 2049-11-01 3 N/A 1068.00 362.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JQN1 2055-11-01 4.5 N/A 1000.00 980.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31346AF83 2030-06-01 4.665 N/A 1094.00 0.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AD3M8 2049-01-01 4.5 N/A 1000.00 204.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 2000.00 1099.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426SQS1 2055-07-01 6 N/A 1000.00 1034.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JVH9 2055-04-01 5 N/A 2000.00 1968.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JVB1 2055-11-01 5 N/A 1001.00 1004.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DP2Z0 2053-03-01 5 N/A 1999.00 1607.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKS75 2050-12-01 2.5 N/A 1000.00 515.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y8J30 2048-12-01 4.5 N/A 1000.00 69.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUCT2 2054-07-01 5 N/A 1000.00 955.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CGXQ5 2053-11-01 6 N/A 1000.00 763.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WHJ2 2055-08-01 5.5 N/A 1000.00 953.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5DK8 2045-03-01 3 N/A 2000.00 232.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AAFW7 2050-09-01 5 N/A 2000.00 1103.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CLRF5 2054-01-01 6.5 N/A 1000.00 720.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MSM5 2055-05-01 5 N/A 3000.00 2437.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425WRY9 2054-12-01 6 N/A 2000.00 2043.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AUD7 2055-09-01 5.5 N/A 1000.00 1022.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CXCZ1 2054-10-01 5.5 N/A 1000.00 733.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C4NU4 2053-06-01 5.5 N/A 1000.00 686.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQFQ4 2053-05-01 5 N/A 2000.00 1622.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9RL3 2030-12-01 3 N/A 1000.00 91.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D3MP7 2040-08-01 3 N/A 1000.00 357.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GT3M6 2055-02-01 6 N/A 2000.00 1937.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BKVS5 2052-09-01 4 N/A 1000.00 772.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425YUW5 2055-01-01 6.5 N/A 1000.00 829.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PEV2 2055-08-01 6.5 N/A 1022.00 1077.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNR54 2052-02-01 3 N/A 1000.00 631.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JVL9 2055-11-01 5 N/A 1000.00 1007.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADUH9 2046-09-01 3 N/A 1000.00 265.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D1DP1 2054-11-01 6 N/A 1000.00 1024.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XHNQ5 2041-10-01 4 N/A 1000.00 78.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C94W0 2053-08-01 6.5 N/A 1008.00 802.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y9UE1 2049-02-01 4.5 N/A 1000.00 94.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XEDB6 2031-02-01 4 N/A 1000.00 67.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WENZ9 2054-06-01 6.5 N/A 1000.00 842.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5 N/A 1000.00 602.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GTVP8 2055-01-01 4.5 N/A 2015.00 1882.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CSJ4 2055-02-01 6.5 N/A 1000.00 1051.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CJDJ7 2053-11-01 6.5 N/A 1001.00 1021.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKVK2 2050-12-01 2.5 N/A 1000.00 524.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C3PV2 2053-04-01 6.5 N/A 1011.00 817.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPEH7 2052-06-01 3.5 N/A 2000.00 1482.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEG4 2052-08-01 3 N/A 2000.00 1458.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WGCK9 2054-06-01 6 N/A 1000.00 963.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BFRF9 2052-07-01 5 N/A 1000.00 687.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WJ2J1 2037-06-01 5 N/A 1004.00 10.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRBY5 2054-02-01 6.5 N/A 1000.00 720.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CVGD0 2054-09-01 7 N/A 1000.00 742.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CG81 2055-01-01 5.5 N/A 1000.00 1014.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ALAJ7 2051-05-01 2 N/A 1000.00 539.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQHB5 2053-05-01 5 N/A 1000.00 716.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNSC8 2052-02-01 2.5 N/A 1000.00 634.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCC5 2051-09-01 2.5 N/A 2000.00 1213.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426F3Y1 2055-03-01 6.5 N/A 1000.00 1036.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WM3J3 2039-06-01 4.5 N/A 1000.00 71.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BDQW8 2052-06-01 5 N/A 1000.00 865.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WG3V9 2035-01-01 6.5 N/A 2007.00 99.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XP2Q0 2044-04-01 4.5 N/A 1000.00 142.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427HEF5 2055-11-01 6 N/A 1023.00 1062.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVLA1 2050-07-01 2.5 N/A 1000.00 464.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEP4 2052-09-01 3 N/A 1000.00 731.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSP69 2054-08-01 6 N/A 1000.00 889.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KMPS8 2051-09-01 2 N/A 1000.00 594.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSK76 2052-06-01 3 N/A 1000.00 794.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31349UJL3 2035-01-01 6.5 N/A 21947.00 219.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPTD0 2052-08-01 3 N/A 2000.00 1500.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y9RK1 2049-02-01 4.5 N/A 1000.00 92.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MUB6 2055-05-01 6 N/A 1006.00 1031.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPWC8 2052-10-01 4.5 N/A 1000.00 798.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKAF6 2050-10-01 2 N/A 1000.00 476.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NQP7 2055-05-01 6.5 N/A 1000.00 924.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XKZQ5 2042-12-01 3 N/A 2000.00 318.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 1000.00 771.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426SDA4 2055-06-01 6 N/A 1008.00 904.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XMZT5 2043-06-01 3.5 N/A 1000.00 120.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B42H7 2052-02-01 2.5 N/A 2000.00 1243.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CYZV3 2054-11-01 5.5 N/A 1000.00 994.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WKA7 2055-08-01 6 N/A 1017.00 1052.46 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B1V7KEBTPIMZEU4LTD58 31405RNE2 2034-08-01 4.823 N/A 500000.00 4274.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411A7K5 2036-11-01 5.407 N/A 556794.00 4434.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31373ULZ8 2031-02-01 5.066 N/A 2686.00 1.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408HFP5 2035-12-01 6.105 N/A 10035.00 154.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETYM2 2045-05-01 6.061 N/A 4473.00 331.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404PHL8 2034-03-01 6.385 N/A 258282.00 808.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCSP0 2049-11-01 6.409 N/A 1185.00 1069.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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3138XRP52 2044-06-01 6.215 N/A 2023.00 42.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407PWM6 2035-10-01 5.513 N/A 1126.00 6.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408B5A2 2036-01-01 5.788 N/A 900000.00 2064.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31386G6N8 2040-11-01 5.428 N/A 4045000.00 3213.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDF7 2033-06-01 4.664 N/A 5000.00 61.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402G7A5 2033-08-01 6.34 N/A 500000.00 609.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407X4W8 2035-11-01 5.62 N/A 1000.00 5.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VYA4 2028-10-01 5.187 N/A 287037.00 69.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31381JNX6 2036-04-01 4.242 N/A 5725.00 197.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EH5U2 2039-12-01 6.342 N/A 13881.00 279.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31382LPL4 2028-11-01 6.537 N/A 1850000.00 2243.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405PRS1 2044-07-01 5.228 N/A 171656.00 823.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31414FUW9 2038-09-01 6.636 N/A 1396000.00 4272.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418MCC4 2033-12-01 6.359 N/A 1058.00 13.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WPJV7 2043-06-01 6.243 N/A 1000.00 43.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417SK90 2034-05-01 6.295 N/A 6012.00 176.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GJK0 2032-01-01 4.91 N/A 194785.00 177.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XHB6 2033-05-01 5.489 N/A 242056.00 45.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RJ91 2035-07-01 6.391 N/A 1000.00 7.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31391FPC6 2029-08-01 4.741 N/A 138912.00 30.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A6P42 2053-11-01 6.5 N/A 1000.00 1052.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GJV6 2033-09-01 5.812 N/A 51694.00 533.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GC50 2033-05-01 5.091 N/A 393000.00 4198.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400C5B6 2033-02-01 6.307 N/A 4129.00 59.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411AN27 2036-10-01 6.444 N/A 2834.00 35.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDU4 2033-02-01 5.786 N/A 443000.00 2843.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EJAF5 2037-08-01 5.829 N/A 1005.00 67.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407PJH2 2035-10-01 4.278 N/A 27310.00 190.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407XWL1 2035-11-01 5.098 N/A 11263.00 30.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405AEY5 2044-04-01 5.228 N/A 1170.00 10.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407YRJ0 2035-11-01 5.899 N/A 7127.00 58.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384V7B2 2030-03-01 5.485 N/A 84170.00 23.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BGWM1 2055-07-01 3.25 N/A 1000.00 936.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401Y2F1 2033-08-01 5.981 N/A 30958.00 302.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400VP89 2028-03-01 5.518 N/A 490831.00 300.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETND4 2046-05-01 6.354 N/A 82000.00 1797.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31389AZW6 2034-08-01 4.502 N/A 96830.00 4.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XPP6 2033-09-01 4.731 N/A 120289.00 53.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401L4S9 2033-05-01 6.129 N/A 1250000.00 4583.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402VZY9 2033-08-01 4.419 N/A 16940.00 126.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402NCY2 2033-08-01 6.749 N/A 1385000.00 2622.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMV40 2044-04-01 6.558 N/A 38395.00 1894.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406DAD8 2034-10-01 5.228 N/A 1001.00 15.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371LJJ9 2033-11-01 6.069 N/A 6416.00 276.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385HJE3 2036-12-01 5.092 N/A 3332.00 1.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31367W3V1 2029-09-01 5.625 N/A 8345.00 0.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDS9 2034-02-01 6.385 N/A 4007.00 37.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VJ60 2028-07-01 5.236 N/A 548569.00 86.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31377EG52 2027-04-01 6.625 N/A 101506.00 82.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KRJ5 2036-11-01 6.34 N/A 9022.00 18.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VPZ9 2030-01-01 6.129 N/A 10099.00 17.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405RUS3 2034-12-01 6.095 N/A 1000.00 13.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31381LR41 2029-12-01 4.82 N/A 1324.00 430.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384WNL0 2031-04-01 6 N/A 2805641.00 3224.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408EJ94 2035-11-01 4.027 N/A 6002.00 32.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416BPU6 2038-03-01 5.448 N/A 1026.00 4.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31369YSA4 2031-02-01 5.568 N/A 1745.00 1.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400FDQ7 2033-02-01 6.465 N/A 1075000.00 2704.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31376JEU9 2036-05-01 4.721 N/A 64295053.00 3800.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EJSF6 2042-09-01 6.224 N/A 39934.00 1131.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31378EN53 2037-08-01 6.493 N/A 600000.00 2377.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407XWM9 2035-11-01 4.792 N/A 1090000.00 4303.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCS47 2055-05-01 5.297 N/A 1059.00 974.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JBGS9 2051-01-01 6.044 N/A 1023.00 113.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31379MD71 2038-07-01 6.308 N/A 1744.00 1.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403LC74 2033-11-01 4.396 N/A 17472.00 149.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401YXL4 2033-08-01 4.115 N/A 2609.00 49.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390AHA1 2032-04-01 6.395 N/A 408080.00 1904.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XUU9 2033-11-01 4.946 N/A 208329.00 184.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403YF24 2034-01-01 6 N/A 5002.00 17.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LDL50 2026-06-01 2.64 N/A 5000.00 4974.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418MKE1 2037-07-01 6.78 N/A 1339.00 4.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407UMR5 2034-11-01 4.374 N/A 21670.00 179.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419JRM2 2040-12-01 6.104 N/A 550000.00 3782.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407XUW9 2035-11-01 4.028 N/A 25292.00 196.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDN0 2033-06-01 4.387 N/A 211000.00 2312.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K6DD4 2046-07-01 5.088 N/A 1000.00 218.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EHY55 2038-08-01 6.197 N/A 1065.00 24.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411VHW2 2037-02-01 5.749 N/A 135000.00 889.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385WVC0 2027-09-01 4.39 N/A 466596.00 256.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403DEV7 2036-03-01 5.495 N/A 32299.00 280.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402Q4U2 2034-01-01 4.822 N/A 25221.00 373.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FPG6 2055-09-01 5.5 N/A 1000.00 985.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371LPY9 2034-04-01 6.75 N/A 22449.00 433.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402QWK3 2033-07-01 6.127 N/A 139406.00 17.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402FRU1 2028-06-01 6.11 N/A 36410.00 27.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RHU6 2042-08-01 5.228 N/A 12005.00 135.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RG94 2034-01-01 5.783 N/A 250000.00 768.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405PKH2 2034-10-01 6.137 N/A 1000000.00 3780.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409JMU1 2036-05-01 6.734 N/A 37000.00 129.19 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K070 N/A 3137FCJK1 2027-11-25 3.303 N/A 1000.00 993.89 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159 N/A 3137FKKM7 2029-12-25 3.95 N/A 1808.00 397.19 Agency Collateralized Mortgage Obligation FHLMC_3632 N/A 31398WRF3 2040-02-15 3.8389 N/A 2800000.00 495046.53 Agency Collateralized Mortgage Obligation FHLMC_3747 N/A 31398QUP0 2040-10-15 2.40167 N/A 48956061.00 169592.91 Agency Collateralized Mortgage Obligation FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.55167 N/A 104170.00 10.98 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 2.55167 N/A 100062.00 948.81 Agency Collateralized Mortgage Obligation FHLMC_4448 N/A 3137BGZC6 2040-05-15 1.953755 N/A 113880121.00 415315.71 Agency Collateralized Mortgage Obligation FHLMC_45-50 N/A 3137BN3A0 2046-02-15 1.95167 N/A 13250000.00 347860.62 Agency Collateralized Mortgage Obligation FHLMC_4521 N/A 3137BLN61 2041-05-15 1.838242 N/A 119167399.00 464003.48 Agency Collateralized Mortgage Obligation FHLMC_4657 N/A 3137BVPF7 2047-02-15 1.90167 N/A 36091396.00 866867.65 Agency Collateralized Mortgage Obligation FHLMC_4770C N/A 3137F35M2 2043-08-15 1.964779 N/A 76400829.00 655611.89 Agency Collateralized Mortgage Obligation FHLMC_4794B N/A 3137F5MK2 2043-03-15 1.934124 N/A 200002.00 1631.20 Agency Collateralized Mortgage Obligation FHLMC_4908E N/A 3137FNE63 2042-12-15 1.678054 N/A 43734086.00 551447.42 Agency Collateralized Mortgage Obligation FHLMC_5038J N/A 3137FXMY1 2050-10-25 2.5 N/A 110000.00 11317.89 Agency Collateralized Mortgage Obligation FHLMC_5056B N/A 3137F73Z6 2050-12-25 2.5 N/A 15378983.00 1105592.97 Agency Collateralized Mortgage Obligation FHLMC_5064B N/A 3137F8K77 2033-09-25 3 N/A 29295347.00 663195.31 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9C66 2051-02-25 3 N/A 6659452.00 616015.85 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 10000000.00 1138581.27 Agency Collateralized Mortgage Obligation FHLMC_5092Q N/A 3137FYCP9 2050-09-25 3 N/A 23269999.00 2590688.85 Agency Collateralized Mortgage Obligation FHLMC_5135C N/A 3137H1RF5 2048-05-25 2.5 N/A 25600000.00 2530337.64 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 6967534.00 612378.91 Agency Collateralized Mortgage Obligation FHLMC_5175A N/A 3137H4NP1 2051-12-25 2.5 N/A 5237500.00 414221.27 Agency Collateralized Mortgage Obligation FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 1772142.00 22.60 Agency Collateralized Mortgage Obligation FHLMC_5293C N/A 3137H9QF9 2051-04-25 2.5 N/A 7892009.00 1014292.01 Agency Collateralized Mortgage Obligation FHLMC_5371F N/A 3137HBDK7 2054-01-25 0 N/A 5357143.00 2706293.10 Agency Collateralized Mortgage Obligation FHLMC_5431A N/A 3137HDPV6 2054-07-25 11.85486 N/A 6858780.00 6642144.47 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 5583107.00 3263014.15 Agency Collateralized Mortgage Obligation FHLMC_5479A N/A 3137HHMS7 2054-12-25 0 N/A 150000000.00 4884.75 Agency Collateralized Mortgage Obligation FHLMC_5507B N/A 3137HJPX9 2055-02-25 1.12581 N/A 38835923.00 855924.26 Agency Collateralized Mortgage Obligation FHLMC_5588C N/A 3137HNJF6 2054-07-25 0 N/A 34186165.00 25171663.65 Agency Collateralized Mortgage Obligation FHLMC_5588E N/A 3137HNJD1 2052-01-25 2.5 N/A 141288.00 23517.59 Agency Collateralized Mortgage Obligation FHLMC_5605A N/A 3137HP4R1 2052-12-25 5.5 N/A 20472076.00 2255408.49 Agency Collateralized Mortgage Obligation FHLMC_5605A N/A 3137HP5B5 2036-10-25 5.5 N/A 1024.00 1054.87 Agency Collateralized Mortgage Obligation FHLMC_5605A N/A 3137HP6N8 2051-11-25 5.5 N/A 2852763.00 409100.44 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HPB85 2055-12-25 1.67581 N/A 100000.00 5239.63 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP6P3 2055-12-25 1.67581 N/A 187862262.00 10503811.53 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HPB44 2055-12-25 4.5 N/A 2015280.00 1912524.90 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HPAZ6 2055-12-25 1.67581 N/A 71771900.00 5738615.72 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP6Z1 2055-12-25 1.67581 N/A 67677172.00 3792310.77 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP6A6 2055-12-25 0.92581 N/A 148628067.00 5347088.23 Agency Collateralized Mortgage Obligation FHMS_16-K058 N/A 3137BSP64 2026-07-25 2.34 N/A 1862.00 275.81 Agency Collateralized Mortgage Obligation FNMA_01-55 N/A 313921DB1 2031-10-25 6 N/A 60000.00 292.81 Agency Collateralized Mortgage Obligation FNMA_03-69A N/A 31393DGX3 2033-07-25 3.5 N/A 498716.00 152.72 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 2.61133 N/A 42412200.00 54186.84 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 2.76133 N/A 94696183.00 311955.63 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 2.01133 N/A 118886400.00 649780.12 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QAX6 2041-01-25 2.50133 N/A 27857143.00 378544.01 Agency Collateralized Mortgage Obligation FNMA_11-110 N/A 3136A2CR2 2041-04-25 2.66133 N/A 100000000.00 35971.95 Agency Collateralized Mortgage Obligation FNMA_11-41 N/A 31397SQ23 2041-05-25 2.59133 N/A 31287088.00 81230.77 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9RC4 2042-11-25 2.16133 N/A 30000000.00 365876.34 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.51133 N/A 40416958.00 339372.43 Agency Collateralized Mortgage Obligation FNMA_12-2 N/A 3136A3XL0 2042-02-25 2.51133 N/A 15333333.00 192154.08 Agency Collateralized Mortgage Obligation FNMA_13-22 N/A 3136AC2L4 2042-12-25 2.5 N/A 2228.00 240.79 Agency Collateralized Mortgage Obligation FNMA_13-6E N/A 3136ABM83 2043-02-25 1.5 N/A 3806.00 377.47 Agency Collateralized Mortgage Obligation FNMA_14-14 N/A 3136AJQG4 2044-04-25 3 N/A 8729397.00 6206043.33 Agency Collateralized Mortgage Obligation FNMA_14-24 N/A 3136AJZ25 2044-05-25 2.06133 N/A 33000000.00 158619.56 Agency Collateralized Mortgage Obligation FNMA_15-2 N/A 3136AMQB8 2045-02-25 2.11133 N/A 12881613.00 163105.81 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 105948.00 0.83 Agency Collateralized Mortgage Obligation FNMA_15-91 N/A 3136AQTM2 2045-12-25 1.826424 N/A 82366191.00 368223.25 Agency Collateralized Mortgage Obligation FNMA_16-1 N/A 3136AQG46 2046-02-25 2.16133 N/A 69174285.00 959432.17 Agency Collateralized Mortgage Obligation FNMA_16-40J N/A 3136ASM78 2046-07-25 1.377106 N/A 157677272.00 502141.46 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 2.11133 N/A 31164258.00 446796.82 Agency Collateralized Mortgage Obligation FNMA_17-10C N/A 3136AVPP8 2047-03-25 1.741248 N/A 129096691.00 595193.95 Agency Collateralized Mortgage Obligation FNMA_17-23A N/A 3136AV5K1 2047-04-25 2.11133 N/A 38000000.00 488560.25 Agency Collateralized Mortgage Obligation FNMA_17-54E N/A 3136AXDX0 2047-07-25 1.822237 N/A 167805375.00 1092054.52 Agency Collateralized Mortgage Obligation FNMA_17-74B N/A 3136AX4Y8 2047-10-25 2.21133 N/A 13709000.00 378243.82 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.770228 N/A 4368808.00 38313.19 Agency Collateralized Mortgage Obligation FNMA_19-35J N/A 3136B5HS7 2059-07-25 1.766713 N/A 57174809.00 637448.57 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 2.08133 N/A 6405661.00 302871.69 Agency Collateralized Mortgage Obligation FNMA_19-59F N/A 3136B6LD3 2049-10-25 1.825727 N/A 63684502.00 692057.96 Agency Collateralized Mortgage Obligation FNMA_19-65 N/A 3136B7AY7 2059-11-25 1.53872 N/A 32166333.00 366130.46 Agency Collateralized Mortgage Obligation FNMA_19-M12 N/A 3136B5NX9 2029-06-25 0.561 N/A 19004000.00 287617.85 Agency Collateralized Mortgage Obligation FNMA_20-50A N/A 3136BAZS6 2050-07-25 4.5 N/A 100000.00 6111.70 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 31231236.00 2274116.92 Agency Collateralized Mortgage Obligation FNMA_20-63D N/A 3136BBA93 2050-09-25 2.5 N/A 4000000.00 65931.04 Agency Collateralized Mortgage Obligation FNMA_20-72F N/A 3136BB2H4 2050-10-25 3.5 N/A 20706496.00 981150.63 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 5184745.00 474166.42 Agency Collateralized Mortgage Obligation FNMA_20-M13A N/A 3136B9NV5 2030-09-25 1.219 N/A 9500000.00 206863.19 Agency Collateralized Mortgage Obligation FNMA_21-26C N/A 3136BHEZ8 2041-05-25 3.5 N/A 42700000.00 2122627.42 Agency Collateralized Mortgage Obligation FNMA_21-34G N/A 3136BHVZ9 2049-12-25 2.01133 N/A 40090629.00 1540421.96 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.025775 N/A 10436192.00 212056.73 Agency Collateralized Mortgage Obligation FNMA_21-43C N/A 3136BH7G8 2051-06-25 2.5 N/A 3700000.00 419938.04 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 146337.85 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 3600000.00 419304.27 Agency Collateralized Mortgage Obligation FNMA_21-M23 N/A 3136BKBW1 2031-11-25 0.531 N/A 23373703.00 382095.13 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 19120021.00 2352636.42 Agency Collateralized Mortgage Obligation FNMA_23-58G N/A 3136BQYA1 2053-12-25 0 N/A 7739685.00 4550571.94 Agency Collateralized Mortgage Obligation FNMA_24-11C N/A 3136BRAZ0 2054-03-25 4.22581 N/A 100038.00 7193.63 Agency Collateralized Mortgage Obligation FNMA_24-2D N/A 3136BQR68 2053-12-25 6 N/A 1466798.00 267091.79 Agency Collateralized Mortgage Obligation FNMA_24-38A N/A 3136BR4R5 2054-06-25 2.07581 N/A 19793856.00 554005.43 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 3.22581 N/A 100224.00 6398.56 Agency Collateralized Mortgage Obligation FNMA_24-65A N/A 3136BSH32 2054-09-25 0.05 N/A 39812460.00 65878.85 Agency Collateralized Mortgage Obligation FNMA_24-65B N/A 3136BSJ48 2054-09-25 0.1 N/A 100984.00 260.34 Agency Collateralized Mortgage Obligation FNMA_24-7 N/A 3136BQY78 2053-09-25 1.92581 N/A 33658623.00 1147470.17 Agency Collateralized Mortgage Obligation FNMA_24-80C N/A 3136BTSR5 2054-11-25 2.02581 N/A 252544.00 15141.19 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 33556300.00 18517472.07 Agency Collateralized Mortgage Obligation FNMA_24-M5B N/A 3136BTHY2 2033-10-25 4.715 N/A 132085.00 133351.88 Agency Collateralized Mortgage Obligation FNMA_25-43A N/A 3136BWAQ9 2036-06-25 5 N/A 1000.00 977.86 Agency Collateralized Mortgage Obligation FNMA_25-50B N/A 3136BWUM6 2051-11-25 5.5 N/A 4966801.00 4452709.94 Agency Collateralized Mortgage Obligation FNMA_25-75B N/A 3136BXJQ8 2053-06-25 5.5 N/A 9395127.00 977922.89 Agency Collateralized Mortgage Obligation FNR_23-21 N/A 3136BP2P5 2053-04-25 6 N/A 10620166.00 1441702.35 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 600000.00 55107.13 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5085 N/A 3137FFZS9 2051-03-25 2 N/A 100000.00 9245.39 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128MJZ94 2047-06-01 4 N/A 1000.00 101.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJTY6 2044-01-01 3.5 N/A 2613607.00 209865.08 Agency Mortgage-Backed Securities GNMA_09-106 N/A 38376JCQ5 2036-04-20 2.25162 N/A 161210059.00 194853.70 Agency Collateralized Mortgage Obligation GNMA_09-13E N/A 38374TMZ4 2039-03-16 2.15126 N/A 50000000.00 172840.10 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377ELA0 2040-04-20 1.85162 N/A 273000000.00 990163.30 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LTT6 2041-06-20 2.82162 N/A 150000000.00 498482.74 Agency Collateralized Mortgage Obligation GNMA_12-133B N/A 38377X3Y6 2042-10-20 0 N/A 114751391.00 56121.65 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 1.70126 N/A 88104086.00 906617.39 Agency Collateralized Mortgage Obligation GNMA_14-118F N/A 38379EHH8 2044-08-16 1.75126 N/A 35501323.00 761321.49 Agency Collateralized Mortgage Obligation GNMA_14-152 N/A 38379GYJ0 2044-10-20 1.75162 N/A 57000000.00 495169.54 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 2.25126 N/A 299424.00 2142.63 Agency Collateralized Mortgage Obligation GNMA_14-8 N/A 38378P8A9 2044-01-16 0.65126 N/A 198453000.00 392582.00 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 119511.95 Agency Collateralized Mortgage Obligation GNMA_16-17 N/A 38379T5T2 2046-02-20 2.25162 N/A 25777777.00 414968.64 Agency Collateralized Mortgage Obligation GNMA_16-61 N/A 38379WE24 2046-05-20 2.20162 N/A 7000000.00 210317.32 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 0.87314 N/A 2029944.00 8105.04 Agency Collateralized Mortgage Obligation GNMA_19-115E N/A 38381YVM3 2049-09-20 2.20162 N/A 49222590.00 2096169.37 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7T5 2046-02-20 4.3872 N/A 3413.00 604.18 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0.79003 N/A 100044.00 599.84 Agency Collateralized Mortgage Obligation GNMA_20-126A N/A 38382HWQ9 2050-08-20 3 N/A 18485964.00 1484565.24 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2N2 2050-08-20 3 N/A 27694635.00 1866608.39 Agency Collateralized Mortgage Obligation GNMA_20-36A N/A 38382DS83 2050-03-20 0 N/A 186282629.00 368814.60 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 2.25162 N/A 15622546.00 632389.99 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.45162 N/A 12133094.00 1124449.63 Agency Collateralized Mortgage Obligation GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 141845.38 Agency Collateralized Mortgage Obligation GNMA_21-139L N/A 38382XKM6 2051-08-20 3 N/A 461825.00 58633.57 Agency Collateralized Mortgage Obligation GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 855419.78 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 2.45162 N/A 7000000.00 640823.67 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCR1 2050-10-20 0 N/A 162049.00 13.88 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 18156983.00 1052794.64 Agency Collateralized Mortgage Obligation GNMA_21-49J N/A 38382PY97 2051-03-20 2.45162 N/A 100522.00 4512.65 Agency Collateralized Mortgage Obligation GNMA_21-50E N/A 38382PP22 2050-07-20 2.5 N/A 23356444.00 1821111.90 Agency Collateralized Mortgage Obligation GNMA_21-64M N/A 38382QLF5 2051-04-20 4.88192 N/A 4300000.00 1897688.99 Agency Collateralized Mortgage Obligation GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 19186066.00 1375670.35 Agency Collateralized Mortgage Obligation GNMA_21-77C N/A 38382Q3F5 2050-08-20 3 N/A 6666667.00 556569.92 Agency Collateralized Mortgage Obligation GNMA_21-86J N/A 38382QQF0 2051-05-20 4.72705 N/A 300431.00 170571.57 Agency Collateralized Mortgage Obligation GNMA_22-103D N/A 38383TEH2 2052-06-20 2.16235 N/A 3796015.00 236711.62 Agency Collateralized Mortgage Obligation GNMA_22-153D N/A 38383YGA4 2052-09-20 4.86765 N/A 52000.00 39585.41 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 2.30162 N/A 4587781.00 427487.02 Agency Collateralized Mortgage Obligation GNMA_22-197J N/A 38383LEZ9 2043-12-16 2.15126 N/A 687021.00 38827.65 Agency Collateralized Mortgage Obligation GNMA_22-208C N/A 38383LZ86 2052-12-20 2.35235 N/A 32384320.00 1637408.37 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 55366.85 Agency Collateralized Mortgage Obligation GNMA_23-151F N/A 38384DKU0 2053-10-20 3.08235 N/A 33152702.00 2049548.18 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 3.18235 N/A 14694534.00 811356.84 Agency Collateralized Mortgage Obligation GNMA_23-176A N/A 38384DP84 2053-11-20 5.81765 N/A 1728895.00 581627.26 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 5.16765 N/A 1649203.00 749073.96 Agency Collateralized Mortgage Obligation GNMA_23-43G N/A 38383XGB4 2053-03-20 1.71235 N/A 83400000.00 1625300.30 Agency Collateralized Mortgage Obligation GNMA_23-54K N/A 38383XNQ3 2053-04-20 2.28235 N/A 30299593.00 1665244.20 Agency Collateralized Mortgage Obligation GNMA_23-70A N/A 38384ADT7 2053-05-20 4.91765 N/A 512023.00 371665.88 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 0.75982 N/A 15464060.00 1206710.81 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.39923 N/A 26399972.00 532430.07 Agency Collateralized Mortgage Obligation GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.14311 N/A 17900000.00 638980.23 Agency Collateralized Mortgage Obligation GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.49961 N/A 37811798.00 2061842.20 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.4043 N/A 30517545.00 1924513.54 Agency Collateralized Mortgage Obligation GNMA_24-144J N/A 38384WWD3 2054-01-20 1.83235 N/A 35412870.00 1658380.66 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 6716768.00 3776491.65 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 4.91765 N/A 836726.00 708076.82 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 5.01765 N/A 762026.00 523667.76 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 5047166.00 3.60 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUV3 2054-11-20 5.51765 N/A 6256.00 4303.20 Agency Collateralized Mortgage Obligation GNMA_24-186E N/A 38384XVT7 2053-02-20 1.63235 N/A 67725263.00 3546978.27 Agency Collateralized Mortgage Obligation GNMA_24-200C N/A 38385BQT0 2054-12-20 2.13235 N/A 36404091.00 1946470.98 Agency Collateralized Mortgage Obligation GNMA_24-21F N/A 38384JCG7 2053-07-20 0.1 N/A 5259471.00 4448.33 Agency Collateralized Mortgage Obligation GNMA_24-30R N/A 38384JNG5 2054-02-20 2.08235 N/A 30720000.00 593938.05 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MFB8 2054-04-20 5.75 N/A 362231.00 372407.40 Agency Collateralized Mortgage Obligation GNMA_24-64A N/A 38384MJU2 2054-04-20 1.78235 N/A 17877846.00 1052341.84 Agency Collateralized Mortgage Obligation GNMA_24-66B N/A 38383KUG5 2054-04-20 5.04765 N/A 1165255.00 766374.68 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 1052186.00 1081649.66 Agency Collateralized Mortgage Obligation GNMA_24-96E N/A 38384PB66 2054-06-20 2.73235 N/A 20158749.00 1224005.58 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 5.11765 N/A 2253552.00 1097810.42 Agency Collateralized Mortgage Obligation GNMA_24-H08D N/A 38383KYT3 2074-05-20 0.59658 N/A 29282264.00 1930758.46 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KL83 2074-08-20 0.65351 N/A 21852326.00 1564890.89 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY55 2074-09-20 0.58725 N/A 33500000.00 2067907.96 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PAR4 2055-07-20 0.58235 N/A 99038859.00 1427638.08 Agency Collateralized Mortgage Obligation GNMA_25-118D N/A 38381NG36 2052-03-20 6 N/A 1666666.00 109490.90 Agency Collateralized Mortgage Obligation GNMA_25-118E N/A 38381NC30 2055-07-20 2.03235 N/A 58159680.00 2887800.41 Agency Collateralized Mortgage Obligation GNMA_25-146A N/A 38381QTW1 2055-08-20 2.03235 N/A 250000000.00 15064419.17 Agency Collateralized Mortgage Obligation GNMA_25-146B N/A 38381QUA7 2055-08-20 1.43235 N/A 100000000.00 4376057.44 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUL3 2053-02-20 0.09 N/A 20375261.00 44698.90 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUK5 2053-03-20 0.1 N/A 30617387.00 66434.68 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2Q3 2053-02-20 0.05 N/A 33370779.00 39324.54 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUT6 2054-04-20 0.02 N/A 21285519.00 13602.97 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUS8 2054-01-20 0.16 N/A 31344687.00 161678.72 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QWF4 2054-05-20 2.03235 N/A 104260319.00 5138496.03 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUR0 2053-03-20 0.35 N/A 18400213.00 123858.35 Agency Collateralized Mortgage Obligation GNMA_25-164C N/A 38381UMP4 2054-08-20 2.68235 N/A 918795.00 74532.44 Agency Collateralized Mortgage Obligation GNMA_25-203B N/A 38385H4S3 2053-06-20 0 N/A 27450989.00 19857438.22 Agency Collateralized Mortgage Obligation GNMA_25-203C N/A 38385H4V6 2055-11-20 5.5 N/A 10054374.00 2223826.37 Agency Collateralized Mortgage Obligation GNMA_25-48A N/A 38385DF68 2055-03-20 2.03235 N/A 37959533.00 2426569.71 Agency Collateralized Mortgage Obligation GNMA_25-48A N/A 38385DF76 2055-03-20 2.15235 N/A 3725504.00 236264.28 Agency Collateralized Mortgage Obligation GNMA_25-48B N/A 38385DG59 2055-03-20 2.14235 N/A 341802.00 19728.47 Agency Collateralized Mortgage Obligation GNMA_25-5K N/A 38385CVU9 2055-01-20 1.23235 N/A 42173500.00 1945136.81 Agency Collateralized Mortgage Obligation GNMA_25-61G N/A 38385FYU9 2065-04-20 1.38235 N/A 31441819.00 699143.77 Agency Collateralized Mortgage Obligation GNMA_25-63J N/A 38385E2T0 2055-04-20 1.26235 N/A 49900000.00 1893571.96 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4C2 2055-05-20 0.05 N/A 62500000.00 42212.46 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4B4 2055-05-20 0.1 N/A 50000000.00 67588.18 Agency Collateralized Mortgage Obligation GNMA_25-82C N/A 38385F4E8 2065-05-20 1.88235 N/A 50623112.00 1190833.31 Agency Collateralized Mortgage Obligation GNMA_25-95C N/A 38385GTM1 2055-05-20 1.21235 N/A 10890423.00 469582.70 Agency Collateralized Mortgage Obligation GNMA_25-98B N/A 38381NMM7 2055-06-20 4.98765 N/A 645586.00 637377.93 Agency Collateralized Mortgage Obligation GNMA_25-98L N/A 38381NQL5 2055-06-20 5.31765 N/A 1043.00 927.37 Agency Collateralized Mortgage Obligation GNMA_51-71R N/A 38385HZK6 2055-10-20 5.01765 N/A 152664.00 152848.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 103601.00 15.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379FYH6 2045-10-20 3 N/A 485818.00 576264.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJ98 2053-06-15 7 N/A 432435.00 445302.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176XUV9 2042-06-15 3.5 N/A 1149000.00 55983.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36179BZP2 2043-01-15 3.5 N/A 177490.00 15870.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AC3Z5 2039-09-15 5 N/A 4616987.00 177240.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176D3R2 2041-05-15 4.75 N/A 1024.00 14.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178EDM8 2043-05-15 3 N/A 1810.00 230.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A9PZ8 2039-10-15 5 N/A 33685722.00 551502.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176W7F2 2042-01-15 3.5 N/A 1000.00 55.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XQY5 2053-01-20 6 N/A 1000.00 532.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSZX3 2065-04-20 7 N/A 1000.00 916.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KLBZ9 2055-06-20 5.5 N/A 1000.00 1020.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SCK1 2046-05-20 5.5 N/A 23810.00 941.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RD71 2045-05-20 3.5 N/A 49980456.00 3881709.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WNF1 2051-09-20 3 N/A 1024.00 578.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RQ36 2045-10-20 4 N/A 1024.00 76.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5TM1 2055-08-20 5 N/A 1253.00 1247.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VBG4 2049-12-20 3.5 N/A 4295713.00 543136.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LLN93 2055-11-20 6.5 N/A 390162.00 409193.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RXE4 2046-01-20 4 N/A 24432960.00 2042799.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VT34 2050-09-20 5 N/A 110939.00 25198.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SY84 2047-02-20 5.5 N/A 104273.00 8801.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RYM5 2045-11-20 6.25 N/A 441492.00 89518.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLF1 2052-11-20 4 N/A 1024.00 776.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6N2 2055-10-20 7 N/A 1000.00 1064.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WJQ2 2051-07-20 2 N/A 1000.00 554.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2AV4 2042-06-20 4 N/A 10643202.00 570595.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DUX0 2035-10-20 4.75 N/A 3178468.00 71057.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5H5 2053-06-20 5.5 N/A 2083.00 1562.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XNB8 2052-12-20 3 N/A 47000.00 30771.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DLA0 2035-01-20 5.625 N/A 1000000.00 19299.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6DA3 2055-10-20 6 N/A 1000.00 1044.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5KW8 2055-04-20 5.5 N/A 1000.00 971.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8QW7 2055-11-20 5.5 N/A 1600888.00 1641980.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VMD9 2050-05-20 3 N/A 944128.00 227777.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618V6ED6 2055-12-20 5.5 N/A 1000.00 1032.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2Q9 2047-04-20 4 N/A 1000.00 88.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VSCL4 2049-07-20 5 N/A 1008.00 360.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5C56 2054-12-20 5 N/A 1008.00 954.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KCCE5 2055-05-20 5.5 N/A 1000.00 1019.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SEU7 2046-06-20 5.5 N/A 3199.00 136.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RF8 2055-07-20 5.5 N/A 2032.00 2038.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YPG3 2054-01-20 5.5 N/A 2048.00 1608.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DG99 2034-10-20 4.75 N/A 222875.00 2820.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QY70 2045-01-20 5.625 N/A 1023.00 21.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LG5N3 2055-12-20 6 N/A 8563.00 8878.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QMM0 2044-08-20 5.375 N/A 1719.00 22.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EVG4 2039-10-20 5.875 N/A 2500055.00 39864.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6Q5 2055-10-20 7 N/A 23496.00 25010.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TXU4 2048-05-20 3.5 N/A 2174.00 256.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KUT49 2065-04-20 7 N/A 9273.00 7236.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MHKJ4 2050-04-20 4 N/A 1403134.00 444036.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EW57 2040-01-20 5.75 N/A 1000000.00 30240.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NXDE5 2055-11-20 6 N/A 2000.00 2071.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QR29 2044-10-20 4.5 N/A 5879320.00 379811.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8QB3 2055-11-20 5.5 N/A 874136.00 898192.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6EC8 2055-10-20 6 N/A 2424.00 2528.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LYES3 2055-09-20 5.5 N/A 5535200.00 5664469.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADPG7 2048-05-20 5.317 N/A 7104820.00 6045482.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2L9 2053-05-20 5.5 N/A 585749.00 436086.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SRL3 2046-11-20 4.625 N/A 284707.00 10556.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVU7 2053-03-20 6 N/A 1005.00 527.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UZX3 2049-09-20 5.5 N/A 201998.00 28288.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V4U1 2051-01-20 2 N/A 224768.00 110052.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVT0 2053-03-20 5.5 N/A 1024.00 709.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PJ2 2055-06-20 5.5 N/A 1024.00 1022.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617UURK6 2051-03-20 2.5 N/A 1000.00 608.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VKM1 2050-04-20 3.5 N/A 1040.00 204.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YAT1 2053-07-20 6 N/A 1024.00 609.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5GP8 2055-02-20 5.5 N/A 1572096.00 1356791.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6GC6 2055-10-20 6 N/A 1843470.00 1924289.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EVV1 2039-11-20 5.875 N/A 3976188.00 129527.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LBJY5 2055-08-20 6.5 N/A 1000.00 1053.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMX7 2049-02-20 5.5 N/A 1000.00 72.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W2W7 2052-04-20 3.5 N/A 2000.00 1376.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UH47 2048-12-20 4 N/A 1023.00 93.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WZC5 2052-03-20 4 N/A 8000.00 5305.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XNG7 2052-12-20 5.5 N/A 2000.00 1342.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5XN4 2055-10-20 4.5 N/A 1024.00 999.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DKX1 2034-12-20 4.75 N/A 10114223.00 138211.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225CYZ3 2033-08-20 5.375 N/A 3319057.00 13090.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6W95 2055-10-20 6.5 N/A 1000.00 1046.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5MQ9 2055-05-20 5.5 N/A 1056.00 1048.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N54B2 2055-12-20 7 N/A 1024.00 1070.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EY89 2040-05-20 5.625 N/A 1500000.00 32890.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EVW9 2039-11-20 5.875 N/A 743870.00 12208.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KFY38 2055-01-20 7 N/A 1000.00 980.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MSCH3 2050-04-20 4 N/A 1087581.00 241457.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UQ96 2049-04-20 6 N/A 1406668.00 177070.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y2N3 2054-07-20 6.5 N/A 1024.00 535.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WG85 2051-06-20 5 N/A 122316.00 40890.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SVH7 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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 3132ACHR4 2048-01-01 3.5 N/A 1000.00 175.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSUZ2 2053-08-01 5 N/A 213824.00 181206.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRRT2 2053-03-01 5 N/A 1992000.00 1679711.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W32T5 2055-09-01 5.5 N/A 14534404.00 14737788.03 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_2066 N/A 3133TECM4 2028-06-15 6.5 N/A 24.00 0.03 Agency Collateralized Mortgage Obligation GNMA_25-218A N/A 38385J4U4 2055-12-20 4.99253 N/A 11380.00 11286.67 Agency Collateralized Mortgage Obligation GNMA_25-98B N/A 38381NMM7 2055-06-20 4.98765 N/A 23262844.00 22967077.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHKM7 2053-05-15 7 N/A 1022.00 945.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RXE4 2046-01-20 4 N/A 2023.00 169.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LFEK1 2055-08-20 6.5 N/A 1002.00 1050.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LWYP1 2055-09-20 6.5 N/A 1000.00 1054.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R7J2 2046-04-20 3.5 N/A 3878000.00 401208.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6Q5 2055-10-20 7 N/A 1000.00 1064.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617U3FD5 2050-11-20 4 N/A 1000.00 667.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5EV7 2055-01-20 5.5 N/A 1024.00 882.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LP6N2 2055-10-20 7 N/A 1694768.00 1804049.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5X20 2055-10-20 5 N/A 15907312.00 16037465.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DG99 2034-10-20 4.75 N/A 6777045.00 85767.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVT0 2053-03-20 5.5 N/A 1024.00 709.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XFJ0 2052-09-20 5 N/A 1008.00 745.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5A41 2054-11-20 5.5 N/A 26453504.00 23657600.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N54M8 2055-12-20 5.5 N/A 1086752.00 1109415.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5GP8 2055-02-20 5.5 N/A 1718272.00 1482948.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LQD77 2055-08-20 6.5 N/A 5963.00 6273.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TJX4 2047-10-20 3.5 N/A 1000.00 118.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TAK1 2047-06-20 3.5 N/A 1000.00 116.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5MQ9 2055-05-20 5.5 N/A 2024.00 2010.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KRJY1 2055-03-20 7.5 N/A 7002.00 7202.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TLS2 2047-11-20 3.5 N/A 1000.00 123.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RF8 2055-07-20 5.5 N/A 8237645.00 8262674.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180AB85 2054-10-20 4.5 N/A 485000.00 447420.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VSH4 2050-08-20 3 N/A 1608410.00 466330.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TXU4 2048-05-20 3.5 N/A 1659.00 195.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XNG7 2052-12-20 5.5 N/A 1024.00 687.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVU7 2053-03-20 6 N/A 2128508.00 1116662.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KWRZ8 2055-11-20 6.5 N/A 1000.00 1063.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GEPC6 2053-12-20 7.5 N/A 1235540.00 1331749.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VKM1 2050-04-20 3.5 N/A 1000.00 196.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617N4MU5 2050-04-20 5 N/A 1209586.00 762262.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R4E6 2046-03-20 3.5 N/A 1000.00 96.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLF1 2052-11-20 4 N/A 2024.00 1534.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KF4P2 2055-01-20 6.5 N/A 1000.00 1052.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KLDE4 2055-07-20 6 N/A 1000.00 1043.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RXD6 2046-01-20 3.5 N/A 1001.00 96.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADPG7 2048-05-20 5.317 N/A 1833410.00 1560046.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RD71 2045-05-20 3.5 N/A 1000.00 77.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5H5 2053-06-20 5.5 N/A 1024.00 768.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SHA8 2046-07-20 5.375 N/A 1659461.00 86764.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SGX9 2046-06-30 5.375 N/A 11182384.00 575911.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WNF1 2051-09-20 3 N/A 1024.00 578.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UH47 2048-12-20 4 N/A 103775713.00 9455254.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WJQ2 2051-07-20 2 N/A 3058000.00 1695925.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LLBD7 2055-08-20 7 N/A 1000.00 1051.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PJ2 2055-06-20 5.5 N/A 1024.00 1022.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YPG3 2054-01-20 5.5 N/A 3536.00 2777.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N54U0 2055-12-20 5 N/A 1000.00 1014.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5C56 2054-12-20 5 N/A 2032.00 1923.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JWLP8 2055-01-20 6.5 N/A 1269.00 1338.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617UURK6 2051-03-20 2.5 N/A 1967.00 1197.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VBG4 2049-12-20 3.5 N/A 1000.00 126.44 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0383 107000000.00 107000000.00 0.0005 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_12-89 N/A 3136A7U91 2042-08-25 1.56133 N/A 79393536.00 359869.32 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-66 N/A 3136AP6K3 2045-09-25 2.26133 N/A 110051520.00 769041.36 Agency Collateralized Mortgage Obligation FANNIEMAE WHOLE LOAN FNMA FNMA_06-43 N/A 31395DE88 2036-06-25 2.71133 N/A 54534000.00 142101.33 Agency Collateralized Mortgage Obligation FANNIEMAE WHOLE LOAN FNW_07-W7 N/A 31396WUV6 2037-07-25 2.54133 N/A 52453375.00 40815.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5352 N/A 3137HAX35 2053-11-25 2.18581 N/A 100000000.00 2766838.71 Agency Collateralized Mortgage Obligation FHLMC_3964B N/A 3137AHA81 2041-11-15 1.90167 N/A 56750784.00 319272.44 Agency Collateralized Mortgage Obligation FHLMC_4096 N/A 3137ATB76 2042-08-15 0.20621 N/A 3900360.00 1525237.67 Agency Collateralized Mortgage Obligation FHLMC_42-48 N/A 3137B4UN4 2041-05-15 0 N/A 13848000.00 1892565.30 Agency Collateralized Mortgage Obligation FHLMC_43-47 N/A 3137BBR85 2054-06-15 1.90167 N/A 66018944.00 1236843.43 Agency Collateralized Mortgage Obligation FHLMC_44-94 N/A 3137BKV80 2045-07-15 2.08167 N/A 8284064.00 157557.79 Agency Collateralized Mortgage Obligation FHLMC_4716A N/A 3137FAYU6 2047-10-15 2.05167 N/A 38171760.00 1120295.06 Agency Collateralized Mortgage Obligation FHLMC_4750C N/A 3137FDDP4 2048-01-15 2.10167 N/A 50000000.00 880900.16 Agency Collateralized Mortgage Obligation FHLMC_4758D N/A 3137FE6C9 2048-02-15 2.10167 N/A 53650944.00 1105899.86 Agency Collateralized Mortgage Obligation FHLMC_4839A N/A 3137FJJT7 2056-08-15 2.00167 N/A 26045408.00 1072614.53 Agency Collateralized Mortgage Obligation FHLMC_4915B N/A 3137FNKG4 2049-09-25 2.08133 N/A 7004592.00 359085.09 Agency Collateralized Mortgage Obligation FHLMC_4919B N/A 3137FPA21 2049-09-25 2.06133 N/A 6000000.00 162930.76 Agency Collateralized Mortgage Obligation FHLMC_5009E N/A 3137FWCG3 2050-06-25 2.16133 N/A 41463168.00 2107068.85 Agency Collateralized Mortgage Obligation FHLMC_5080A N/A 3137FXU71 2051-03-25 0.40581 N/A 63745408.00 1048956.42 Agency Collateralized Mortgage Obligation FHLMC_5192A N/A 3137H5EU7 2052-02-25 0 N/A 72897408.00 78062.24 Agency Collateralized Mortgage Obligation FHLMC_5225F N/A 3137H7LD3 2045-03-25 1.61133 N/A 34469888.00 2472601.97 Agency Collateralized Mortgage Obligation FHLMC_5235C N/A 3137H7S20 2052-06-25 0 N/A 50000000.00 490733.20 Agency Collateralized Mortgage Obligation FHLMC_5258A N/A 3137H8YT2 2052-09-25 1.42581 N/A 100000000.00 4196064.00 Agency Collateralized Mortgage Obligation FHLMC_5269E N/A 3137H9A33 2052-10-25 1.30581 N/A 82672000.00 2134197.98 Agency Collateralized Mortgage Obligation FHLMC_5325A N/A 3137HABN5 2052-11-25 1.82581 N/A 21555680.00 1961617.31 Agency Collateralized Mortgage Obligation FHLMC_5329C N/A 3137HAGL4 2053-08-25 2.17581 N/A 56262592.00 1550239.24 Agency Collateralized Mortgage Obligation FHLMC_5348 N/A 3137HARE8 2053-10-25 2.62581 N/A 150000000.00 5485388.10 Agency Collateralized Mortgage Obligation FHLMC_5354B N/A 3137HATA4 2053-10-25 2.17581 N/A 102874112.00 3647851.35 Agency Collateralized Mortgage Obligation FHLMC_5355A N/A 3137HATT3 2053-11-25 2.17581 N/A 125000000.00 4109519.65 Agency Collateralized Mortgage Obligation FHLMC_5355A N/A 3137HATS5 2053-11-25 2.17581 N/A 125000000.00 4432421.42 Agency Collateralized Mortgage Obligation FHLMC_5387D N/A 3137HBRG1 2054-03-25 1.92581 N/A 66666624.00 2392035.07 Agency Collateralized Mortgage Obligation FHLMC_5408C N/A 3137HCND0 2054-05-25 3.22581 N/A 150312448.00 8207022.91 Agency Collateralized Mortgage Obligation FHLMC_5409A N/A 3137HCS78 2054-05-25 2.07581 N/A 103500000.00 3287072.24 Agency Collateralized Mortgage Obligation FHLMC_5411E N/A 3137HCRZ7 2054-05-25 2.67581 N/A 100000000.00 2595945.74 Agency Collateralized Mortgage Obligation FHLMC_5411F N/A 3137HCS29 2054-05-25 2.72581 N/A 179168256.00 4727592.51 Agency Collateralized Mortgage Obligation FHLMC_5425B N/A 3137HCZE5 2054-06-25 1.92581 N/A 78348672.00 2871863.57 Agency Collateralized Mortgage Obligation FHLMC_5438D N/A 3137HFA39 2054-08-25 2.02581 N/A 147517184.00 3906403.82 Agency Collateralized Mortgage Obligation FHLMC_5438G N/A 3137HFE50 2054-08-25 1 N/A 15000000.00 135860.77 Agency Collateralized Mortgage Obligation FHLMC_5438G N/A 3137HFE35 2054-08-25 1.87581 N/A 150000000.00 4420145.75 Agency Collateralized Mortgage Obligation FHLMC_5438H N/A 3137HFE43 2054-08-25 1.32581 N/A 150000000.00 3251388.41 Agency Collateralized Mortgage Obligation FHLMC_5439E N/A 3137HF4K8 2054-08-25 3.22581 N/A 75000000.00 3366054.62 Agency Collateralized Mortgage Obligation FHLMC_5446C N/A 3137HFBD6 2054-08-25 1.87581 N/A 86449280.00 3133173.90 Agency Collateralized Mortgage Obligation FHLMC_5449B N/A 3137HFJK2 2054-07-25 2.02581 N/A 108000000.00 3613266.95 Agency Collateralized Mortgage Obligation FHLMC_5451C N/A 3137HFLF0 2054-09-25 2.02581 N/A 121147904.00 3290450.23 Agency Collateralized Mortgage Obligation FHLMC_5452E N/A 3137HFGA7 2054-09-25 2.02581 N/A 100000000.00 4000952.09 Agency Collateralized Mortgage Obligation FHLMC_5470A N/A 3137HHCV1 2054-11-25 1.52581 N/A 251783168.00 9335393.10 Agency Collateralized Mortgage Obligation FHLMC_5473C N/A 3137HHGJ4 2054-11-25 0.82581 N/A 236500000.00 5313889.82 Agency Collateralized Mortgage Obligation FHLMC_5473D N/A 3137HHGL9 2054-11-25 0.63155 N/A 261135040.00 5371000.83 Agency Collateralized Mortgage Obligation FHLMC_5473G N/A 3137HHGN5 2054-11-25 1.34345 N/A 113352960.00 4253884.46 Agency Collateralized Mortgage Obligation FHLMC_5473H N/A 3137HHGP0 2054-11-25 1.37581 N/A 72974592.00 1960292.69 Agency Collateralized Mortgage Obligation FHLMC_5473L N/A 3137HHHS3 2054-11-25 1.97581 N/A 50000000.00 2010987.03 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRB9 2054-12-25 1.12581 N/A 201000000.00 3885204.71 Agency Collateralized Mortgage Obligation FHLMC_5483B N/A 3137HHNP2 2054-12-25 1.32581 N/A 100000000.00 3043796.29 Agency Collateralized Mortgage Obligation FHLMC_5484A N/A 3137HHKY6 2054-12-25 1.92581 N/A 85000000.00 3283114.96 Agency Collateralized Mortgage Obligation FHLMC_5484F N/A 3137HHL33 2054-12-25 1.97581 N/A 65857280.00 2754790.04 Agency Collateralized Mortgage Obligation FHLMC_5499A N/A 3137HJLX3 2055-02-25 1 N/A 9100000.00 143973.43 Agency Collateralized Mortgage Obligation FHLMC_5499A N/A 3137HJLY1 2055-02-25 1 N/A 4350000.00 68904.07 Agency Collateralized Mortgage Obligation FHLMC_5499A N/A 3137HJLS4 2055-02-25 1.07581 N/A 252000000.00 4751310.07 Agency Collateralized Mortgage Obligation FHLMC_5499B N/A 3137HJYT8 2055-02-25 1.17581 N/A 180465000.00 4573472.95 Agency Collateralized Mortgage Obligation FHLMC_5499B N/A 3137HJZ83 2055-02-25 1 N/A 4023250.00 60118.96 Agency Collateralized Mortgage Obligation FHLMC_5499C N/A 3137HJYV3 2055-02-25 1.12581 N/A 162000000.00 3117945.53 Agency Collateralized Mortgage Obligation FHLMC_5499E N/A 3137HJZQ3 2055-02-25 1 N/A 3850000.00 60509.34 Agency Collateralized Mortgage Obligation FHLMC_5499F N/A 3137HJZ26 2055-02-25 1.42581 N/A 50000000.00 1636249.70 Agency Collateralized Mortgage Obligation FHLMC_5499K N/A 3137HJYW1 2055-02-25 1.94671 N/A 438898688.00 17040684.33 Agency Collateralized Mortgage Obligation FHLMC_5513C N/A 3137HKEQ3 2054-11-25 3.27581 N/A 58524800.00 3743106.58 Agency Collateralized Mortgage Obligation FHLMC_5516B N/A 3137HKBY9 2055-03-25 1.23057 N/A 420000000.00 12312101.18 Agency Collateralized Mortgage Obligation FHLMC_5526C N/A 3137HKT95 2054-12-25 11.22419 N/A 4384360.00 4393228.29 Agency Collateralized Mortgage Obligation FHLMC_5529B N/A 3137HKUV4 2055-03-25 1.42581 N/A 50000000.00 1254069.38 Agency Collateralized Mortgage Obligation FHLMC_5534 N/A 3137HLFX5 2055-05-25 0.02581 N/A 185000000.00 1741999.95 Agency Collateralized Mortgage Obligation FHLMC_5535 N/A 3137HL7E6 2055-05-25 0 N/A 249999.00 488.33 Agency Collateralized Mortgage Obligation FHLMC_5535 N/A 3137HL6Z0 2055-05-25 0.42581 N/A 307000000.00 4370137.16 Agency Collateralized Mortgage Obligation FHLMC_5535 N/A 3137HL7A4 2055-05-25 0.47581 N/A 100000000.00 1696123.79 Agency Collateralized Mortgage Obligation FHLMC_5545B N/A 3137HLRP9 2055-06-25 1.17622 N/A 352869376.00 10956035.03 Agency Collateralized Mortgage Obligation FHLMC_5545B N/A 3137HLRS3 2055-06-25 0 N/A 249856.00 182.89 Agency Collateralized Mortgage Obligation FHLMC_5567B N/A 3137HMFB1 2055-08-25 0.37581 N/A 135000000.00 2480434.43 Agency Collateralized Mortgage Obligation FHLMC_5567C N/A 3137HMF39 2051-06-25 7 N/A 758640.00 30399.26 Agency Collateralized Mortgage Obligation FHLMC_5576A N/A 3137HMRX0 2055-09-25 1.37581 N/A 35000000.00 1233129.88 Agency Collateralized Mortgage Obligation FHLMC_5580F N/A 3137HMY95 2055-09-25 2.02581 N/A 49180480.00 2376850.48 Agency Collateralized Mortgage Obligation FHLMC_5584L N/A 3137HNLL0 2055-10-25 1.52581 N/A 100000000.00 5029954.61 Agency Collateralized Mortgage Obligation FHLMC_5611C N/A 3137HP3V3 2055-02-25 1 N/A 7811300.00 144817.26 Agency Collateralized Mortgage Obligation FHR_43-72 N/A 3137BDAG1 2044-08-15 2.00167 N/A 121841120.00 1097106.83 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WZ7 2053-10-25 2.17581 N/A 100000000.00 3547482.57 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5X60 2053-10-25 2.32581 N/A 90000000.00 3323120.49 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WL8 2053-10-25 1.82581 N/A 125255000.00 3630552.58 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5YH5 2053-10-25 3.32581 N/A 50000000.00 2530371.05 Agency Collateralized Mortgage Obligation FNMA FNRA CL003TS R23F003 N/A BRYD8NT39 2052-12-25 0 N/A 65864240.00 2804429.48 Agency Mortgage-Backed Securities FNMA_07-1 N/A 31396PHP9 2037-02-25 2.51133 N/A 257335296.00 129501.56 Agency Collateralized Mortgage Obligation FNMA_10-141E N/A 31398SYF4 2040-12-25 0.76133 N/A 39173568.00 95516.41 Agency Collateralized Mortgage Obligation FNMA_11-97 N/A 3136A1TN5 2041-10-25 2.61133 N/A 162365440.00 132673.65 Agency Collateralized Mortgage Obligation FNMA_12-40 N/A 3136A5AU0 2042-04-25 2.51133 N/A 36642816.00 583388.29 Agency Collateralized Mortgage Obligation FNMA_13-18 N/A 3136ACZL8 2033-03-25 0.6736 N/A 20641344.00 7544879.95 Agency Collateralized Mortgage Obligation FNMA_14-70C N/A 3136ALTT8 2044-11-25 2.16133 N/A 100000000.00 1169286.44 Agency Collateralized Mortgage Obligation FNMA_17-35A N/A 3136AWMK0 2047-05-25 2.16133 N/A 21000000.00 653432.54 Agency Collateralized Mortgage Obligation FNMA_18-19C N/A 3136B1PT5 2048-04-25 2.21133 N/A 20327840.00 512787.50 Agency Collateralized Mortgage Obligation FNMA_19-15A N/A 3136B36N5 2049-04-25 2.01133 N/A 16014240.00 228210.94 Agency Collateralized Mortgage Obligation FNMA_19-8C N/A 3136B3X39 2049-03-25 1.81133 N/A 15739808.00 271126.27 Agency Collateralized Mortgage Obligation FNMA_20-17A N/A 3136B8V89 2050-03-25 2.06133 N/A 98996992.00 1907307.63 Agency Collateralized Mortgage Obligation FNMA_20-1F N/A 3136B8SQ3 2050-02-25 2.01133 N/A 100770944.00 2009748.19 Agency Collateralized Mortgage Obligation FNMA_20-54C N/A 3136BBGH9 2050-08-25 2.16133 N/A 25000000.00 1277251.78 Agency Collateralized Mortgage Obligation FNMA_21-41F N/A 3136BHS67 2051-07-25 0 N/A 30000000.00 32262.73 Agency Collateralized Mortgage Obligation FNMA_21-45L N/A 3136BH6V6 2051-07-25 0 N/A 99860224.00 177868.90 Agency Collateralized Mortgage Obligation FNMA_22-49C N/A 3136BNB39 2052-08-25 1.47581 N/A 50000000.00 3431935.85 Agency Collateralized Mortgage Obligation FNMA_22-57A N/A 3136BN3D6 2052-09-25 1.42581 N/A 200000000.00 8264185.35 Agency Collateralized Mortgage Obligation FNMA_22-60A N/A 3136BNW51 2052-09-25 1.42581 N/A 193190399.00 8001255.76 Agency Collateralized Mortgage Obligation FNMA_22-64B N/A 3136BPDE8 2052-10-25 1.32581 N/A 25000000.00 978434.96 Agency Collateralized Mortgage Obligation FNMA_22-66C N/A 3136BN6Q4 2052-10-25 1.32581 N/A 75000000.00 2865729.20 Agency Collateralized Mortgage Obligation FNMA_22-69A N/A 3136BPEK3 2052-10-25 0.67581 N/A 75000000.00 2124362.71 Agency Collateralized Mortgage Obligation FNMA_22-69B N/A 3136BPFA4 2052-10-25 1.30581 N/A 56750272.00 2547383.75 Agency Collateralized Mortgage Obligation FNMA_23-51C N/A 3136BQPS2 2053-11-25 2.07581 N/A 143872000.00 3509101.29 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRE1 2053-11-25 2.17581 N/A 275000000.00 8957552.17 Agency Collateralized Mortgage Obligation FNMA_23-56B N/A 3136BQNG0 2053-11-25 3.02581 N/A 50000000.00 2094016.51 Agency Collateralized Mortgage Obligation FNMA_24-1 N/A 3136BRLY1 2053-11-25 1 N/A 681165.00 6009.69 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPA2 2055-01-25 2.67581 N/A 74500000.00 2784996.67 Agency Collateralized Mortgage Obligation FNMA_24-103G N/A 3136BUPV6 2055-01-25 1.17923 N/A 71761664.00 1698395.96 Agency Collateralized Mortgage Obligation FNMA_24-103K N/A 3136BUQE3 2055-01-25 1.15581 N/A 50000000.00 1014195.50 Agency Collateralized Mortgage Obligation FNMA_24-11B N/A 3136BRAE7 2054-03-25 3.12581 N/A 50500000.00 2460412.39 Agency Collateralized Mortgage Obligation FNMA_24-11B N/A 3136BRAJ6 2054-03-25 2.47581 N/A 4000000.00 159122.99 Agency Collateralized Mortgage Obligation FNMA_24-23A N/A 3136BRSQ1 2054-05-25 2.02581 N/A 100000000.00 2579413.20 Agency Collateralized Mortgage Obligation FNMA_24-36C N/A 3136BR3F2 2054-06-25 1.97581 N/A 62844000.00 2124430.37 Agency Collateralized Mortgage Obligation FNMA_24-36E N/A 3136BR3Q8 2054-06-25 2.02581 N/A 50000000.00 1755724.77 Agency Collateralized Mortgage Obligation FNMA_24-54B N/A 3136BSSD8 2054-08-25 3.15581 N/A 140208640.00 5295753.98 Agency Collateralized Mortgage Obligation FNMA_24-61D N/A 3136BSW76 2053-03-25 1.62581 N/A 40621440.00 1311994.14 Agency Collateralized Mortgage Obligation FNMA_24-61E N/A 3136BSX75 2054-09-25 3.32581 N/A 34441344.00 2467234.45 Agency Collateralized Mortgage Obligation FNMA_24-64G N/A 3136BSN92 2054-09-25 1.37581 N/A 92109184.00 2223608.52 Agency Collateralized Mortgage Obligation FNMA_24-72C N/A 3136BS4T9 2054-10-25 1.02581 N/A 25000000.00 520975.32 Agency Collateralized Mortgage Obligation FNMA_24-82A N/A 3136BTEA7 2054-11-25 0.72581 N/A 179000000.00 3638010.78 Agency Collateralized Mortgage Obligation FNMA_24-82B N/A 3136BTED1 2054-11-25 0.57581 N/A 200000000.00 2680396.53 Agency Collateralized Mortgage Obligation FNMA_24-82B N/A 3136BTEC3 2054-11-25 2.06331 N/A 200000000.00 6114031.69 Agency Collateralized Mortgage Obligation FNMA_24-82E N/A 3136BTEW9 2054-11-25 2.18686 N/A 113165696.00 4528257.95 Agency Collateralized Mortgage Obligation FNMA_24-82H N/A 3136BTGZ0 2054-11-25 1.32581 N/A 80000000.00 2397974.85 Agency Collateralized Mortgage Obligation FNMA_24-88A N/A 3136BT5L3 2054-12-25 0.37581 N/A 50000000.00 752262.02 Agency Collateralized Mortgage Obligation FNMA_24-88B N/A 3136BT5N9 2054-12-25 2.62581 N/A 238951424.00 9411527.29 Agency Collateralized Mortgage Obligation FNMA_24-88E N/A 3136BT6E8 2054-12-25 1.93999 N/A 130500000.00 4803894.74 Agency Collateralized Mortgage Obligation FNMA_24-88F N/A 3136BT6M0 2054-12-25 2.07581 N/A 25000000.00 1047584.52 Agency Collateralized Mortgage Obligation FNMA_24-88G N/A 3136BUAY6 2054-12-25 2.07581 N/A 46953856.00 1970037.20 Agency Collateralized Mortgage Obligation FNMA_24-90B N/A 3136BTXE8 2053-11-25 1.87581 N/A 82000000.00 3170599.84 Agency Collateralized Mortgage Obligation FNMA_24-95G N/A 3136BTT45 2054-12-25 1.17581 N/A 216500000.00 4675605.05 Agency Collateralized Mortgage Obligation FNMA_25-13C N/A 3136BU2E9 2055-03-25 1.32581 N/A 198948000.00 6283161.59 Agency Collateralized Mortgage Obligation FNMA_25-1A N/A 3136BUZE3 2055-02-25 1 N/A 1000000.00 14070.03 Agency Collateralized Mortgage Obligation FNMA_25-1A N/A 3136BUZF0 2055-02-25 1 N/A 7575750.00 106526.75 Agency Collateralized Mortgage Obligation FNMA_25-1A N/A 3136BUB33 2055-02-25 1.22581 N/A 200000000.00 4111736.75 Agency Collateralized Mortgage Obligation FNMA_25-1C N/A 3136BUZU7 2055-02-25 0.20006 N/A 100000000.00 1241973.45 Agency Collateralized Mortgage Obligation FNMA_25-1E N/A 3136BUE71 2055-02-25 1.17581 N/A 152000000.00 3072412.65 Agency Collateralized Mortgage Obligation FNMA_25-1E N/A 3136BUA34 2055-02-25 1.07581 N/A 75000000.00 1442300.73 Agency Collateralized Mortgage Obligation FNMA_25-20A N/A 3136BVCY2 2055-03-25 0.57581 N/A 135000000.00 2408463.58 Agency Collateralized Mortgage Obligation FNMA_25-32C N/A 3136BVXB9 2055-05-25 6 N/A 5750000.00 578273.19 Agency Collateralized Mortgage Obligation FNMA_25-6A N/A 3136BUTR1 2055-02-25 1.12581 N/A 40000000.00 882409.23 Agency Collateralized Mortgage Obligation FNMA_25-77A N/A 3136BXCD4 2055-05-25 3.27581 N/A 31365000.00 3455523.05 Agency Collateralized Mortgage Obligation FNMA_25-7A N/A 3136BUVM9 2055-02-25 1.22581 N/A 101000000.00 2361280.65 Agency Collateralized Mortgage Obligation FNMA_25-7E N/A 3136BUVZ0 2054-06-25 2.02581 N/A 93671040.00 3040365.81 Agency Collateralized Mortgage Obligation FNMA_25-84G N/A 3136BXJ54 2055-10-25 3.27581 N/A 69834624.00 7217420.46 Agency Collateralized Mortgage Obligation FNMA_25-93B N/A 3136BXS47 2055-11-25 1.52581 N/A 86206848.00 3788361.78 Agency Collateralized Mortgage Obligation FNMA_25-93C N/A 3136BXS62 2055-01-25 1 N/A 1906176.00 28746.40 Agency Collateralized Mortgage Obligation FNMA_25-93D N/A 3136BXS88 2055-01-25 1 N/A 16458976.00 300632.37 Agency Collateralized Mortgage Obligation FNMA_25-M6 N/A 3136BXL93 2035-10-25 0.656 N/A 348500992.00 17922060.58 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3631 N/A 31398WLP7 2040-02-15 2.14167 N/A 76754688.00 169434.71 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4635 N/A 3137BTKP5 2046-12-15 2.00167 N/A 106139904.00 933154.88 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-01O CI N/A BRYD8NTB1 2073-01-20 0 N/A 154000000.00 10134071.95 Agency Mortgage-Backed Securities GNMA/FNMA N/A 38375UB82 2067-06-20 1.89636 N/A 42006272.00 275614.76 Agency Collateralized Mortgage Obligation GNMA_09-79 N/A 38376CM30 2039-08-20 6 N/A 67659000.00 86217.79 Agency Collateralized Mortgage Obligation GNMA_09-87 N/A 38376KXG1 2035-02-20 2.90162 N/A 50013056.00 74400.71 Agency Collateralized Mortgage Obligation GNMA_10-H01 N/A 38376T5F5 2060-01-20 1.85538 N/A 62160768.00 91541.60 Agency Collateralized Mortgage Obligation GNMA_11-141 N/A 38377YH86 2041-10-16 2.25126 N/A 15000000.00 208037.79 Agency Collateralized Mortgage Obligation GNMA_12-8 N/A 38378A5Q0 2041-05-20 4 N/A 10502000.00 17293.60 Agency Collateralized Mortgage Obligation GNMA_12-H24 N/A 38375BWM0 2062-10-20 1.83431 N/A 30784192.00 99167.06 Agency Collateralized Mortgage Obligation GNMA_13-106F N/A 38378VHX6 2043-07-20 2.30162 N/A 120785664.00 1055354.69 Agency Collateralized Mortgage Obligation GNMA_13-14 N/A 38378FVC1 2042-12-20 3.5 N/A 22012512.00 139630.26 Agency Collateralized Mortgage Obligation GNMA_13-152 N/A 38378UXN2 2043-10-16 2.30126 N/A 72603264.00 638893.35 Agency Collateralized Mortgage Obligation GNMA_13-167 N/A 38378YBJ7 2043-11-20 2.30162 N/A 53430000.00 403344.26 Agency Collateralized Mortgage Obligation GNMA_13-182C N/A 38378PGF9 2043-12-16 4.5 N/A 3775000.00 54419.82 Agency Collateralized Mortgage Obligation GNMA_14-183 N/A 38379HWT8 2044-12-16 1.6128 N/A 32907456.00 299645.15 Agency Collateralized Mortgage Obligation GNMA_14-21 N/A 38378YZ28 2044-02-16 1.70126 N/A 124834176.00 1024956.51 Agency Collateralized Mortgage Obligation GNMA_14-H14A N/A 38375ULU2 2064-07-20 1.52452 N/A 7033576.00 7783.07 Agency Collateralized Mortgage Obligation GNMA_15-106A N/A 38379NYV8 2039-08-20 5.5 N/A 12309904.00 98725.10 Agency Collateralized Mortgage Obligation GNMA_15-125 N/A 38379KU22 2055-07-16 0.50476 N/A 179062528.00 483515.08 Agency Collateralized Mortgage Obligation GNMA_15-148C N/A 38379QJ55 2045-10-20 1.83162 N/A 33333312.00 616064.41 Agency Collateralized Mortgage Obligation GNMA_15-52 N/A 38379LXM3 2045-04-20 3.5 N/A 11929040.00 190068.69 Agency Collateralized Mortgage Obligation GNMA_15-H06A N/A 38375UUE8 2065-02-20 1.79235 N/A 43487680.00 103266.96 Agency Collateralized Mortgage Obligation GNMA_15-H11 N/A 38376RAY2 2065-05-20 2.17748 N/A 10094000.00 44151.33 Agency Collateralized Mortgage Obligation GNMA_16-18A N/A 38379VKK9 2046-02-20 2.27162 N/A 25989728.00 704266.58 Agency Collateralized Mortgage Obligation GNMA_16-33G N/A 38379VP81 2046-03-20 2.20162 N/A 45319616.00 753020.07 Agency Collateralized Mortgage Obligation GNMA_16-4 N/A 38379TU80 2046-01-20 1.80162 N/A 206000000.00 2471266.58 Agency Collateralized Mortgage Obligation GNMA_16-H06F N/A 38376RSL1 2066-02-20 2.00687 N/A 1425000.00 3583.06 Agency Collateralized Mortgage Obligation GNMA_16-H24J N/A 38376RJ80 2066-09-20 2.08436 N/A 3732000.00 70567.86 Agency Collateralized Mortgage Obligation GNMA_17-26 N/A 38380CH48 2047-02-20 2.25162 N/A 24630080.00 501955.76 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEW5 2039-11-20 2.40162 N/A 19234048.00 277402.80 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UES4 2038-09-20 2.15162 N/A 15945904.00 111209.28 Agency Collateralized Mortgage Obligation GNMA_17-H03D N/A 38376RR57 2067-01-20 1.54528 N/A 4832000.00 18169.08 Agency Collateralized Mortgage Obligation GNMA_17-H15 N/A 38376R5X0 2067-07-20 2.2807 N/A 1100000.00 21074.83 Agency Collateralized Mortgage Obligation GNMA_17-H16A N/A 38375UD23 2067-08-20 1.9443 N/A 12932000.00 86061.68 Agency Collateralized Mortgage Obligation GNMA_17-H22 N/A 38375UY79 2067-11-20 2.66188 N/A 23850000.00 146840.51 Agency Collateralized Mortgage Obligation GNMA_18-113A N/A 38380X2M8 2048-08-20 0.75162 N/A 70000000.00 1000488.03 Agency Collateralized Mortgage Obligation GNMA_18-141 N/A 38380MTR2 2060-08-16 0.66018 N/A 75000000.00 601577.66 Agency Collateralized Mortgage Obligation GNMA_18-148A N/A 38381AHK5 2048-10-20 0 N/A 50000000.00 149768.08 Agency Collateralized Mortgage Obligation GNMA_18-155C N/A 38381A2S4 2048-11-20 2.30162 N/A 54123000.00 1436561.79 Agency Collateralized Mortgage Obligation GNMA_18-91E N/A 38380XWC7 2048-07-20 2.40162 N/A 29233248.00 701710.75 Agency Collateralized Mortgage Obligation GNMA_18-H02A N/A 38375U5Q9 2068-01-20 2.18387 N/A 813000.00 12623.88 Agency Collateralized Mortgage Obligation GNMA_18-H11A N/A 38380LFF5 2068-02-20 2.26921 N/A 550990.00 4675.74 Agency Collateralized Mortgage Obligation GNMA_18-H12B N/A 38380LGS6 2068-08-20 1.41896 N/A 47852992.00 224372.73 Agency Collateralized Mortgage Obligation GNMA_18-H13F N/A 38380LJF1 2068-08-20 2.41384 N/A 76651264.00 883638.68 Agency Collateralized Mortgage Obligation GNMA_18-H19F N/A 38380LML4 2068-11-20 2.45756 N/A 5286000.00 57098.03 Agency Collateralized Mortgage Obligation GNMA_18-H20D N/A 38380LNK5 2068-12-20 2.41902 N/A 7448000.00 88715.81 Agency Collateralized Mortgage Obligation GNMA_19-119F N/A 38381YD92 2049-09-16 2.20126 N/A 17339000.00 1206231.96 Agency Collateralized Mortgage Obligation GNMA_19-128G N/A 38382AFJ9 2049-10-20 0.65162 N/A 30000000.00 313458.86 Agency Collateralized Mortgage Obligation GNMA_19-133B N/A 38382ADP7 2049-10-20 0 N/A 50000000.00 226792.54 Agency Collateralized Mortgage Obligation GNMA_19-23N N/A 38381RTJ8 2049-02-20 2.20162 N/A 41953984.00 828129.78 Agency Collateralized Mortgage Obligation GNMA_19-36B N/A 38381RP52 2049-03-20 2.20162 N/A 34000000.00 697218.34 Agency Collateralized Mortgage Obligation GNMA_19-96D N/A 38381XE36 2049-08-20 2.25162 N/A 15387232.00 630636.41 Agency Collateralized Mortgage Obligation GNMA_19-H08 N/A 38380LUN1 2069-05-20 1.11473 N/A 24408544.00 619135.71 Agency Collateralized Mortgage Obligation GNMA_19-H13D N/A 38380LXX6 2068-07-20 1.95773 N/A 30949888.00 188720.14 Agency Collateralized Mortgage Obligation GNMA_19-H13D N/A 38380LXY4 2068-07-20 1.95773 N/A 30949888.00 188720.14 Agency Collateralized Mortgage Obligation GNMA_19-H16C N/A 38380LF73 2069-10-20 1.43238 N/A 21360672.00 683291.67 Agency Collateralized Mortgage Obligation GNMA_20-116G N/A 38382HYM6 2050-08-20 2.35162 N/A 9000000.00 503216.43 Agency Collateralized Mortgage Obligation GNMA_20-181B N/A 38382LVT5 2050-12-20 2.5 N/A 17405440.00 1437496.01 Agency Collateralized Mortgage Obligation GNMA_20-47 N/A 38382EFF9 2049-02-20 2.15162 N/A 48323000.00 1548210.62 Agency Collateralized Mortgage Obligation GNMA_20-H01C N/A 38380LX73 2070-01-20 1.64588 N/A 30304064.00 158749.02 Agency Collateralized Mortgage Obligation GNMA_20-H03B N/A 38380L3R2 2069-03-20 1.25128 N/A 16319680.00 323826.29 Agency Collateralized Mortgage Obligation GNMA_20-H03B N/A 38380L3Q4 2069-03-20 1.25128 N/A 16319680.00 323826.29 Agency Collateralized Mortgage Obligation GNMA_20-H06B N/A 38380L5V1 2069-04-20 1.32919 N/A 15731696.00 284275.70 Agency Collateralized Mortgage Obligation GNMA_20-H06B N/A 38380L5U3 2069-04-20 1.32919 N/A 15731696.00 284275.70 Agency Collateralized Mortgage Obligation GNMA_20-H06C N/A 38380L5Z2 2068-02-20 1.93869 N/A 9147088.00 247421.11 Agency Collateralized Mortgage Obligation GNMA_20-H06D N/A 38380L6A6 2069-01-20 1.39248 N/A 12415616.00 329671.08 Agency Collateralized Mortgage Obligation GNMA_20-H07A N/A 38380L7Q0 2070-03-20 1.52704 N/A 62193024.00 1464244.85 Agency Collateralized Mortgage Obligation GNMA_20-H07C N/A 38380L7V9 2070-04-20 1.59319 N/A 25974208.00 143089.63 Agency Collateralized Mortgage Obligation GNMA_20-H09H N/A 38380QBD3 2070-04-20 0.89009 N/A 19517472.00 108297.55 Agency Collateralized Mortgage Obligation GNMA_20-H16D N/A 38380QLN0 2070-09-20 1.24685 N/A 26350400.00 1084998.61 Agency Collateralized Mortgage Obligation GNMA_20-H16D N/A 38380QLP5 2070-09-20 1.31127 N/A 142978048.00 5910378.14 Agency Collateralized Mortgage Obligation GNMA_20-H21B N/A 38380QTF9 2068-09-01 1.52569 N/A 20435136.00 785154.36 Agency Collateralized Mortgage Obligation GNMA_21-104F N/A 38382UHE4 2051-06-20 0 N/A 32668672.00 732381.63 Agency Collateralized Mortgage Obligation GNMA_21-139Z N/A 38382XKS3 2051-08-20 0 N/A 155389000.00 197182.64 Agency Collateralized Mortgage Obligation GNMA_21-155Q N/A 38383AKB9 2051-09-20 0.5 N/A 39795008.00 667350.47 Agency Collateralized Mortgage Obligation GNMA_21-160P N/A 38383AVH4 2051-09-20 2.45162 N/A 67568640.00 6149475.57 Agency Collateralized Mortgage Obligation GNMA_21-162J N/A 38383AD84 2051-09-20 2.5 N/A 17047200.00 1898960.58 Agency Collateralized Mortgage Obligation GNMA_21-205B N/A 38383C3C2 2051-11-20 0 N/A 85000000.00 378559.74 Agency Collateralized Mortgage Obligation GNMA_21-213D N/A 38383FKT9 2051-12-20 0 N/A 200000000.00 1095232.17 Agency Collateralized Mortgage Obligation GNMA_21-59D N/A 38382RPN2 2051-04-20 0 N/A 111599232.00 228646.83 Agency Collateralized Mortgage Obligation GNMA_21-98S N/A 38382TL51 2051-03-20 0 N/A 85896000.00 161295.81 Agency Collateralized Mortgage Obligation GNMA_21-H01A N/A 38380QUE0 2070-12-20 1.92055 N/A 26296416.00 196034.23 Agency Collateralized Mortgage Obligation GNMA_21-H08B N/A 38380QS94 2070-09-20 0.76448 N/A 3092664.00 55122.48 Agency Collateralized Mortgage Obligation GNMA_22-100C N/A 38383THK2 2052-06-20 0 N/A 200000000.00 1157699.71 Agency Collateralized Mortgage Obligation GNMA_22-103E N/A 38383TFJ7 2050-05-20 4.79779 N/A 37900416.00 24579951.52 Agency Collateralized Mortgage Obligation GNMA_22-108A N/A 38383TFP3 2052-06-20 0.28235 N/A 60000000.00 1811339.53 Agency Collateralized Mortgage Obligation GNMA_22-108D N/A 38383TFV0 2052-06-20 0 N/A 500000000.00 1481709.31 Agency Collateralized Mortgage Obligation GNMA_22-119A N/A 38383UAT7 2052-07-20 0 N/A 100000000.00 1413952.48 Agency Collateralized Mortgage Obligation GNMA_22-124E N/A 38383T3R2 2052-07-20 0 N/A 350000000.00 4948833.67 Agency Collateralized Mortgage Obligation GNMA_22-138A N/A 38383YBV3 2052-08-20 0.03235 N/A 250000000.00 3838825.89 Agency Collateralized Mortgage Obligation GNMA_22-151A N/A 38383YP89 2052-09-20 2.08235 N/A 70101760.00 4294040.67 Agency Collateralized Mortgage Obligation GNMA_22-159G N/A 38383YLW0 2052-09-20 0.78235 N/A 12500000.00 339370.72 Agency Collateralized Mortgage Obligation GNMA_22-172D N/A 38383YW65 2052-10-20 4.91175 N/A 9232000.00 6576591.08 Agency Collateralized Mortgage Obligation GNMA_22-178C N/A 38383US68 2052-10-20 0.78235 N/A 100000000.00 3029012.89 Agency Collateralized Mortgage Obligation GNMA_22-188A N/A 38383LHM5 2052-11-20 7.05292 N/A 3967728.00 2571408.68 Agency Collateralized Mortgage Obligation GNMA_22-19 N/A 38383GMT5 2052-01-20 0 N/A 302070000.00 514046.99 Agency Collateralized Mortgage Obligation GNMA_22-19B N/A 38383GMM0 2052-01-20 0 N/A 166903552.00 1407690.52 Agency Collateralized Mortgage Obligation GNMA_22-1B N/A 38383GRL7 2052-01-20 0 N/A 168729600.00 423882.10 Agency Collateralized Mortgage Obligation GNMA_22-1N N/A 38383GTG6 2052-01-20 0 N/A 59837376.00 1301587.06 Agency Collateralized Mortgage Obligation GNMA_22-207F N/A 38383HGA1 2052-12-20 0.98235 N/A 150000000.00 2620151.58 Agency Collateralized Mortgage Obligation GNMA_22-50A N/A 38383PGR6 2052-03-20 0 N/A 50000000.00 382079.44 Agency Collateralized Mortgage Obligation GNMA_22-50B N/A 38383PJF9 2052-03-20 0 N/A 250000000.00 849344.99 Agency Collateralized Mortgage Obligation GNMA_22-50B N/A 38383PGY1 2052-03-20 0 N/A 250000000.00 857514.91 Agency Collateralized Mortgage Obligation GNMA_22-50C N/A 38383PHG9 2052-03-20 0 N/A 57850000.00 577799.09 Agency Collateralized Mortgage Obligation GNMA_22-50C N/A 38383PHB0 2052-03-20 0 N/A 109150000.00 1639717.06 Agency Collateralized Mortgage Obligation GNMA_22-63G N/A 38383RBF3 2050-04-20 0 N/A 123290368.00 1209087.72 Agency Collateralized Mortgage Obligation GNMA_22-H02A N/A 38382YMW0 2072-01-20 0.23166 N/A 23228128.00 47245.37 Agency Collateralized Mortgage Obligation GNMA_22-H04A N/A 38382YLS0 2067-05-20 0.44205 N/A 47214592.00 192462.61 Agency Collateralized Mortgage Obligation GNMA_22-H18A N/A 38382YYC1 2072-09-20 0.56938 N/A 50000000.00 3331124.60 Agency Collateralized Mortgage Obligation GNMA_23-103D N/A 38384CCW7 2053-07-20 2.03235 N/A 101610880.00 3899569.65 Agency Collateralized Mortgage Obligation GNMA_23-112H N/A 38384CX79 2053-08-20 1.78235 N/A 80558208.00 2873665.78 Agency Collateralized Mortgage Obligation GNMA_23-127 N/A 38381JMQ7 2057-07-16 0.39946 N/A 200000000.00 2833037.92 Agency Collateralized Mortgage Obligation GNMA_23-131M N/A 38384EZQ1 2053-09-20 0.78235 N/A 20000000.00 235437.06 Agency Collateralized Mortgage Obligation GNMA_23-133C N/A 38384EML6 2053-09-20 1.68235 N/A 100000000.00 1306299.72 Agency Collateralized Mortgage Obligation GNMA_23-136E N/A 38384E3P8 2053-09-20 1.63235 N/A 34085000.00 1047287.19 Agency Collateralized Mortgage Obligation GNMA_23-141A N/A 38384ED51 2053-09-20 2.58235 N/A 50000000.00 1407496.95 Agency Collateralized Mortgage Obligation GNMA_23-147B N/A 38384DQW0 2053-10-20 2.58235 N/A 100000000.00 1815398.55 Agency Collateralized Mortgage Obligation GNMA_23-150C N/A 38384C7D5 2053-10-20 3.23235 N/A 39375000.00 944043.69 Agency Collateralized Mortgage Obligation GNMA_23-152G N/A 38384DVM6 2053-10-20 1.38235 N/A 20000000.00 942506.87 Agency Collateralized Mortgage Obligation GNMA_23-153A N/A 38384E5L5 2053-10-20 1.78235 N/A 100000000.00 2131426.92 Agency Collateralized Mortgage Obligation GNMA_23-154G N/A 38384DCR6 2053-10-20 1.78235 N/A 50000000.00 643998.84 Agency Collateralized Mortgage Obligation GNMA_23-164F N/A 38384D2W6 2053-11-20 2.28235 N/A 75000000.00 3783786.21 Agency Collateralized Mortgage Obligation GNMA_23-165A N/A 38384D5X1 2053-11-20 1.28235 N/A 25000000.00 282343.80 Agency Collateralized Mortgage Obligation GNMA_23-167A N/A 38384FAD4 2053-11-20 3.43235 N/A 33333312.00 809129.00 Agency Collateralized Mortgage Obligation GNMA_23-167A N/A 38384FAC6 2053-11-20 2.08235 N/A 100000000.00 1511928.93 Agency Collateralized Mortgage Obligation GNMA_23-176C N/A 38384DQ83 2053-11-20 1.58235 N/A 100000000.00 1235453.59 Agency Collateralized Mortgage Obligation GNMA_23-183E N/A 38384HCU0 2053-12-20 1.88235 N/A 150000000.00 2618732.45 Agency Collateralized Mortgage Obligation GNMA_23-195B N/A 38384HQU5 2053-12-20 3.13235 N/A 105300000.00 4529363.03 Agency Collateralized Mortgage Obligation GNMA_23-195C N/A 38384HQV3 2053-12-20 1.83235 N/A 80000000.00 1430350.18 Agency Collateralized Mortgage Obligation GNMA_23-19B N/A 38383V3B2 2053-02-20 1.08235 N/A 100000000.00 2964638.48 Agency Collateralized Mortgage Obligation GNMA_23-40J N/A 38383WRG3 2053-03-20 1.58235 N/A 140000000.00 2610074.29 Agency Collateralized Mortgage Obligation GNMA_23-79J N/A 38384AZ55 2053-06-20 1.43235 N/A 24422800.00 413872.79 Agency Collateralized Mortgage Obligation GNMA_23-85B N/A 38384BKQ3 2053-06-20 2.13235 N/A 50000000.00 1071059.12 Agency Collateralized Mortgage Obligation GNMA_23-H12 N/A 38382Y5Q2 2073-05-20 0.46359 N/A 100321664.00 5841183.00 Agency Collateralized Mortgage Obligation GNMA_24-108A N/A 38384UER6 2054-07-20 2.68235 N/A 200000000.00 5553257.63 Agency Collateralized Mortgage Obligation GNMA_24-108D N/A 38384UFF1 2054-07-20 2.68235 N/A 200000000.00 3930338.67 Agency Collateralized Mortgage Obligation GNMA_24-117B N/A 38384Q2R8 2054-07-20 2.63235 N/A 63682240.00 4479030.90 Agency Collateralized Mortgage Obligation GNMA_24-126Y N/A 38384UYW3 2054-08-20 1.43235 N/A 100000000.00 2251531.33 Agency Collateralized Mortgage Obligation GNMA_24-151K N/A 38384WEQ4 2054-09-20 2.05235 N/A 150000000.00 7862886.52 Agency Collateralized Mortgage Obligation GNMA_24-160J N/A 38384YPV7 2054-09-20 0.88235 N/A 200000000.00 4767682.29 Agency Collateralized Mortgage Obligation GNMA_24-160M N/A 38384YQE4 2054-10-20 2.13235 N/A 56238976.00 2946954.94 Agency Collateralized Mortgage Obligation GNMA_24-160P N/A 38384YQR5 2054-01-20 1.53235 N/A 88419328.00 3463741.78 Agency Collateralized Mortgage Obligation GNMA_24-164B N/A 38384XRX3 2054-10-20 1.53235 N/A 333273088.00 8842234.04 Agency Collateralized Mortgage Obligation GNMA_24-164C N/A 38384XRZ8 2054-10-20 0.88235 N/A 400000000.00 6198719.44 Agency Collateralized Mortgage Obligation GNMA_24-164D N/A 38384XSD6 2054-10-20 1.53235 N/A 738826240.00 29539560.64 Agency Collateralized Mortgage Obligation GNMA_24-164F N/A 38384XSQ7 2054-06-20 1.48235 N/A 136855360.00 5356435.94 Agency Collateralized Mortgage Obligation GNMA_24-164H N/A 38384XTH6 2054-10-20 1.55959 N/A 512685056.00 23944380.59 Agency Collateralized Mortgage Obligation GNMA_24-171A N/A 38384XQC0 2054-10-20 1.60235 N/A 40096512.00 1871844.77 Agency Collateralized Mortgage Obligation GNMA_24-180D N/A 38384YU33 2054-11-20 0.28235 N/A 100000000.00 1164307.67 Agency Collateralized Mortgage Obligation GNMA_24-199A N/A 38385AJD5 2054-12-20 0.43235 N/A 50000000.00 630569.78 Agency Collateralized Mortgage Obligation GNMA_24-23H N/A 38384J3B8 2054-02-20 2.08235 N/A 116395008.00 4200866.44 Agency Collateralized Mortgage Obligation GNMA_24-30S N/A 38384JNM2 2054-02-20 1.81235 N/A 100000000.00 2301658.47 Agency Collateralized Mortgage Obligation GNMA_24-30T N/A 38384JNY6 2054-02-20 1.88235 N/A 140000000.00 4112289.97 Agency Collateralized Mortgage Obligation GNMA_24-42B N/A 38384KHP9 2054-03-20 1.29211 N/A 205000000.00 3462856.91 Agency Collateralized Mortgage Obligation GNMA_24-43K N/A 38384KNW7 2054-03-20 2.13235 N/A 82843648.00 1856588.91 Agency Collateralized Mortgage Obligation GNMA_24-59D N/A 38384MN29 2054-04-20 1.53235 N/A 200000000.00 7421966.88 Agency Collateralized Mortgage Obligation GNMA_24-59F N/A 38384MG92 2054-04-20 2.08235 N/A 114978560.00 3074689.91 Agency Collateralized Mortgage Obligation GNMA_24-59J N/A 38384MJ65 2054-04-20 1.33235 N/A 113253760.00 4308488.24 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MGR2 2054-04-20 7.67168 N/A 5848704.00 3837604.80 Agency Collateralized Mortgage Obligation GNMA_24-61Q N/A 38384MGF8 2053-08-20 1 N/A 5759608.00 49587.23 Agency Collateralized Mortgage Obligation GNMA_24-62A N/A 38384MDM6 2054-04-20 1.53235 N/A 70000000.00 1951270.94 Agency Collateralized Mortgage Obligation GNMA_24-66B N/A 38383KUJ9 2054-04-20 1.45235 N/A 130000000.00 4154268.16 Agency Collateralized Mortgage Obligation GNMA_24-6A N/A 38384GW97 2054-01-20 2.53235 N/A 50000000.00 2401752.51 Agency Collateralized Mortgage Obligation GNMA_24-7A N/A 38384GL32 2054-01-20 1.48235 N/A 100000000.00 1684962.85 Agency Collateralized Mortgage Obligation GNMA_24-81E N/A 38384NC29 2054-05-20 1.43235 N/A 99900000.00 3772699.09 Agency Collateralized Mortgage Obligation GNMA_24-8E N/A 38384HTH1 2053-08-20 0.35 N/A 21970656.00 200019.66 Agency Collateralized Mortgage Obligation GNMA_24-91A N/A 38384NME2 2054-05-20 2.03235 N/A 54540032.00 2451670.30 Agency Collateralized Mortgage Obligation GNMA_24-92F N/A 38384NXW0 2054-04-20 1.38235 N/A 99361536.00 2775626.95 Agency Collateralized Mortgage Obligation GNMA_24-94F N/A 38384PL57 2054-06-20 1.43235 N/A 100000000.00 1741911.93 Agency Collateralized Mortgage Obligation GNMA_24-95G N/A 38384P5H9 2054-06-20 1.43235 N/A 100000000.00 3336436.96 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPS3 2054-06-20 1.33235 N/A 180000000.00 3370007.77 Agency Collateralized Mortgage Obligation GNMA_25-104B N/A 38385GG29 2055-06-20 1.28235 N/A 85000000.00 3125142.31 Agency Collateralized Mortgage Obligation GNMA_25-104F N/A 38385GL80 2055-06-20 6.50293 N/A 11208127.00 11302542.34 Agency Collateralized Mortgage Obligation GNMA_25-104H N/A 38385GJ75 2055-06-20 1.23235 N/A 168521728.00 7151222.42 Agency Collateralized Mortgage Obligation GNMA_25-105N N/A 38381NDH8 2055-06-20 1.23235 N/A 180000000.00 7905520.31 Agency Collateralized Mortgage Obligation GNMA_25-117A N/A 38381NK56 2055-07-20 1.26235 N/A 50000000.00 1964443.03 Agency Collateralized Mortgage Obligation GNMA_25-117A N/A 38381NK49 2055-07-20 1.95294 N/A 170000000.00 9838160.75 Agency Collateralized Mortgage Obligation GNMA_25-117A N/A 38381NK64 2055-07-20 3.18235 N/A 40000000.00 3370035.75 Agency Collateralized Mortgage Obligation GNMA_25-117A N/A 38381NK72 2055-07-20 2.58235 N/A 83333248.00 6049701.30 Agency Collateralized Mortgage Obligation GNMA_25-117C N/A 38381NL63 2050-01-20 6.5 N/A 1239948.00 13757.46 Agency Collateralized Mortgage Obligation GNMA_25-124E N/A 38381PGR8 2055-07-20 1.28235 N/A 50000000.00 2166162.09 Agency Collateralized Mortgage Obligation GNMA_25-137C N/A 38381P5Y5 2055-08-20 17.04527 N/A 11538448.00 14026893.62 Agency Collateralized Mortgage Obligation GNMA_25-137E N/A 38381P3M3 2055-08-20 2.63235 N/A 55555600.00 4378246.12 Agency Collateralized Mortgage Obligation GNMA_25-140C N/A 38381QAT8 2055-08-20 0.68235 N/A 200000000.00 6146631.93 Agency Collateralized Mortgage Obligation GNMA_25-148 N/A 38381MD56 2064-12-16 0.79492 N/A 75000000.00 5452942.61 Agency Collateralized Mortgage Obligation GNMA_25-154B N/A 38381UFR8 2055-09-20 0.68235 N/A 30000000.00 947223.00 Agency Collateralized Mortgage Obligation GNMA_25-154F N/A 38381UGG1 2055-09-20 0 N/A 100000000.00 1438720.31 Agency Collateralized Mortgage Obligation GNMA_25-164A N/A 38381UKF8 2055-09-20 2.16235 N/A 140000000.00 12031623.17 Agency Collateralized Mortgage Obligation GNMA_25-170A N/A 38385HJ81 2055-10-20 1.53235 N/A 133333248.00 7908551.83 Agency Collateralized Mortgage Obligation GNMA_25-170B N/A 38385HK48 2055-10-20 0.78235 N/A 25000000.00 931704.21 Agency Collateralized Mortgage Obligation GNMA_25-170E N/A 38385HL96 2055-10-20 0.48235 N/A 80000000.00 1116150.72 Agency Collateralized Mortgage Obligation GNMA_25-170K N/A 38385HN60 2055-03-20 2.08235 N/A 275846144.00 12240821.87 Agency Collateralized Mortgage Obligation GNMA_25-170L N/A 38385HN94 2053-12-20 1.78235 N/A 146323456.00 5803222.91 Agency Collateralized Mortgage Obligation GNMA_25-170M N/A 38385HP35 2054-11-20 1 N/A 973578.00 28247.40 Agency Collateralized Mortgage Obligation GNMA_25-170M N/A 38385HP27 2054-11-20 0.72267 N/A 224701952.00 4104023.57 Agency Collateralized Mortgage Obligation GNMA_25-170N N/A 38385HP43 2055-06-20 1.28235 N/A 169691904.00 5646473.04 Agency Collateralized Mortgage Obligation GNMA_25-170P N/A 38385HP76 2052-05-20 1 N/A 1348376.00 20624.12 Agency Collateralized Mortgage Obligation GNMA_25-170P N/A 38385HP68 2052-07-20 2.08235 N/A 43596800.00 3134180.54 Agency Collateralized Mortgage Obligation GNMA_25-170Q N/A 38385HP92 2054-04-20 1 N/A 1303130.00 24409.75 Agency Collateralized Mortgage Obligation GNMA_25-172G N/A 38383BXW7 2055-10-20 3.28235 N/A 65510656.00 7943936.70 Agency Collateralized Mortgage Obligation GNMA_25-187E N/A 38385JAY9 2055-11-20 2.18235 N/A 31000000.00 2653714.97 Agency Collateralized Mortgage Obligation GNMA_25-193B N/A 38385H6G7 2055-11-20 1.53235 N/A 100000000.00 5549559.74 Agency Collateralized Mortgage Obligation GNMA_25-193C N/A 38385H6K8 2055-11-20 0.88235 N/A 40000000.00 1391788.62 Agency Collateralized Mortgage Obligation GNMA_25-193D N/A 38385H6M4 2055-11-20 0.88235 N/A 70000000.00 2335427.81 Agency Collateralized Mortgage Obligation GNMA_25-193F N/A 38385H6Q5 2055-11-20 0.13235 N/A 290000000.00 3497140.10 Agency Collateralized Mortgage Obligation GNMA_25-1Y N/A 38385CHC5 2055-01-20 2.63235 N/A 259000000.00 8605692.73 Agency Collateralized Mortgage Obligation GNMA_25-210A N/A 38385KAB6 2055-12-20 0.65 N/A 180000000.00 5420810.00 Agency Collateralized Mortgage Obligation GNMA_25-210C N/A 38385KAG5 2055-12-20 0 N/A 120000000.00 1499040.00 Agency Collateralized Mortgage Obligation GNMA_25-210G N/A 38385KBB5 2055-04-20 6 N/A 833333.00 149984.95 Agency Collateralized Mortgage Obligation GNMA_25-210H N/A 38385KBH2 2055-12-20 0.75 N/A 47919680.00 2164731.61 Agency Collateralized Mortgage Obligation GNMA_25-25G N/A 38385DJN7 2055-02-20 1.48235 N/A 497300000.00 12317346.63 Agency Collateralized Mortgage Obligation GNMA_25-27A N/A 38385DSL1 2055-02-20 0.41235 N/A 250000000.00 2542731.73 Agency Collateralized Mortgage Obligation GNMA_25-43E N/A 38385EJB1 2055-03-20 1.43235 N/A 150000000.00 8519990.74 Agency Collateralized Mortgage Obligation GNMA_25-50B N/A 38385DJ64 2055-03-20 1.43235 N/A 150000000.00 6301662.95 Agency Collateralized Mortgage Obligation GNMA_25-55D N/A 38385D3P9 2055-03-20 1.38235 N/A 38620352.00 1948072.84 Agency Collateralized Mortgage Obligation GNMA_25-60C N/A 38385FE80 2065-03-20 1.53235 N/A 201500000.00 4349941.07 Agency Collateralized Mortgage Obligation GNMA_25-66C N/A 38385EU77 2055-04-20 1.38235 N/A 25000000.00 995845.94 Agency Collateralized Mortgage Obligation GNMA_25-66D N/A 38385EV68 2055-04-20 1.90235 N/A 175000000.00 5383182.83 Agency Collateralized Mortgage Obligation GNMA_25-66E N/A 38385EV92 2055-04-20 1.35235 N/A 80000000.00 2636847.43 Agency Collateralized Mortgage Obligation GNMA_25-81L N/A 38385F6B2 2052-05-20 1 N/A 4693952.00 155137.66 Agency Collateralized Mortgage Obligation GNMA_25-81M N/A 38385F6C0 2055-04-20 0.63235 N/A 181870080.00 4284040.21 Agency Collateralized Mortgage Obligation GNMA_25-81N N/A 38385F6E6 2055-02-20 1.98235 N/A 47178624.00 2511361.07 Agency Collateralized Mortgage Obligation GNMA_25-81Q N/A 38385F6J5 2054-07-20 1.28235 N/A 118763264.00 3632755.74 Agency Collateralized Mortgage Obligation GNMA_25-81R N/A 38385F6L0 2054-08-20 1.98235 N/A 125217152.00 5574832.26 Agency Collateralized Mortgage Obligation GNMA_25-8E N/A 38385B6R6 2054-08-20 1.33235 N/A 109033600.00 2214148.77 Agency Collateralized Mortgage Obligation GNMA_25-9C N/A 38385BZK9 2055-01-20 0.58235 N/A 50000000.00 536513.28 Agency Collateralized Mortgage Obligation GNMA_25-9D N/A 38385BZP8 2055-01-20 1.27363 N/A 283165760.00 7113442.17 Agency Collateralized Mortgage Obligation GNMA_25-9F N/A 38385BZV5 2055-01-20 2.00735 N/A 100000000.00 2548757.00 Agency Collateralized Mortgage Obligation GNMA_41-97DD N/A 38385BFN5 2054-12-20 2.73235 N/A 40000000.00 3259392.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38377TDK4 2041-01-16 2.10126 N/A 75200000.00 307286.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376TWN8 2040-01-20 1.94162 N/A 99200000.00 323301.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379EWA6 2044-08-20 1.75162 N/A 121075000.00 1158747.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38377YEZ9 2041-09-20 2.30162 N/A 85356544.00 1348121.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376LMB2 2041-06-20 2.27162 N/A 20000000.00 146640.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376UEL9 2038-03-20 2.62162 N/A 33619520.00 168743.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379QQS7 2045-09-20 2.40162 N/A 15000000.00 490721.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376UEY1 2039-12-20 2.55162 N/A 7062864.00 69441.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375BJU7 2061-01-20 1.67138 N/A 3997695.00 673.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375BPM8 2062-01-20 0.9997 N/A 186769408.00 108869.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375BLY6 2061-05-20 1.54206 N/A 27450000.00 47291.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379LNE2 2045-04-20 1.75162 N/A 31361664.00 549595.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38374KX65 2035-03-20 2.33162 N/A 146636792.00 11734.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RTR7 2066-04-20 1.42099560407203 N/A 1416000.00 3628.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-90 N/A 38376GBA7 2051-04-16 0.74907 N/A 82637440.00 86297.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-64 N/A 38377E3H5 2040-05-20 2.65162 N/A 76600000.00 316030.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-68 N/A 38377GWS4 2040-06-20 2.73162 N/A 170503936.00 510673.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H17 N/A 38375BDX7 2060-07-20 1.59908 N/A 50402240.00 102118.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23 N/A 38375BXW7 2062-10-20 1.57937 N/A 35789184.00 45878.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-147 N/A 38378UPG6 2039-12-20 2.20162 N/A 30000000.00 259408.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H07 N/A 38375BQ62 2063-03-20 1.71831 N/A 52894656.00 105129.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H07 N/A 38375BQ88 2063-03-20 1.80443 N/A 25224064.00 40029.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H17 N/A 38375UK74 2067-09-20 1.94214 N/A 2892000.00 25337.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H24 N/A 38375U2V1 2067-12-20 1.85662 N/A 33225344.00 219289.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSSOCIATION GNMA_14-H08 N/A 38375UFE5 2064-03-20 1.62234 N/A 7959000.00 10602.92 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-01-07 2026-01-07 2026-01-20 Y BOFA SECURITIES INC 1.0000 7 N Fitch AA Moody's NR Standard & Poor's A+ N N 0.0379 1000000000.00 1000000000.00 0.0048 N N Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.82000000 N/A 549300HN4UKV1E2R3U73 BYDWSJLG1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DP5 2040-11-15 0 N/A 1573000.00 794017.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 672851.73 225982.64 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0382 1000000.00 1000000.00 0.0000 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.82000000 N/A 549300HN4UKV1E2R3U73 BYDWSJLJ5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 N/A 719457.28 661709.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 2910100.00 1809380.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834ZA9 2055-08-15 0 N/A 1106090.00 259854.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 305281.99 118305.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 9169499.71 2230810.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UG1 2026-01-31 0 N/A 19998.68 19939.18 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0382 5000000.00 5000000.00 0.0000 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.85000000 N/A 549300HN4UKV1E2R3U73 BYDWSJLL0 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 0.31 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-2 N/A 31397NA70 2036-07-25 0 N/A 14420183.00 1.58 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-22 N/A 31397NSP1 2037-02-25 0 N/A 5654180.00 0.16 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-3 N/A 31397MY50 2037-01-25 0 N/A 46460176.00 9.03 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-36 N/A 31397NP58 2037-06-25 0 N/A 16108173.00 3.52 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_5411G N/A 3137HCS45 2054-05-25 0 N/A 250000.00 7.66 Agency Collateralized Mortgage Obligation FHLMC_5473D N/A 3137HHGR6 2054-11-25 0 N/A 250000.00 98.62 Agency Collateralized Mortgage Obligation FHLMC_5473G N/A 3137HHGW5 2054-11-25 0 N/A 250000.00 58.27 Agency Collateralized Mortgage Obligation FHLMC_5491B N/A 3137HJ5S2 2055-01-25 0 N/A 150000.00 12.74 Agency Collateralized Mortgage Obligation FHLMC_5491C N/A 3137HJ5R4 2055-01-25 0 N/A 100000.00 43.01 Agency Collateralized Mortgage Obligation FHLMC_5499F N/A 3137HJYY7 2055-02-25 1.07581 N/A 50000000.00 1359145.14 Agency Collateralized Mortgage Obligation FHLMC_5499K N/A 3137HJZ59 2055-02-25 0 N/A 250000.00 78.64 Agency Collateralized Mortgage Obligation FHLMC_5516B N/A 3137HKC36 2055-03-25 0 N/A 250000.00 90.72 Agency Collateralized Mortgage Obligation FHLMC_5516C N/A 3137HKC44 2055-03-25 0 N/A 250000.00 6.86 Agency Collateralized Mortgage Obligation FHLMC_5535 N/A 3137HL7F3 2055-05-25 0 N/A 250000.00 47.38 Agency Collateralized Mortgage Obligation FHLMC_5576A N/A 3137HMS27 2055-09-25 3.27581 N/A 21088639.00 1554911.57 Agency Collateralized Mortgage Obligation FHSTR_413 N/A 3142G9J50 2054-05-25 2.02581 N/A 100000000.00 2551530.72 Agency Collateralized Mortgage Obligation FNMA_19-78B N/A 3136B7S28 2050-01-25 2.06133 N/A 108445952.00 2011282.99 Agency Collateralized Mortgage Obligation FNMA_24-103G N/A 3136BUPU8 2055-01-25 0 N/A 312000.00 78.61 Agency Collateralized Mortgage Obligation FNMA_24-22J N/A 3136BRJ65 2054-05-25 0 N/A 249999.00 79.60 Agency Collateralized Mortgage Obligation FNMA_24-22K N/A 3136BRK63 2054-05-25 0 N/A 250000.00 9.47 Agency Collateralized Mortgage Obligation FNMA_24-22L N/A 3136BRN60 2054-05-25 0 N/A 250000.00 8.17 Agency Collateralized Mortgage Obligation FNMA_24-22L N/A 3136BRN94 2054-05-25 0 N/A 250000.00 1.47 Agency Collateralized Mortgage Obligation FNMA_24-82B N/A 3136BTQA4 2054-11-25 0 N/A 250000.00 58.29 Agency Collateralized Mortgage Obligation FNMA_24-82E N/A 3136BTQY2 2054-11-25 0 N/A 250000.00 4.16 Agency Collateralized Mortgage Obligation FNMA_24-88C N/A 3136BT5T6 2054-12-25 0 N/A 250000.00 27.78 Agency Collateralized Mortgage Obligation FNMA_24-88E N/A 3136BT6D0 2054-12-25 0 N/A 250000.00 3.17 Agency Collateralized Mortgage Obligation FNMA_24-95A N/A 3136BTP49 2054-12-25 1.12581 N/A 120025983.00 1255712.09 Agency Collateralized Mortgage Obligation FNMA_25-100B N/A 3136BX4Q4 2055-12-25 0 N/A 250000.00 78.33 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3320 N/A 31397HGD4 2036-09-15 0 N/A 95058510.00 12.62 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3472 N/A 31397WNU5 2036-08-15 0 N/A 79982750.00 0.92 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3519 N/A 31398C4U9 2037-07-15 0 N/A 21475526.00 2.07 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 31398CWQ7 2036-07-15 0 N/A 12224948.00 0.38 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3533 N/A 31398CXA1 2036-06-15 0 N/A 150000000.00 17.70 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3538 N/A 31398EH31 2036-06-15 0 N/A 10000000.00 9.62 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3538 N/A 31398EF90 2036-07-15 0 N/A 77242219.00 8.09 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHR_3364 N/A 31397KL66 2032-05-15 0 N/A 79890963.00 1.14 Agency Collateralized Mortgage Obligation FREDDIE_MAC FHLMC_3247 N/A 31397EB79 2036-08-15 0 N/A 25000000.00 0.93 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 GNH_12-H25 N/A 38375BXZ0 2061-12-20 0.37861 N/A 5193727.00 2514.96 Agency Collateralized Mortgage Obligation GNMA_13-H10 N/A 38375BU34 2063-04-20 0.45658 N/A 21413883.00 4031.57 Agency Collateralized Mortgage Obligation GNMA_13-H10 N/A 38375BV90 2063-01-20 1.08104 N/A 42482543.00 42.40 Agency Collateralized Mortgage Obligation GNMA_14-H07 N/A 38375UJB7 2064-05-20 1.4721 N/A 6447122.00 10434.44 Agency Collateralized Mortgage Obligation GNMA_18-H01H N/A 38375U4N7 2067-12-20 2.05418 N/A 25000000.00 433959.94 Agency Collateralized Mortgage Obligation GNMA_18-H17E N/A 38380LLL5 2068-09-20 1.83646 N/A 23335500.00 483586.84 Agency Collateralized Mortgage Obligation GNMA_20-H02F N/A 38380LU84 2070-01-20 1.24653 N/A 30723800.00 840183.48 Agency Collateralized Mortgage Obligation GNMA_20-H12K N/A 38380QEN8 2070-07-20 1.86378 N/A 40130048.00 1577359.21 Agency Collateralized Mortgage Obligation GNMA_21-205D N/A 38383C3K4 2051-11-20 0 N/A 376125000.00 2263767.59 Agency Collateralized Mortgage Obligation GNMA_24-103A N/A 38384N4K8 2054-06-20 1.28235 N/A 150000000.00 4521163.25 Agency Collateralized Mortgage Obligation GNMA_24-110P N/A 38384QWJ3 2054-07-20 2.73235 N/A 150000000.00 8120135.12 Agency Collateralized Mortgage Obligation GNMA_24-164H N/A 38384XTM5 2054-10-20 0 N/A 250000.00 28.76 Agency Collateralized Mortgage Obligation GNMA_24-180B N/A 38384YT50 2054-11-20 0 N/A 250000.00 1.67 Agency Collateralized Mortgage Obligation GNMA_24-19J N/A 38384KBN0 2054-02-20 1.53235 N/A 41132480.00 1645664.82 Agency Collateralized Mortgage Obligation GNMA_24-42B N/A 38384KHR5 2054-03-20 0 N/A 250000.00 0.57 Agency Collateralized Mortgage Obligation GNMA_24-61B N/A 38384MEQ6 2054-04-20 1.43235 N/A 150000000.00 2724224.64 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MFJ1 2054-04-20 0 N/A 250000.00 1.52 Agency Collateralized Mortgage Obligation GNMA_24-61H N/A 38384MFQ5 2054-04-20 0 N/A 250000.00 1.67 Agency Collateralized Mortgage Obligation GNMA_24-83E N/A 38384NNE1 2054-05-20 0 N/A 250000.00 5.74 Agency Collateralized Mortgage Obligation GNMA_24-H15B N/A 38383KD25 2074-04-20 1.52032 N/A 37755840.00 2103133.03 Agency Collateralized Mortgage Obligation GNMA_25-117A N/A 38381NK80 2055-07-20 0 N/A 250000.00 1.22 Agency Collateralized Mortgage Obligation GNMA_25-117E N/A 38381NM54 2054-02-20 0 N/A 250000.00 1.22 Agency Collateralized Mortgage Obligation GNMA_25-137J N/A 38381P4B6 2055-08-20 0 N/A 250000.00 0.25 Agency Collateralized Mortgage Obligation GNMA_25-190B N/A 38385JY23 2055-11-20 1.53235 N/A 75041151.00 4450948.38 Agency Collateralized Mortgage Obligation GNMA_25-66D N/A 38385EV76 2055-04-20 0 N/A 250000.00 2.39 Agency Collateralized Mortgage Obligation GNMA_25-81B N/A 38385F4T5 2055-05-20 0 N/A 250000.00 16.90 Agency Collateralized Mortgage Obligation GNMA_25-81L N/A 38385F6A4 2052-05-20 0.38235 N/A 78025216.00 2874766.57 Agency Collateralized Mortgage Obligation GNMA_25-9A N/A 38385BC32 2055-01-20 7.87793 N/A 10895903.00 9849900.32 Agency Collateralized Mortgage Obligation GNMA_25-9D N/A 38385BZQ6 2055-01-20 0 N/A 250000.00 28.19 Agency Collateralized Mortgage Obligation GNMA_25-9F N/A 38385BZW3 2055-01-20 0 N/A 250000.00 0.43 Agency Collateralized Mortgage Obligation GNMA_25-9J N/A 38385BB33 2055-01-20 0 N/A 250000.00 15.09 Agency Collateralized Mortgage Obligation GNMA_25-H02B N/A 38383K5Y4 2074-11-20 1.64955 N/A 22864448.00 1258943.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375BSJ2 2062-04-20 3.10496 N/A 235000.00 58.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375BF72 2060-08-20 0.82974 N/A 42696886.00 48.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_02-26 N/A 38373MBU3 2042-03-16 0.00002 N/A 125000000.00 2.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-96 N/A 38373MJS0 2047-01-16 0 N/A 328812515.00 1.58 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 0.17523 N/A 227119159.00 53.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-115 N/A 38376GCX6 2051-11-16 0.75009 N/A 28000000.00 4.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-42 N/A 38374UUX7 2037-04-20 0 N/A 77574754.00 1.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55 N/A 38374VND7 2038-02-20 0 N/A 112275765.00 1.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-55 N/A 38374VNE5 2036-04-20 0 N/A 5650739.00 0.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93 N/A 38376KDQ1 2039-10-16 0 N/A 100000000.00 5.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-93 N/A 38376KDP3 2039-10-16 0 N/A 125000000.00 14.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-36 N/A 38376GGH7 2052-01-16 0 N/A 75000000.00 23.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-46 N/A 38376YCJ8 2037-05-20 0 N/A 66987289.00 2.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H23 N/A 38375BXS6 2062-10-20 0.86982 N/A 2594291.00 71.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H28 N/A 38375BYH9 2061-11-20 0.50634 N/A 5193728.00 745.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-135 N/A 38380AJ81 2046-10-20 2.25162 N/A 21466688.00 501930.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H24 N/A 38375U2S8 2067-11-20 2.01203 N/A 6315000.00 98709.00 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0385 50000000.00 50000000.00 0.0002 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.82000000 N/A 549300HN4UKV1E2R3U73 BYDWSJNC8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GD9 2041-11-15 0 N/A 40200.00 19028.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PM4 2045-08-15 0 N/A 13625131.00 5069202.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FV0 2051-02-15 0 N/A 200589840.00 57574700.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 103872000.00 140357154.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833QB9 2027-11-15 0 N/A 28786696.00 26948492.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 88522654.00 35734116.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 49976574.00 16391716.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 68650402.00 64840235.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FJ7 2049-05-15 0 N/A 112803840.00 35415555.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 N/A 272499360.00 87794661.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GB3 2041-08-15 0 N/A 292800.00 140750.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FZ1 2041-05-15 0 N/A 25505280.00 12443694.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 N/A 32178242.00 11077617.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803BJ1 2026-11-15 0 N/A 2479200.00 2408691.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 128272761.00 115784381.38 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0382 600000000.00 600000000.00 0.0029 N Y Y N Bank of Montreal Bank of Montreal 3.84000000 N/A NQQ6HPCNCCU6TUTQYE16 BYDWSJLM8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y BILL 01/27/26 N/A 912797SH1 2026-01-27 0 N/A 5809800.00 5794578.32 U.S. Treasuries (including strips) BILL 02/03/26 N/A 912797SJ7 2026-02-03 0 N/A 15744400.00 15692915.81 U.S. Treasuries (including strips) BILL 06/11/26 N/A 912797QX8 2026-06-11 0 N/A 8092200.00 7965880.76 U.S. Treasuries (including strips) BILL 10/29/26 N/A 912797SK4 2026-10-29 0 N/A 15875800.00 15426673.62 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0384 44000000.00 44000000.00 0.0002 N Y Y N Bank of Montreal Bank of Montreal 3.85000000 N/A NQQ6HPCNCCU6TUTQYE16 BYDWSJLN6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 05.000 CLRJ5597 N/A 3142GWGF0 2055-12-01 5 N/A 9635132.00 9687293.40 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4204 N/A 31418DU67 2040-12-01 2 N/A 132449152.00 66975558.37 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5549 N/A 31418FEX1 2054-12-01 3.5 N/A 93106.00 82176.67 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5605 N/A 31418FGP6 2055-01-01 3.5 N/A 71619718.00 64212274.25 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5635 N/A 31418FHM2 2055-02-01 3.5 N/A 71444366.00 63780671.60 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5906 N/A 31418FR41 2055-12-01 3.5 N/A 73839692.00 68476781.78 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6852 N/A 3140QSTJ0 2053-08-01 4.5 N/A 71268217.00 61535243.96 Agency 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N/A 3618ACYN2 2060-01-15 5.6 N/A 550000.00 569958.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A5H77 2040-11-15 4 N/A 95000.00 11697.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HJ4S2 2059-10-15 4.2 N/A 800000.00 757520.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618H6U36 2060-01-15 5.38 N/A 650000.00 665567.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295WJ81 2038-04-15 5.5 N/A 3922527.00 10401.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LXZ4 2037-04-15 6 N/A 123072.00 7595.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FR7D8 2066-12-15 5.45 N/A 620000.00 641469.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292ML42 2036-02-15 6 N/A 2026.00 42.22 Agency Mortgage-Backed Securities GOVERNMENT 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KRGP3 2060-08-15 5.05 N/A 700000.00 702757.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618J5AV6 2064-12-15 5.98 N/A 1139000.00 1190963.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ALSF2 2040-06-15 4.5 N/A 116770.00 5474.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AAYB8 2039-11-15 4.5 N/A 189197.00 7815.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A9Y70 2039-12-15 4.5 N/A 10000000.00 294213.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FTBS6 2065-01-15 4.35 N/A 195000.00 191390.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296HNJ4 2040-04-15 4.5 N/A 103424.00 25428.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618LYB23 2060-12-15 3.8 N/A 5572700.00 5156746.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JS5F7 2060-02-15 4.9 N/A 550000.00 547032.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KLL62 2067-07-15 6.14 N/A 1300300.00 1401847.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JMJZ1 2066-07-15 5.35 N/A 97229.00 99662.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KSUN0 2067-04-15 5.75 N/A 3491196.00 3631118.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KRGA6 2060-06-15 4.86 N/A 4990381.00 4936083.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618G92K4 2060-05-15 5.68 N/A 550000.00 574985.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HNBM8 2060-05-15 5.59 N/A 650000.00 682295.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F7NM4 2064-12-15 4.39 N/A 195000.00 187730.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617JEJQ1 2049-02-15 4.5 N/A 232496.00 21921.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618L0RZ7 2060-10-15 5.53 N/A 700000.00 726698.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JMJV0 2066-07-15 5.35 N/A 187342.00 189377.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297GVW7 2043-03-15 2.5 N/A 59115.00 18285.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JQH84 2067-09-15 5.83 N/A 1128.00 1185.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36290SGC9 2033-08-15 5 N/A 4786322.00 72810.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618J9PH3 2066-07-15 5.35 N/A 265000.00 267879.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HNBN6 2066-12-15 5.74 N/A 1264116.00 1337657.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200AJD2 2032-12-15 5.5 N/A 1702622.00 10000.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617X56X3 2063-08-15 3.83 N/A 142359.00 131241.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295JBD7 2037-09-15 6.5 N/A 2612635.00 59727.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296DXP8 2038-04-15 5.5 N/A 1090.00 2.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F7M78 2060-04-15 5.74 N/A 148002.00 149403.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JCY37 2055-01-15 5.51 N/A 2500000.00 2565670.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HNBE6 2060-04-15 5.6 N/A 648999.00 673737.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618A4GY6 2058-04-15 4.45 N/A 315000.00 301042.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617VGVR6 2063-09-15 2.41 N/A 292204.00 242768.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KFLZ1 2065-01-15 6.16 N/A 800000.00 846997.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296YLY6 2040-06-15 5 N/A 10870.00 239.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620C5K89 2041-03-15 4.5 N/A 378046.00 111192.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618H6UZ5 2059-12-15 5.59 N/A 570000.00 589807.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AC3H5 2039-09-15 4 N/A 550000.00 95486.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GYNQ3 2060-04-15 5.71 N/A 650000.00 680245.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5LY3 2040-05-20 6 N/A 881673.00 843390.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8L36 2055-11-20 6 N/A 5473100.00 5675319.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618V2RJ8 2065-10-20 7 N/A 771856.00 806604.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J7PR5 2054-10-20 6 N/A 5892273.00 5547377.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618V4ZD8 2055-11-20 5.5 N/A 1133663.00 1165776.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AABR4 2048-11-20 3 N/A 19799996.00 1150566.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618V14M8 2055-12-20 5 N/A 1222117.00 1236245.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618V3EJ0 2055-11-20 5.5 N/A 4861271.00 5026891.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YW34 2054-05-20 4.5 N/A 163055320.00 151684806.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RTA7 2045-11-20 4 N/A 58213846.00 4576306.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N53L1 2055-01-20 6 N/A 3374620.00 3414271.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VMD9 2050-05-20 3 N/A 1427944.00 344501.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACWF3 2051-09-20 4 N/A 12660000.00 9375592.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M6G85 2065-10-20 5.5 N/A 1140453.00 1161525.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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2055-12-20 5.5 N/A 4892098.00 5023154.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MCTJ4 2055-12-20 5.5 N/A 1284058.00 1298712.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FDY9 2040-01-20 5.5 N/A 580278.00 20835.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618V23Z8 2055-12-20 5.5 N/A 1062645.00 1092746.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MEXA4 2055-12-20 6 N/A 4901823.00 5020069.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5Y78 2055-11-20 5.5 N/A 4689906.00 4734505.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU44 2054-04-20 4.5 N/A 178693091.00 165873572.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618V4ND1 2065-12-20 6 N/A 335401.00 344070.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VHS2 2050-03-20 3 N/A 734479469.00 115538467.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M64M7 2055-11-20 5.5 N/A 3062351.00 3142316.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M7WY8 2065-11-20 5.5 N/A 870066.00 882398.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618V4Y23 2055-12-20 6.5 N/A 4303498.00 4528414.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618V4YA5 2055-12-20 6.5 N/A 4507618.00 4743220.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LG2N6 2065-11-20 7 N/A 2686461.00 2811163.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MCG74 2055-12-20 5.5 N/A 5670546.00 5822450.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5NR6 2040-06-20 5 N/A 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Barclays Capital, Inc. 3.79000000 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 4.50119 N/A 200000.00 88.22 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-76 N/A 31396KBZ4 2036-08-25 4.38867 N/A 4769000.00 97466.68 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-82 N/A 31396KYS5 2036-09-25 4.55867 N/A 18691166.00 26004.02 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-103 N/A 3136A8C57 2042-09-25 4.38867 N/A 226474.00 22202.63 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_14-70 N/A 3136ALTK7 2041-04-25 3 N/A 640000.00 76350.79 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_24-93 N/A 3136BTJ53 2054-12-25 5.37419 N/A 5500000.00 3806448.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_43-84 N/A 3137BDKG0 2043-08-15 3.5 N/A 9400000.00 4572804.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M01 N/A 3136BKX80 2031-10-25 1.668 N/A 10710000.00 9381510.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-46 N/A 3136BSJY2 2054-07-25 5 N/A 1892428.00 1734163.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-69 N/A 3136BWC20 2055-08-25 5 N/A 2500000.00 2431841.97 Agency Collateralized Mortgage Obligation FHLMC_4999R N/A 3137FV4Y5 2050-06-25 2.16133 N/A 99019090.00 5190391.85 Agency Collateralized Mortgage Obligation FHLMC_5005A N/A 3137FVCT7 2050-08-25 3 N/A 50042183.00 4638407.74 Agency Collateralized Mortgage Obligation FHLMC_5018 N/A 3137FXAJ7 2050-10-25 4 N/A 79857336.00 5731383.21 Agency Collateralized Mortgage Obligation FHLMC_5077 N/A 3137F9A68 2051-02-25 3.5 N/A 107082581.00 8574421.79 Agency Collateralized Mortgage Obligation FHLMC_5080M N/A 3137FXVE5 2049-08-25 4 N/A 61584249.00 5036302.72 Agency Collateralized Mortgage Obligation FHLMC_5083C N/A 3137FFP92 2051-03-25 3.5 N/A 1980418.00 1044870.09 Agency Collateralized Mortgage Obligation FHLMC_5123C N/A 3137H15R3 2050-05-25 3.5 N/A 75076104.00 6835013.01 Agency Collateralized Mortgage Obligation FHLMC_5131E N/A 3137H1TY2 2051-08-25 3 N/A 111364000.00 11842618.91 Agency Collateralized Mortgage Obligation FHLMC_5131F N/A 3137H1UC8 2051-08-25 1.5 N/A 10000000.00 4723590.12 Agency Collateralized Mortgage Obligation FHLMC_5210A N/A 3137H6WG6 2051-09-25 3 N/A 6489000.00 3525757.12 Agency Collateralized Mortgage Obligation FHLMC_5273A N/A 3137H9FT1 2052-11-25 0.87581 N/A 170645534.00 4782945.49 Agency Collateralized Mortgage Obligation FHLMC_5440K N/A 3137HDZE3 2054-07-25 3.22581 N/A 43563267.00 4385243.03 Agency Collateralized Mortgage Obligation FHLMC_5471L N/A 3137HHHN4 2054-11-25 1.22581 N/A 310000000.00 7081665.35 Agency Collateralized Mortgage Obligation FHLMC_5502D N/A 3137HJSP3 2035-12-25 5.5 N/A 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4630000.00 3309011.60 Agency Collateralized Mortgage Obligation FNMA_22-62 N/A 3136BN2C9 2052-09-25 3.25 N/A 6700000.00 4200771.30 Agency Collateralized Mortgage Obligation FNMA_23-13C N/A 3136BPR52 2052-12-25 1.67581 N/A 175000000.00 4695422.69 Agency Collateralized Mortgage Obligation FNMA_24-84C N/A 3136BTTX1 2054-11-25 2.12581 N/A 139195380.00 6610915.13 Agency Collateralized Mortgage Obligation FNMA_24-93D N/A 3136BTH63 2054-12-25 1.22581 N/A 282000000.00 6107111.87 Agency Collateralized Mortgage Obligation FNMA_25-102A N/A 3136BYCL4 2055-12-25 4.5 N/A 1691000.00 1540859.49 Agency Collateralized Mortgage Obligation FNMA_25-102A N/A 3136BYCK6 2055-07-25 4.5 N/A 6619000.00 6554984.92 Agency Collateralized Mortgage Obligation FNMA_25-102C N/A 3136BYCT7 2055-12-25 1.57581 N/A 164996762.00 8735351.57 Agency Collateralized Mortgage Obligation FNMA_25-102D N/A 3136BYCY6 2055-12-25 4.5 N/A 260830.00 226588.50 Agency Collateralized Mortgage Obligation FNMA_25-18F N/A 3136BVKJ6 2054-09-25 3.22581 N/A 100000000.00 6032007.15 Agency Collateralized Mortgage Obligation FNMA_25-33D N/A 3136BVWC8 2055-04-25 1.92581 N/A 83012302.00 7340406.26 Agency Collateralized Mortgage Obligation FNMA_25-35A N/A 3136BVF29 2055-05-25 1.37581 N/A 241325752.00 9457937.17 Agency Collateralized Mortgage Obligation FNMA_25-41B N/A 3136BV5E4 2055-06-25 1.12581 N/A 178080180.00 4859013.65 Agency Collateralized Mortgage Obligation FNMA_25-41E N/A 3136BV5S3 2055-06-25 1.12581 N/A 251027590.00 6751800.89 Agency Collateralized Mortgage Obligation FNMA_25-88A N/A 3136BXZV9 2055-09-25 3.22581 N/A 54702204.00 6317683.97 Agency Collateralized Mortgage Obligation FNMA_25-97A N/A 3136BX2Y9 2055-11-25 4.5 N/A 3705137.00 3592585.04 Agency Collateralized Mortgage Obligation GNMA_20-181P N/A 38382LXL0 2050-12-20 5 N/A 97454478.00 7769126.55 Agency Collateralized Mortgage Obligation GNMA_20-69 N/A 38380PMP6 2062-04-16 1.29902 N/A 80000000.00 5322391.44 Agency Collateralized Mortgage Obligation GNMA_21-140 N/A 38382XYL3 2051-08-20 2.5 N/A 19100000.00 7723254.79 Agency Collateralized Mortgage Obligation GNMA_21-161 N/A 38383A3M4 2051-09-20 3 N/A 127866666.00 15163366.77 Agency Collateralized Mortgage Obligation GNMA_21-177M N/A 38383CJB7 2051-10-20 3.5 N/A 64957500.00 5012512.32 Agency Collateralized Mortgage Obligation GNMA_21-1B N/A 38382MJ83 2051-01-20 2.5 N/A 161401848.00 14060502.58 Agency Collateralized Mortgage Obligation GNMA_21-73B N/A 38382RP36 2051-04-20 3 N/A 122499999.00 8906652.79 Agency Collateralized Mortgage Obligation GNMA_21-96H N/A 38382UF55 2051-06-20 1 N/A 6405000.00 2557947.87 Agency Collateralized Mortgage Obligation GNMA_22-140B N/A 38383M4R6 2050-06-20 4 N/A 46845778.00 6635084.77 Agency Collateralized Mortgage Obligation GNMA_22-9G N/A 38383FQ30 2052-01-20 3.5 N/A 227000000.00 14628831.29 Agency Collateralized Mortgage Obligation GNMA_23-146G N/A 38384DAY3 2053-10-20 2.43235 N/A 138461541.00 6438573.41 Agency Collateralized Mortgage Obligation GNMA_23-149E N/A 38384DGH4 2053-10-20 2.48235 N/A 250000000.00 10991154.48 Agency Collateralized Mortgage Obligation GNMA_23-23A N/A 38383V7Y8 2053-02-20 2.33235 N/A 200000000.00 6522861.15 Agency Collateralized Mortgage Obligation GNMA_23-60D N/A 38383XPD0 2053-04-20 1.68235 N/A 200000000.00 5501033.34 Agency Collateralized Mortgage Obligation GNMA_24-109A N/A 38384QM21 2054-07-20 2.53235 N/A 150000000.00 6400834.66 Agency Collateralized Mortgage Obligation GNMA_24-113C N/A 38384QQW1 2054-07-20 7 N/A 43659442.00 9420202.29 Agency Collateralized Mortgage Obligation GNMA_24-117E N/A 38384Q3B2 2054-07-20 1.33235 N/A 300000000.00 6250350.46 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4M7 2047-05-20 2.20162 N/A 151753785.00 14593574.38 Agency Collateralized Mortgage Obligation GNMA_24-142A N/A 38384XAE3 2054-09-20 1.97235 N/A 100000000.00 5064888.95 Agency Collateralized Mortgage Obligation GNMA_24-144K N/A 38384WUL7 2054-09-20 2.78235 N/A 66820527.00 7003734.48 Agency Collateralized 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Agency Collateralized Mortgage Obligation FERM 4995BI 06/25/50 N/A 3137FUW83 2050-06-25 4.5 N/A 53714422.00 3408247.59 Agency Collateralized Mortgage Obligation FERM 4996BI 06/25/50 N/A 3137FUSU9 2050-06-25 2.5 N/A 13500000.00 1154452.21 Agency Collateralized Mortgage Obligation FERM 5000IA 05/25/48 N/A 3137FVFL1 2048-05-25 5 N/A 19466144.00 792860.38 Agency Collateralized Mortgage Obligation FERM 5003KI 08/25/50 N/A 3137FVJQ6 2050-08-25 2.5 N/A 17226325.00 1289553.00 Agency Collateralized Mortgage Obligation FERM 5009NI 07/25/50 N/A 3137FWEG1 2050-07-25 3.5 N/A 19357142.00 2418103.28 Agency Collateralized Mortgage Obligation FERM 5021PI 03/25/50 N/A 3137FWMP2 2050-03-25 2 N/A 23155000.00 1670023.88 Agency Collateralized Mortgage Obligation FERM 5037DI 11/25/50 N/A 3137F6KY2 2050-11-25 2 N/A 8750000.00 657176.83 Agency Collateralized Mortgage Obligation FERM 5038IU 11/25/50 N/A 3137FXN53 2050-11-25 2.5 N/A 12500000.00 865702.78 Agency Collateralized Mortgage Obligation FERM 5039JI 11/25/50 N/A 3137F63T2 2050-11-25 2 N/A 27125000.00 2101958.43 Agency Collateralized Mortgage Obligation FERM 5050IP 10/25/50 N/A 3137F7Q40 2050-10-25 3 N/A 1816856.00 173361.88 Agency Collateralized Mortgage Obligation FERM 5050PI 10/25/50 N/A 3137F7RY3 2050-10-25 3 N/A 5368180.00 447241.18 Agency Collateralized Mortgage Obligation FERM 5053GI 12/25/50 N/A 3137F7CA1 2050-12-25 2.5 N/A 12500000.00 1112467.25 Agency Collateralized Mortgage Obligation FERM 5053IL 12/25/50 N/A 3137F7CD5 2050-12-25 3 N/A 11644739.00 1317583.79 Agency Collateralized Mortgage Obligation FERM 5054AI 12/25/35 N/A 3137F74V4 2035-12-25 1.5 N/A 33333333.00 677832.39 Agency Collateralized Mortgage Obligation FERM 5056PI 12/25/50 N/A 3137F74L6 2050-12-25 2.5 N/A 22198242.00 1895394.10 Agency Collateralized Mortgage Obligation FERM 5058IJ 04/25/50 N/A 3137F8D34 2050-04-25 2 N/A 15140396.00 909765.74 Agency Collateralized Mortgage Obligation FERM 5060IP 11/25/50 N/A 3137F87A5 2050-11-25 3 N/A 12302666.00 1323352.18 Agency Collateralized Mortgage Obligation FERM 5060PI 12/25/50 N/A 3137F8A29 2050-12-25 3 N/A 37732666.00 4552474.32 Agency Collateralized Mortgage Obligation FERM 5065IG 01/25/51 N/A 3137F8RG0 2051-01-25 3 N/A 21222181.00 2243988.55 Agency Collateralized Mortgage Obligation FERM 5068GI 11/25/50 N/A 3137F8PA5 2050-11-25 3 N/A 21700000.00 1542076.06 Agency Collateralized Mortgage Obligation FERM 5069IP 02/25/51 N/A 3137F95J6 2051-02-25 3 N/A 8159241.00 980971.85 Agency Collateralized Mortgage Obligation FERM 5069PI 02/25/51 N/A 3137F9CZ2 2051-02-25 3 N/A 22000000.00 2536505.63 Agency Collateralized Mortgage Obligation FERM 5070IE 09/25/50 N/A 3137F9XF3 2050-09-25 3 N/A 25000000.00 2846453.17 Agency Collateralized Mortgage Obligation FERM 5070MI 02/25/51 N/A 3137FFBT3 2051-02-25 3.5 N/A 55000000.00 3968599.30 Agency Collateralized Mortgage Obligation FERM 5071IO 02/25/51 N/A 3137F9R60 2051-02-25 2.5 N/A 12076634.00 890689.71 Agency Collateralized Mortgage Obligation FERM 5072YI 01/25/51 N/A 3137F9B75 2051-01-25 3 N/A 35859000.00 3523452.77 Agency Collateralized Mortgage Obligation FERM 5076IL 02/25/51 N/A 3137F9M57 2051-02-25 3 N/A 19310978.00 1863718.13 Agency Collateralized Mortgage Obligation FERM 5080IG 11/25/48 N/A 3137FXUX4 2048-11-25 4 N/A 21300000.00 2627000.14 Agency Collateralized Mortgage Obligation FERM 5080IP 01/25/50 N/A 3137FXV54 2050-01-25 3 N/A 15244249.00 1128786.05 Agency Collateralized Mortgage Obligation FERM 5080IQ 04/25/50 N/A 3137FXV62 2050-04-25 3.5 N/A 5000000.00 562851.62 Agency Collateralized Mortgage Obligation FERM 5083JI 03/25/51 N/A 3137FFQM2 2051-03-25 2 N/A 31718171.00 2425274.95 Agency Collateralized Mortgage Obligation FERM 5084NI 10/25/44 N/A 3137FFL96 2044-10-25 4 N/A 39870250.00 3551099.65 Agency Collateralized Mortgage Obligation FERM 5087IL 03/25/51 N/A 3137FFMC8 2051-03-25 3 N/A 35000000.00 2892791.08 Agency Collateralized Mortgage Obligation FERM 5087IP 03/25/51 N/A 3137FFME4 2051-03-25 3 N/A 14000000.00 1497099.33 Agency Collateralized Mortgage Obligation FERM 5093EI 05/25/50 N/A 3137FYHH2 2050-05-25 4 N/A 57947062.00 4441759.92 Agency Collateralized Mortgage Obligation FERM 5093PI 01/25/51 N/A 3137FYKD7 2051-01-25 3 N/A 21000000.00 2328079.19 Agency Collateralized Mortgage Obligation FERM 5095BI 04/25/41 N/A 3137FYR32 2041-04-25 3.5 N/A 38764420.00 1844591.34 Agency Collateralized Mortgage Obligation FERM 5103BI 05/25/51 N/A 3137H0BF4 2051-05-25 4 N/A 18000000.00 2200631.60 Agency Collateralized Mortgage Obligation FERM 5104GI 06/25/49 N/A 3137H0GB8 2049-06-25 3.5 N/A 12500000.00 1067419.93 Agency Collateralized Mortgage Obligation FERM 5115HI 06/25/49 N/A 3137H0WV6 2049-06-25 3.5 N/A 41935638.00 3616472.26 Agency Collateralized Mortgage Obligation FERM 5115IK 12/25/50 N/A 3137H0X45 2050-12-25 4.5 N/A 8869000.00 1153082.69 Agency Collateralized Mortgage Obligation FERM 5115IM 06/25/51 N/A 3137H0ZX9 2051-06-25 4 N/A 14000000.00 1211871.41 Agency Collateralized Mortgage Obligation FERM 5121KI 09/25/48 N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 426436.43 Agency Collateralized Mortgage Obligation FERM 5128IE 07/25/51 N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1420367.35 Agency Collateralized Mortgage Obligation FERM 5138JI 03/25/50 N/A 3137H2JM7 2050-03-25 3.5 N/A 18863683.00 1595506.16 Agency Collateralized Mortgage Obligation FERM 5140JI 12/25/50 N/A 3137H24K7 2050-12-25 4.5 N/A 26016935.00 3180146.67 Agency Collateralized Mortgage Obligation FERM 5144GI 09/25/51 N/A 3137H26C3 2051-09-25 3 N/A 11250000.00 1071869.25 Agency Collateralized Mortgage Obligation FERM 5179HI 12/25/51 N/A 3137H5DD6 2051-12-25 3 N/A 29457333.00 1832943.08 Agency Collateralized Mortgage Obligation FERM 5183IC 01/25/52 N/A 3137H4ZH6 2052-01-25 3 N/A 8075000.00 967199.06 Agency Collateralized Mortgage Obligation FERM 5326UO 10/25/50 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 938642.06 Agency Collateralized Mortgage Obligation FERM 5402IO 06/25/51 N/A 3137HC3C4 2051-06-25 4 N/A 16086759.00 2820456.46 Agency Collateralized Mortgage Obligation FERM 5414CI 05/25/54 N/A 3137HCR20 2054-05-25 6.5 N/A 39919303.00 3926943.47 Agency Collateralized Mortgage Obligation FERM 5507EI 11/25/35 N/A 3137HJPB7 2035-11-25 6 N/A 5240167.00 643108.92 Agency Collateralized Mortgage Obligation FERM 5606PO 12/25/55 N/A 3137HPC35 2055-12-25 0 N/A 1678497.00 1331294.55 Agency Collateralized Mortgage Obligation FGRA 3152SY 03/15/36 N/A 31396R3C9 2036-03-15 2.38167 N/A 117787959.00 366697.48 Agency Collateralized Mortgage Obligation FGRA 3471SG 08/15/35 N/A 31397WVW2 2035-08-15 1.95167 N/A 200000000.00 188580.27 Agency Collateralized Mortgage Obligation FGRA 3762SE 11/15/40 N/A 3137A3QW2 2040-11-15 2.50167 N/A 21863608.00 267026.41 Agency Collateralized Mortgage Obligation FGRA 3780SM 12/15/40 N/A 3137A4T98 2040-12-15 2.40167 N/A 46000000.00 260485.56 Agency Collateralized Mortgage Obligation FGRA 3801SA 02/15/31 N/A 3137A6KN1 2031-02-15 0.842338 N/A 6000000.00 1116125.62 Agency Collateralized Mortgage Obligation FGRA 3838PS 04/15/41 N/A 3137AA3G6 2041-04-15 2.45167 N/A 21899370.00 306580.04 Agency Collateralized Mortgage Obligation FGRA 3842PS 04/15/41 N/A 3137A9QW9 2041-04-15 2.50167 N/A 74504333.00 162539.96 Agency Collateralized Mortgage Obligation FGRA 3864NS 03/15/39 N/A 3137ABE23 2039-03-15 1.90167 N/A 135757553.00 256512.18 Agency Collateralized Mortgage Obligation FGRA 4016SC 03/15/42 N/A 3137ANAR6 2042-03-15 2.40167 N/A 120553652.00 748682.13 Agency Collateralized Mortgage Obligation FGRA 4030DS 04/15/42 N/A 3137APKN9 2042-04-15 2.35167 N/A 62000000.00 258531.80 Agency Collateralized Mortgage Obligation FGRA 4057LS 06/15/42 N/A 3137ARJP2 2042-06-15 2.45167 N/A 88571428.00 821396.27 Agency Collateralized Mortgage Obligation FGRA 4064SA 06/15/42 N/A 3137AQYT9 2042-06-15 1.90167 N/A 133333333.00 1316273.70 Agency Collateralized Mortgage Obligation FGRA 4076SG 07/15/42 N/A 3137ASG40 2042-07-15 2.60167 N/A 23218083.00 171334.45 Agency Collateralized Mortgage Obligation FGRA 4077HS 07/15/42 N/A 3137ASB37 2042-07-15 2.00167 N/A 110603899.00 513208.76 Agency Collateralized Mortgage Obligation FGRA 4094SK 08/15/42 N/A 3137ASVS0 2042-08-15 1.95167 N/A 15661571.00 327082.22 Agency Collateralized Mortgage Obligation FGRA 4240SA 08/15/43 N/A 3137B3VY1 2043-08-15 1.90167 N/A 300300000.00 4608831.41 Agency Collateralized Mortgage Obligation FGRA 4281CS 12/15/43 N/A 3137B6N23 2043-12-15 1.90167 N/A 14600000.00 91395.05 Agency Collateralized Mortgage Obligation FGRA 4425SA 01/15/45 N/A 3137BG4U0 2045-01-15 1.95167 N/A 52600000.00 978718.88 Agency Collateralized Mortgage Obligation FGRA 4427SA 01/15/45 N/A 3137BGBD0 2045-01-15 1.50167 N/A 82000000.00 675317.09 Agency Collateralized Mortgage Obligation FGRA 4473AS 05/15/45 N/A 3137BJAS2 2045-05-15 1.50167 N/A 36726000.00 326026.99 Agency Collateralized Mortgage Obligation FGRA 4631SA 11/15/46 N/A 3137BT2F7 2046-11-15 1.90167 N/A 107147046.00 4015496.13 Agency Collateralized Mortgage Obligation FGRA 4701SB 07/15/47 N/A 3137F1N46 2047-07-15 0 N/A 100864805.00 689540.14 Agency Collateralized Mortgage Obligation FGRA 4753HS 02/15/48 N/A 3137FDWB4 2048-02-15 2.10167 N/A 20000000.00 559184.93 Agency Collateralized Mortgage Obligation FGRA 4754QS 02/15/48 N/A 3137FDU42 2048-02-15 2.05167 N/A 11000000.00 297317.81 Agency Collateralized Mortgage Obligation FGRA 4818SC 04/15/48 N/A 3137FGXY6 2048-04-15 2.10167 N/A 16498631.00 287151.20 Agency Collateralized Mortgage Obligation FGRA 4820ES 03/15/48 N/A 3137FHHV8 2048-03-15 2.10167 N/A 25941382.00 413984.99 Agency Collateralized Mortgage Obligation FGRA 4853SA 02/15/49 N/A 3137FKT48 2049-02-15 2.50167 N/A 37968899.00 1062392.36 Agency Collateralized Mortgage Obligation FGRA 4898SA 07/15/49 N/A 3137FMPL0 2049-07-15 2.00167 N/A 56459014.00 1251198.28 Agency Collateralized Mortgage Obligation FGRA 4999DS 03/15/43 N/A 3137FV3C4 2043-03-15 2.10167 N/A 18925757.00 711622.26 Agency Collateralized Mortgage Obligation FGRA 5051SX 11/15/48 N/A 3137F83L5 2048-11-15 0.26615 N/A 174000000.00 2506141.16 Agency Collateralized Mortgage Obligation FGRA 5114SI 06/15/47 N/A 3137H0QK7 2047-06-15 1.90167 N/A 62164503.00 3477018.30 Agency Collateralized Mortgage Obligation FGRA 5617TI 07/15/49 N/A 3137HPNT6 2049-07-15 5.00001 N/A 718445.00 128932.30 Agency Collateralized Mortgage Obligation FGRM 2635IE 06/15/33 N/A 31393VLS8 2033-06-15 5.5 N/A 163636363.00 107425.80 Agency Collateralized Mortgage Obligation FGRM 4194GI 04/15/43 N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1087686.73 Agency Collateralized Mortgage Obligation FGRM 4274KI 02/15/36 N/A 3137B5UW1 2036-02-15 5 N/A 10368000.00 2981.75 Agency Collateralized Mortgage Obligation FGRM 4385IA 09/15/44 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 826246.73 Agency Collateralized Mortgage Obligation FGRM 4491IP 03/15/40 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 86986.86 Agency Collateralized Mortgage Obligation FGRM 4585DI 06/15/45 N/A 3137BPFR5 2045-06-15 4 N/A 7651750.00 219225.34 Agency Collateralized Mortgage Obligation FGRM 4601IC 12/15/45 N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 199603.23 Agency Collateralized Mortgage Obligation FGRM 4617IP 05/15/46 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 329674.76 Agency Collateralized Mortgage Obligation FGRM 4621QI 10/15/46 N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 680399.65 Agency Collateralized Mortgage Obligation FGRM 4678IP 01/15/46 N/A 3137BWX58 2046-01-15 4 N/A 15842693.00 197535.12 Agency Collateralized Mortgage Obligation FGRM 4698IO 07/15/47 N/A 3137F1XP8 2047-07-15 6 N/A 6841485.00 189889.54 Agency Collateralized Mortgage Obligation FGRM 4734IO 12/15/47 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 92906.19 Agency Collateralized Mortgage Obligation FGRM 4877BI 04/15/49 N/A 3137FLXC3 2049-04-15 4 N/A 5931012.00 134723.39 Agency Collateralized Mortgage Obligation FGRM 5305IO 07/15/49 N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 3944269.18 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIES K-102 X3 20461225 FLT N/A 3137FQKF9 2046-12-25 1.891386 N/A 11000000.00 722668.70 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-062 X3 20450125 FLT N/A 3137BUX94 2045-01-25 2.07986 N/A 7831000.00 174459.03 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-067 A-1 20270325 2.89500 N/A 3137FAWR5 2027-03-25 2.895 N/A 575000.00 120406.37 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-071 X3 20451125 FLT N/A 3137FCLG7 2045-11-25 2.009842 N/A 99774000.00 3697311.95 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-083 X3 20461125 FLT N/A 3137FJXY0 2046-11-25 2.293275 N/A 28128058.00 1748301.22 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-084 X3 20461125 FLT N/A 3137FJZC6 2046-11-25 2.242697 N/A 30930260.00 1825408.49 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-086 X3 20461125 FLT N/A 3137FKSL1 2046-11-25 2.301291 N/A 31623689.00 1985295.44 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-098 A-1 20290425 2.04600 N/A 3137FPHJ7 2029-04-25 2.046 N/A 500000.00 301621.50 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-104 X3 20470225 FLT N/A 3137FREL1 2047-02-25 1.893262 N/A 7599992.00 535196.89 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-117 X3 20481025 FLT N/A 3137FX3U0 2048-10-25 2.867542 N/A 33917073.00 3914390.36 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-120 X3 20481125 FLT N/A 3137F72S3 2048-11-25 2.740463 N/A 6714000.00 759344.80 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-123 X3 20490225 FLT N/A 3137F8ZY2 2049-02-25 2.626066 N/A 655000.00 73000.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-124 X3 20490225 FLT N/A 3137F9Z20 2049-02-25 2.619175 N/A 786000.00 88554.41 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-138 X3 20500125 FLT N/A 3137H5XX0 2050-01-25 2.979651 N/A 5775000.00 855168.02 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-146 X3 20490625 FLT N/A 3137H7ZE6 2049-06-25 3.564525 N/A 6549068.00 1246827.53 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1509 A-3 20331125 FLT N/A 3137FKKP0 2033-11-25 3.95 N/A 100000.00 97876.07 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1513 A-3 20340825 2.79700 N/A 3137FPJ97 2034-08-25 2.797 N/A 27000.00 23997.92 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-153 A-1 20311125 4.10300 N/A 3137H9PA1 2031-11-25 4.103 N/A 400000.00 398896.39 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-163 X3 20570225 FLT N/A 3137HCXN7 2057-02-25 5.687166 N/A 12979557.00 4662325.73 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-165 X3 20561025 FLT N/A 3137HHJ36 2056-10-25 5.493365 N/A 10636777.00 3876050.09 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-170 X3 20580225 FLT N/A 3137HLJ86 2058-02-25 5.588978 N/A 3531092.00 1353328.02 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-737 X3 20480125 FLT N/A 3137FQXM0 2048-01-25 1.782624 N/A 5198000.00 88145.19 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-740 X3 20471125 FLT N/A 3137F72E4 2047-11-25 2.481457 N/A 4899000.00 203528.37 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-758 A-M 20311025 FLT N/A 3137HHJG7 2031-10-25 4.68 N/A 5000000.00 5137240.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G03 X3 20330725 FLT N/A 3137FVEF5 2033-07-25 2.965207 N/A 21909170.00 2385602.02 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-J49 A-2 20340625 FLT N/A 3137HBPG3 2034-06-25 4.85 N/A 500000.00 512917.33 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-J50 A-2 20341025 FLT N/A 3137HDV31 2034-10-25 4.228 N/A 250000.00 250186.83 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-S15 A 20330825 5.26400 N/A 3137HASD9 2033-08-25 5.264 N/A 500000.00 525322.33 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-SG1 X3 20300925 FLT N/A 3137FXLZ9 2030-09-25 2.932682 N/A 23715480.00 2678091.97 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-W02 X3 20300125 FLT N/A 3137BWFY5 2030-01-25 2.814863 N/A 2268000.00 66272.59 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-014 X 20551025 FLT N/A 3137F72J3 2055-10-25 2.770276 N/A 7432000.00 949022.02 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 X3 20451225 FLT N/A 3137FKJF4 2045-12-25 2.314096 N/A 28530506.00 1755864.71 Agency Collateralized Mortgage Obligation FNRA CL001MS R18F001 N/A 3136B0XB7 2048-02-25 2.16133 N/A 50000000.00 733666.08 Agency Collateralized Mortgage Obligation FNRA CL002S R20F002 N/A 3136B8JL4 2059-07-25 2.06133 N/A 15000000.00 616296.26 Agency Collateralized Mortgage Obligation FNRA CL005SD R25F005 N/A 3136BUJ84 2055-02-25 1.27581 N/A 80550000.00 3867612.87 Agency Collateralized Mortgage Obligation FNRA CL006TC R25F006 N/A 3136BUUC2 2055-02-25 0.15 N/A 70000000.00 88772.45 Agency Collateralized Mortgage Obligation FNRA CL006TD R25F006 N/A 3136BUUD0 2055-02-25 0.25 N/A 70000000.00 228365.50 Agency Collateralized Mortgage Obligation FNRA CL007SB R24F007 N/A 3136BQY78 2053-09-25 1.92581 N/A 79000000.00 2693221.99 Agency Collateralized Mortgage Obligation FNRA CL007WS R25F007 N/A 3136BUVV9 2054-09-25 1.22581 N/A 101000000.00 2097911.70 Agency Collateralized Mortgage Obligation FNRA CL008SB R25F008 N/A 3136BURC6 2055-02-25 1.22581 N/A 77000000.00 1662027.60 Agency Collateralized Mortgage Obligation FNRA CL009SD R24F009 N/A 3136BRHA8 2050-03-25 2.01133 N/A 27901889.00 2549391.04 Agency Collateralized Mortgage Obligation FNRA CL012SA R25F012 N/A 3136BVFE3 2055-03-25 1.22581 N/A 23953010.00 1134117.48 Agency Collateralized Mortgage Obligation FNRA CL014KS R25F014 N/A 3136BVFS2 2055-03-25 2.02581 N/A 17363731.00 976626.20 Agency Collateralized Mortgage Obligation FNRA CL015S R12F015 N/A 3136A4JZ3 2042-03-25 1.96133 N/A 85000000.00 740676.52 Agency Collateralized Mortgage Obligation FNRA CL015SA R19F015 N/A 3136B36U9 2049-04-25 2.01133 N/A 22000000.00 657733.28 Agency Collateralized Mortgage Obligation FNRA CL015SB R24F015 N/A 3136BRMF1 2054-04-25 1.82581 N/A 60000000.00 1819683.25 Agency Collateralized Mortgage Obligation FNRA CL018SG R25F018 N/A 3136BVAK4 2055-03-25 1.97581 N/A 37982080.00 2248497.75 Agency Collateralized Mortgage Obligation FNRA CL020SL R12F020 N/A 3136A4GQ6 2042-03-25 2.46133 N/A 91164018.00 652490.43 Agency Collateralized Mortgage Obligation FNRA CL020SY R13F020 N/A 3136ACWA5 2043-03-25 2.11133 N/A 13066000.00 223484.24 Agency Collateralized Mortgage Obligation FNRA CL025SA R19F025 N/A 3136B4ZB7 2049-06-25 2.06133 N/A 118240000.00 3959536.25 Agency Collateralized Mortgage Obligation FNRA CL026KL R16F026 N/A 3136AR4L9 2042-11-25 0.050985 N/A 4820101.00 1449495.90 Agency Collateralized Mortgage Obligation FNRA CL026KS R24F026 N/A 3136BRWN3 2054-05-25 2.57581 N/A 109913370.00 2488024.05 Agency Collateralized Mortgage Obligation FNRA CL026SA R20F026 N/A 3136B9YP6 2050-05-25 1.96133 N/A 11870512.00 540980.62 Agency Collateralized Mortgage Obligation FNRA CL026SK R25F026 N/A 3136BVRD2 2054-06-25 1.42581 N/A 75000000.00 2282901.51 Agency Collateralized Mortgage Obligation FNRA CL027SD R15F027 N/A 3136ANWP8 2045-05-25 1.61133 N/A 85000000.00 1178303.44 Agency Collateralized Mortgage Obligation FNRA CL027SD R20F027 N/A 3136B87M5 2050-05-25 2.06133 N/A 22318291.00 1376725.19 Agency Collateralized Mortgage Obligation FNRA CL027SH R25F027 N/A 3136BVKW7 2049-03-25 1.96133 N/A 50544901.00 4373385.56 Agency Collateralized Mortgage Obligation FNRA CL027SJ R22F027 N/A 3136BM5F1 2052-06-25 2.22581 N/A 50000000.00 3223753.96 Agency Collateralized Mortgage Obligation FNRA CL027TG R25F027 N/A 3136BVKV9 2049-08-25 4.499991 N/A 535378.00 111757.46 Agency Collateralized Mortgage Obligation FNRA CL028HS R21F028 N/A 3136BHGN3 2051-05-25 0 N/A 25000000.00 614085.05 Agency Collateralized Mortgage Obligation FNRA CL029MI R25F029 N/A 3136BV2F4 2055-05-25 0.3 N/A 50000000.00 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Collateralized Mortgage Obligation FNRA CL038SP R18F038 N/A 3136B1R63 2048-06-25 2.21133 N/A 80378666.00 1471716.92 Agency Collateralized Mortgage Obligation FNRA CL038TW R20F038 N/A 3136BADA9 2050-06-25 1.05 N/A 40019492.00 1066121.80 Agency Collateralized Mortgage Obligation FNRA CL041SA R20F041 N/A 3136B9Z91 2050-06-25 2.11133 N/A 14861349.00 722343.26 Agency Collateralized Mortgage Obligation FNRA CL043SC R19F043 N/A 3136B5ZT5 2049-08-25 2.11133 N/A 44514530.00 1443257.39 Agency Collateralized Mortgage Obligation FNRA CL044AS R25F044 N/A 3136BWDL7 2055-06-25 0.12581 N/A 50000000.00 649513.45 Agency Collateralized Mortgage Obligation FNRA CL044SA R13F044 N/A 3136ADA90 2043-05-25 2.76133 N/A 69433333.00 928117.85 Agency Collateralized Mortgage Obligation FNRA CL045AS R16F045 N/A 3136ASXT8 2046-07-25 2.01133 N/A 20000000.00 610903.89 Agency Collateralized Mortgage Obligation FNRA CL045BS R19F045 N/A 3136B5PY5 2049-08-25 2.06133 N/A 15504710.00 451049.40 Agency Collateralized Mortgage 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Collateralized Mortgage Obligation FNRM CL052GI R20F052 N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1133608.41 Agency Collateralized Mortgage Obligation FNRM CL052IP R19F052 N/A 3136B53Z6 2049-09-25 4 N/A 10910000.00 174477.32 Agency Collateralized Mortgage Obligation FNRM CL056HI R21F056 N/A 3136BGM32 2051-09-25 2.5 N/A 35552900.00 1879241.76 Agency Collateralized Mortgage Obligation FNRM CL056QI R21F056 N/A 3136BGJ36 2051-09-25 4.5 N/A 8353000.00 1185006.12 Agency Collateralized Mortgage Obligation FNRM CL060BI R20F060 N/A 3136BBVB5 2050-09-25 3.5 N/A 23000000.00 1690076.03 Agency Collateralized Mortgage Obligation FNRM CL060LI R16F060 N/A 3136ATMS0 2046-09-25 3 N/A 8825000.00 193089.77 Agency Collateralized Mortgage Obligation FNRM CL060VZ R12F060 N/A 3136A6MC5 2042-01-25 4 N/A 3220016.00 2769092.10 Agency Collateralized Mortgage Obligation FNRM CL062KI R22F062 N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1631766.66 Agency Collateralized Mortgage Obligation FNRM CL068CI R20F068 N/A 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Collateralized Mortgage Obligation FNRM RC015JI R21F015 N/A 3136BFWT6 2051-04-25 4.5 N/A 2794000.00 350559.12 Agency Collateralized Mortgage Obligation FNRM RC025HI R21F025 N/A 3136BHDU0 2050-07-25 3.5 N/A 26764306.00 2105241.02 Agency Collateralized Mortgage Obligation FNRM RC036NI R20F036 N/A 3136B95E3 2050-06-25 3.5 N/A 26646000.00 3067839.06 Agency Collateralized Mortgage Obligation FNRM RC040IO R20F040 N/A 3136B9P50 2050-06-25 3 N/A 17400000.00 1717861.54 Agency Collateralized Mortgage Obligation FNRM RC056GI R21F056 N/A 3136BGP47 2051-07-25 3 N/A 19999999.00 2010637.82 Agency Collateralized Mortgage Obligation FNRM RC056IB R20F056 N/A 3136BBMH2 2050-08-25 3.5 N/A 17423714.00 803001.56 Agency Collateralized Mortgage Obligation FNRM RC056IB R21F056 N/A 3136BGV99 2051-09-25 2.5 N/A 12171500.00 525930.08 Agency Collateralized Mortgage Obligation FNRM RC066IO R17F066 N/A 3136AYCL5 2047-09-25 4.5 N/A 68383547.00 1955470.67 Agency Collateralized Mortgage Obligation FNRM RC068IE R17F068 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 1146838.98 Agency Collateralized Mortgage Obligation FNRM RC071IT R20F071 N/A 3136BCDU1 2050-10-25 3 N/A 20532238.00 1560159.05 Agency Collateralized Mortgage Obligation FNRM RC078BI R25F078 N/A 3136BXAN4 2052-05-25 5.5 N/A 10201470.00 864127.57 Agency Collateralized Mortgage Obligation FNRM RC080IP R20F080 N/A 3136BCYT1 2049-04-25 2.5 N/A 35433500.00 3200385.59 Agency Collateralized Mortgage Obligation FNRM RC087VI R24F087 N/A 3136BTF32 2035-06-25 6 N/A 5461958.00 705416.79 Agency Collateralized Mortgage Obligation FNRM RC092MI R20F092 N/A 3136BCK33 2050-02-25 2.5 N/A 35344200.00 2948865.73 Agency Collateralized Mortgage Obligation FNRM RC096IB R20F096 N/A 3136BDWU8 2051-01-25 3 N/A 10000000.00 966828.89 Agency Collateralized Mortgage Obligation FNRM RC099QI R20F099 N/A 3136BDHS0 2051-01-25 3 N/A 16179000.00 1820015.13 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TR 2022-K747 X2-A 20541225 0.10000 N/A 35562DAN7 2054-12-25 0.1 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9925955.46 Agency Collateralized Mortgage Obligation FHLMC_5564C N/A 3137HME63 2055-08-25 1.22581 N/A 169759558.00 6101718.08 Agency Collateralized Mortgage Obligation FHLMC_5565A N/A 3137HMGR5 2055-08-25 3.17581 N/A 67897666.00 5961223.57 Agency Collateralized Mortgage Obligation FHLMC_5566E N/A 3137HMJU5 2055-08-25 1.22581 N/A 169374207.00 6256053.65 Agency Collateralized Mortgage Obligation FHLMC_5573C N/A 3137HMSL5 2055-09-25 0.37581 N/A 190127262.00 3113768.31 Agency Collateralized Mortgage Obligation FHLMC_5580D N/A 3137HMY87 2055-09-25 1.32581 N/A 155353080.00 6083972.90 Agency Collateralized Mortgage Obligation FHLMC_5581A N/A 3137HMT34 2054-05-25 1.92581 N/A 61422874.00 2497912.37 Agency Collateralized Mortgage Obligation FHLMC_5582D N/A 3137HNA40 2055-10-25 3.27581 N/A 27383071.00 3322147.37 Agency Collateralized Mortgage Obligation FHLMC_5583D N/A 3137HNGY8 2055-02-25 1.17581 N/A 89668390.00 2484637.17 Agency Collateralized Mortgage Obligation FHLMC_5600A N/A 3137HNVW5 2055-11-25 0.82581 N/A 149250000.00 4527846.23 Agency Collateralized Mortgage Obligation FHLMC_5622A N/A 3137HPFE8 2056-01-25 0.98235 N/A 50158633.00 3017479.41 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WY0 2053-10-25 2.22581 N/A 80000000.00 2941616.35 Agency Collateralized Mortgage Obligation FHSTR_413 N/A 3142G9J68 2054-05-25 1.97581 N/A 250000000.00 6025677.39 Agency Collateralized Mortgage Obligation FHSTR_413 N/A 3142G9LE8 2054-05-25 3.17581 N/A 50000000.00 1820972.09 Agency Collateralized Mortgage Obligation GNMA_24-47D N/A 38381LAV4 2064-06-16 0.75 N/A 700790581.00 34710075.36 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KF98 2074-08-20 0.50989 N/A 252746636.00 18211620.83 Agency Collateralized Mortgage Obligation GNMA_25-191 N/A 38381SDP9 2068-07-16 0.77266 N/A 303662334.00 22511692.21 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 Y CITIGROUP GLOBAL MARKETS INC 1.0000 2 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0372 500000000.00 500000000.00 0.0024 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.82000000 N/A MBNUM2BPBDO7JBLYG310 BYDWSJLZ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625 N/A 2050500.00 2040058.68 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0382 2000000.00 2000000.00 0.0000 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.83000000 N/A MBNUM2BPBDO7JBLYG310 BYDWSJM13 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNHA RM DM3166 H N/A 3618LSQT1 2075-11-20 5.305 N/A 21177381.00 22792788.09 Agency Debentures and Agency Strips GNHA RM DN3386 H N/A 3618M5XP0 2075-10-20 5.331 N/A 26385629.00 28617063.85 Agency Debentures and Agency Strips GNHA RM DN3388 H N/A 3618M5XR6 2075-10-20 5.66 N/A 20267555.00 22073943.28 Agency Debentures and Agency Strips GNHA RM DN3389 H N/A 3618M5XS4 2075-11-20 5.353 N/A 21928754.00 23700593.66 Agency Debentures and Agency Strips GNHA RM DO4227 H N/A 3618V0VU2 2075-11-20 5.488 N/A 16232100.00 17379195.45 Agency Debentures and Agency Strips GNPL PN 514571 N/A 36211JT49 2033-03-15 8.375 N/A 388900.00 188472.67 Agency Mortgage-Backed Securities GNPL PN 579853 N/A 36201DE24 2044-02-15 5.75 N/A 3220100.00 2387795.83 Agency Mortgage-Backed Securities GNPL PN 589187 N/A 36201PRG2 2044-06-15 5.4 N/A 1038199.00 168651.85 Agency Mortgage-Backed Securities GNPL PN 589277 N/A 36201PUA1 2033-05-15 5.72 N/A 1633700.00 703240.77 Agency Mortgage-Backed Securities GNPL PN 589280 N/A 36201PUD5 2033-05-15 6 N/A 1067500.00 469110.44 Agency Mortgage-Backed Securities GNPL PN 595357 N/A 36200AME6 2032-11-15 7.2 N/A 665000.00 302249.12 Agency Mortgage-Backed Securities GNPL PN 602341 N/A 36200JEN6 2033-06-15 5.75 N/A 1026600.00 454906.00 Agency Mortgage-Backed Securities GNPL PN 602345 N/A 36200JES5 2033-06-15 5.5 N/A 741000.00 322394.85 Agency Mortgage-Backed Securities GNPL PN 602358 N/A 36200JE71 2033-06-15 5.45 N/A 604192.00 262694.50 Agency Mortgage-Backed Securities GNPL PN 610010 N/A 36202UVB6 2038-07-15 4.68 N/A 1562700.00 874660.21 Agency Mortgage-Backed Securities GNPL PN 610017 N/A 36202UVJ9 2038-08-15 4.45 N/A 627500.00 356255.51 Agency Mortgage-Backed Securities GNPL PN 610059 N/A 36202UWU3 2038-11-15 5.35 N/A 334800.00 203936.02 Agency Mortgage-Backed Securities GNPL PN 610060 N/A 36202UWV1 2038-11-15 5.35 N/A 431900.00 263079.18 Agency Mortgage-Backed Securities GNPL PN 610147 N/A 36202UZL0 2030-12-15 5.6 N/A 650000.00 206568.81 Agency Mortgage-Backed Securities GNPL PN 610154 N/A 36202UZT3 2033-10-15 5.85 N/A 622000.00 282207.40 Agency Mortgage-Backed Securities GNPL PN 610155 N/A 36202UZU0 2029-08-15 5 N/A 513000.00 120757.23 Agency Mortgage-Backed Securities GNPL PN 610156 N/A 36202UZV8 2032-08-15 5 N/A 413000.00 156195.02 Agency Mortgage-Backed Securities GNPL PN 622027 N/A 36291AA41 2034-11-15 5.73 N/A 702800.00 349319.41 Agency Mortgage-Backed Securities GNPL PN 633127 N/A 36291NLG4 2030-02-15 5.35 N/A 920200.00 255761.93 Agency Mortgage-Backed Securities GNPL PN 638926 N/A 36291UYX7 2040-03-15 5.32 N/A 678700.00 435030.43 Agency Mortgage-Backed Securities GNPL PN BP3566 N/A 3617L96B6 2060-10-15 5.7 N/A 2364677.00 2484575.86 Agency Mortgage-Backed Securities GNPL PN BW3017 N/A 3617NUK62 2060-10-15 5.71 N/A 311734.00 327815.00 Agency Mortgage-Backed Securities GNPL PN CB5880 N/A 3617URQ99 2062-11-15 2.74 N/A 500000.00 424279.87 Agency Mortgage-Backed Securities GNPL PN CF1638 N/A 3617W2ZB7 2064-03-15 2.29 N/A 464564.00 380065.71 Agency Mortgage-Backed Securities GNPL PN CF6767 N/A 3617W8QU2 2064-04-15 2.65 N/A 500000.00 421992.45 Agency Mortgage-Backed Securities GNPL PN CF9488 N/A 3617WBRH3 2064-03-15 2.8 N/A 500000.00 405608.51 Agency Mortgage-Backed Securities GNPL PN CF9497 N/A 3617WBRS9 2064-02-15 2.4 N/A 500000.00 398382.00 Agency Mortgage-Backed Securities GNPL PN CH6570 N/A 3617WYJP4 2064-02-15 2.5 N/A 250000.00 208151.49 Agency Mortgage-Backed Securities GNPL PN CI1027 N/A 3617X5D80 2063-10-15 2.62 N/A 500000.00 420174.72 Agency Mortgage-Backed Securities GNPL PN CI3544 N/A 3617X75D4 2064-06-15 2.7 N/A 500000.00 423365.62 Agency Mortgage-Backed Securities GNPL PN CJ8145 N/A 3617XRBN1 2064-06-15 2.64 N/A 500000.00 421116.16 Agency Mortgage-Backed Securities GNPL PN CJ8161 N/A 3617XRB68 2063-11-15 3.69 N/A 4250000.00 3879800.81 Agency Mortgage-Backed Securities GNPL PN CJ8167 N/A 3617XRCC4 2063-12-15 2.7 N/A 100000.00 84644.06 Agency Mortgage-Backed Securities GNPL PN CJ8169 N/A 3617XRCE0 2063-11-15 2.92 N/A 100000.00 86027.90 Agency Mortgage-Backed Securities GNPL PN CJ8172 N/A 3617XRCH3 2064-04-15 2.7 N/A 100000.00 84707.35 Agency Mortgage-Backed Securities GNPL PN CL1969 N/A 3617Y9FJ5 2065-10-15 4.12 N/A 4231678.00 3866185.15 Agency Mortgage-Backed Securities GNPL PN CL5326 N/A 3617YC4K7 2064-06-15 2.9 N/A 500000.00 429453.27 Agency Mortgage-Backed Securities GNPL PN CL5328 N/A 3617YC4M3 2064-07-15 2.9 N/A 431600.00 370812.71 Agency Mortgage-Backed Securities GNPL PN CL6604 N/A 3617YEKR0 2064-01-15 2.74 N/A 500000.00 423563.61 Agency Mortgage-Backed Securities GNPL PN CM4400 N/A 3617YP3H6 2064-12-15 4.03 N/A 1500000.00 1399381.99 Agency Mortgage-Backed Securities GNPL PN CN2808 N/A 3617F2DM6 2065-05-15 2.25 N/A 5017500.00 4047167.42 Agency Mortgage-Backed Securities GNPL PN CN2886 N/A 3617F2F36 2060-09-15 5.75 N/A 4000000.00 4156995.25 Agency Mortgage-Backed Securities GNPL PN CN7015 N/A 3617F6YL6 2065-04-15 4.65 N/A 500000.00 485899.39 Agency Mortgage-Backed Securities GNPL PN CP3679 N/A 3617FTCQ9 2065-04-15 6.15 N/A 24577.00 26541.08 Agency Mortgage-Backed Securities GNPL PN CQ0056 N/A 3618A2BZ2 2060-03-15 5.7 N/A 28378.00 31088.70 Agency Mortgage-Backed Securities GNPL PN CQ9705 N/A 3618ACYA0 2065-05-15 5.79 N/A 500397.00 521654.10 Agency Mortgage-Backed Securities GNPL PN CS3817 N/A 3618AWG24 2057-06-15 6.65 N/A 716517.00 750543.38 Agency Mortgage-Backed Securities GNPL PN CW0789 N/A 3618F82W1 2060-10-15 5.22 N/A 500000.00 509007.91 Agency Mortgage-Backed Securities GNPL PN CW0791 N/A 3618F82Y7 2060-11-15 5.45 N/A 1000000.00 1036210.98 Agency Mortgage-Backed Securities GNPL PN DA8500 N/A 3618GYNR1 2060-03-15 5.72 N/A 26631.00 27869.62 Agency Mortgage-Backed Securities GNPL PN DA8502 N/A 3618GYNT7 2060-03-15 5.72 N/A 25146.00 26315.55 Agency Mortgage-Backed Securities GNPL PN DE9893 N/A 3618JF7E6 2060-07-15 5.94 N/A 500000.00 531476.32 Agency Mortgage-Backed Securities GNPL PN DF6564 N/A 3618JQJH2 2060-10-15 5.51 N/A 4471400.00 4634317.02 Agency Mortgage-Backed Securities GNPL PN DF8952 N/A 3618JS5M2 2060-06-15 5.7 N/A 28446.00 29819.20 Agency Mortgage-Backed Securities GNPL PN DG0410 N/A 3618JVN37 2060-11-15 5.24 N/A 1372567.00 1400581.54 Agency Mortgage-Backed Securities GNPL PN DI9903 N/A 3618NUAC8 2040-07-15 6.11 N/A 1067600.00 1127121.17 Agency Mortgage-Backed Securities GNPL PN DJ0359 N/A 3618KLMG9 2060-11-15 5.4 N/A 4000000.00 4115903.51 Agency Mortgage-Backed Securities GNPL PN DJ4685 N/A 3618KRF25 2055-09-15 5.88 N/A 1700430.00 1806923.81 Agency Mortgage-Backed Securities GNPL PN DJ4709 N/A 3618KRGS7 2055-09-15 5.88 N/A 3510054.00 3729880.17 Agency Mortgage-Backed Securities GNPL PN DJ4974 N/A 3618KRQ31 2060-10-15 5.64 N/A 3147274.00 3292655.55 Agency Mortgage-Backed Securities GNPL PN DJ8030 N/A 3618KU4P9 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0.0383 240000000.00 240000000.00 0.0012 N Y Y N Citigroup Global Markets, Inc. 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discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-13 2026-02-13 2026-02-13 N N N 0.0359 223586547.27 223586547.27 0.0011 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71999880 3130B8NG3 2549001DPIFGXC1TOL40 US3130B8NG38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-07-22 2026-07-22 N N N 0.0376 221996647.80 221996647.80 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.72999960 3130B7RH9 2549001DPIFGXC1TOL40 US3130B7RH91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-03-12 2026-03-12 N N N 0.0371 391491637.56 391491637.56 0.0019 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71999880 3130B8NE8 2549001DPIFGXC1TOL40 US3130B8NE89 U.S. Government Agency 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Notes Federal Home Loan Bank Variable Rate Notes 3.73500000 3130B8EY4 2549001DPIFGXC1TOL40 US3130B8EY45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-05-28 2026-05-28 N N N 0.0376 222794445.60 222794445.60 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.72499920 3130B8M74 2549001DPIFGXC1TOL40 US3130B8M748 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-06-18 2026-06-18 N N N 0.0377 445253543.73 445253543.73 0.0021 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.83500080 3130B4WF4 2549001DPIFGXC1TOL40 US3130B4WF40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2027-02-05 2027-02-05 N N N 0.0390 500065055.00 500065055.00 0.0024 N N N N Federal 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446754116.17 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.76499880 3130B5LU0 2549001DPIFGXC1TOL40 US3130B5LU01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-12-18 2026-12-18 N N N 0.0382 100005776.00 100005776.00 0.0005 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.74000040 3130B53L0 2549001DPIFGXC1TOL40 US3130B53L07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-02-12 2026-02-12 N N N 0.0386 249998980.00 249998980.00 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.74000040 3130B7J21 2549001DPIFGXC1TOL40 US3130B7J217 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-04-17 2026-04-17 N N N 0.0374 437819258.82 437819258.82 0.0021 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.80999880 3130B7TB0 2549001DPIFGXC1TOL40 US3130B7TB04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2027-03-18 2027-03-18 N N N 0.0386 480839259.51 480839259.51 0.0023 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.83000040 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2027-04-09 2027-04-09 N N N 0.0387 185675033.84 185675033.84 0.0009 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71999880 3130B8Q88 2549001DPIFGXC1TOL40 US3130B8Q889 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 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notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-07-02 2026-07-02 N N N 0.0378 489165035.51 489165035.51 0.0024 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71499840 3130B8PK2 2549001DPIFGXC1TOL40 US3130B8PK22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-07-21 2026-07-21 N N N 0.0375 446689018.75 446689018.75 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71999880 3130B8NY4 2549001DPIFGXC1TOL40 US3130B8NY44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-08-19 2026-08-19 N N N 0.0378 222363789.21 222363789.21 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.80499840 3130B7KF0 2549001DPIFGXC1TOL40 US3130B7KF09 U.S. Government Agency Debt (if 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Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2027-02-12 2027-02-12 N N N 0.0388 399966788.00 399966788.00 0.0019 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71000160 3130B8QE5 2549001DPIFGXC1TOL40 US3130B8QE52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-06-25 2026-06-25 N N N 0.0375 223477450.09 223477450.09 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.73500000 3130B8F64 2549001DPIFGXC1TOL40 US3130B8F643 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-06-04 2026-06-04 N N N 0.0378 444389525.49 444389525.49 0.0021 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.74000040 3130B8EX6 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Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.84999840 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-09-23 2026-09-23 N N N 0.0383 418533323.56 418533323.56 0.0020 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.84999840 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-01-02 2026-10-16 2026-10-16 N N N 0.0385 344764053.72 344764053.72 0.0017 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. 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CLQG7367 N/A 3133C8FG5 2053-07-01 5.5 N/A 1452384.00 1192387.95 Agency Mortgage-Backed Securities FEPC 05.500 CLQG9197 N/A 3133CAGE4 2053-08-01 5.5 N/A 2537920.00 2310903.42 Agency Mortgage-Backed Securities FEPC 05.500 CLQH2236 N/A 3133CEPV8 2053-09-01 5.5 N/A 3548156.00 3026391.41 Agency Mortgage-Backed Securities FEPC 05.500 CLQH4318 N/A 3133CGYP6 2053-10-01 5.5 N/A 1000.00 758.13 Agency Mortgage-Backed Securities FEPC 05.500 CLQI4601 N/A 3133WBDE3 2054-05-01 5.5 N/A 1008.00 809.06 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6398 N/A 3133WDDB5 2054-06-01 5.5 N/A 1019.00 914.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQI7033 N/A 3133WDY63 2054-06-01 5.5 N/A 530464.00 524121.11 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ4811 N/A 3133CVKY9 2054-09-01 5.5 N/A 3744208.00 3745672.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ9060 N/A 3133D1B57 2054-11-01 5.5 N/A 2936047.00 2508358.95 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7179 N/A 31427G6R0 2055-11-01 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3133WFTF4 2054-06-01 6 N/A 1000.00 1020.45 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ1395 N/A 3133CRRQ8 2054-07-01 6 N/A 2167401.00 1571344.17 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ2566 N/A 3133CSZ79 2054-09-01 6 N/A 2000.00 1659.57 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ8029 N/A 3133CY4N5 2054-11-01 6 N/A 2554007.00 2304720.11 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ9309 N/A 3133D1KW8 2054-11-01 6 N/A 1668100.00 1702282.66 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9852 N/A 3133KR5M2 2053-09-01 6 N/A 174362835.00 142445954.88 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4266 N/A 3132E0W32 2053-11-01 6 N/A 27964817.00 24014153.71 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5633 N/A 3132DTHJ2 2054-02-01 6 N/A 1008.00 878.01 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6561 N/A 3132DUJE8 2054-10-01 6 N/A 1024.00 997.43 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7391 N/A 3132DVF83 2055-01-01 6 N/A 1000.00 907.78 Agency 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N/A 3133WGTD7 2054-07-01 6.5 N/A 4014528.00 2361088.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ7707 N/A 3133CYR42 2054-10-01 6.5 N/A 2570624.00 1957904.49 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9672 N/A 3133KRW91 2053-08-01 6.5 N/A 1024.00 823.23 Agency Mortgage-Backed Securities FEPC 06.500 CLSD5139 N/A 3132DSV82 2054-04-01 6.5 N/A 1000.00 690.00 Agency Mortgage-Backed Securities FEPC 06.500 CLZI7762 N/A 3131WLTT5 2037-11-01 6.5 N/A 1000.00 61.32 Agency Mortgage-Backed Securities FEPC 07.000 CLQF5188 N/A 3133BSXR8 2053-01-01 7 N/A 4000000.00 2225640.84 Agency Mortgage-Backed Securities FEPC 07.000 CLQI3288 N/A 3133W9UM1 2054-04-01 7 N/A 1898085.00 1990912.60 Agency Mortgage-Backed Securities FEPC 07.000 CLQI9377 N/A 3133WGM28 2054-07-01 7 N/A 1000.00 962.46 Agency Mortgage-Backed Securities FEPC 07.000 CLSD4928 N/A 3132DSPM8 2054-01-01 7 N/A 21054160.00 14829279.34 Agency Mortgage-Backed Securities FNMS 02.000 CLBP5772 N/A 3140KDMW7 2050-05-01 2 N/A 1024.00 440.63 Agency Mortgage-Backed Securities FNMS 02.000 CLBP7525 N/A 3140KFLF0 2050-11-01 2 N/A 337578496.00 180593870.09 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4491 N/A 3140KP7D9 2051-02-01 2 N/A 2805988.00 1636581.93 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ7745 N/A 3140KTTB1 2051-03-01 2 N/A 4061000.00 2272359.41 Agency Mortgage-Backed Securities FNMS 02.000 CLBR6617 N/A 3140L5K70 2051-03-01 2 N/A 2395000.00 1359536.00 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6633 N/A 3140QELP5 2050-08-01 2 N/A 7436861.00 3604636.16 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6810 N/A 3140QER87 2050-08-01 2 N/A 2454319.00 1186598.86 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6907 N/A 3140QEU91 2050-09-01 2 N/A 351732423.00 173983925.38 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6908 N/A 3140QEVA7 2050-09-01 2 N/A 7361536.00 3617447.32 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6929 N/A 3140QEVX7 2050-09-01 2 N/A 64383706.00 30702458.00 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6984 N/A 3140QEXN7 2050-09-01 2 N/A 1000.00 516.04 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7115 N/A 3140QE3Z3 2050-09-01 2 N/A 3134784.00 1553552.73 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 94548826.00 47494690.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7218 N/A 3140QFAU3 2050-10-01 2 N/A 4393800.00 2218145.90 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7272 N/A 3140QFCJ6 2050-10-01 2 N/A 1024.00 520.24 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7281 N/A 3140QFCT4 2050-10-01 2 N/A 46011051.00 25417148.89 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7282 N/A 3140QFCU1 2050-10-01 2 N/A 1024.00 553.86 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7290 N/A 3140QFC49 2050-10-01 2 N/A 19017039.00 9615169.14 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7329 N/A 3140QFEB1 2050-10-01 2 N/A 1024.00 551.78 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7330 N/A 3140QFEC9 2050-10-01 2 N/A 251458188.00 137156307.90 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7331 N/A 3140QFED7 2050-10-01 2 N/A 22623630.00 11433448.65 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7343 N/A 3140QFER6 2050-10-01 2 N/A 1026.00 525.63 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7346 N/A 3140QFEU9 2050-10-01 2 N/A 1024.00 577.71 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7350 N/A 3140QFEY1 2050-10-01 2 N/A 1000.00 535.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7450 N/A 3140QFH44 2050-10-01 2 N/A 1024.00 550.87 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7518 N/A 3140QFK81 2050-11-01 2 N/A 4975849.00 2735584.21 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7559 N/A 3140QFMH9 2050-11-01 2 N/A 2088285.00 1106827.55 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7563 N/A 3140QFMM8 2050-11-01 2 N/A 508935.00 272206.83 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7979 N/A 3140QF2M0 2050-12-01 2 N/A 27498235.00 14652459.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7983 N/A 3140QF2R9 2050-12-01 2 N/A 332251494.00 179454269.91 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8013 N/A 3140QF3X5 2050-12-01 2 N/A 23344072.00 13092817.92 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8017 N/A 3140QF4B2 2050-12-01 2 N/A 50008384.00 28368534.43 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8032 N/A 3140QF4S5 2050-12-01 2 N/A 1024.00 551.89 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8056 N/A 3140QF5S4 2050-12-01 2 N/A 1000.00 548.50 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8059 N/A 3140QF5V7 2050-12-01 2 N/A 55024640.00 34203200.44 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8063 N/A 3140QF5Z8 2050-12-01 2 N/A 1024.00 575.20 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8725 N/A 3140QGVT1 2051-02-01 2 N/A 1120.00 588.86 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8817 N/A 3140QGYP6 2051-02-01 2 N/A 4355000.00 2513324.31 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0502 N/A 3140QKRY6 2051-05-01 2 N/A 1000.00 593.63 Agency Mortgage-Backed Securities FNMS 02.000 CTBP6566 N/A 3140KEJL3 2040-08-01 2 N/A 1024.00 466.76 Agency Mortgage-Backed Securities FNMS 02.500 CICB2980 N/A 3140QNJ29 2037-03-01 2.5 N/A 2601430.00 1365280.52 Agency Mortgage-Backed Securities FNMS 02.500 CICB3696 N/A 3140QPDA2 2037-05-01 2.5 N/A 110559.00 70279.31 Agency Mortgage-Backed Securities FNMS 02.500 CLBP3050 N/A 3140KAL87 2050-03-01 2.5 N/A 1000.00 231.29 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0226 N/A 3140LNHC4 2051-09-01 2.5 N/A 1024.00 637.55 Agency Mortgage-Backed Securities FNMS 02.500 CLBV2851 N/A 3140MGEZ0 2052-03-01 2.5 N/A 2723772.00 1816296.13 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5684 N/A 3140QDJ62 2050-05-01 2.5 N/A 1000.00 448.40 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6017 N/A 3140QDVK7 2050-06-01 2.5 N/A 7938413.00 3196900.07 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6572 N/A 3140QEJS2 2050-08-01 2.5 N/A 6393486.00 2593105.71 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6800 N/A 3140QERW4 2050-08-01 2.5 N/A 1074.00 444.38 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6910 N/A 3140QEVC3 2050-09-01 2.5 N/A 52256960.00 26528179.38 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6919 N/A 3140QEVM1 2050-09-01 2.5 N/A 31414211.00 14894936.27 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6992 N/A 3140QEXW7 2050-09-01 2.5 N/A 24124.00 12104.40 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7234 N/A 3140QFBC2 2050-10-01 2.5 N/A 1024.00 425.79 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7357 N/A 3140QFE70 2050-10-01 2.5 N/A 1024.00 532.20 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7359 N/A 3140QFE96 2050-10-01 2.5 N/A 55103232.00 28837196.25 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1131 N/A 3140QLHH2 2051-07-01 2.5 N/A 285835.00 168554.52 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2401 N/A 3140QMU36 2051-12-01 2.5 N/A 2490649.00 1607372.57 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2637 N/A 3140QM4X9 2052-01-01 2.5 N/A 693000.00 441646.49 Agency Mortgage-Backed Securities FNMS 02.500 GLBM7363 N/A 3140JCFD1 2050-11-01 2.5 N/A 1024.00 741.82 Agency Mortgage-Backed Securities FNMS 03.000 CICA4267 N/A 3140QBW53 2034-09-01 3 N/A 1000.00 105.40 Agency Mortgage-Backed Securities FNMS 03.000 CICA5065 N/A 3140QCTX4 2035-01-01 3 N/A 2178992.00 663354.05 Agency Mortgage-Backed Securities FNMS 03.000 CICA8374 N/A 3140QGJU2 2035-12-01 3 N/A 1000.00 458.04 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ4616 N/A 3138MLDW1 2042-11-01 3 N/A 1998.00 130.09 Agency Mortgage-Backed Securities FNMS 03.000 CLAS6931 N/A 3138WGVZ4 2046-04-01 3 N/A 2048.00 251.03 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7233 N/A 3138WHBB7 2046-05-01 3 N/A 1024.00 123.54 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7737 N/A 3138WHS37 2046-08-01 3 N/A 43823576.00 4833050.78 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8000 N/A 3138WH3J9 2046-09-01 3 N/A 1024.00 267.23 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 N/A 1024.00 211.08 Agency Mortgage-Backed Securities FNMS 03.000 CLAU1624 N/A 3138X0YW2 2043-07-01 3 N/A 1000.00 231.98 Agency Mortgage-Backed Securities FNMS 03.000 CLAY7018 N/A 3138YLYQ8 2045-04-01 3 N/A 1024.00 141.63 Agency Mortgage-Backed Securities FNMS 03.000 CLBD6341 N/A 3140FEBK9 2046-09-01 3 N/A 1000.00 106.29 Agency Mortgage-Backed Securities FNMS 03.000 CLBE0881 N/A 3140FK6T2 2046-12-01 3 N/A 1000.00 197.18 Agency Mortgage-Backed Securities FNMS 03.000 CLBO4645 N/A 3140K0ET1 2049-11-01 3 N/A 1024.00 362.17 Agency Mortgage-Backed Securities FNMS 03.000 CLBT6838 N/A 3140LVS42 2051-10-01 3 N/A 1024.00 633.14 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2616 N/A 3140MF4A8 2052-07-01 3 N/A 56000.00 38087.18 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4133 N/A 3140QBSX7 2049-09-01 3 N/A 4050510.00 1343523.94 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5317 N/A 3140QC4B9 2050-03-01 3 N/A 1000.00 239.20 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3308 N/A 3140QNVA7 2047-04-01 3 N/A 36572096.00 24988326.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1176 N/A 3140W1JW4 2050-02-01 3 N/A 1008.00 862.91 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2896 N/A 3140W3GE3 2050-03-01 3 N/A 794097.00 709194.21 Agency Mortgage-Backed Securities FNMS 03.000 CRAR8635 N/A 3138W6SZ0 2043-03-01 3 N/A 1024.00 206.41 Agency Mortgage-Backed Securities FNMS 03.000 CTBV9849 N/A 3140MP5K3 2042-05-01 3 N/A 1367796.00 899171.89 Agency Mortgage-Backed Securities FNMS 03.000 CVAT6276 N/A 3138WT6N1 2028-06-01 3 N/A 9661567.00 401059.47 Agency Mortgage-Backed Securities FNMS 03.000 R3BF0554 N/A 3140FXTL6 2050-05-01 3 N/A 15989064.00 6863559.19 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7481 N/A 3138EQJ37 2044-07-01 3.5 N/A 1000.00 201.25 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7908 N/A 3138EQYE6 2045-12-01 3.5 N/A 1024.00 176.50 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ7190 N/A 3138MN7C8 2043-07-01 3.5 N/A 7014256.00 1408441.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAR3198 N/A 3138W0RU5 2043-03-01 3.5 N/A 1000.00 171.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4344 N/A 3138WDZJ3 2045-01-01 3.5 N/A 6000.00 614.17 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4525 N/A 3138WEA33 2045-03-01 3.5 N/A 1024.00 204.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4629 N/A 3138WEEB1 2045-03-01 3.5 N/A 101969317.00 8912549.22 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4651 N/A 3138WEEZ8 2045-03-01 3.5 N/A 1024.00 96.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4984 N/A 3138WERE1 2045-05-01 3.5 N/A 1024.00 217.21 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5525 N/A 3138WFD78 2045-07-01 3.5 N/A 2048.00 197.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5761 N/A 3138WFMK9 2045-09-01 3.5 N/A 2000.00 456.45 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5771 N/A 3138WFMV5 2045-09-01 3.5 N/A 2304.00 216.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5911 N/A 3138WFR99 2045-10-01 3.5 N/A 1024.00 114.76 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5997 N/A 3138WFUX2 2045-10-01 3.5 N/A 2048.00 307.82 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6519 N/A 3138WGG57 2046-01-01 3.5 N/A 1024.00 72.84 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7385 N/A 3138WHF31 2046-06-01 3.5 N/A 1023.00 286.23 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9797 N/A 3138WK3F0 2047-06-01 3.5 N/A 1000.00 211.61 Agency Mortgage-Backed Securities FNMS 03.500 CLAS9940 N/A 3138WLBJ1 2047-07-01 3.5 N/A 1024.00 240.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAT5902 N/A 3138WTRY4 2043-06-01 3.5 N/A 1120.00 196.80 Agency Mortgage-Backed Securities FNMS 03.500 CLAX7560 N/A 3138Y9MJ4 2045-01-01 3.5 N/A 1280.00 127.25 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2683 N/A 3138YT6V1 2045-11-01 3.5 N/A 1000.00 219.93 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ3793 N/A 3138YVGB9 2046-03-01 3.5 N/A 1000.00 249.86 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ6610 N/A 3138YYKY8 2045-12-01 3.5 N/A 27399840.00 7930305.56 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2620 N/A 3140GQ4E3 2047-08-01 3.5 N/A 1024.00 155.65 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ2383 N/A 3140H3UH7 2047-11-01 3.5 N/A 1000.00 422.28 Agency Mortgage-Backed Securities FNMS 03.500 CLBM2000 N/A 3140J6GJ0 2047-05-01 3.5 N/A 202037785.00 27601731.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4027 N/A 3140J8PM9 2048-05-01 3.5 N/A 1024.00 303.75 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5012 N/A 3140J9SA0 2048-03-01 3.5 N/A 37018225.00 10743989.93 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0569 N/A 3140JUT38 2049-06-01 3.5 N/A 1000.00 240.29 Agency Mortgage-Backed Securities FNMS 03.500 CLBO6102 N/A 3140K1X84 2049-11-01 3.5 N/A 1000.00 181.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8803 N/A 3140K4X96 2050-01-01 3.5 N/A 1000.00 418.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1131 N/A 3140K8HH7 2050-01-01 3.5 N/A 1000.00 357.96 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9891 N/A 3140MP7D7 2052-06-01 3.5 N/A 1000.00 708.30 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0316 N/A 3140Q7K63 2047-09-01 3.5 N/A 1023.00 112.57 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0317 N/A 3140Q7K71 2047-09-01 3.5 N/A 200055041.00 29719265.96 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1079 N/A 3140Q8FV2 2048-01-01 3.5 N/A 1024.00 124.99 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3470 N/A 3140QA2C3 2049-05-01 3.5 N/A 15895000.00 2783005.11 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3858 N/A 3140QBJC3 2049-07-01 3.5 N/A 603000.00 123291.21 Agency Mortgage-Backed Securities FNMS 03.500 CLCB1155 N/A 3140QLH90 2051-07-01 3.5 N/A 13426984.00 8004403.25 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3372 N/A 3140QNXA5 2052-04-01 3.5 N/A 2113983.00 1642166.46 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1946 N/A 3140W2EU1 2052-08-01 3.5 N/A 1000.00 896.83 Agency Mortgage-Backed Securities FNMS 03.500 CLFA2581 N/A 3140W22P5 2052-05-01 3.5 N/A 2140.00 1956.12 Agency Mortgage-Backed Securities FNMS 03.500 I3BF0154 N/A 3140FXE40 2046-11-01 3.5 N/A 1000.00 163.00 Agency Mortgage-Backed Securities FNMS 04.000 CLAH3583 N/A 3138A46V2 2040-12-01 4 N/A 1000.00 40.77 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8191 N/A 3138ETC53 2045-12-01 4 N/A 1000.00 182.36 Agency Mortgage-Backed Securities FNMS 04.000 CLAR9367 N/A 3138W7MR2 2043-04-01 4 N/A 1000.00 123.16 Agency Mortgage-Backed Securities FNMS 04.000 CLAU7307 N/A 3138X7DM2 2043-08-01 4 N/A 2000.00 214.83 Agency Mortgage-Backed Securities FNMS 04.000 CLAW8254 N/A 3138XYE42 2044-07-01 4 N/A 1008.00 138.23 Agency Mortgage-Backed Securities FNMS 04.000 CLAY1242 N/A 3138YELY1 2045-01-01 4 N/A 1000.00 180.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBH0358 N/A 3140GNMG5 2047-04-01 4 N/A 1000.00 192.04 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7216 N/A 3140H9AS2 2048-10-01 4 N/A 1024.00 164.73 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4341 N/A 3140J8ZF3 2048-02-01 4 N/A 1024.00 302.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1207 N/A 3140JHKV4 2048-11-01 4 N/A 1000.00 263.84 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6691 N/A 3140JPNH4 2049-06-01 4 N/A 125000.00 26179.67 Agency Mortgage-Backed Securities FNMS 04.000 CLBO7785 N/A 3140K3UK6 2049-12-01 4 N/A 1000.00 438.22 Agency Mortgage-Backed Securities FNMS 04.000 CLBW0922 N/A 3140MSAY1 2052-06-01 4 N/A 3035612.00 2325215.13 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1463 N/A 3140MSTV7 2052-06-01 4 N/A 134980.00 99015.05 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0124 N/A 3140Q7D61 2047-08-01 4 N/A 1023.00 197.42 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0237 N/A 3140Q7HP5 2047-08-01 4 N/A 1000.00 107.85 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0864 N/A 3140Q76A0 2047-12-01 4 N/A 54137471.00 15114440.91 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1015 N/A 3140Q8DV4 2048-01-01 4 N/A 2086029.00 298791.03 Agency Mortgage-Backed Securities FNMS 04.000 CLCA5513 N/A 3140QDDT8 2050-04-01 4 N/A 1024.00 341.29 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3184 N/A 3140QNRE4 2052-03-01 4 N/A 406673.00 232846.64 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3611 N/A 3140QPAM9 2052-05-01 4 N/A 10806464.00 7784899.96 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3623 N/A 3140QPAZ0 2052-05-01 4 N/A 27440840.00 19901190.21 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3911 N/A 3140QPKZ9 2052-06-01 4 N/A 3710105.00 2684138.17 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4091 N/A 3140QPRM1 2052-07-01 4 N/A 1024.00 786.14 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4334 N/A 3140QPY84 2052-08-01 4 N/A 16753591.00 12249881.45 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4809 N/A 3140QQKX2 2052-10-01 4 N/A 1024.00 797.48 Agency Mortgage-Backed Securities FNMS 04.000 CLCB6504 N/A 3140QSGN5 2053-06-01 4 N/A 1001.00 817.36 Agency Mortgage-Backed Securities FNMS 04.000 CLDF1511 N/A 3140BRVD8 2055-10-01 4 N/A 797349.00 758853.36 Agency Mortgage-Backed Securities FNMS 04.000 CQAL6685 N/A 3138EPNB6 2035-01-01 4 N/A 1000.00 138.92 Agency Mortgage-Backed Securities FNMS 04.000 CRBM7223 N/A 3140JCAZ7 2046-05-01 4 N/A 1076.00 778.06 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0155 N/A 3140FXE57 2046-10-01 4 N/A 68249728.00 17232992.04 Agency Mortgage-Backed Securities FNMS 04.000 U3BF0193 N/A 3140FXGB2 2041-04-01 4 N/A 1000.00 203.41 Agency Mortgage-Backed Securities FNMS 04.000 U3BF0198 N/A 3140FXGG1 2040-11-01 4 N/A 4185000.00 794066.87 Agency Mortgage-Backed Securities FNMS 04.490 CA837400 N/A 31407QKM7 2035-08-01 4.49 N/A 1094000.00 43540.44 Agency Mortgage-Backed Securities FNMS 04.500 CICA3162 N/A 3140QAQQ6 2034-02-01 4.5 N/A 2000.00 227.98 Agency Mortgage-Backed Securities FNMS 04.500 CLAI7232 N/A 3138AMBA2 2041-07-01 4.5 N/A 1000.00 37.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3601 N/A 3140FPAB5 2048-11-01 4.5 N/A 1000.00 217.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4277 N/A 3140GSXF4 2047-04-01 4.5 N/A 1000.00 285.57 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4281 N/A 3140GSXK3 2047-06-01 4.5 N/A 1001.00 414.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4628 N/A 3140GTEA4 2047-06-01 4.5 N/A 1000.00 382.58 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5262 N/A 3140HJZ46 2048-05-01 4.5 N/A 439183.00 96369.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6690 N/A 3140HLNG7 2048-11-01 4.5 N/A 1000.00 551.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8841 N/A 3140HNZF2 2048-08-01 4.5 N/A 1023.00 189.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4747 N/A 3140J9HZ7 2048-10-01 4.5 N/A 1001.00 174.56 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5429 N/A 3140JAA73 2049-01-01 4.5 N/A 1024.00 194.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1864 N/A 3140JJCA5 2048-09-01 4.5 N/A 1000.00 416.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2985 N/A 3140JKJ72 2048-11-01 4.5 N/A 1000.00 285.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6554 N/A 3140JPH81 2049-05-01 4.5 N/A 1000.00 476.11 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9618 N/A 3140JSVL0 2049-04-01 4.5 N/A 1000.00 221.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1291 N/A 3140MSNH4 2052-10-01 4.5 N/A 230192129.00 180608594.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1505 N/A 3140MSU78 2052-07-01 4.5 N/A 35883120.00 28112037.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1846 N/A 3140MTBQ5 2053-03-01 4.5 N/A 1000.00 679.60 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5851 N/A 3140MXQD9 2052-09-01 4.5 N/A 18781149.00 14083521.05 Agency Mortgage-Backed Securities FNMS 04.500 CLBW6028 N/A 3140MXVW1 2052-07-01 4.5 N/A 1000.00 892.09 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7312 N/A 3140N0DS1 2052-08-01 4.5 N/A 2068672.00 1485955.95 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7896 N/A 3140N0X26 2052-08-01 4.5 N/A 1000.00 634.94 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8521 N/A 3140N1PF4 2052-10-01 4.5 N/A 18394944.00 12307451.48 Agency Mortgage-Backed Securities FNMS 04.500 CLBX2509 N/A 3140N6YF3 2052-11-01 4.5 N/A 1268978.00 1190492.70 Agency Mortgage-Backed Securities FNMS 04.500 CLBY2930 N/A 3140NKHG9 2053-06-01 4.5 N/A 825168.00 762543.98 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2199 N/A 3140Q9NR0 2048-08-01 4.5 N/A 726000.00 131062.16 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2310 N/A 3140Q9R88 2048-09-01 4.5 N/A 5222614.00 1574476.17 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2639 N/A 3140Q94Z3 2048-11-01 4.5 N/A 24116615.00 3860865.94 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3679 N/A 3140QBCR7 2049-06-01 4.5 N/A 174000.00 41748.71 Agency Mortgage-Backed Securities FNMS 04.500 CLCB3863 N/A 3140QPJH1 2052-06-01 4.5 N/A 1370557.00 1002280.29 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4393 N/A 3140QP3B1 2052-08-01 4.5 N/A 57402038.00 46967556.06 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5104 N/A 3140QQU60 2052-11-01 4.5 N/A 1000.00 806.11 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5122 N/A 3140QQVQ5 2052-11-01 4.5 N/A 509224.00 398836.17 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5598 N/A 3140QRGG2 2053-02-01 4.5 N/A 15755289.00 12181950.89 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5886 N/A 3140QRRG0 2053-03-01 4.5 N/A 1000.00 747.77 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6008 N/A 3140QRVA8 2053-04-01 4.5 N/A 17622440.00 14925253.96 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6718 N/A 3140QSPC9 2053-07-01 4.5 N/A 28458360.00 25509983.45 Agency Mortgage-Backed Securities FNMS 04.500 CLCB8656 N/A 3140QUTN6 2054-06-01 4.5 N/A 6285000.00 5653233.96 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9074 N/A 3140QVCL6 2054-08-01 4.5 N/A 1024.00 949.77 Agency Mortgage-Backed Securities FNMS 04.500 CLDB4323 N/A 3140ADYV7 2054-05-01 4.5 N/A 1070118.00 904896.65 Agency Mortgage-Backed Securities FNMS 04.500 ZK310191 N/A 31374CRL2 2041-05-01 4.5 N/A 1000.00 159.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBN0714 N/A 3140JGYL3 2048-09-01 5 N/A 1000.00 653.77 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7887 N/A 3140LWXR3 2052-10-01 5 N/A 1000.00 764.86 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7892 N/A 3140LWXW2 2052-10-01 5 N/A 1000.00 893.01 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0790 N/A 3140MR2Y2 2052-09-01 5 N/A 6444143.00 4720075.33 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1689 N/A 3140MS2X2 2052-07-01 5 N/A 1000.00 851.46 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5991 N/A 3140MXUR3 2052-07-01 5 N/A 1000.00 793.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6139 N/A 3140MXZD9 2052-08-01 5 N/A 2457217.00 1977291.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6196 N/A 3140MX3E2 2052-08-01 5 N/A 1000.00 737.04 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6356 N/A 3140MYB27 2052-08-01 5 N/A 3486900.00 1649076.12 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6421 N/A 3140MYD33 2052-08-01 5 N/A 2615516.00 2069228.48 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6996 N/A 3140MYX23 2052-08-01 5 N/A 1000.00 271.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7776 N/A 3140N0UA1 2052-09-01 5 N/A 1002.00 710.75 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7943 N/A 3140N0ZH1 2052-08-01 5 N/A 2639484.00 1996135.67 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8076 N/A 3140N06N0 2052-08-01 5 N/A 1000.00 959.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8751 N/A 3140N1WM1 2052-10-01 5 N/A 1000.00 739.46 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8819 N/A 3140N1YR8 2052-09-01 5 N/A 2674070.00 1432398.39 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8940 N/A 3140N15A7 2052-09-01 5 N/A 4885120.00 4131754.88 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9424 N/A 3140N2PJ4 2052-10-01 5 N/A 1226288.00 895008.56 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9931 N/A 3140N3A90 2052-09-01 5 N/A 11001.00 6590.99 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9961 N/A 3140N3B73 2052-09-01 5 N/A 1000.00 726.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0475 N/A 3140N4Q59 2052-09-01 5 N/A 1000.00 676.35 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1111 N/A 3140N5GV0 2052-10-01 5 N/A 1000.00 733.30 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1347 N/A 3140N5P99 2052-11-01 5 N/A 2288400.00 1929553.08 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2320 N/A 3140N6SJ2 2052-12-01 5 N/A 505000.00 448664.97 Agency Mortgage-Backed Securities FNMS 05.000 CLBX4106 N/A 3140N8R42 2053-02-01 5 N/A 1000.00 820.42 Agency Mortgage-Backed Securities FNMS 05.000 CLBX4137 N/A 3140N8S33 2052-12-01 5 N/A 1024.00 772.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0184 N/A 3140NGF21 2053-05-01 5 N/A 1000.00 699.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBY1373 N/A 3140NHQ35 2053-10-01 5 N/A 8380750.00 7274798.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3392 N/A 3140NKXW6 2053-06-01 5 N/A 1000.00 801.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4063 N/A 3140NLQR3 2053-06-01 5 N/A 1691546.00 1411085.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4782 N/A 3140NMJ40 2053-07-01 5 N/A 1000.00 879.38 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4679 N/A 3140QQFV2 2052-09-01 5 N/A 1000.00 735.22 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4686 N/A 3140QQF42 2052-09-01 5 N/A 2008.00 1444.32 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4782 N/A 3140QQJ48 2052-10-01 5 N/A 37917.00 29781.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4786 N/A 3140QQJ89 2052-10-01 5 N/A 5540496.00 4411809.43 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4812 N/A 3140QQK20 2052-10-01 5 N/A 250059636.00 185867271.67 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6202 N/A 3140QR3L5 2053-05-01 5 N/A 32710300.00 27752512.83 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6246 N/A 3140QR5G4 2053-05-01 5 N/A 1040.00 802.98 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6561 N/A 3140QSJF9 2053-06-01 5 N/A 1544.00 1224.70 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6599 N/A 3140QSKM2 2053-04-01 5 N/A 523754.00 434952.33 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6628 N/A 3140QSLJ8 2053-06-01 5 N/A 1024.00 868.71 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6732 N/A 3140QSPS4 2053-06-01 5 N/A 27647930.00 24440067.82 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6904 N/A 3140QSU66 2053-08-01 5 N/A 34495560.00 29350855.54 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7472 N/A 3140QTJS9 2053-11-01 5 N/A 14043979.00 13521019.47 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8118 N/A 3140QUAU0 2054-02-01 5 N/A 8078040.00 6849076.13 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9777 N/A 3140QV2K9 2055-01-01 5 N/A 1685768.00 1600278.63 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9778 N/A 3140QV2L7 2055-01-01 5 N/A 31641285.00 29967379.13 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9780 N/A 3140QV2N3 2055-01-01 5 N/A 1024.00 977.75 Agency Mortgage-Backed Securities FNMS 05.000 CLDB3033 N/A 3140ACLP6 2054-05-01 5 N/A 1003.00 873.88 Agency Mortgage-Backed Securities FNMS 05.000 CLDC4442 N/A 3140AR5C0 2054-11-01 5 N/A 2452741.00 2229515.97 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5581 N/A 3140ATFX9 2054-11-01 5 N/A 7334896.00 5974476.48 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6385 N/A 3140AUCX9 2054-11-01 5 N/A 6047822.00 5591157.98 Agency Mortgage-Backed Securities FNMS 05.000 CLDC9289 N/A 3140AXKB2 2054-12-01 5 N/A 1573364.00 1471645.12 Agency Mortgage-Backed Securities FNMS 05.000 CLDD4043 N/A 3140B4P53 2055-03-01 5 N/A 1000.00 1002.56 Agency Mortgage-Backed Securities FNMS 05.000 CLDD9440 N/A 3140BAP26 2055-05-01 5 N/A 1000.00 967.13 Agency Mortgage-Backed Securities FNMS 05.000 CLDE1004 N/A 3140BDDJ6 2055-06-01 5 N/A 1000.00 912.05 Agency Mortgage-Backed Securities FNMS 05.000 CLDE1295 N/A 3140BDNM8 2055-06-01 5 N/A 1000.00 1008.67 Agency Mortgage-Backed Securities FNMS 05.000 CLDF0005 N/A 3140BQAF8 2055-10-01 5 N/A 1000.00 1001.96 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3096 N/A 3140BTNN1 2055-11-01 5 N/A 1002.00 1007.38 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4404 N/A 3140BU3N0 2055-11-01 5 N/A 922530.00 930556.45 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5407 N/A 3140BWAH1 2055-11-01 5 N/A 2121390.00 2129128.82 Agency Mortgage-Backed Securities FNMS 05.000 CLMB0291 N/A 3138MTKD8 2054-12-01 5 N/A 1000.00 899.79 Agency Mortgage-Backed Securities FNMS 05.500 CL190350 N/A 31368HL76 2034-03-01 5.5 N/A 1998.00 13.69 Agency Mortgage-Backed Securities FNMS 05.500 CL779661 N/A 31404VFA1 2034-07-01 5.5 N/A 8483669.00 93434.81 Agency Mortgage-Backed Securities FNMS 05.500 CLBN5069 N/A 3140JMT36 2049-02-01 5.5 N/A 1008.00 17.08 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4051 N/A 3140M5QD0 2053-07-01 5.5 N/A 1000.00 895.73 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0427 N/A 3140N4PM3 2052-11-01 5.5 N/A 4341418.00 3382757.16 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2837 N/A 3140N7EK2 2052-11-01 5.5 N/A 1000.00 496.36 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5440 N/A 3140NABJ1 2053-03-01 5.5 N/A 1000.00 778.28 Agency Mortgage-Backed Securities FNMS 05.500 CLBX7634 N/A 3140NCPU7 2053-05-01 5.5 N/A 1000.00 833.35 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8910 N/A 3140ND3U9 2053-05-01 5.5 N/A 1000.00 542.26 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3808 N/A 3140NLGS2 2053-08-01 5.5 N/A 1032.00 666.59 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4031 N/A 3140NLPR4 2053-06-01 5.5 N/A 2696300.00 1818354.01 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5097 N/A 3140NMUX3 2053-07-01 5.5 N/A 1000.00 728.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6786 N/A 3140NPRG7 2053-08-01 5.5 N/A 1000.00 817.29 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6917 N/A 3140NPVK3 2053-08-01 5.5 N/A 1528.00 1511.45 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7228 N/A 3140NQA65 2053-07-01 5.5 N/A 111226752.00 94927377.32 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4423 N/A 3140QP4H7 2052-08-01 5.5 N/A 1024.00 717.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4840 N/A 3140QQLW3 2052-10-01 5.5 N/A 1000.00 755.39 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4845 N/A 3140QQL37 2052-10-01 5.5 N/A 1120.00 973.68 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4846 N/A 3140QQL45 2052-09-01 5.5 N/A 2097996.00 1801619.89 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4847 N/A 3140QQL52 2052-10-01 5.5 N/A 166000.00 123511.17 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4912 N/A 3140QQN68 2052-10-01 5.5 N/A 1000.00 789.42 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5027 N/A 3140QQSR7 2052-11-01 5.5 N/A 934270.00 727140.61 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5135 N/A 3140QQV51 2052-11-01 5.5 N/A 39519607.00 30541731.44 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5293 N/A 3140QQ3B9 2052-12-01 5.5 N/A 2000.00 1439.40 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5464 N/A 3140QRCA9 2053-01-01 5.5 N/A 1008.00 860.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5583 N/A 3140QRFZ1 2052-11-01 5.5 N/A 1000.00 719.24 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5647 N/A 3140QRHZ9 2053-02-01 5.5 N/A 1104.00 927.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5766 N/A 3140QRMQ3 2053-02-01 5.5 N/A 2152.00 1855.60 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5846 N/A 3140QRP80 2053-03-01 5.5 N/A 1056.00 846.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5988 N/A 3140QRUN1 2053-04-01 5.5 N/A 2024.00 1796.39 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6187 N/A 3140QR2V4 2053-05-01 5.5 N/A 1040.00 853.37 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6257 N/A 3140QR5T6 2053-05-01 5.5 N/A 55372736.00 45562399.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6323 N/A 3140QSAZ4 2053-05-01 5.5 N/A 32765870.00 27869240.80 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6637 N/A 3140QSLT6 2053-06-01 5.5 N/A 308992.00 260204.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6696 N/A 3140QSNN7 2053-07-01 5.5 N/A 32153440.00 25438705.44 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6697 N/A 3140QSNP2 2053-07-01 5.5 N/A 1040.00 818.89 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6744 N/A 3140QSP62 2053-07-01 5.5 N/A 203710551.00 171913498.87 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6748 N/A 3140QSQA2 2053-07-01 5.5 N/A 12450000.00 11000024.27 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6913 N/A 3140QSVF5 2053-08-01 5.5 N/A 37349672.00 30287588.52 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6915 N/A 3140QSVH1 2053-08-01 5.5 N/A 28985138.00 24717185.27 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7021 N/A 3140QSYT2 2053-09-01 5.5 N/A 1289098.00 1286123.60 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7049 N/A 3140QSZP9 2053-09-01 5.5 N/A 37892980.00 30273930.53 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7050 N/A 3140QSZQ7 2053-09-01 5.5 N/A 1144.00 931.36 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7110 N/A 3140QS3U3 2053-09-01 5.5 N/A 1040.00 905.19 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7236 N/A 3140QTBE8 2053-10-01 5.5 N/A 2000.00 1772.35 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7302 N/A 3140QTDG1 2053-10-01 5.5 N/A 7168.00 6285.79 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7778 N/A 3140QTUC1 2054-01-01 5.5 N/A 37616102.00 30350312.02 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7858 N/A 3140QTWU9 2054-01-01 5.5 N/A 27984656.00 24787876.71 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7905 N/A 3140QTYB9 2053-10-01 5.5 N/A 19693953.00 17490557.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7982 N/A 3140QT2Q1 2054-02-01 5.5 N/A 811096.00 718289.88 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7984 N/A 3140QT2S7 2054-02-01 5.5 N/A 2249000.00 1915484.56 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8083 N/A 3140QT6V6 2053-12-01 5.5 N/A 31459144.00 27648678.88 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8137 N/A 3140QUBF2 2054-03-01 5.5 N/A 24206898.00 21839705.22 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8140 N/A 3140QUBJ4 2054-03-01 5.5 N/A 1000.00 857.91 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8323 N/A 3140QUG91 2054-04-01 5.5 N/A 474000.00 420663.95 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8484 N/A 3140QUNA0 2054-05-01 5.5 N/A 2032.00 1881.16 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8835 N/A 3140QUY91 2054-07-01 5.5 N/A 1024.00 923.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 N/A 1028.00 978.33 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9792 N/A 3140QV3A0 2055-01-01 5.5 N/A 27770132.00 26441593.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9794 N/A 3140QV3C6 2055-01-01 5.5 N/A 1000.00 967.28 Agency Mortgage-Backed Securities FNMS 05.500 CLDA2948 N/A 3140A3H22 2053-10-01 5.5 N/A 1000.00 846.66 Agency Mortgage-Backed Securities FNMS 05.500 CLDA6051 N/A 3140A6WM4 2054-05-01 5.5 N/A 1000.00 936.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0876 N/A 3140A96N5 2054-03-01 5.5 N/A 1000.00 782.18 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5434 N/A 3140AFBC9 2054-07-01 5.5 N/A 1024.00 840.17 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1088 N/A 3140ANF61 2054-09-01 5.5 N/A 1023.00 923.92 Agency Mortgage-Backed Securities FNMS 05.500 CLDC2618 N/A 3140AP4C5 2055-04-01 5.5 N/A 1000.00 1021.74 Agency Mortgage-Backed Securities FNMS 05.500 CLDD1108 N/A 3140B1GS9 2055-01-01 5.5 N/A 1000.00 881.70 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5799 N/A 3140B6NR2 2055-04-01 5.5 N/A 1000.00 1018.57 Agency Mortgage-Backed Securities FNMS 05.500 CLDD6798 N/A 3140B7RU9 2055-05-01 5.5 N/A 714944.00 724615.33 Agency Mortgage-Backed Securities FNMS 05.500 CLDD7304 N/A 3140B8DJ7 2055-06-01 5.5 N/A 1956631.00 1848994.18 Agency Mortgage-Backed Securities FNMS 05.500 CLDE2054 N/A 3140BEH84 2055-06-01 5.5 N/A 1000.00 1001.85 Agency Mortgage-Backed Securities FNMS 05.500 CLDE6676 N/A 3140BKM27 2055-08-01 5.5 N/A 1000.00 1004.99 Agency Mortgage-Backed Securities FNMS 05.500 CLDE9208 N/A 3140BNGS1 2055-10-01 5.5 N/A 1000.00 1016.23 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1081 N/A 3140BRFX2 2055-10-01 5.5 N/A 1000.00 1028.45 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3962 N/A 3140BUML3 2055-11-01 5.5 N/A 2005316.00 2068360.03 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4820 N/A 3140BVLA6 2055-11-01 5.5 N/A 2325908.00 2377222.04 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2294 N/A 3140W2RQ6 2055-07-01 5.5 N/A 34005.00 33706.10 Agency Mortgage-Backed Securities FNMS 05.500 CTBV5974 N/A 3140MKT85 2045-06-01 5.5 N/A 8010.00 7697.80 Agency Mortgage-Backed Securities FNMS 06.000 CICB9254 N/A 3140QVH80 2039-09-01 6 N/A 2980876.00 2631182.70 Agency Mortgage-Backed Securities FNMS 06.000 CL872293 N/A 31409JC65 2036-05-01 6 N/A 1016.00 9.01 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4200 N/A 3140M5U29 2053-10-01 6 N/A 1794877.00 1229435.16 Agency Mortgage-Backed Securities FNMS 06.000 CLBV1788 N/A 3140ME7A8 2055-06-01 6 N/A 8905840.00 7576640.29 Agency Mortgage-Backed Securities FNMS 06.000 CLBX2166 N/A 3140N6MQ2 2052-12-01 6 N/A 1000.00 608.12 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3845 N/A 3140N8HX9 2053-03-01 6 N/A 1000.00 650.84 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4014 N/A 3140N8N87 2052-12-01 6 N/A 1000.00 994.26 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6115 N/A 3140NAYM9 2053-01-01 6 N/A 20440352.00 11668889.89 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9232 N/A 3140NEHJ7 2053-04-01 6 N/A 1000.00 783.84 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0727 N/A 3140NGYZ7 2053-05-01 6 N/A 1000.00 773.34 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3620 N/A 3140NLAW9 2053-06-01 6 N/A 1121500.00 1142475.98 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4494 N/A 3140NL7G8 2053-08-01 6 N/A 697317.00 598078.31 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4926 N/A 3140QQPL3 2052-10-01 6 N/A 7605079.00 5699313.37 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5150 N/A 3140QQWL5 2052-10-01 6 N/A 1000.00 553.31 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 N/A 1024.00 733.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5310 N/A 3140QQ3U7 2052-12-01 6 N/A 2000.00 1512.62 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5314 N/A 3140QQ3Y9 2052-12-01 6 N/A 413943.00 325746.37 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5476 N/A 3140QRCN1 2053-01-01 6 N/A 2062.00 1502.17 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5477 N/A 3140QRCP6 2053-01-01 6 N/A 1024.00 762.23 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5856 N/A 3140QRQJ5 2053-03-01 6 N/A 14819904.00 10762948.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5992 N/A 3140QRUS0 2053-03-01 6 N/A 2000.00 1482.63 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6098 N/A 3140QRX40 2053-03-01 6 N/A 1000.00 519.76 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6192 N/A 3140QR3A9 2053-05-01 6 N/A 1000.00 820.88 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6262 N/A 3140QR5Y5 2053-05-01 6 N/A 18044362.00 13837581.18 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6331 N/A 3140QSA92 2053-05-01 6 N/A 1000.00 840.21 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6700 N/A 3140QSNS6 2053-07-01 6 N/A 1024.00 805.68 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6701 N/A 3140QSNT4 2053-07-01 6 N/A 13466970.00 10520426.82 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6873 N/A 3140QST76 2053-08-01 6 N/A 13349936.00 10717391.61 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6877 N/A 3140QSUB5 2053-08-01 6 N/A 1071.00 945.70 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6920 N/A 3140QSVN8 2053-08-01 6 N/A 46095824.00 36109250.00 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7053 N/A 3140QSZT1 2053-09-01 6 N/A 24166086.00 19287964.90 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7054 N/A 3140QSZU8 2053-09-01 6 N/A 1024.00 834.23 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7129 N/A 3140QS4P3 2053-09-01 6 N/A 82652375.00 63736013.09 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7304 N/A 3140QTDJ5 2053-10-01 6 N/A 1024.00 786.91 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7338 N/A 3140QTEL9 2053-10-01 6 N/A 35358362.00 29377590.41 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7342 N/A 3140QTEQ8 2053-10-01 6 N/A 352248.00 296572.49 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7479 N/A 3140QTJZ3 2053-11-01 6 N/A 85934730.00 71114075.35 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7498 N/A 3140QTKL2 2053-11-01 6 N/A 56488833.00 46626926.35 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7601 N/A 3140QTNT2 2053-12-01 6 N/A 245022.00 197519.52 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7620 N/A 3140QTPE3 2053-12-01 6 N/A 60006424.00 51626472.62 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7643 N/A 3140QTP52 2053-12-01 6 N/A 4232860.00 3418401.65 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7785 N/A 3140QTUK3 2054-01-01 6 N/A 1008.00 854.99 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8340 N/A 3140QUHS8 2054-04-01 6 N/A 8330162.00 7207017.39 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8344 N/A 3140QUHW9 2054-04-01 6 N/A 8889839.00 7447267.02 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8540 N/A 3140QUP26 2054-05-01 6 N/A 1032.00 911.98 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8541 N/A 3140QUP34 2054-05-01 6 N/A 1024.00 917.78 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8542 N/A 3140QUP42 2054-05-01 6 N/A 103106855.00 90023332.69 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8696 N/A 3140QUUW4 2054-06-01 6 N/A 1087.00 982.72 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8706 N/A 3140QUU87 2054-06-01 6 N/A 1024.00 831.00 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8714 N/A 3140QUVG8 2054-06-01 6 N/A 1024.00 981.10 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1520 N/A 3140A1VN4 2053-10-01 6 N/A 470611.00 337111.60 Agency Mortgage-Backed Securities FNMS 06.000 CLDB0392 N/A 3140A9NJ5 2054-04-01 6 N/A 91349952.00 72133140.30 Agency Mortgage-Backed Securities FNMS 06.000 CLDB0829 N/A 3140A94P2 2054-04-01 6 N/A 1001.00 729.88 Agency Mortgage-Backed Securities FNMS 06.000 CLDB0830 N/A 3140A94Q0 2054-04-01 6 N/A 2001.00 1332.47 Agency Mortgage-Backed Securities FNMS 06.000 CLDB1927 N/A 3140ABD93 2054-09-01 6 N/A 1008.00 986.43 Agency Mortgage-Backed Securities FNMS 06.000 CLDB2016 N/A 3140ABG25 2054-05-01 6 N/A 1221888.00 940855.74 Agency 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1000.00 1028.01 Agency Mortgage-Backed Securities FNMS 06.000 CLDD9506 N/A 3140BAR40 2055-07-01 6 N/A 1000.00 1039.59 Agency Mortgage-Backed Securities FNMS 06.000 CLDE1560 N/A 3140BDWW6 2055-07-01 6 N/A 1000.00 1036.63 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3726 N/A 3140BGD83 2055-06-01 6 N/A 1000.00 1046.04 Agency Mortgage-Backed Securities FNMS 06.000 CLDF0496 N/A 3140BQRS2 2055-10-01 6 N/A 1434135.00 1488549.28 Agency Mortgage-Backed Securities FNMS 06.000 CLDF0882 N/A 3140BQ6U0 2055-11-01 6 N/A 1595352.00 1646304.01 Agency Mortgage-Backed Securities FNMS 06.000 CLDF0886 N/A 3140BQ6Y2 2055-11-01 6 N/A 1518959.00 1568896.82 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1058 N/A 3140BRE88 2055-10-01 6 N/A 1950080.00 2009766.91 Agency Mortgage-Backed Securities FNMS 06.000 CLDF1469 N/A 3140BRT33 2055-10-01 6 N/A 1661300.00 1722328.81 Agency Mortgage-Backed Securities FNMS 06.000 CLDF3066 N/A 3140BTMQ5 2055-11-01 6 N/A 1000.00 1059.23 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6362 N/A 3140BXB88 2055-12-01 6 N/A 804953.00 834307.73 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1573 N/A 3140W1XB4 2055-03-01 6 N/A 746240.00 636908.40 Agency Mortgage-Backed Securities FNMS 06.500 CIDB8650 N/A 3140AJTG3 2039-07-01 6.5 N/A 2673.00 984.22 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 N/A 31403DVZ9 2036-11-01 6.5 N/A 1135.00 6.38 Agency Mortgage-Backed Securities FNMS 06.500 CLBU3981 N/A 3140M5M77 2053-04-01 6.5 N/A 3220730.00 2437633.78 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4144 N/A 3140M5TA3 2053-09-01 6.5 N/A 1000.00 789.55 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4311 N/A 3140M5YH2 2053-12-01 6.5 N/A 1000.00 666.17 Agency Mortgage-Backed Securities FNMS 06.500 CLBX0215 N/A 3140N4GZ4 2053-05-01 6.5 N/A 263144.00 226111.92 Agency Mortgage-Backed Securities FNMS 06.500 CLBX9911 N/A 3140NFAM4 2053-05-01 6.5 N/A 1000.00 482.52 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9857 N/A 3140NS5T7 2053-10-01 6.5 N/A 3095620.00 3205544.26 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5658 N/A 3140QRJC8 2053-02-01 6.5 N/A 4006584.00 3210564.08 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5864 N/A 3140QRQS5 2053-03-01 6.5 N/A 5967.00 4114.81 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6469 N/A 3140QSFK2 2053-06-01 6.5 N/A 1042.00 732.01 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6547 N/A 3140QSHZ7 2053-06-01 6.5 N/A 1024.00 728.73 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6549 N/A 3140QSH38 2053-06-01 6.5 N/A 2112.00 1614.46 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6886 N/A 3140QSUL3 2053-08-01 6.5 N/A 28834523.00 22440087.73 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7059 N/A 3140QSZZ7 2053-09-01 6.5 N/A 12287025.00 10099366.94 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7141 N/A 3140QS5B3 2053-09-01 6.5 N/A 1047.00 713.17 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7144 N/A 3140QS5E7 2053-09-01 6.5 N/A 11646963.00 8922884.01 Agency 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1397037.83 Agency Mortgage-Backed Securities FNMS 06.500 CLDC2627 N/A 3140AP4M3 2055-04-01 6.5 N/A 2620969.00 2198013.14 Agency Mortgage-Backed Securities FNMS 06.500 CLDC7951 N/A 3140AVZR5 2054-12-01 6.5 N/A 2335373.00 1208497.54 Agency Mortgage-Backed Securities FNMS 06.500 CLDC8255 N/A 3140AWE54 2055-01-01 6.5 N/A 1000.00 885.22 Agency Mortgage-Backed Securities FNMS 06.500 CLDD4126 N/A 3140B4SQ4 2055-03-01 6.5 N/A 2029.00 1335.04 Agency Mortgage-Backed Securities FNMS 06.500 CLDD4665 N/A 3140B5FF9 2055-03-01 6.5 N/A 1000.00 371.30 Agency Mortgage-Backed Securities FNMS 06.500 CLDE0960 N/A 3140BDB66 2055-06-01 6.5 N/A 9696800.00 9400036.08 Agency Mortgage-Backed Securities FNMS 06.500 CLDE5602 N/A 3140BJGL5 2055-08-01 6.5 N/A 1000.00 938.75 Agency Mortgage-Backed Securities FNMS 06.500 CLDE7792 N/A 3140BLUS9 2055-07-01 6.5 N/A 1000.00 1043.51 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8607 N/A 3140BMR51 2055-10-01 6.5 N/A 1383.00 1155.92 Agency Mortgage-Backed Securities FNMS 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BOND 47 N/A 912810RV2 2047-02-15 3 N/A 700.00 537.84 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 120249300.00 90925425.95 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 127647000.00 96028072.22 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 2418500.00 2486146.01 U.S. Treasuries (including strips) 4 1/4 NOTE AW 26 N/A 91282CJV4 2026-01-31 4.25 N/A 200.00 203.57 U.S. Treasuries (including strips) 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 1093900.00 991214.24 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 3700.00 3781.93 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 N/A 4756900.00 4837913.40 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 N/A 102218200.00 104720089.27 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625 N/A 44000.00 44675.65 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 10982800.00 11181884.85 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 519000.00 526682.79 U.S. Treasuries (including strips) 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 N/A 100.00 103.31 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 253500.00 256617.74 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 N/A 45674900.00 47076454.17 U.S. Treasuries (including strips) 4 NOTE AJ 27 N/A 91282CJT9 2027-01-15 4 N/A 88000.00 90030.21 U.S. Treasuries (including strips) 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 N/A 59082000.00 60520967.80 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 100.00 109.65 U.S. Treasuries (including strips) 6 1/2 BOND 26 N/A 912810EY0 2026-11-15 6.5 N/A 1000000.00 1034906.67 U.S. Treasuries (including strips) BILL 03/19/26 N/A 912797PV3 2026-03-19 0 N/A 308400.00 306113.21 U.S. Treasuries (including strips) BILL 04/09/26 N/A 912797SL2 2026-04-09 0 N/A 594500.00 588853.44 U.S. Treasuries (including strips) BILL 10/29/26 N/A 912797SK4 2026-10-29 0 N/A 11481700.00 11158788.67 U.S. Treasuries (including strips) TRFR AX 01/31/27 N/A 91282CMJ7 2027-01-31 3.700149181 N/A 196500.00 197716.97 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 3.762149181 N/A 1295100.00 1304158.30 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-01-02 2026-01-02 2026-01-02 N N N 0.0383 2250000000.00 2250000000.00 0.0108 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 3.79000000 N/A 549300H47WTHXPU08X20 BYDWSR563 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 N/A 851568000.00 850204639.63 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 1600.00 1215.49 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 N/A 416849600.00 424794149.98 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-01-05 2026-01-05 2026-01-05 N N N 0.0379 1250000000.00 1250000000.00 0.0060 N N Y N Fixed Income Clearing Corporation - Barclays Fixed Income Clearing Corporation - Barclays 3.84000000 N/A 549300H47WTHXPU08X20 BYDWSJMB1 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 18650800.00 17952449.54 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 39251900.00 37669256.49 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 N/A 91282CBQ3 2026-02-28 0.5 N/A 1000000.00 996530.08 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 N/A 25000000.00 23724620.05 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 N/A 26951400.00 26066307.14 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 N/A 3680000.00 3598167.84 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 N/A 521100800.00 457385544.63 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 119033000.00 113697873.86 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 29308900.00 28005058.86 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 18469200.00 17454797.46 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 N/A 100.00 99.82 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 107844200.00 106540801.55 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 6316400.00 6282679.90 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 1736300.00 1740300.11 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 N/A 84300.00 83924.82 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 7599700.00 7420506.92 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 49782800.00 49533785.33 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 N/A 14340600.00 14342866.84 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 34775700.00 35298018.16 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 N/A 25846100.00 25572699.95 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 14268400.00 14192132.09 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 N/A 60020900.00 60261403.75 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 7419400.00 7436613.01 U.S. Treasuries (including strips) 3 5/8 NOTE BG 27 N/A 91282CNV9 2027-08-31 3.625 N/A 95490500.00 96893050.22 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 N/A 992800.00 1019511.80 U.S. Treasuries (including strips) 4 NOTE AK 26 N/A 91282CGL9 2026-02-15 4 N/A 100.00 101.52 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 100.00 103.08 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 N/A 152768200.00 156120122.33 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 93125000.00 94900635.98 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 68500200.00 70812178.85 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 N/A 91102900.00 92653612.79 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 22522700.00 23004771.91 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 N/A 29175000.00 29709105.76 U.S. Treasuries (including strips) 4 1/8 NOTE AP 26 N/A 91282CHH7 2026-06-15 4.125 N/A 14222000.00 14286158.10 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 N/A 80538700.00 82669176.07 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 N/A 82405100.00 85171415.47 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 N/A 100.00 105.87 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 542597600.00 568073573.95 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 88283700.00 91923505.26 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 N/A 165402200.00 170477638.42 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 8897800.00 9143954.64 U.S. Treasuries (including strips) 4 NOTE N 32 N/A 91282CNR8 2032-07-31 4 N/A 61100500.00 62588629.24 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 34772300.00 35821638.82 U.S. Treasuries (including strips) 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 N/A 68358100.00 69567532.07 U.S. Treasuries (including strips) 6 BOND 26 N/A 912810EW4 2026-02-15 6 N/A 500.00 512.75 U.S. Treasuries (including strips) BILL 02/17/26 N/A 912797SR9 2026-02-17 0 N/A 67983700.00 67677025.53 U.S. Treasuries (including strips) BILL 02/24/26 N/A 912797SS7 2026-02-24 0 N/A 144556500.00 143804661.64 U.S. Treasuries (including strips) BILL 05/28/26 N/A 912797SW8 2026-05-28 0 N/A 34052400.00 33569571.02 U.S. Treasuries (including strips) BILL 06/11/26 N/A 912797QX8 2026-06-11 0 N/A 100.00 98.46 U.S. Treasuries (including strips) BILL 12/24/26 N/A 912797TC1 2026-12-24 0 N/A 5021000.00 4855171.43 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-01-02 2026-01-02 2026-01-02 N N N 0.0384 3000000000.00 3000000000.00 0.0145 N Y Y N Fixed Income Clearing Corporation - Barclays Fixed Income Clearing Corporation - Barclays 3.84000000 N/A 549300H47WTHXPU08X20 BYDWSJME5 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 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 134000.00 127886.40 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 N/A 33126600.00 32364338.27 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 1538300.00 1441254.43 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 N/A 5277000.00 5185264.63 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 24999200.00 23515066.24 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 2370800.00 2346601.58 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 225534000.00 177265100.55 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 N/A 9500000.00 9387187.08 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 N/A 100.00 100.02 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 12028500.00 12127881.32 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 100.00 99.47 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 1573400.00 1577050.29 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 N/A 53024000.00 54083458.19 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 7022500.00 7158364.00 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 N/A 92369500.00 93841564.65 U.S. Treasuries (including strips) 3 BOND 44 N/A 912810RJ9 2044-11-15 3 N/A 100.00 78.15 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 100.00 75.97 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 2555000.00 2626463.94 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 138665600.00 137191862.00 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 47047800.00 43555277.14 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 83557900.00 85421658.96 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 N/A 100.00 101.70 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 70472800.00 72975726.37 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 N/A 1600.00 1640.59 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 100.00 102.21 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 65999900.00 68179080.32 U.S. Treasuries (including strips) 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 N/A 5334300.00 5699371.49 U.S. Treasuries (including strips) 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 N/A 100.00 101.77 U.S. Treasuries (including strips) 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 N/A 407900.00 419458.36 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 700.00 722.42 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 N/A 26005200.00 25767644.37 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 24999700.00 25369772.35 U.S. Treasuries (including strips) 4 5/8 NOTE BD 26 N/A 91282CKY6 2026-06-30 4.625 N/A 99996800.00 100527383.02 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 1205700.00 1234919.73 U.S. Treasuries (including strips) 5 BOND 45 N/A 912810UL0 2045-05-15 5 N/A 823704000.00 855107378.24 U.S. Treasuries (including strips) BILL 01/29/26 N/A 912797RK5 2026-01-29 0 N/A 2364800.00 2358545.10 U.S. Treasuries (including strips) BILL 02/03/26 N/A 912797SJ7 2026-02-03 0 N/A 193061800.00 192459833.31 U.S. Treasuries (including strips) BILL 06/11/26 N/A 912797QX8 2026-06-11 0 N/A 300.00 295.37 U.S. Treasuries (including strips) BILL 08/06/26 N/A 912797RG4 2026-08-06 0 N/A 695500.00 681291.63 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-01-02 2026-01-02 2026-01-02 N N N 0.0384 2000000000.00 2000000000.00 0.0096 N Y Y N Fixed Income Clearing Corporation - CITI Fixed Income Clearing Corporation - CITI 3.83000000 N/A 549300H47WTHXPU08X20 BYDWSJMP0 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 912810EZ7 2027-02-15 6.625 N/A 3000.00 3182.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 270197000.00 273896994.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLW9 2034-11-15 4.25 N/A 800.00 815.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 169087800.00 179010337.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNU1 2028-08-15 3.625 N/A 12300.00 12506.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLN9 2029-09-30 3.5 N/A 226030000.00 227260768.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SG3 2026-01-20 0 N/A 100.00 99.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 31411700.00 31079427.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 129776000.00 125915520.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 706000.00 725156.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UE6 2054-11-15 4.5 N/A 3500.00 3341.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 320712000.00 322683488.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLQ2 2027-10-15 3.875 N/A 615889000.00 625277067.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QK7 2040-08-15 3.875 N/A 200.00 188.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TK3 2026-04-28 0 N/A 100.00 98.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TE7 2026-06-25 0 N/A 400.00 393.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKV2 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Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMTD8 2053-07-01 5.5 N/A 180000.00 146699.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8VL8 2050-12-01 2.5 N/A 155451.00 84188.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMP47 2054-09-01 6.5 N/A 1019272.00 441216.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31415LQ42 2038-05-01 6 N/A 1911182.00 14231.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M3V31 2051-10-01 3 N/A 1063520.00 424094.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W9NN6 2028-09-01 3 N/A 1800000.00 36793.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EPGX6 2044-07-01 5 N/A 2500000.00 380573.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410K5J9 2038-10-01 6.5 N/A 2825000.00 30327.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGTU3 2052-01-01 3.5 N/A 700000.00 455134.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A6ND4 2054-01-01 6 N/A 62586.00 46832.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412QGR4 2039-08-01 5.5 N/A 206697.00 7201.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WR4K3 2043-11-01 5 N/A 1578182.00 85820.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EYN4 2053-12-01 6 N/A 30000.00 20275.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXG89 2057-09-01 4.5 N/A 100000.00 28960.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418RPR6 2030-04-01 5 N/A 4542888.00 48325.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEPQ9 2050-08-01 3 N/A 490000.00 258334.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTBN0 2050-10-01 3.5 N/A 30800.00 24919.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6DU8 2031-08-01 2.5 N/A 306894.00 20515.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXFZ0 2057-01-01 4 N/A 300000.00 98333.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WLCJ0 2047-07-01 4 N/A 1075000.00 83881.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCJ4 2054-09-01 6.5 N/A 24000.00 16768.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANPP8 2054-08-01 6 N/A 204240.00 169656.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WAAK3 2043-11-01 4.5 N/A 468000.00 32711.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385WYQ6 2033-02-01 6 N/A 130632192.00 293836.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUWR3 2054-06-01 6 N/A 27702.00 24646.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MBCL4 2052-01-01 2 N/A 375000.00 249051.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPFJ1 2052-06-01 3.5 N/A 431305.00 307121.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416TL49 2039-08-01 4.5 N/A 2145000.00 96517.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J7MC6 2031-11-01 2 N/A 80000.00 12239.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFUY5 2051-12-01 2 N/A 347000.00 188833.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4XJ0 2049-09-01 4 N/A 2192000.00 346971.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFLM1 2052-01-01 3 N/A 360000.00 231236.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AYBY0 2054-12-01 4.5 N/A 161448.00 127620.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXEH1 2056-08-01 5 N/A 1000000.00 270090.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUGG5 2054-04-01 6 N/A 6583104.00 5690293.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A6PT7 2054-01-01 6 N/A 121756.00 96960.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KQQU8 2035-10-01 2 N/A 500000.00 221610.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLD60 2051-07-01 2.5 N/A 2554000.00 1553015.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRL37 2054-10-01 5 N/A 14997640.00 13543091.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BM7F1 2055-10-01 5 N/A 3102852.00 3122477.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLKF4 2038-03-01 2 N/A 5836592.00 4102125.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSAN1 2053-05-01 5 N/A 177000.00 147431.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WWKG3 2043-06-01 4 N/A 100000.00 17504.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFHX7 2045-08-01 3.5 N/A 325000.00 35312.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5W62 2047-07-01 3.5 N/A 415000.00 116699.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C6Y5 2028-12-01 4 N/A 496321.00 35024.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUVD5 2054-06-01 6 N/A 50071.00 45026.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJCB2 2036-10-01 2.5 N/A 1135936.00 476177.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFZR5 2052-03-01 3 N/A 200000.00 128645.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGG47 2052-02-01 3 N/A 482812.00 140393.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B1EN2 2055-02-01 6 N/A 289847.00 271227.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCXQ6 2051-10-01 2.5 N/A 100000.00 62745.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7UB1 2032-10-01 3 N/A 228000.00 38357.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403FQK3 2033-11-01 5 N/A 3583760.00 55206.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7XJ1 2047-11-01 3.5 N/A 397442.00 109934.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXPV8 2049-08-01 3 N/A 7444144.00 3224465.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ASY5 2043-05-01 3 N/A 1000000.00 155304.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D2M3 2051-07-01 2.5 N/A 229000.00 132925.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMHB5 2053-08-01 5 N/A 156000.00 129432.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EHFF4 2041-11-01 4.5 N/A 13775500.00 440351.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVE75 2054-09-01 6 N/A 507000.00 451971.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31413FV25 2047-07-01 6.5 N/A 2643976.00 109882.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEB50 2050-07-01 2.5 N/A 15227.00 7403.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6GK7 2046-12-01 3.5 N/A 1130000.00 139885.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JPN43 2049-06-01 4.5 N/A 57750.00 16998.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XG3C1 2035-07-01 4 N/A 61386.00 28406.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPY84 2052-08-01 4 N/A 50000000.00 36558972.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MEWF9 2055-04-01 6.5 N/A 2669448.00 2422673.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YGE32 2045-03-01 3 N/A 719562.00 180785.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419EL98 2040-09-01 4 N/A 776589.00 26032.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JLZ72 2049-02-01 5 N/A 342000.00 36567.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BQ66 2045-04-01 2.5 N/A 55000.00 8563.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FBKZ2 2046-08-01 4 N/A 213707.00 21963.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406GD89 2034-12-01 5 N/A 502685.00 25989.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPAQ0 2052-05-01 4 N/A 1500000.00 1077158.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WE7J2 2045-07-01 3.5 N/A 100000.00 26113.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E4R8 2054-04-01 5.5 N/A 2404388.00 1985988.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8JD4 2055-04-01 5 N/A 58493.00 57717.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BSLJ4 2055-10-01 6 N/A 2107040.00 2183773.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNEJ7 2052-02-01 2 N/A 799715.00 495630.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405J7H1 2034-09-01 6 N/A 12361920.00 138428.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMN93 2048-04-01 3 N/A 250000.00 186637.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MELM6 2052-03-01 3 N/A 377476.00 274797.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELU2 2052-12-01 3.5 N/A 160000.00 125171.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHKP9 2051-02-01 3 N/A 500000.00 259824.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCHD1 2034-11-01 4 N/A 2760290.00 313207.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E7PH7 2046-02-01 3.5 N/A 464060.00 35627.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSNV2 2053-09-01 6 N/A 200000.00 191877.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EH6R8 2038-12-01 5.5 N/A 660902.00 23429.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7MW6 2050-07-01 3.5 N/A 12190448.00 3164972.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JGWZ4 2048-09-01 4 N/A 2090000.00 203347.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1MH3 2049-02-01 6 N/A 185000.00 176542.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H6DG1 2048-02-01 4 N/A 183303.00 28631.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140METR7 2055-04-01 6.5 N/A 4871752.00 4566559.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X5LM7 2028-09-01 3.5 N/A 155902.00 5503.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HJUU3 2048-05-01 5 N/A 700000.00 59416.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L1UL7 2051-03-01 2 N/A 400000.00 210203.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM4Y7 2052-01-01 2.5 N/A 321000.00 214528.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EZA1 2053-12-01 4 N/A 24616.00 20396.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XHNK3 2043-12-01 5 N/A 261308.00 23000.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9LM1 2048-10-01 3 N/A 4059712.00 430570.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJGE7 2052-09-01 4.5 N/A 186000.00 139421.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417YDV6 2029-07-01 4.5 N/A 3200000.00 26516.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXL83 2041-02-01 5 N/A 15721700.00 3830238.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFPJ4 2052-01-01 2.5 N/A 500000.00 312207.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412UPH7 2039-05-01 5 N/A 3200000.00 143606.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AMB1 2042-11-01 4 N/A 2165296.00 232931.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412PLN9 2039-04-01 4.5 N/A 6182940.00 188276.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400EPS3 2033-03-01 6.5 N/A 1980000.00 31647.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2JZ5 2054-05-01 6.5 N/A 31421600.00 30863537.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EGH7 2052-08-01 3.5 N/A 33000.00 25195.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMQ64 2051-11-01 2.5 N/A 200000.00 127098.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DFT4 2049-09-01 4.5 N/A 875474.00 94795.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DHL9 2049-11-01 3 N/A 2351000.00 361603.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417LTZ8 2039-02-01 4.5 N/A 1048694.00 88108.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FUZA9 2047-03-01 3 N/A 305000.00 78546.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGH94 2053-04-01 2.5 N/A 173174.00 138917.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6NK3 2048-11-01 4 N/A 779000.00 111424.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AUXW2 2041-10-01 4 N/A 1076352.00 31928.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KJY1 2038-05-01 6 N/A 73904768.00 450619.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W6WK8 2043-03-01 3 N/A 2976560.00 401352.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417BZJ9 2042-05-01 4 N/A 999997.00 15054.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4L38 2033-09-01 4 N/A 2000000.00 202208.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BXAS5 2055-12-01 5 N/A 4131744.00 4167668.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E7GV6 2030-11-01 3 N/A 700000.00 52547.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6BM2 2034-02-01 3 N/A 2679000.00 462644.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AYN2 2043-10-01 3 N/A 3400000.00 389714.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WRJU5 2043-06-01 4 N/A 100000.00 13544.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W7WP5 2043-04-01 3 N/A 34123.00 8715.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MAYR9 2052-05-01 3.5 N/A 500000.00 359332.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WXWP8 2043-07-01 4 N/A 100000.00 17615.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AK72 2042-10-01 4 N/A 273000.00 29549.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ER5J5 2047-03-01 3 N/A 1064596.00 208039.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRPE8 2053-07-01 5 N/A 1008.00 853.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PR63 2055-08-01 5 N/A 1024.00 1015.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RCV0 2056-01-01 5.5 N/A 2000.00 2050.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426BDH6 2055-02-01 6.5 N/A 9195102.00 6778022.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CQAV7 2054-07-01 7 N/A 1000.00 926.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427MQD6 2055-02-01 5.5 N/A 50556625.00 45939368.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6A78 2055-06-01 6.5 N/A 1024.00 913.10 Agency Mortgage-Backed 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4 N/A 19000.00 15609.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCTQ1 2051-09-01 2.5 N/A 1000.00 655.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407HZH2 2036-06-01 6 N/A 39594752.00 202798.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FSE8 2040-11-01 5 N/A 222400.00 223619.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XP2A6 2049-02-01 4 N/A 4612504.00 3731430.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7DA3 2055-09-01 5 N/A 1024.00 1027.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFEG0 2050-10-01 2 N/A 12636638.00 6836232.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNMV3 2053-06-01 5.5 N/A 37999.00 31233.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKEN7 2053-06-01 5.5 N/A 1000.00 759.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKNP9 2051-05-01 3 N/A 1000.00 528.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFHJ3 2052-02-01 3 N/A 22345431.00 15336807.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412QTZ2 2039-09-01 4 N/A 1000.00 57.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPSB4 2052-07-01 3.5 N/A 42000.00 30789.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJK98 2046-12-01 3 N/A 1000.00 300.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EKZF5 2028-05-01 3.5 N/A 1000.00 21.61 Agency Mortgage-Backed 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NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XP2R9 2053-10-01 3 N/A 1865790.00 1476641.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QC6H4 2050-03-01 4 N/A 280000.00 118816.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JRAZ4 2049-04-01 3.5 N/A 1000.00 86.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WTUT1 2043-05-01 3 N/A 3625200.00 459679.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXW5 2053-11-01 6.5 N/A 102000.00 57608.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BWDU9 2055-11-01 6 N/A 2191500.00 2268011.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRYM1 2054-11-01 5.5 N/A 31299616.00 30187165.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C4E1 2048-11-01 3.5 N/A 1000.00 93.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFEZ8 2050-10-01 2 N/A 3828113.00 2021646.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQN50 2052-10-01 5.5 N/A 12000000.00 8806950.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXK92 2048-07-01 4 N/A 1000.00 318.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGPP3 2054-06-01 7.5 N/A 1203898.00 489571.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGBH6 2045-12-01 3.5 N/A 22633327.00 4451615.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DFQ0 2049-09-01 3 N/A 1001.00 128.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE 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B1V7KEBTPIMZEU4LTD58 31418EDJ6 2037-05-01 3 N/A 47000.00 27744.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPCF2 2052-05-01 3 N/A 39135.00 30648.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBJS8 2049-07-01 3.5 N/A 274000.00 27013.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKLX6 2053-02-01 5 N/A 1000.00 750.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQQ6 2053-03-01 4 N/A 159989.00 131380.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETC53 2045-12-01 4 N/A 1000.00 182.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNFJ8 2053-10-01 5 N/A 1000.00 724.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQF7 2055-10-01 5.5 N/A 1000.00 995.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJQD9 2053-05-01 5 N/A 1000.00 770.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BYRD8 2055-12-01 6.5 N/A 1000.00 1057.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L6A87 2051-04-01 2.5 N/A 1000.00 644.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKN6 2055-05-01 5.5 N/A 4397155.00 4031567.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FLW5 2045-05-01 5 N/A 1124875.00 1010170.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DNR9 2050-04-01 3.5 N/A 4999000.00 564922.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KST56 2036-12-01 1.5 N/A 22380800.00 13149710.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WC7G2 2029-10-01 3 N/A 494000.00 32452.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DR46 2035-07-01 1.5 N/A 1016464.00 392350.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N7KQ2 2052-12-01 6.5 N/A 1000.00 1027.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET67 2053-07-01 5.5 N/A 21238891.00 16823144.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQ7H4 2054-07-01 6 N/A 1000.00 882.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRCE1 2053-01-01 5.5 N/A 7551873.00 6430995.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRMY6 2053-02-01 5.5 N/A 1024840.00 900818.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YFQM9 2045-04-01 3 N/A 10996900.00 1961768.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNKM5 2052-09-01 3.5 N/A 565001.00 458681.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C4J0 2048-11-01 4 N/A 2029.00 73.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6SQ4 2055-06-01 6 N/A 1024.00 1018.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BXEB8 2055-12-01 4.5 N/A 2000.00 1977.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNS47 2053-11-01 5.5 N/A 81008.00 67732.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRB38 2054-09-01 6 N/A 1000.00 1007.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8AC1 2050-10-01 2 N/A 70000.00 32811.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EM23 2052-12-01 6 N/A 10000.00 7119.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4TU1 2056-01-01 5 N/A 1040.00 1045.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CSK1 2027-12-01 3 N/A 1000.00 47.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409A6W4 2036-03-01 6 N/A 1000.00 8.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNDR6 2055-10-01 5.5 N/A 51064.00 48614.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5M42 2050-01-01 3.5 N/A 159000.00 38521.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7FU8 2050-08-01 2.5 N/A 190000.00 83630.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6HX1 2055-04-01 5.5 N/A 1000.00 878.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNM9 2053-07-01 5.5 N/A 45883328.00 36029036.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H22J6 2047-12-01 4 N/A 355000.00 73587.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FEA1 2054-11-01 4 N/A 5840.00 5272.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410LXK3 2034-04-01 4.5 N/A 3126.00 319.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EX88 2038-11-01 6 N/A 10000.00 4940.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FLT2 2055-06-01 6.5 N/A 1000.00 864.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJW66 2052-03-01 2.5 N/A 1000.00 674.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L7M41 2051-04-01 2 N/A 99000.00 55882.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQ75 2055-11-01 4.5 N/A 87850.00 85682.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JPN43 2049-06-01 4.5 N/A 1057.00 311.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCH8 2054-09-01 6 N/A 1000.00 780.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6PL8 2055-05-01 5 N/A 55617792.00 54156812.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DC67 2049-07-01 3.5 N/A 406000.00 36634.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHAW7 2051-08-01 3 N/A 128000.00 83092.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AHY7 2042-08-01 4 N/A 1000.00 92.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GHT6 2043-05-01 3 N/A 1008.00 182.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVPX6 2054-11-01 5.5 N/A 1024.00 972.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPDH9 2053-07-01 5 N/A 1000.00 909.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KMXH8 2050-09-01 2 N/A 138000.00 69661.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNTR3 2052-04-01 3.5 N/A 5878388.00 4350024.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AY93 2028-10-01 3 N/A 1000.00 53.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JACU0 2049-03-01 4 N/A 1001.00 89.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1GZ0 2053-04-01 4 N/A 9461360.00 8498416.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKJ27 2053-02-01 6 N/A 1024.00 745.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411DTC3 2037-02-01 6 N/A 3750000.00 41534.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHR1 2055-01-01 7 N/A 1000.00 690.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1J46 2049-06-01 4.5 N/A 20975040.00 19077127.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417Y6Y8 2041-10-01 5 N/A 7665712.00 453940.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9ZS2 2054-03-01 5.5 N/A 1000.00 369.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSTZ4 2053-08-01 5.5 N/A 41000.00 34398.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRBU6 2053-01-01 5 N/A 2000.00 1660.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8HZ3 2048-01-01 3.5 N/A 447840.00 128554.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDDV5 2041-10-01 2 N/A 25508672.00 16566322.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XM5B8 2053-11-01 6 N/A 1000.00 842.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DVB5 2050-12-01 1.5 N/A 1024.00 566.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DGV8 2049-09-01 3 N/A 1000.00 80.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FPG6 2055-09-01 5.5 N/A 47545209.00 46865920.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPQF7 2052-07-01 3.5 N/A 939800.00 767965.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJ4G0 2047-03-01 3.5 N/A 1000.00 206.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEMJ5 2030-05-01 2.5 N/A 984000.00 82025.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ER93 2053-05-01 6 N/A 1024.00 715.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FGV3 2055-02-01 4 N/A 7000.00 6401.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EQ78 2053-04-01 4.5 N/A 1000.00 820.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNFD9 2052-02-01 2.5 N/A 135000.00 81347.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CQD9 2037-10-01 3 N/A 1491000.00 195866.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEVX7 2050-09-01 2 N/A 1024.00 488.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7SV1 2055-11-01 5 N/A 1040.00 1051.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1JX2 2035-07-01 2.5 N/A 7779928.00 6029706.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMHM1 2052-11-01 4 N/A 189046.00 155270.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRB85 2053-01-01 5.5 N/A 1000.00 688.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ENWB1 2033-08-01 4 N/A 611000.00 52708.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KYCS1 2051-05-01 2.5 N/A 56987260.00 30260043.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGJS9 2051-11-01 3 N/A 20534387.00 13260789.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EVF4 2043-08-01 5.5 N/A 218918.00 142448.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417DMR1 2042-10-01 2.5 N/A 140999.00 36675.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JQQS5 2049-07-01 4 N/A 1000.00 157.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BWDS4 2055-11-01 6.5 N/A 1086000.00 1142962.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E4Q0 2039-03-01 5.5 N/A 18000.00 11070.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVQW4 2054-12-01 5.5 N/A 1074099.00 531818.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EEPV5 2042-03-01 3.5 N/A 24529861.00 2068528.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q92N2 2048-11-01 4.5 N/A 1000.00 278.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKG46 2053-01-01 6 N/A 1024.00 642.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U0YK7 2056-01-01 5 N/A 1000.00 1008.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEY71 2050-09-01 2.5 N/A 16798082.00 8332927.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3M30 2054-03-01 4 N/A 4806864.00 4585771.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0BD6 2054-12-01 5 N/A 1024.00 967.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403C5R8 2036-02-01 6 N/A 8602000.00 87226.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XR4T9 2054-05-01 5.5 N/A 1024.00 919.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTTK1 2055-10-01 5.5 N/A 1000.00 1029.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BG34 2044-09-01 4 N/A 258707.00 25679.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHWZ6 2052-02-01 3 N/A 1100.00 756.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFUZ0 2050-11-01 2 N/A 1000.00 535.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHER9 2046-06-01 3 N/A 36126605.00 5162741.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FG84 2045-01-01 5 N/A 142992.00 129839.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417FU22 2043-03-01 3 N/A 658000.00 129965.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9NP2 2046-12-01 3.5 N/A 98991.00 26748.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411FS96 2036-12-01 5.9 N/A 1000.00 28.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAJA9 2049-01-01 4.5 N/A 1024.00 144.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ED56 2052-06-01 2.5 N/A 1000.00 702.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E5P1 2054-05-01 5.5 N/A 1024.00 846.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLV47 2049-12-01 3.5 N/A 1000.00 746.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6PK0 2055-05-01 5 N/A 1024.00 989.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJRD2 2047-01-01 3.5 N/A 1024.00 146.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ERA0 2053-04-01 6 N/A 1024.00 699.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPKX4 2052-06-01 4 N/A 44117.00 33787.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4BK2 2055-08-01 6 N/A 2108.00 2148.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EVTJ6 2046-07-01 4 N/A 1000.00 160.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BXEM4 2055-12-01 5.5 N/A 7247632.00 7410206.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D7K2 2036-12-01 2 N/A 2008.00 1148.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AD6H9 2054-09-01 6 N/A 1000.00 660.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L0PM3 2051-08-01 2.5 N/A 1024.00 634.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6UN8 2055-05-01 6 N/A 1008.00 1025.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKML9 2051-05-01 2.5 N/A 42752.00 25360.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FLNF1 2046-12-01 3 N/A 271546.00 90961.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E2E9 2054-02-01 6 N/A 916000.00 624189.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BLU8 2035-01-01 3.5 N/A 440999.00 40443.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGY52 2051-02-01 2.5 N/A 200000.00 128725.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AM96 2042-12-01 3.5 N/A 1000.00 146.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATGL4 2054-10-01 5 N/A 1703070.00 1653258.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XR4S1 2053-07-01 5.5 N/A 1024.00 902.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJAK4 2046-10-01 3 N/A 136988960.00 29770887.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN4R2 2054-02-01 5 N/A 5000.00 4359.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJM96 2046-12-01 3 N/A 10514524.00 2039793.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6UC2 2055-06-01 6 N/A 1000.00 1001.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNJX3 2053-12-01 6 N/A 1120.00 917.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCRY7 2053-02-01 6.5 N/A 90575.00 53028.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUZH2 2054-07-01 5.5 N/A 201868.00 192114.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419ERS0 2030-09-01 4 N/A 1006.00 29.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTA35 2050-08-01 2 N/A 1000.00 678.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCLC0 2051-08-01 2.5 N/A 1000.00 633.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAR95 2036-04-01 2 N/A 1000.00 451.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJSB0 2052-07-01 3.5 N/A 1000.00 730.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9WZ4 2051-02-01 3 N/A 65974.00 34878.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3YE3 2055-06-01 5 N/A 1024.00 1018.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EV98 2053-09-01 6 N/A 597936.00 416871.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUJQ6 2055-10-01 6 N/A 1017216.00 1061542.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A5WM6 2053-12-01 6 N/A 1000.00 810.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFC31 2050-10-01 2 N/A 20454903.00 10228553.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQG5 2055-09-01 6 N/A 24728898.00 24440970.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EG95 2037-09-01 2.5 N/A 1000.00 657.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ER77 2053-05-01 5 N/A 555298.00 458874.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A3KG7 2053-11-01 7 N/A 10927.00 11557.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ETM2 2043-05-01 5.5 N/A 23170188.00 14408950.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQRL1 2037-11-01 4.5 N/A 110823.00 68250.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C5T7 2029-01-01 4 N/A 436000.00 25629.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416KYW2 2039-03-01 6 N/A 1000000.00 30123.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAUC2 2034-04-01 3.5 N/A 1000.00 149.88 Agency Mortgage-Backed Securities FEDERAL 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B1V7KEBTPIMZEU4LTD58 3140X4DQ6 2048-07-01 3.5 N/A 1008.00 182.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2LH2 2055-06-01 5.5 N/A 1024.00 956.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ARCL2 2054-10-01 5 N/A 3001.00 3004.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y73H9 2055-12-01 5.5 N/A 57498460.00 59018796.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRL78 2054-10-01 5.5 N/A 40415795.00 37997047.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLGL4 2051-07-01 2 N/A 1000.00 596.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6MY3 2055-05-01 6 N/A 1280.00 1237.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNJL7 2037-03-01 2 N/A 1000.00 594.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.5 N/A 539676.00 464409.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVWV2 2054-12-01 5.5 N/A 5411352.00 5145092.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH2R7 2052-08-01 4.5 N/A 1024.00 863.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTQ5 2050-10-01 2 N/A 1000.00 509.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416LU53 2038-06-01 5.5 N/A 1300000.00 42893.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XC5Q7 2051-10-01 2.5 N/A 1000.00 500.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ENL0 2053-01-01 6 N/A 1024.00 645.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XTBG5 2052-01-01 2.5 N/A 4218274.00 3035059.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FPH4 2055-09-01 6 N/A 1040.00 1015.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FR82 2055-12-01 5.5 N/A 4477040.00 4548758.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQAF4 2052-10-01 2 N/A 1000.00 734.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XR6P5 2054-06-01 5.5 N/A 1000.00 919.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JB4B9 2045-09-01 4 N/A 1000.00 692.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411RNW4 2037-02-01 5.6 N/A 1000.00 65.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FTM9 2045-12-01 5 N/A 2024.00 2044.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FBP1 2054-08-01 6 N/A 1109.00 834.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C5L4 2028-11-01 4 N/A 574000.00 31609.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MX7A6 2052-08-01 4.5 N/A 2000.00 1521.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHC54 2050-01-01 4 N/A 1000.00 641.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA3A0 2052-04-01 2 N/A 2004.00 1335.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUEN8 2055-11-01 5 N/A 42820298.00 42916265.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DCZ3 2049-06-01 4 N/A 1000.00 92.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JWQS2 2049-10-01 3 N/A 2000.00 957.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPZF7 2052-08-01 4.5 N/A 1000.00 744.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1P84 2053-09-01 6.5 N/A 1000.00 755.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPCW7 2053-12-01 4.5 N/A 10696848.00 8844286.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8RX7 2050-04-01 3.5 N/A 246000.00 50357.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QK6F0 2051-06-01 3.5 N/A 1024.00 537.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XML79 2053-09-01 6.5 N/A 1008.00 634.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9UY5 2048-12-01 5 N/A 529000.00 101012.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPLK1 2052-06-01 5 N/A 1000.00 734.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DUC4 2035-11-01 1.5 N/A 944276.00 417567.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416BTA6 2039-01-01 5 N/A 10200000.00 86419.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJLW1 2051-12-01 3 N/A 1000.00 684.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417YY84 2031-05-01 4.5 N/A 982978.00 27542.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X52Q5 2050-03-01 3 N/A 2589000.00 772026.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSFR0 2053-09-01 5.5 N/A 1000.00 874.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQ2G1 2052-06-01 3 N/A 94000.00 76709.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BWTJ7 2055-12-01 5.5 N/A 2000.00 2063.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET59 2053-07-01 5 N/A 1000.00 834.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B3K35 2055-02-01 6.5 N/A 1000.00 1043.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1AH6 2054-09-01 5.5 N/A 5240.00 5069.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CRD8 2047-11-01 4 N/A 1000.00 116.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMMW3 2053-06-01 5 N/A 1032.00 821.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRSF1 2053-03-01 6 N/A 1000.00 859.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7CT3 2055-09-01 5 N/A 1024.00 1022.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMBW5 2052-06-01 3.5 N/A 1472494.00 1122238.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQBZ7 2052-09-01 4.5 N/A 47000.00 37583.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6F63 2049-01-01 3.5 N/A 1000.00 191.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419FFW1 2040-11-01 4 N/A 6200000.00 353599.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFA27 2051-09-01 2.5 N/A 1000.00 535.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EAET0 2027-03-01 3.5 N/A 1024.00 15.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GMK9 2043-05-01 3.5 N/A 2000.00 319.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNPL0 2052-03-01 3.5 N/A 1000.00 651.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRT1 2050-08-01 3 N/A 1000.00 292.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EE48 2052-07-01 3.5 N/A 10000.00 7509.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EG46 2052-07-01 5 N/A 120999.00 99086.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMV78 2053-07-01 2.5 N/A 23312.00 17476.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FTA5 2056-01-01 5 N/A 1124220.00 1128044.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CNE0 2047-08-01 4 N/A 389789.00 40773.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QN3U4 2052-05-01 4 N/A 11884199.00 8576566.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXFV9 2057-01-01 3.5 N/A 7818608.00 2683914.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABNM3 2054-04-01 5.5 N/A 1008.00 794.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPYD5 2044-05-01 6 N/A 1000.00 841.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJXN3 2047-02-01 3 N/A 30756000.00 6339747.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCSB5 2050-11-01 3 N/A 1000.00 409.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUJF4 2054-04-01 6.5 N/A 2775328.00 1966225.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QERV6 2050-08-01 2 N/A 868680.00 398078.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQFG5 2052-09-01 4 N/A 25988384.00 19143713.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7Z76 2055-12-01 4.5 N/A 18870273.00 18616917.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFAA7 2050-10-01 2 N/A 5700032.00 2863295.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MHUX5 2052-04-01 3 N/A 10000.00 6178.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGT74 2051-10-01 3.5 N/A 1000.00 621.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7K98 2055-10-01 5.5 N/A 2048.00 2085.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTL6 2035-10-01 1.5 N/A 1000.00 427.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPD6 2053-02-01 5.5 N/A 454001.00 333570.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A14H7 2053-10-01 6 N/A 7827712.00 7040349.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XA5N8 2051-05-01 2 N/A 1001.00 460.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BXBE5 2055-12-01 6 N/A 1002.00 1052.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410FUY9 2035-08-01 5.5 N/A 8824993.00 102881.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHSF5 2052-04-01 2.5 N/A 1000.00 668.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLMW5 2053-06-01 5.5 N/A 1000.00 797.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCAE8 2051-07-01 3 N/A 2000.00 1183.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FNF0 2055-08-01 4 N/A 1000.00 936.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6PS3 2055-05-01 5.5 N/A 1024.00 1031.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410LJ37 2039-01-01 6.5 N/A 1000.00 47.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QST76 2053-08-01 6 N/A 4162824.00 3341934.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN5W0 2054-02-01 6.5 N/A 1000.00 780.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XR3G8 2054-12-01 5 N/A 200000.00 188510.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNH0 2053-07-01 5 N/A 39618112.00 30015130.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7CA5 2049-03-01 4 N/A 172001.00 25992.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C4X9 2048-12-01 4.5 N/A 565000.00 41120.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EKR0 2052-11-01 3.5 N/A 1000.00 788.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YTJY1 2045-09-01 3.5 N/A 29363680.00 9559390.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNTK8 2052-04-01 3.5 N/A 1000.00 673.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BXDY9 2055-12-01 5.5 N/A 1001.00 1024.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QC5Q5 2050-03-01 3.5 N/A 475000.00 228916.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6PW4 2055-05-01 6 N/A 1008.00 1012.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8P58 2038-03-01 4 N/A 1009.00 143.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CDA9 2046-10-01 3 N/A 157722.00 41963.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QWC26 2055-02-01 6 N/A 1000.00 956.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR2K8 2053-05-01 5 N/A 1024.00 879.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0WR2 2055-02-01 4.5 N/A 1024.00 963.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKF78 2051-04-01 3 N/A 294000.00 154385.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSS89 2052-06-01 4.5 N/A 7776408.00 5347467.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410LW40 2032-06-01 3 N/A 498998.00 65524.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPKK2 2052-06-01 3.5 N/A 41000.00 30553.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE 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2053-03-01 6 N/A 1024.00 702.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417FQ92 2043-02-01 3.5 N/A 794632.00 136844.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MLUC2 2052-04-01 4 N/A 2184584.00 1788613.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EKT6 2052-11-01 4.5 N/A 1908883.00 1509187.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQ7J0 2054-07-01 6.5 N/A 1024.00 875.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y74K1 2055-12-01 6 N/A 1024.00 1063.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBUB4 2050-11-01 4 N/A 2593000.00 1162872.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4T80 2052-02-01 3 N/A 1008.00 905.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BFYW9 2055-06-01 7 N/A 1001.00 907.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA2S2 2052-03-01 2.5 N/A 2481812.00 1657621.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0GG4 2054-10-01 5.5 N/A 49832714.00 46078702.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERP79 2031-07-01 3 N/A 999000.00 112977.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408JBR1 2035-12-01 6 N/A 1879439.00 30793.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMPX8 2053-09-01 5.5 N/A 1000.00 797.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCFC3 2060-01-01 3 N/A 1024.00 738.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DMC3 2030-03-01 3 N/A 1000.00 113.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQD36 2052-09-01 5 N/A 1000.00 775.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNZ72 2053-03-01 3 N/A 16000.00 12342.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FG35 2040-02-01 5 N/A 10000.00 7581.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3N21 2054-10-01 6 N/A 1024.00 988.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4CY1 2052-10-01 4.5 N/A 1000.00 813.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEJQ3 2045-04-01 3.5 N/A 84735488.00 7426935.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL2C1 2053-07-01 5.5 N/A 99000.00 79931.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410FR64 2034-12-01 6.5 N/A 1000.00 13.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN3R3 2051-08-01 4 N/A 809000.00 655831.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDSD9 2051-11-01 2.5 N/A 2592148.00 1707052.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ4Q5 2052-12-01 6.5 N/A 16499456.00 13329583.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLJW9 2053-03-01 5.5 N/A 85000.00 62130.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BWWP9 2055-12-01 6 N/A 1001.00 1033.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BV6D7 2055-12-01 5 N/A 1000.00 1013.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ2J3 2052-12-01 5 N/A 11373136.00 8104648.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LPMP4 2051-06-01 2.5 N/A 41318.00 28242.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WDU82 2030-01-01 3 N/A 6498578.00 359966.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3G5 2051-08-01 2 N/A 21013.00 12846.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGYN4 2053-04-01 6 N/A 1001.00 658.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNBF0 2037-03-01 2 N/A 1024.00 705.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRDG7 2054-02-01 5 N/A 98999.00 86382.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELX6 2052-12-01 5 N/A 60000.00 47171.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XND35 2053-11-01 6.5 N/A 1024.00 806.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EGG9 2052-08-01 3 N/A 1000.00 733.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4BG1 2050-01-01 3.5 N/A 1000.00 936.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECS7 2052-04-01 3.5 N/A 2000.00 1369.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU6J0 2054-08-01 5 N/A 1050.00 984.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U0XQ5 2056-01-01 5.5 N/A 1000.00 1019.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKQT4 2055-08-01 6 N/A 11321168.00 11599878.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHMF1 2052-06-01 4.5 N/A 1000.00 695.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EAM2 2052-01-01 2 N/A 549000.00 353612.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418B7A8 2036-07-01 4 N/A 1000.00 145.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XG7B9 2047-07-01 3.5 N/A 6400485.00 4181363.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6HZ6 2055-04-01 5.5 N/A 1000.00 1004.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 174925.00 133292.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTCK3 2053-10-01 6 N/A 8926750.00 6447682.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT3P2 2054-02-01 6 N/A 12309072.00 9891172.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417YJN8 2029-12-01 5 N/A 1000.00 17.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNLA0 2052-03-01 2.5 N/A 1000.00 737.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8WU5 2048-04-01 4.5 N/A 187504384.00 36889029.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQV77 2052-11-01 5.5 N/A 35516288.00 26890068.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BJ98 2034-11-01 3 N/A 1000.00 78.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4TK3 2052-10-01 5.5 N/A 99000.00 67140.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7J58 2055-10-01 4.5 N/A 1024.00 996.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1SF1 2047-12-01 3 N/A 11786360.00 9960525.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3N0 2036-08-01 2.5 N/A 20237536.00 10745198.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EV56 2053-09-01 4 N/A 536060.00 448233.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUNH5 2054-05-01 5.5 N/A 1000.00 831.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EMT4 2053-01-01 5.5 N/A 1000.00 738.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EV80 2053-09-01 5.5 N/A 1024.00 812.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DWS7 2051-02-01 2.5 N/A 600000.00 281411.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31334X7B9 2049-08-01 3 N/A 1000.00 165.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XC7A0 2036-09-01 2 N/A 380000.00 195413.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4MG8 2049-07-01 4 N/A 263000.00 59058.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPNN3 2052-06-01 3 N/A 1000.00 717.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNS39 2053-07-01 5.5 N/A 1000.00 841.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NA3L5 2053-02-01 6 N/A 2160976.00 1753592.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FAUC4 2046-09-01 3 N/A 1000.00 199.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEES0 2053-04-01 5 N/A 31727.00 30446.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWYF8 2052-10-01 5 N/A 9854480.00 8891046.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ESJ0 2043-05-01 5 N/A 109000.00 73138.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8SQ1 2050-12-01 2 N/A 1000.00 547.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFVZ1 2052-02-01 3 N/A 44000.00 28663.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E3B4 2054-03-01 4.5 N/A 5000.00 4401.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7TF4 2047-10-01 4 N/A 1000.00 72.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAPT9 2047-05-01 3.5 N/A 385000.00 141433.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XF6R7 2052-03-01 2.5 N/A 235000.00 152785.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XBZB9 2031-07-01 2 N/A 539000.00 206777.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BXVJ2 2055-12-01 5.5 N/A 1009.00 1034.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMBT7 2032-01-01 4.5 N/A 888000.00 42369.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CUB8 2048-02-01 4 N/A 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1182541.45 U.S. Treasuries (including strips) 3 3/8 TPRN C 33 N/A 912821LG8 2033-05-15 0 N/A 6100000.00 4566142.80 U.S. Treasuries (including strips) 3 5/8 TPRN 44 N/A 912803EF6 2044-02-15 0 N/A 20533000.00 8521646.73 U.S. Treasuries (including strips) 3 5/8 TPRN AN 26 N/A 912821LF0 2026-05-15 0 N/A 200000.00 197530.60 U.S. Treasuries (including strips) 3 7/8 TPRN 40 N/A 912803DN0 2040-08-15 0 N/A 6983500.00 3572653.85 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 1908900.00 1448496.52 U.S. Treasuries (including strips) 3 TPRN 42 N/A 912803DX8 2042-05-15 0 N/A 1878300.00 863676.15 U.S. Treasuries (including strips) 3 TPRN 48 N/A 912803FB4 2048-02-15 0 N/A 22154900.00 7413937.89 U.S. Treasuries (including strips) 4 1/2 TPRN 36 N/A 912803CX9 2036-02-15 0 N/A 1113000.00 738452.13 U.S. Treasuries (including strips) 4 1/2 TPRN 44 N/A 912803GZ0 2044-02-15 0 N/A 1480000.00 615921.24 U.S. Treasuries (including strips) 4 1/2 TPRN F 33 N/A 912821NP6 2033-11-15 0 N/A 1100000.00 805411.20 U.S. Treasuries (including strips) 4 1/4 TPRN C 35 N/A 912821SB2 2035-05-15 0 N/A 9890000.00 6732775.74 U.S. Treasuries (including strips) 4 1/4 TPRN E 35 N/A 912821SR7 2035-08-15 0 N/A 150000.00 100921.50 U.S. Treasuries (including strips) 4 1/8 TPRN 53 N/A 912803GU1 2053-08-15 0 N/A 120938600.00 31068763.52 U.S. Treasuries (including strips) 4 3/4 TPRN 41 N/A 912803DQ3 2041-02-15 0 N/A 62100.00 30908.54 U.S. Treasuries (including strips) 4 3/4 TPRN 43 N/A 912803GX5 2043-11-15 0 N/A 3500000.00 1479177.00 U.S. Treasuries (including strips) 4 3/4 TPRN 55 N/A 912803HN6 2055-08-15 0 N/A 82805000.00 19608555.22 U.S. Treasuries (including strips) 4 3/8 TPRN C 34 N/A 912821PT6 2034-05-15 0 N/A 700000.00 499873.50 U.S. Treasuries (including strips) 4 5/8 TPRN 55 N/A 912803HQ9 2055-11-15 0 N/A 59000.00 13828.60 U.S. Treasuries (including strips) 4 7/8 TPRN R 30 N/A 912821NM3 2030-10-31 0 N/A 988000.00 827945.98 U.S. Treasuries (including strips) 5 1/4 TPRN 28 N/A 912803BV4 2028-11-15 0 N/A 1876000.00 1696588.74 U.S. Treasuries (including strips) 5 3/8 TPRN 31 N/A 912803CK7 2031-02-15 0 N/A 369300.00 305444.71 U.S. Treasuries (including strips) 5 TPRN 37 N/A 912803DA8 2037-05-15 0 N/A 85350400.00 53128916.99 U.S. Treasuries (including strips) 6 3/8 TPRN 27 N/A 912803BL6 2027-08-15 0 N/A 4332000.00 4097101.63 U.S. Treasuries (including strips) 6 TPRN 26 N/A 912803BG7 2026-02-15 0 N/A 1876600.00 1868962.24 U.S. Treasuries (including strips) TINT 02/15/29 N/A 912833XN5 2029-02-15 0 N/A 50604605.44 45210812.36 U.S. Treasuries (including strips) TINT 02/15/44 N/A 912834NF1 2044-02-15 0 N/A 6945013.76 2803507.59 U.S. Treasuries (including strips) TINT 02/15/54 N/A 912834K56 2054-02-15 0 N/A 5555251.20 1359697.73 U.S. Treasuries (including strips) TINT 04/30/26 N/A 912834UQ9 2026-04-30 0 N/A 24375.00 24091.74 U.S. Treasuries (including strips) TINT 05/15/26 N/A 912833LZ1 2026-05-15 0 N/A 34872360.96 34416335.10 U.S. Treasuries (including strips) TINT 05/15/32 N/A 9128337R5 2032-05-15 0 N/A 993991.00 772106.37 U.S. Treasuries (including strips) TINT 05/15/37 N/A 912833Y46 2037-05-15 0 N/A 57696051.20 34779641.23 U.S. Treasuries (including strips) TINT 05/15/41 N/A 912834KH0 2041-05-15 0 N/A 12674539.52 6040698.21 U.S. Treasuries (including strips) TINT 05/15/42 N/A 912834LK2 2042-05-15 0 N/A 24689336.32 11070229.31 U.S. Treasuries (including strips) TINT 05/15/48 N/A 912834TP3 2048-05-15 0 N/A 69283430.40 22417693.16 U.S. Treasuries (including strips) TINT 05/15/54 N/A 912834XP8 2054-05-15 0 N/A 10637701.12 2590833.38 U.S. Treasuries (including strips) TINT 05/15/55 N/A 912834YT9 2055-05-15 0 N/A 789452.80 186705.59 U.S. Treasuries (including strips) TINT 08/15/41 N/A 912834KP2 2041-08-15 0 N/A 38831800.32 18220579.68 U.S. Treasuries (including strips) TINT 08/15/47 N/A 912834RR1 2047-08-15 0 N/A 63548620.80 21343312.68 U.S. Treasuries (including strips) TINT 08/15/53 N/A 912834H84 2053-08-15 0 N/A 21238169.52 5316317.36 U.S. Treasuries (including strips) TINT 08/15/54 N/A 912834XW3 2054-08-15 0 N/A 9981276.16 2428304.75 U.S. Treasuries (including strips) TINT 08/15/55 N/A 912834ZA9 2055-08-15 0 N/A 223000.00 52389.61 U.S. Treasuries (including strips) TINT 11/15/30 N/A 9128337N4 2030-11-15 0 N/A 49609420.80 41220467.74 U.S. Treasuries (including strips) TINT 11/15/32 N/A 9128337S3 2032-11-15 0 N/A 82072268.80 62281854.34 U.S. Treasuries (including strips) TINT 11/15/55 N/A 912834ZG6 2055-11-15 0 N/A 40718.72 9449.23 U.S. Treasuries (including strips) TRFR AX 01/31/26 N/A 91282CJU6 2026-01-31 3.8471 N/A 9000.00 9061.58 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0383 750000000.00 750000000.00 0.0036 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.84000000 N/A CYYGQCGNHMHPSMRL3R97 BYDWSJN04 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ET4D6 2027-12-15 3.8 N/A 1090000.00 1091314.42 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134A4NU4 2032-01-15 0 N/A 3386000.00 2654705.26 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HTZW2 2034-06-01 3.37 N/A 934963.00 854725.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 313637Y53 2033-09-01 3.78 N/A 737220.00 703860.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LHD49 2037-08-01 4.17 N/A 3725616.00 3570537.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LNX97 2033-07-01 3.73 N/A 613000.00 591760.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YF7G6 2052-07-15 4.5 N/A 3702892.00 2977155.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180YRF0 2041-07-20 5 N/A 1000000.00 27299.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FLH7 2040-10-20 4.5 N/A 6675000.00 165444.31 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TE8 2052-02-15 0.125 N/A 202084000.00 125647537.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 51797194.21 35162939.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 N/A 7000.00 8264.11 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0384 170000000.00 170000000.00 0.0008 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.73000000 N/A ZBUT11V806EZRVTWT807 BRYXTQ6Z9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TH1 2042-05-15 3.25 N/A 1248777600.00 1051997516.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGH8 2028-01-31 3.5 N/A 933732800.00 947757121.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SA7 2048-02-15 3 N/A 714531200.00 542816491.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 508764300.00 517428918.63 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-01-02 2026-01-07 2026-01-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's AA- N N 0.0373 3000000000.00 3000000000.00 0.0145 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.74000000 N/A ZBUT11V806EZRVTWT807 BYD20CSR1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNII SP 788317 C N/A BYDWA2JB1 2055-12-20 0 N/A 302615000.00 304436036.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36197JDW2 2047-04-15 3 N/A 319683.00 201888.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NXU63 2055-12-20 5.5 N/A 1200400.00 1234404.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WY93 2052-03-20 2.5 N/A 1758765056.00 1107251241.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5KX6 2055-04-20 6 N/A 503609344.00 468776431.32 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-01-02 2026-01-07 2026-01-07 Y JP MORGAN SECURITIES LLC 1.0000 7 N Fitch AA Moody's Aa3 Standard & Poor's AA- N N 0.0374 1845000000.00 1845000000.00 0.0089 N N Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.86000000 N/A ZBUT11V806EZRVTWT807 BYD3QX822 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FERA 05604S 11/25/55 N/A 3137HPAJ2 2055-11-25 0.92581 N/A 180000000.00 9076914.18 Agency Collateralized Mortgage Obligation FERA 5226BZ 05/25/52 N/A 3137H75P4 2052-05-25 4 N/A 5000000.00 4960360.19 Agency Collateralized Mortgage Obligation FERA 5282MZ 12/25/52 N/A 3137H9KU2 2052-12-25 5.5 N/A 6000000.00 7219770.25 Agency Collateralized Mortgage Obligation FERA 5297DZ 03/25/53 N/A 3137H9RZ4 2053-03-25 6 N/A 6500000.00 4412076.89 Agency Collateralized Mortgage Obligation FERA 5396TE 01/25/54 N/A 3137HC5Z1 2054-01-25 0.05 N/A 189472768.00 106930.92 Agency Collateralized Mortgage Obligation FERA 5428SL 07/25/54 N/A 3137HDM56 2054-07-25 1.82581 N/A 93750000.00 4190816.43 Agency Collateralized Mortgage Obligation FERA 5440HS 07/25/54 N/A 3137HDYJ3 2054-07-25 3.22581 N/A 51872384.00 2325492.88 Agency Collateralized Mortgage Obligation FERA 5440WS 08/25/54 N/A 3137HDZR4 2054-08-25 1.97581 N/A 186150000.00 7236818.16 Agency Collateralized Mortgage Obligation FERA 5478LS 11/25/54 N/A 3137HHSX0 2054-11-25 1.97581 N/A 44721344.00 3342129.48 Agency Collateralized Mortgage Obligation FERA 5500SW 10/25/54 N/A 3137HJC70 2054-10-25 0.42581 N/A 140000000.00 1960509.75 Agency Collateralized Mortgage Obligation FERA 5500TA 10/25/54 N/A 3137HJC96 2054-10-25 0.05 N/A 158957568.00 138848.60 Agency Collateralized Mortgage Obligation FERA 5557SA 07/25/55 N/A 3137HLZ54 2055-07-25 1.22581 N/A 150202112.00 8470082.46 Agency Collateralized Mortgage Obligation FERA 5557SM 07/25/55 N/A 3137HLZ70 2055-07-25 2.02581 N/A 161878528.00 9320354.20 Agency Collateralized Mortgage Obligation FERA 5563GS 08/25/55 N/A 3137HMKQ2 2055-08-25 2.07581 N/A 52993792.00 3426226.40 Agency Collateralized Mortgage Obligation FERA 5563SV 08/25/55 N/A 3137HMNW6 2055-08-25 0.42581 N/A 150000000.00 3211780.86 Agency Collateralized Mortgage Obligation FERA 5599SB 03/25/55 N/A 3137HNNV6 2055-03-25 0.92581 N/A 28636512.00 851570.77 Agency Collateralized Mortgage Obligation FERA 5604ZD 12/25/54 N/A 3137HPAW3 2054-12-25 4 N/A 12542900.00 10464731.40 Agency Collateralized Mortgage Obligation FERM 5012NI 09/25/50 N/A 3137FWAD2 2050-09-25 2.5 N/A 82841920.00 9506604.92 Agency Collateralized Mortgage Obligation FERM 5440BT 07/25/54 N/A 3137HDXZ8 2054-07-25 0.125 N/A 354100.00 193081.12 Agency Collateralized Mortgage Obligation FERM 5563MG 11/25/52 N/A 3137HML65 2052-11-25 5 N/A 1309064.00 1292030.02 Agency Collateralized Mortgage Obligation FGRA 3317DS 05/15/37 N/A 31397GZ78 2037-05-15 4.754175 N/A 12990240.00 50788.47 Agency Collateralized Mortgage Obligation FGRA 3621HZ 01/15/40 N/A 31398LZZ4 2040-01-15 5 N/A 6000000.00 984061.06 Agency Collateralized Mortgage Obligation FGRA 3992HZ 01/15/42 N/A 3137AKDR9 2042-01-15 4 N/A 4500000.00 924284.37 Agency Collateralized Mortgage Obligation FGRA 4059TH 06/15/42 N/A 3137AR2G0 2042-06-15 0 N/A 12660592.00 2055872.94 Agency Collateralized Mortgage Obligation FGRA 4091SN 08/15/42 N/A 3137ATG55 2042-08-15 2.50167 N/A 48358400.00 1235446.73 Agency Collateralized Mortgage Obligation FGRA 4122ZA 10/15/42 N/A 3137AV3U9 2042-10-15 3 N/A 13364912.00 4194002.98 Agency Collateralized Mortgage Obligation FGRA 4141ZK 12/15/42 N/A 3137AX2Z5 2042-12-15 3.5 N/A 4681592.00 168194.07 Agency Collateralized Mortgage Obligation FGRA 4206LZ 05/15/43 N/A 3137B2G38 2043-05-15 3.5 N/A 1600000.00 2328681.57 Agency Collateralized Mortgage Obligation FGRA 4257DZ 10/15/43 N/A 3137B57H0 2043-10-15 2.5 N/A 1000000.00 1203609.49 Agency Collateralized Mortgage Obligation FGRA 4289GZ 01/15/44 N/A 3137B73D9 2044-01-15 3 N/A 6236488.00 6419522.80 Agency Collateralized Mortgage Obligation FGRA 4663TZ 03/15/47 N/A 3137BWUS1 2047-03-15 3.5 N/A 2700000.00 1951733.75 Agency Collateralized Mortgage Obligation FGRA 4793SD 06/15/48 N/A 3137FEZD5 2048-06-15 2.10167 N/A 56250000.00 704992.27 Agency Collateralized Mortgage Obligation FGRA 4801ZN 05/15/48 N/A 3137FG3P8 2048-05-15 4 N/A 8464000.00 5334668.11 Agency Collateralized Mortgage Obligation FGRA 5152DT 10/15/61 N/A 3137H3AX0 2061-10-15 0 N/A 58040320.00 18690.39 Agency Collateralized Mortgage Obligation FGRM 3598MB 11/15/39 N/A 31398KZC7 2039-11-15 4.5 N/A 17400000.00 1164393.55 Agency Collateralized Mortgage Obligation FGRM 4048BE 05/15/42 N/A 3137AQTL2 2042-05-15 4 N/A 7064000.00 6696144.56 Agency Collateralized Mortgage Obligation FGRM 4104CI 05/15/41 N/A 3137ATSY9 2041-05-15 4 N/A 17760256.00 6377.43 Agency Collateralized Mortgage Obligation FGRM 4142IA 12/15/32 N/A 3137AX4Z3 2032-12-15 3 N/A 68758656.00 471217.34 Agency Collateralized Mortgage Obligation FGRM 4183QI 03/15/33 N/A 3137B0EX8 2033-03-15 4 N/A 16094380.00 61048.72 Agency Collateralized Mortgage Obligation FGRM 4741GY 12/15/47 N/A 3137FCBP8 2047-12-15 3 N/A 9916000.00 8683431.28 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIES K-102 X3 20461225 FLT N/A 3137FQKF9 2046-12-25 1.891386 N/A 16038000.00 1053650.97 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-061 X3 20441225 FLT N/A 3137BTUQ2 2044-12-25 1.963058 N/A 18835000.00 358668.44 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-063 X3 20450225 FLT N/A 3137BVZB5 2045-02-25 2.078557 N/A 24839000.00 578876.15 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 X3 20480525 FLT N/A 3137FTG35 2048-05-25 3.382702 N/A 43001344.00 5561997.36 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-119 X3 20480925 FLT N/A 3137FXQS0 2048-09-25 2.727167 N/A 28000000.00 3205345.89 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-125 X3 20490225 FLT N/A 3137F9ZB0 2049-02-25 2.651198 N/A 9230000.00 1068126.35 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-141 X3 20500425 FLT N/A 3137H6ZV0 2050-04-25 2.973603 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08/15/44 N/A 3137HFDJ1 2044-08-15 0.05 N/A 29762511.00 39371.42 Agency Collateralized Mortgage Obligation FGRA S17020 11/15/52 N/A 31325YYR3 2052-11-15 4.5582 N/A 2624331.00 360739.46 Agency Collateralized Mortgage Obligation FGRM 4010QI 01/15/42 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 312905.17 Agency Collateralized Mortgage Obligation FGRM 4046IM 05/15/42 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 281772.81 Agency Collateralized Mortgage Obligation FGRM 4121MI 10/15/42 N/A 3137AV6J1 2042-10-15 4 N/A 42374111.00 771189.67 Agency Collateralized Mortgage Obligation FGRM 4215EI 07/15/32 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 62200.77 Agency Collateralized Mortgage Obligation FGRM 4299JI 07/15/43 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 25854.09 Agency Collateralized Mortgage Obligation FGRM 4472WI 05/15/45 N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 541855.70 Agency Collateralized Mortgage Obligation FGRM 4524CI 05/15/41 N/A 3137BM5V4 2041-05-15 5 N/A 33500000.00 478922.49 Agency Collateralized Mortgage Obligation FGRM 4533JI 12/15/45 N/A 3137BMFN1 2045-12-15 5 N/A 28061628.00 572588.61 Agency Collateralized Mortgage Obligation FGRM 4544AI 11/15/44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 1986520.15 Agency Collateralized Mortgage Obligation FGRM 4701DI 01/15/36 N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 671677.06 Agency Collateralized Mortgage Obligation FGRM 4701EI 04/15/40 N/A 3137F1K49 2040-04-15 5 N/A 25803798.00 586964.29 Agency Collateralized Mortgage Obligation FGRM 4733GI 07/15/38 N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 203054.16 Agency Collateralized Mortgage Obligation FGRM 4783JI 07/15/33 N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 267909.41 Agency Collateralized Mortgage Obligation FGRM 5060DI 04/15/41 N/A 3137F86R9 2041-04-15 5 N/A 7685360.00 246808.95 Agency Collateralized Mortgage Obligation FGRM 5394PO 02/15/43 N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 3299985.77 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1516 X3 20381025 FLT N/A 3137FUZL1 2038-10-25 3.4556 N/A 7800000.00 1948967.48 Agency Collateralized Mortgage Obligation FHLMC REMIC SEIRES K-142 X3 20490425 FLT N/A 3137H73S0 2049-04-25 3.0968 N/A 23700000.00 3729187.58 Agency Collateralized Mortgage Obligation FHLMC REMIC SEIRES K-F110 AS 20310325 FLT N/A 3137FYZC3 2031-03-25 4.2486 N/A 30000000.00 11151924.90 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIES K-102 X3 20461225 FLT N/A 3137FQKF9 2046-12-25 1.8914 N/A 25000000.00 1642428.88 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIS K-114 X3 20480825 FLT N/A 3137FVNK4 2048-08-25 2.7348 N/A 10500000.00 1102499.86 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES 5083 BX 20501125 FLT N/A 3137FFNG8 2050-11-25 5.0033 N/A 4100000.00 2574958.70 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-053 X3 20440325 FLT N/A 3137BN6J8 2044-03-25 1.7459 N/A 24717000.00 36207.88 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-056 X3 20440625 FLT N/A 3137BQYW1 2044-06-25 2.1066 N/A 1916000.00 20228.16 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-057 A-2 20260725 2.57000 N/A 3137BRQJ7 2026-07-25 2.57 N/A 7317000.00 6653062.55 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-059 A-2 20260925 FLT N/A 3137BSRE5 2026-09-25 3.12 N/A 1007000.00 990353.64 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-069 A-2 20270925 FLT N/A 3137FBU79 2027-09-25 3.187 N/A 14657000.00 14124407.22 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-070 X3 20271225 FLT N/A 3137FCJN5 2027-12-25 2.0418 N/A 13000000.00 499753.01 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-097 X3 20460925 FLT N/A 3137FNX88 2046-09-25 2.0186 N/A 17926832.00 1202731.58 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-105 X3 20480325 FLT N/A 3137FRUM1 2048-03-25 1.9185 N/A 34625000.00 2600570.49 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-107 X1 20300125 FLT N/A 3137FRZC8 2030-01-25 1.5846 N/A 65000000.00 3542300.74 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 X3 20480525 FLT N/A 3137FTG35 2048-05-25 3.3827 N/A 20000000.00 2586894.66 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-110 X3 20480625 FLT N/A 3137FTZT7 2048-06-25 3.3742 N/A 9600000.00 1235547.53 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-113 X3 20480525 FLT N/A 3137FV5R9 2048-05-25 2.9753 N/A 108643404.00 13000969.28 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-122 X3 20490125 FLT N/A 3137F84K6 2049-01-25 2.6297 N/A 9700000.00 1064665.96 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-128 X3 20490425 FLT N/A 3137FYUM6 2049-04-25 2.7804 N/A 13400000.00 1650812.85 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-130 X-3 20480825 FLT N/A 3137H1YY6 2048-08-25 3.0962 N/A 13487621.00 1974280.29 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 2.9466 N/A 20902000.00 2922967.26 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-138 X3 20500125 FLT N/A 3137H5XX0 2050-01-25 2.9797 N/A 4493000.00 665328.13 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-143 X3 20500425 FLT N/A 3137H74D2 2050-04-25 3.1397 N/A 7000000.00 1129298.82 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-148 X3 20540825 FLT N/A 3137H8UC3 2054-08-25 4.1462 N/A 5300000.00 1192039.57 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-150 X3 20541025 FLT N/A 3137H9CC1 2054-10-25 4.4351 N/A 15000000.00 3625079.10 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-152 X3 20551125 FLT N/A 3137H9MB2 2055-11-25 4.3342 N/A 9800000.00 2357946.82 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-154 X3 20560325 FLT N/A 3137H9UG2 2056-03-25 5.1035 N/A 12000000.00 3453467.17 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-163 X3 20570225 FLT N/A 3137HCXN7 2057-02-25 5.6872 N/A 15327418.00 5505689.86 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-164 X-3 20570525 FLT N/A 3137HDUY4 2057-05-25 5.6736 N/A 15000000.00 5640570.46 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-735 A-2 20260525 2.86200 N/A 3137FMU67 2026-05-25 2.862 N/A 8250000.00 6297842.47 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-743 X3 20490625 FLT N/A 3137H14E3 2049-06-25 2.9532 N/A 9500000.00 626800.86 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-748 X3 20500225 FLT N/A 3137H5YF8 2050-02-25 2.6912 N/A 14432000.00 1037727.88 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-756 X3 20570725 FLT N/A 3137HDVD9 2057-07-25 5.6148 N/A 5000000.00 1313435.02 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-763 A-2 20321025 FLT N/A 3137HPET6 2032-10-25 4.17 N/A 50000000.00 49966150.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-F101 AS 20310127 FLT N/A 3137FFNQ6 2031-01-27 4.2086 N/A 30000000.00 8324265.12 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-F107 AS 20280327 FLT N/A 3137FYU46 2028-03-27 4.2586 N/A 17350000.00 8156329.51 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-F116 AS 20280626 FLT N/A 3137H1LQ7 2028-06-26 4.2186 N/A 80500000.00 34510357.37 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G03 X3 20330725 FLT N/A 3137FVEF5 2033-07-25 2.9652 N/A 7733000.00 842015.48 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.6116 N/A 1625000.00 177927.15 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-IR3 A-2 20270825 3.28100 N/A 3137FBAJ5 2027-08-25 3.281 N/A 41314000.00 41077690.78 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-X04 X-FX 20340125 FLT N/A 3137FWHN3 2034-01-25 1.4496 N/A 19940000.00 412650.24 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-025 X 20340227 FLT N/A 3137HCKT8 2034-02-27 0.3632 N/A 324636000.00 10479618.57 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-033 X 20350325 FLT N/A 3137HLJE3 2035-03-25 0.4433 N/A 373283616.00 11251100.04 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-034 A-PT2 20540725 FLT N/A 3137HLY30 2054-07-25 2.903 N/A 500000.00 477278.47 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-042 A6 20420225 9.50000 N/A 31392MH47 2042-02-25 9.5 N/A 128000.00 3668.44 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-2 MA 20571126 3.50000 N/A 35563PFG9 2057-11-26 3.5 N/A 1011000.00 196528.27 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-2 MA 20580826 3.50000 N/A 35563PKG3 2058-08-26 3.5 N/A 610000.00 194770.91 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 X3 20451225 FLT N/A 3137FKJF4 2045-12-25 2.3141 N/A 4265750.00 262528.81 Agency Collateralized Mortgage Obligation FNMA REMIC SERIES 2022-71 IO 20520525 4.50000 N/A 3136BPFL0 2052-05-25 4.5 N/A 44556370.00 5694510.30 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2002-26B A1 20480125 7.00000 N/A 31392CR30 2048-01-25 7 N/A 49841000.00 995392.78 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2003-W1 2A 20421225 FLT N/A 31392GWB7 2042-12-25 5.0631 N/A 124273360.00 2975244.93 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2014-2 AI 20440225 FLT N/A 3136AJCJ3 2044-02-25 6 N/A 21709187.00 276846.06 Agency Collateralized Mortgage Obligation FNRA CL006BI R24F006 N/A 3136BQ2W8 2043-07-25 2.3568 N/A 6098639.00 826918.27 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 3.1458 N/A 63668669.00 3536071.56 Agency Collateralized Mortgage Obligation FNRA CL006ST R24F006 N/A 3136BQ2S7 2047-09-25 0.1 N/A 17892014.00 66043.02 Agency Collateralized Mortgage Obligation FNRA CL006TS R24F006 N/A 3136BQ2T5 2042-07-25 0.5 N/A 15645496.00 245921.58 Agency Collateralized Mortgage Obligation FNRA 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2.1113 N/A 120580856.00 1811429.66 Agency Collateralized Mortgage Obligation FNRA CL037SA R24F037 N/A 3136BR7B7 2054-06-25 3.1458 N/A 50000000.00 2877401.18 Agency Collateralized Mortgage Obligation FNRA CL041T R22F041 N/A 3136BNJG2 2049-05-25 0.05 N/A 7193861.00 8788.97 Agency Collateralized Mortgage Obligation FNRA CL042CS R24F042 N/A 3136BSHD0 2054-07-25 3.2058 N/A 30000000.00 1450100.40 Agency Collateralized Mortgage Obligation FNRA CL043FI R12F043 N/A 3136A5YL4 2041-07-25 3.9887 N/A 7000000.00 5388.54 Agency Collateralized Mortgage Obligation FNRA CL045SD R18F045 N/A 3136B2FT4 2044-05-25 1.9213 N/A 41331973.00 774834.09 Agency Collateralized Mortgage Obligation FNRA CL049SG R22F049 N/A 3136BNA63 2052-08-25 1.4258 N/A 30000000.00 1591610.97 Agency Collateralized Mortgage Obligation FNRA CL050ST R23F050 N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 55304.39 Agency Collateralized Mortgage Obligation FNRA CL050TS R23F050 N/A 3136BQLS6 2044-04-25 0.05 N/A 1254090.00 1786.45 Agency Collateralized Mortgage Obligation FNRA CL052PS R12F052 N/A 3136A6AM6 2042-05-25 2.5913 N/A 104663303.00 1127202.93 Agency Collateralized Mortgage Obligation FNRA CL055SB R21F055 N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 1292770.01 Agency Collateralized Mortgage Obligation FNRA CL055SG R18F055 N/A 3136B2TM4 2048-08-25 2.2613 N/A 58135875.00 1186612.86 Agency Collateralized Mortgage Obligation FNRA CL059TA R20F059 N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 10485.38 Agency Collateralized Mortgage Obligation FNRA CL059TB R20F059 N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 71136.27 Agency Collateralized Mortgage Obligation FNRA CL061SA R19F061 N/A 3136B66Q1 2059-11-25 2.0613 N/A 14507222.00 714018.14 Agency Collateralized Mortgage Obligation FNRA CL062IA R24F062 N/A 3136BSZX6 2054-09-25 0.02 N/A 92941546.00 31664.88 Agency Collateralized Mortgage Obligation FNRA CL062SQ R19F062 N/A 3136B6Z89 2059-11-25 2.0113 N/A 10012996.00 652023.67 Agency Collateralized Mortgage Obligation FNRA 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3692.71 Agency Collateralized Mortgage Obligation FNRA RC062SA R24F062 N/A 3136BSB20 2054-09-25 1.3758 N/A 172071737.00 4632423.80 Agency Collateralized Mortgage Obligation FNRA RC105SD R25F105 N/A 3136BYCD2 2055-12-25 1.6758 N/A 153656187.00 8544513.15 Agency Collateralized Mortgage Obligation FNRA RC109QS R10F109 N/A 31398NTR5 2040-10-25 9.4696 N/A 18305750.00 644549.15 Agency Collateralized Mortgage Obligation FNRA RC150SL R10F150 N/A 31397QDV7 2040-10-25 2.4613 N/A 135801587.00 3226.33 Agency Collateralized Mortgage Obligation FNRM CL004EZ R25F004 N/A 3136BUU57 2050-11-25 2.5 N/A 1375000.00 915883.31 Agency Collateralized Mortgage Obligation FNRM CL006PO R24F006 N/A 3136BQ2X6 2045-04-25 0 N/A 10816174.00 5913063.88 Agency Collateralized Mortgage Obligation FNRM CL009PZ R16F009 N/A 3136AQ5V8 2046-03-25 3.5 N/A 580734.00 689231.10 Agency Collateralized Mortgage Obligation FNRM CL012NI R22F012 N/A 3136BMDC9 2045-05-25 4 N/A 22088980.00 2523866.57 Agency Collateralized Mortgage 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44518053.00 668774.18 Agency Collateralized Mortgage Obligation FNRM CL099UI R12F099 N/A 3136A8WB2 2042-09-25 4 N/A 23159229.00 179349.79 Agency Collateralized Mortgage Obligation FNRM RC002KO R07W002 N/A 31396VAQ1 2037-03-25 0 N/A 19777901.00 232947.17 Agency Collateralized Mortgage Obligation FNRM RC006YI R13F006 N/A 3136ABY49 2033-02-25 3 N/A 27672262.00 164598.94 Agency Collateralized Mortgage Obligation FNRM RC018QZ R10F018 N/A 31398MKQ8 2040-03-25 5 N/A 1050000.00 342757.33 Agency Collateralized Mortgage Obligation FNRM RC045Z R10F045 N/A 31398PNC9 2040-05-25 5 N/A 1260000.00 656907.42 Agency Collateralized Mortgage Obligation FNRM RC075IO R21F075 N/A 3136BJ3N3 2051-11-25 3 N/A 78463000.00 7354545.00 Agency Collateralized Mortgage Obligation FNRM RC080EI R20F080 N/A 3136BCZH6 2050-11-25 4 N/A 64192200.00 5671337.13 Agency Collateralized Mortgage Obligation FNRM RC091IK R20F091 N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 712390.82 Agency Collateralized Mortgage Obligation FNRM 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2041-07-25 7.2242 N/A 27750000.00 22569095.87 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2022-MN4 M-2 20520528 FLT N/A 35563HAB3 2052-05-28 10.3742 N/A 12000000.00 13542802.31 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2023-MN6 M-2 20430526 FLT N/A 355920AA7 2043-05-26 10.6242 N/A 11000000.00 12406851.40 Agency Collateralized Mortgage Obligation FREM MTG TR 2017-KF40 C 20271225 FLT N/A 30306JAJ5 2027-12-25 13.1231 N/A 39927982.00 12249628.75 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-KC06 C 20260925 FLT N/A 30312MAN1 2026-09-25 3.8347 N/A 45627000.00 44546577.46 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-KF72 C 20261125 FLT N/A 30314JAC0 2026-11-25 10.1231 N/A 58664060.00 28277723.10 Agency Collateralized Mortgage Obligation FREMF 2022-KF140 MORTGAGE TR CS 20290725 FLT N/A 30328BAE7 2029-07-25 9.2586 N/A 70480000.00 52483863.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K56 D 20490625 0.00000 N/A 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Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 327656500.00 326811146.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CND9 2028-05-15 3.75 N/A 89367800.00 90337904.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 105275700.00 105144105.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 387931300.00 395706889.96 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0383 900000000.00 900000000.00 0.0043 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.84000000 N/A 7TK5RJIZDFROZCA6XF66 BYDWSJNA2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, 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3819794.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215 N/A 3137H6MW2 2052-04-25 0 N/A 49872778.00 80509.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5322 N/A 3137HABC9 2051-10-25 3 N/A 19000000.00 2168013.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337 N/A 3137HALZ7 2053-09-25 2.02581 N/A 100000000.00 3643563.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337 N/A 3137HALW4 2053-09-25 0.05 N/A 36666667.00 22802.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M06 N/A 3136BLQ94 2028-10-25 1.108 N/A 210926000.00 4513146.97 Agency Collateralized Mortgage Obligation FHLMC_4899C N/A 3137FMS86 2044-09-25 2.11133 N/A 42418596.00 1198006.58 Agency Collateralized Mortgage Obligation FHLMC_4950F N/A 3137FRD99 2048-09-25 0.1 N/A 6406947.00 4937.50 Agency Collateralized Mortgage Obligation FHLMC_5098D N/A 3137FYGE0 2051-04-25 0 N/A 52000000.00 3034.12 Agency Collateralized Mortgage Obligation FHLMC_5136 N/A 3137H1QP4 2051-02-25 2.5 N/A 43508000.00 3683520.68 Agency Collateralized Mortgage Obligation FHLMC_5138E N/A 3137H2LN2 2047-09-25 0.05 N/A 13991131.00 16289.29 Agency Collateralized Mortgage Obligation FHLMC_5171B N/A 3137H4J27 2051-12-25 3 N/A 28028479.00 3704536.58 Agency Collateralized Mortgage Obligation FHLMC_5171F N/A 3137H4J92 2051-12-25 3 N/A 62936833.00 5693650.65 Agency Collateralized Mortgage Obligation FHLMC_5181B N/A 3137H4TQ3 2052-01-25 3 N/A 47182927.00 4856385.41 Agency Collateralized Mortgage Obligation FHLMC_5192C N/A 3137H5ED5 2051-11-25 3 N/A 38179206.00 2608796.18 Agency Collateralized Mortgage Obligation FHLMC_5297B N/A 3137H9RS0 2053-03-25 6 N/A 9044966.00 1018406.23 Agency Collateralized Mortgage Obligation FHLMC_5331B N/A 3137HAED4 2053-07-25 2.12581 N/A 100000000.00 4102641.15 Agency Collateralized Mortgage Obligation FHLMC_5338E N/A 3137HAKQ8 2053-09-25 2.05581 N/A 100000000.00 4456529.82 Agency Collateralized Mortgage Obligation FHLMC_5352D N/A 3137HAWZ5 2053-11-25 0 N/A 7142858.00 2998260.81 Agency Collateralized Mortgage Obligation FHLMC_5358A N/A 3137HAV29 2053-11-25 2.52581 N/A 26923076.00 1262181.94 Agency Collateralized Mortgage Obligation FHLMC_5380 N/A 3137HBMB7 2054-02-25 0.6 N/A 22562578.00 153913.37 Agency Collateralized Mortgage Obligation FHLMC_5394B N/A 3137HBQQ0 2054-03-25 3.12581 N/A 78809211.00 4167965.97 Agency Collateralized Mortgage Obligation FHLMC_5395A N/A 3137HCDA7 2054-03-25 6 N/A 10410354.00 1753568.96 Agency Collateralized Mortgage Obligation FHLMC_5412D N/A 3137HCPT3 2054-05-25 0.02 N/A 50000000.00 12017.35 Agency Collateralized Mortgage Obligation FHLMC_5422C N/A 3137HDH29 2049-10-25 2.06133 N/A 30403981.00 3125535.86 Agency Collateralized Mortgage Obligation FHLMC_5436 N/A 3137HDKD1 2054-07-25 3.17581 N/A 87500000.00 4922742.45 Agency Collateralized Mortgage Obligation FHLMC_5444C N/A 3137HFDE2 2054-08-25 2.00581 N/A 110180020.00 4868508.26 Agency Collateralized Mortgage Obligation FHLMC_5504B N/A 3137HJE78 2055-02-25 0.13 N/A 30000000.00 54737.03 Agency Collateralized Mortgage Obligation FHLMC_5504E N/A 3137HJTU1 2054-02-25 2.52581 N/A 109076657.00 4970965.02 Agency Collateralized Mortgage Obligation FHLMC_5551A N/A 3137HLUE0 2055-06-25 2.57581 N/A 50000000.00 3917477.96 Agency Collateralized Mortgage Obligation FHLMC_5581A N/A 3137HMT59 2054-04-25 0.1 N/A 35896991.00 56568.35 Agency Collateralized Mortgage Obligation FHLMC_5591 N/A 3137HNAS7 2055-10-25 0 N/A 23333334.00 18019399.71 Agency Collateralized Mortgage Obligation FHLMC_5591 N/A 3137HNAX6 2055-10-25 2.17581 N/A 60000000.00 4347104.70 Agency Collateralized Mortgage Obligation FHLMC_5602B N/A 3137HNQB7 2052-11-25 6 N/A 9753624.00 1512537.97 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5018 N/A 3137FXDH8 2050-10-25 5.5 N/A 25754366.00 1536862.00 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5069 N/A 3137F9C25 2041-02-25 3.5 N/A 11377822.00 713492.07 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5097 N/A 3137FYPF7 2051-04-25 0.5 N/A 20408166.00 262642.81 Agency Collateralized Mortgage Obligation GNMA_09-121 N/A 38375ATF1 2039-12-16 4.5 N/A 269500000.00 953828.78 Agency Collateralized Mortgage Obligation GNMA_12-113 N/A 38378HSG2 2042-01-20 2.90162 N/A 22004881.00 1604.55 Agency Collateralized Mortgage Obligation GNMA_12-84F N/A 38375GNU1 2042-07-16 2.20126 N/A 83772143.00 2716038.99 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JK27 2038-04-20 0.35 N/A 22733674.00 1450.44 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JP48 2039-12-16 0.35 N/A 18588118.00 2425.90 Agency Collateralized Mortgage Obligation GNMA_13-76 N/A 38378TNU0 2043-05-20 3.5 N/A 195884000.00 1174151.37 Agency Collateralized Mortgage Obligation GNMA_14-100 N/A 38379DKJ2 2044-07-20 0 N/A 2626210.00 153346.53 Agency Collateralized Mortgage Obligation GNMA_14-37 N/A 38379BAB4 2044-03-20 1.76162 N/A 90727657.00 528952.85 Agency Collateralized Mortgage Obligation GNMA_14-66 N/A 38379B5Z7 2044-05-16 1.75126 N/A 90187500.00 364805.76 Agency Collateralized Mortgage Obligation GNMA_14-94 N/A 38379CZU3 2038-02-20 0.2 N/A 20173198.00 4754.78 Agency Collateralized Mortgage Obligation GNMA_15-1 N/A 38379HR49 2045-01-20 1.75162 N/A 65131833.00 624441.64 Agency Collateralized Mortgage Obligation GNMA_15-152E N/A 38379FAU3 2045-08-20 0.15162 N/A 26566916.00 25610.35 Agency Collateralized Mortgage Obligation GNMA_15-165 N/A 38379FJ42 2045-11-20 3 N/A 6500656.00 7811427.19 Agency Collateralized Mortgage Obligation GNMA_15-20 N/A 38379JHZ7 2045-02-20 1.75162 N/A 57578855.00 574470.12 Agency Collateralized Mortgage Obligation GNMA_16-1C N/A 38379TYN3 2046-01-20 2.35162 N/A 64912745.00 1259050.00 Agency Collateralized Mortgage Obligation GNMA_16-33G N/A 38379VN83 2046-03-20 2.25162 N/A 86172451.00 2073216.82 Agency Collateralized Mortgage Obligation GNMA_16-42 N/A 38379V5V2 2045-11-20 0.0128 N/A 32147304.00 285737.48 Agency Collateralized Mortgage Obligation GNMA_16-75H N/A 38379YET1 2040-09-20 6 N/A 25825640.00 307227.17 Agency Collateralized Mortgage Obligation GNMA_17-162F N/A 38380HXM9 2047-10-20 0 N/A 125000000.00 494214.98 Agency Collateralized Mortgage Obligation GNMA_17-57B N/A 38380B7X7 2047-04-20 5 N/A 25000000.00 545435.67 Agency Collateralized Mortgage Obligation GNMA_18-122A N/A 38380YN68 2043-05-20 3.5 N/A 46259539.00 2051139.65 Agency Collateralized Mortgage Obligation GNMA_19-110 N/A 38381YWF7 2049-09-20 3.5 N/A 127000000.00 3369985.86 Agency Collateralized Mortgage Obligation GNMA_19-140F N/A 38382AV28 2049-11-20 5.5 N/A 21703144.00 665243.27 Agency Collateralized Mortgage Obligation GNMA_19-153B N/A 38382BRK1 2049-12-20 2.20162 N/A 11185079.00 487864.40 Agency Collateralized Mortgage Obligation GNMA_19-20C N/A 38381RAM1 2049-02-20 3.25 N/A 564430.00 611808.13 Agency Collateralized Mortgage Obligation GNMA_19-38E N/A 38381RW39 2049-03-20 2.20162 N/A 38282717.00 479391.55 Agency Collateralized Mortgage Obligation GNMA_20-167H N/A 38382LCV1 2050-11-20 2.5 N/A 88686154.00 6530644.43 Agency Collateralized Mortgage Obligation GNMA_20-1E N/A 38382CEN7 2050-01-20 2.20162 N/A 19880943.00 1635633.28 Agency Collateralized Mortgage Obligation GNMA_20-79H N/A 38382FYR9 2050-06-16 4 N/A 70586435.00 5207460.80 Agency Collateralized Mortgage Obligation GNMA_20-86H N/A 38382GBJ0 2050-06-20 1.15 N/A 27169811.00 574336.53 Agency Collateralized Mortgage Obligation GNMA_21-114D N/A 38382URP8 2051-06-20 3 N/A 40000000.00 3161490.33 Agency Collateralized Mortgage Obligation GNMA_21-116H N/A 38382WUT2 2051-07-20 3.5 N/A 29374570.00 3638759.16 Agency Collateralized Mortgage Obligation GNMA_21-177C N/A 38383CFT2 2051-10-20 3 N/A 84166666.00 6525690.04 Agency Collateralized Mortgage Obligation GNMA_21-187E N/A 38383CWN6 2051-10-20 3 N/A 1000.00 876.51 Agency Collateralized Mortgage Obligation GNMA_21-193M N/A 38383DRM2 2050-09-20 2.5 N/A 6609621.00 650515.46 Agency Collateralized Mortgage Obligation GNMA_21-225C N/A 38383FTX1 2050-03-20 0 N/A 133302452.00 293905.04 Agency Collateralized Mortgage Obligation GNMA_21-42E N/A 38382PB43 2051-03-20 3 N/A 40000000.00 2698108.79 Agency Collateralized Mortgage Obligation GNMA_21-78S N/A 38382QN48 2051-05-20 5 N/A 13020665.00 1266418.27 Agency Collateralized Mortgage Obligation GNMA_21-91C N/A 38382TPY4 2051-05-20 3 N/A 66375000.00 4999806.98 Agency Collateralized Mortgage Obligation GNMA_22-175A N/A 38383U6L9 2052-08-20 5 N/A 15971107.00 2076903.42 Agency Collateralized Mortgage Obligation GNMA_22-23H N/A 38383MKY3 2051-04-20 3 N/A 63488195.00 6438538.55 Agency Collateralized Mortgage Obligation GNMA_23-115F N/A 38384CH36 2053-08-20 6 N/A 10000000.00 11991365.92 Agency Collateralized Mortgage Obligation GNMA_23-140C N/A 38384ETQ8 2048-06-20 1.26358 N/A 9914899.00 928049.38 Agency Collateralized Mortgage Obligation GNMA_23-141A N/A 38384ED44 2053-09-20 6 N/A 8000000.00 9581576.10 Agency Collateralized Mortgage Obligation GNMA_23-149H N/A 38384DHA8 2052-03-20 3 N/A 50074480.00 5390183.18 Agency Collateralized Mortgage Obligation GNMA_23-168A N/A 38384D7W1 2053-11-20 0.01 N/A 50000000.00 4203.71 Agency Collateralized Mortgage Obligation GNMA_23-168C N/A 38384D8G5 2051-06-20 2.5 N/A 94219428.00 8879274.16 Agency Collateralized Mortgage Obligation GNMA_23-168D N/A 38384D8H3 2051-03-20 2.5 N/A 52213847.00 4733196.99 Agency Collateralized Mortgage Obligation GNMA_23-168E N/A 38384D8J9 2051-10-20 3 N/A 125328801.00 17542943.00 Agency Collateralized Mortgage Obligation GNMA_23-168F N/A 38384D8K6 2051-11-20 3 N/A 50000000.00 6580581.92 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HKV9 2053-12-20 2.03235 N/A 75000000.00 2946594.60 Agency Collateralized Mortgage Obligation GNMA_23-19A N/A 38383V4E5 2053-02-20 6 N/A 28500000.00 2543802.27 Agency Collateralized Mortgage Obligation GNMA_23-22G N/A 38383VVL9 2053-01-20 6 N/A 8333333.00 617910.45 Agency Collateralized Mortgage Obligation GNMA_23-59C N/A 38383XUK8 2051-12-20 0 N/A 33039521.00 772799.99 Agency Collateralized Mortgage Obligation GNMA_23-69D N/A 38384AXT5 2053-05-20 0.11 N/A 25000000.00 23373.51 Agency Collateralized Mortgage Obligation GNMA_23-82G N/A 38384AS20 2053-06-20 2.08235 N/A 70000000.00 2155094.83 Agency Collateralized Mortgage Obligation GNMA_24-134C N/A 38384VAN7 2054-02-20 0.01 N/A 24379061.00 4326.08 Agency Collateralized Mortgage Obligation GNMA_24-134C N/A 38384VER4 2054-08-20 2.02235 N/A 224379061.00 10410017.83 Agency Collateralized Mortgage Obligation GNMA_24-134F N/A 38384VBF3 2050-08-20 3 N/A 115191544.00 17270579.85 Agency Collateralized Mortgage Obligation GNMA_24-134J N/A 38384VBM8 2053-12-20 0.25 N/A 80188113.00 209792.30 Agency Collateralized Mortgage Obligation GNMA_24-134P N/A 38384VCH8 2054-07-20 0.15 N/A 33174082.00 75915.81 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XAH6 2054-09-20 0.01 N/A 35000000.00 3112.93 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XAJ2 2054-09-20 1.42235 N/A 135000000.00 2864514.55 Agency Collateralized Mortgage Obligation GNMA_24-142D N/A 38384XAQ6 2053-10-20 1.50235 N/A 250000000.00 5505444.44 Agency Collateralized Mortgage Obligation GNMA_24-142E N/A 38384XAS2 2054-09-20 1.50235 N/A 100000000.00 2698150.81 Agency Collateralized Mortgage Obligation GNMA_24-142E N/A 38384XAW3 2054-09-20 2.06235 N/A 100000000.00 4087993.93 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YTA9 2054-10-20 1.50235 N/A 125000000.00 3583128.21 Agency Collateralized Mortgage Obligation GNMA_24-168D N/A 38384YSZ5 2054-10-20 0.03 N/A 25000000.00 13287.76 Agency Collateralized Mortgage Obligation GNMA_24-168E N/A 38384YTE1 2051-06-20 3 N/A 150990857.00 22226527.62 Agency Collateralized Mortgage Obligation GNMA_24-185B N/A 38385AAQ5 2054-11-20 2.02235 N/A 100000000.00 5207209.97 Agency Collateralized Mortgage Obligation GNMA_24-203B N/A 38385BUB4 2054-12-20 2.18235 N/A 50000000.00 2736927.89 Agency Collateralized Mortgage Obligation GNMA_24-203C N/A 38385BUK4 2054-10-20 6 N/A 3161608.00 919765.51 Agency Collateralized Mortgage Obligation GNMA_24-22B N/A 38384JJ88 2051-12-20 3 N/A 70000000.00 5324009.36 Agency Collateralized Mortgage Obligation GNMA_24-22E N/A 38384JF58 2050-09-20 0.05 N/A 38974879.00 71608.93 Agency Collateralized Mortgage Obligation GNMA_24-22H N/A 38384JG24 2054-02-20 0.02 N/A 50000000.00 6584.54 Agency Collateralized Mortgage Obligation GNMA_24-22H N/A 38384JG32 2054-02-20 6.5 N/A 4615384.00 258925.11 Agency Collateralized Mortgage Obligation GNMA_24-22L N/A 38384JK45 2043-02-16 0.65126 N/A 9801437.00 6829199.91 Agency Collateralized Mortgage Obligation GNMA_24-46A N/A 38384MAA5 2052-07-20 0 N/A 80698946.00 460972.96 Agency Collateralized Mortgage Obligation GNMA_24-46A N/A 38384MAC1 2052-04-20 0 N/A 17441727.00 156780.07 Agency Collateralized Mortgage Obligation GNMA_24-46A N/A 38384MAB3 2052-06-20 0 N/A 26949694.00 70042.69 Agency Collateralized Mortgage Obligation GNMA_24-46F N/A 38384MBX4 2049-06-20 4.5 N/A 30005441.00 7371658.04 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAR8 2054-03-20 0.06 N/A 50000000.00 51927.24 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAQ0 2054-03-20 0.03 N/A 25000000.00 12990.33 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAS6 2054-03-20 1.34235 N/A 80000000.00 2615174.59 Agency Collateralized Mortgage Obligation GNMA_24-69B N/A 38384MGY7 2054-04-20 0.05 N/A 24744000.00 24519.66 Agency Collateralized Mortgage Obligation GNMA_24-92A N/A 38384NWZ4 2054-05-20 1.33235 N/A 70000000.00 1971459.37 Agency Collateralized Mortgage Obligation GNMA_25-110A N/A 38381NWE4 2055-06-20 1.28235 N/A 80000000.00 2269601.80 Agency Collateralized Mortgage Obligation GNMA_25-110D N/A 38381NWL8 2049-12-20 3 N/A 5473270.00 941228.51 Agency Collateralized Mortgage Obligation GNMA_25-110E N/A 38381NWM6 2050-01-20 3.5 N/A 7915951.00 3031482.04 Agency Collateralized Mortgage Obligation GNMA_25-110F N/A 38381NWN4 2051-05-20 2.5 N/A 11153542.00 1604171.92 Agency Collateralized Mortgage Obligation GNMA_25-110G N/A 38381NWP9 2050-02-20 3 N/A 13488571.00 1985491.05 Agency Collateralized Mortgage Obligation GNMA_25-122B N/A 38381PMP5 2055-07-20 2.58235 N/A 53342121.00 3925251.43 Agency Collateralized Mortgage Obligation GNMA_25-122C N/A 38381PQE6 2055-07-20 2.58235 N/A 84318800.00 7098738.05 Agency Collateralized Mortgage Obligation GNMA_25-124J N/A 38381PHG1 2065-07-20 2.01235 N/A 145000000.00 4730950.80 Agency Collateralized Mortgage Obligation GNMA_25-140A N/A 38381QCG4 2051-04-20 5.5 N/A 7500000.00 748025.74 Agency Collateralized Mortgage Obligation GNMA_25-140B N/A 38381QCR0 2054-11-20 6 N/A 3435417.00 503001.49 Agency Collateralized Mortgage Obligation GNMA_25-140B N/A 38381QDC2 2055-08-20 6 N/A 708334.00 106656.12 Agency Collateralized Mortgage Obligation GNMA_25-155L N/A 38381U4J8 2055-09-20 5 N/A 5000000.00 900644.03 Agency Collateralized Mortgage Obligation GNMA_25-157A N/A 38381UWK4 2055-09-20 6 N/A 2087166.00 328770.75 Agency Collateralized Mortgage Obligation GNMA_25-157A N/A 38381UTK8 2055-09-20 1.43235 N/A 50000000.00 2145832.85 Agency Collateralized Mortgage Obligation GNMA_25-157C N/A 38381UUD2 2055-07-20 6 N/A 3285416.00 658035.47 Agency Collateralized Mortgage Obligation GNMA_25-178C N/A 38383BZ88 2052-03-20 6 N/A 14743000.00 1920508.67 Agency Collateralized Mortgage Obligation GNMA_25-178K N/A 38383BW32 2055-10-20 6 N/A 24173000.00 24163909.74 Agency Collateralized Mortgage Obligation GNMA_25-178L N/A 38383B6F4 2055-10-20 3.28235 N/A 45903667.00 5919387.22 Agency Collateralized Mortgage Obligation GNMA_25-216A N/A 38385KZK9 2055-12-20 0.21349 N/A 100000000.00 2001523.31 Agency Collateralized Mortgage Obligation GNMA_25-216B N/A 38385KG79 2055-12-20 3.25 N/A 35328500.00 3930650.87 Agency Collateralized Mortgage Obligation GNMA_25-216C N/A 38385KL65 2055-12-20 3.25 N/A 67128333.00 6154060.78 Agency Collateralized Mortgage Obligation GNMA_25-216C N/A 38385KZR4 2055-12-20 6 N/A 26115000.00 26172923.07 Agency Collateralized Mortgage Obligation GNMA_25-216D N/A 38385KM31 2054-08-20 6.5 N/A 3790940.00 598823.20 Agency Collateralized Mortgage Obligation GNMA_25-216G N/A 38385KA75 2055-07-20 0.53235 N/A 196186019.00 2496793.25 Agency Collateralized Mortgage Obligation GNMA_25-216G N/A 38385KA83 2055-07-20 0.08 N/A 98273824.00 186567.40 Agency Collateralized Mortgage Obligation GNMA_25-216H N/A 38385KB25 2055-06-20 0.05 N/A 97912195.00 123788.21 Agency Collateralized Mortgage Obligation GNMA_25-25W N/A 38385DPX8 2065-02-20 2.03235 N/A 300000000.00 7951400.68 Agency Collateralized Mortgage Obligation GNMA_25-27A N/A 38385DQY5 2055-02-20 0.02 N/A 100000000.00 18836.30 Agency Collateralized Mortgage Obligation GNMA_25-46A N/A 38385D5K8 2055-03-20 1.43235 N/A 50000000.00 1418768.16 Agency Collateralized Mortgage Obligation GNMA_25-46B N/A 38385D6Q4 2055-03-20 1.41235 N/A 115000000.00 4801956.77 Agency Collateralized Mortgage Obligation GNMA_25-46B N/A 38385D5N2 2055-03-20 0.07 N/A 50000000.00 102390.96 Agency Collateralized Mortgage Obligation GNMA_25-46F N/A 38385D7F7 2055-03-20 2.13235 N/A 37500000.00 3266188.89 Agency Collateralized Mortgage Obligation GNMA_25-5B N/A 38385CWH7 2055-01-20 1.33235 N/A 77306893.00 2706892.51 Agency Collateralized Mortgage Obligation GNMA_25-5C N/A 38385CXJ2 2055-01-20 2.08235 N/A 50000000.00 2837049.49 Agency Collateralized Mortgage Obligation GNMA_25-5F N/A 38385CVB1 2053-06-20 0.1 N/A 54300345.00 61652.55 Agency Collateralized Mortgage Obligation GNMA_25-5F N/A 38385CVA3 2053-08-20 2.03235 N/A 146894968.00 6698608.49 Agency Collateralized Mortgage Obligation GNMA_25-71B N/A 38385FR60 2055-04-20 1.23235 N/A 125000000.00 4867074.52 Agency Collateralized Mortgage Obligation GNMA_25-83H N/A 38385GRG6 2055-05-20 1.83235 N/A 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3133WKH33 2038-02-01 5 N/A 2042284.00 1131732.06 Agency Mortgage-Backed Securities FEPC 05.000 CIQO1532 N/A 3133WKVZ6 2038-08-01 5 N/A 1533506.00 983875.44 Agency Mortgage-Backed Securities FEPC 05.000 CIQO3800 N/A 3133WNGH7 2040-06-01 5 N/A 2135736.00 2137697.50 Agency Mortgage-Backed Securities FEPC 05.000 CLQX1601 N/A 31425VX73 2054-12-01 5 N/A 8033663.00 7426904.26 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ9614 N/A 31427KVG7 2055-12-01 5 N/A 4032225.00 4035105.07 Agency Mortgage-Backed Securities FEPC 05.000 CLSD0291 N/A 3132DMKC8 2050-03-01 5 N/A 4993000.00 712669.09 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6541 N/A 3132DUHS9 2054-10-01 5 N/A 2255000.00 2103456.56 Agency Mortgage-Backed Securities FEPC 05.000 CLTA2056 N/A 3142JQJA8 2056-01-01 5 N/A 44495369.00 44646727.43 Agency Mortgage-Backed Securities FEPC 05.000 CLZI6148 N/A 3131WJZM8 2034-06-01 5 N/A 313765.00 2071.72 Agency Mortgage-Backed Securities FEPC 05.000 CTZT0800 N/A 3132AC3H1 2032-07-01 5 N/A 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Agency Mortgage-Backed Securities FEPC 06.000 CLQZ3294 N/A 31427AUU9 2055-09-01 6 N/A 4293443.00 4496187.86 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ7319 N/A 31427HDZ2 2055-11-01 6 N/A 6324471.00 6547886.15 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ7437 N/A 31427HHP0 2055-10-01 6 N/A 1470956.00 1522667.14 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0944 N/A 3142GRBN9 2054-02-01 6 N/A 1105712.00 935497.85 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4585 N/A 3142GVCX7 2055-08-01 6 N/A 22600000.00 21035832.94 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3163 N/A 3132DQQQ2 2053-06-01 6 N/A 26110076.00 20963498.52 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3189 N/A 3132DQRJ7 2053-06-01 6 N/A 170000.00 127812.15 Agency Mortgage-Backed Securities FEPC 06.000 CLTA1000 N/A 3142JPDE8 2055-12-01 6 N/A 7261252.00 7571300.20 Agency Mortgage-Backed Securities FEPC 06.000 CLZA1046 N/A 31329JET0 2040-04-01 6 N/A 119605.00 2365.40 Agency Mortgage-Backed Securities FEPC 06.000 CTSC0299 N/A 3132D9KL7 2029-09-01 6 N/A 2013335.00 42563.91 Agency Mortgage-Backed Securities FEPC 06.500 CIQO3330 N/A 3133WMVX7 2040-03-01 6.5 N/A 1537489.00 1035621.40 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2596 N/A 3142GS3E6 2054-10-01 6.5 N/A 6833334.00 5526505.36 Agency Mortgage-Backed Securities FEPC 06.500 CLSD7572 N/A 3132DVMV4 2054-05-01 6.5 N/A 15000.00 11635.66 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8526 N/A 3132DWPK3 2055-04-01 6.5 N/A 55031088.00 41802537.94 Agency Mortgage-Backed Securities FEPC 06.500 CLSL2642 N/A 31427P5C4 2055-09-01 6.5 N/A 4410222.00 4525472.59 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0383 1006000000.00 1006000000.00 0.0049 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.82000000 N/A VYVVCKR63DVZZN70PB21 BYDWSJNR5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJK8 2026-11-15 4.625 N/A 75379600.00 76500047.79 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-01-02 2026-01-02 2026-01-02 N N N 0.0382 75000000.00 75000000.00 0.0004 N Y Y N BlackRock Liquidity Funds 2025-01-07 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer