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5.5 N/A 2031.00 2071.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKR85 2052-03-01 2.5 N/A 1000.00 683.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GUQC4 2047-06-01 4.5 N/A 3058.00 436.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411A5E1 2036-11-01 6 N/A 1014.00 4.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ERNP1 2046-10-01 3 N/A 1000.00 242.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6JS1 2044-12-01 4 N/A 1008.00 324.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKW71 2051-10-01 2 N/A 1000.00 671.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LH6Y5 2029-05-01 3.25 N/A 3000.00 2721.57 Agency Mortgage-Backed 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ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKKM2 2053-05-01 6.5 N/A 2002.00 1514.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NK6Y2 2053-06-01 5 N/A 1000.00 979.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HSDR9 2033-12-01 4.02 N/A 98377.00 96405.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BL4W9 2055-09-01 6 N/A 2031.00 2103.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMV56 2055-09-01 7 N/A 4000.00 4208.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KMU73 2050-09-01 2.5 N/A 1000.00 430.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETGX8 2046-04-01 4 N/A 1000.00 139.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419DFP1 2040-08-01 4.5 N/A 1001.00 36.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8K71 2049-06-01 5 N/A 1000.00 228.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKJ68 2052-02-01 3 N/A 1010.00 707.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJFQ6 2046-11-01 3 N/A 10017.00 1703.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNM76 2047-04-01 3.5 N/A 2005.00 1508.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6B95 2055-04-01 6 N/A 1000.00 1029.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAMW9 2051-03-01 2.5 N/A 2218670.00 1174121.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDZZ5 2051-10-01 2.42 N/A 1136.00 765.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J7N92 2045-12-01 3 N/A 1000.00 264.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFFK0 2050-10-01 2.5 N/A 1000.00 400.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUCM2 2055-11-01 5 N/A 2000.00 2008.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUXL9 2052-07-01 4.5 N/A 1000.00 766.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CYN8 2048-07-01 4.5 N/A 14285.00 1102.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7HL6 2050-02-01 4.5 N/A 1000.00 180.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMVQ0 2055-09-01 6 N/A 2000.00 1967.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NAEH2 2053-01-01 7.5 N/A 5000.00 3667.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCGD4 2051-07-01 2.5 N/A 1000.00 613.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCAH2 2053-03-01 7 N/A 3000.00 2460.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XF6R7 2052-03-01 2.5 N/A 1000.00 645.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHQB6 2052-06-01 5 N/A 1000.00 715.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6DS1 2055-06-01 6 N/A 4000.00 3945.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B9LZ0 2055-04-01 6 N/A 2002.00 2070.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUTP7 2055-11-01 6.5 N/A 1000.00 983.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6ZS2 2055-07-01 6.5 N/A 1000.00 1073.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2DV0 2049-02-01 3 N/A 2000.00 1727.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH3J4 2052-05-01 3 N/A 1000.00 700.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9SF8 2054-08-01 5.5 N/A 3024.00 3041.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3133A0UG7 2050-01-01 3 N/A 2048.00 514.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6U37 2055-05-01 6 N/A 2001.00 1926.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYX4 2051-05-01 2 N/A 14000.00 8248.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMYF1 2055-09-01 6 N/A 1003.00 1038.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K44T4 2050-01-01 3 N/A 12997.00 2472.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HUH58 2034-06-01 3.37 N/A 6668403.00 6236168.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AEKR3 2041-04-01 5.5 N/A 1015.00 79.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FTH0 2040-12-01 5 N/A 1008.00 1019.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCER1 2052-09-01 1.964 N/A 3137.00 2452.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AW3L1 2055-01-01 5.5 N/A 3032.00 2620.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA4W1 2052-04-01 3.5 N/A 1008.00 689.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M1SP0 2051-10-01 3 N/A 6001.00 4163.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31413QXJ2 2027-08-01 6 N/A 2110.00 4.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3Y6 2051-09-01 2.5 N/A 32315.00 19388.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B83V1 2055-04-01 6.5 N/A 1000.00 826.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418AAJ7 2031-11-01 4 N/A 1000.00 44.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2FF3 2054-05-01 5.5 N/A 1036.00 900.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APMT8 2054-11-01 6 N/A 4002.00 4036.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B16Y7 2055-02-01 5 N/A 1872.00 1669.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APUW2 2054-10-01 5.5 N/A 2016.00 1619.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BA2V7 2055-08-01 6.5 N/A 1000.00 1044.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMHE0 2053-06-01 6.5 N/A 3519.00 2530.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FJT5 2055-04-01 5.5 N/A 1040.00 930.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPNL9 2052-09-01 2.5 N/A 1000.00 767.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJM54 2047-01-01 3 N/A 15277.00 3096.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402C4H2 2034-04-01 5.5 N/A 7254.00 43.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E3D0 2054-03-01 6 N/A 1087.00 749.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAKJ6 2049-02-01 4 N/A 4000.00 588.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BFRN7 2055-07-01 6 N/A 1000.00 959.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASYQ5 2054-09-01 5.5 N/A 1000.00 1006.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6ED3 2055-05-01 6.5 N/A 4991.00 4412.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8YH5 2053-03-01 6.5 N/A 2009.00 2054.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LP3K6 2051-06-01 3 N/A 2001.00 1043.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EDM9 2042-05-01 2.5 N/A 2000.00 1346.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJTD0 2047-01-01 3 N/A 1000.00 278.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LA3H0 2035-09-01 3.47 N/A 1001.00 569.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNMS4 2055-09-01 6 N/A 3000.00 3081.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW30 2053-10-01 5.5 N/A 2000.00 1556.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGRG6 2052-03-01 3 N/A 1000.00 613.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X7AV1 2050-01-01 4.5 N/A 1000.00 128.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLJ33 2051-10-01 4 N/A 1000.00 739.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B9YC7 2055-07-01 6 N/A 1000.00 1035.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NRJV9 2053-08-01 6.5 N/A 1000.00 609.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0ZL5 2055-01-01 5.5 N/A 1003.00 941.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EQJN3 2045-02-01 5 N/A 1000.00 136.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416YT81 2041-07-01 4.5 N/A 1000.00 59.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DQ21 2040-07-01 2.5 N/A 1000.00 327.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W06F7 2053-05-01 6 N/A 1000.00 829.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQMQ7 2054-07-01 5.5 N/A 1000.00 881.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMB82 2055-08-01 6 N/A 4001.00 3336.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8P84 2048-09-01 5 N/A 1000.00 299.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2PQ1 2055-01-01 4.5 N/A 7000.00 6752.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKF33 2055-09-01 6 N/A 2000.00 2070.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QADM9 2048-12-01 5 N/A 1000.00 215.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XFRR4 2050-03-01 2.5 N/A 1000.00 586.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AET41 2054-06-01 5.5 N/A 2001.00 2004.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKKL3 2051-05-01 4 N/A 1000.00 722.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AJXH0 2041-08-01 5 N/A 1000.00 28.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401JNR5 2033-06-01 5.5 N/A 2500000.00 3938.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV5E0 2055-01-01 6.5 N/A 1024.00 738.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GRX41 2047-07-01 4 N/A 1000.00 293.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EGH7 2052-08-01 3.5 N/A 1000.00 758.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MUXM7 2052-07-01 4.5 N/A 1000.00 781.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B3SM5 2055-02-01 6.5 N/A 3020.00 3151.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKKH3 2053-04-01 7 N/A 4001.00 4208.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CNE0 2047-08-01 4 N/A 1000.00 104.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7D92 2054-02-01 6.5 N/A 1002.00 1049.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7E67 2054-03-01 7.5 N/A 3001.00 3046.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9M32 2048-11-01 4 N/A 2096.00 323.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BG5Q2 2055-07-01 7.5 N/A 1000.00 1072.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHHB4 2051-02-01 2 N/A 1026.00 572.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH4X2 2052-05-01 2.5 N/A 1000.00 675.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7AS2 2055-04-01 5.5 N/A 1000.00 1017.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E4M9 2054-04-01 5 N/A 2000.00 1751.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FRM1 2045-11-01 5.5 N/A 21946.00 21850.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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N/A 1008.00 1013.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417Y6Q5 2031-10-01 4 N/A 1007.00 41.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EXDX8 2046-09-01 3 N/A 2003.00 442.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRWX7 2053-04-01 5 N/A 1008.00 782.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAXV9 2051-04-01 2 N/A 1000.00 594.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNLM2 2052-03-01 2.5 N/A 1007.00 634.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2DG3 2052-09-01 6 N/A 3001.00 2254.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNWD2 2052-06-01 3 N/A 1000.00 775.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L1Y66 2051-01-01 2 N/A 1000.00 518.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUBH4 2055-11-01 7 N/A 2000.00 2108.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XFSU0 2044-02-01 4.5 N/A 12001.00 2480.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUCR1 2055-11-01 5 N/A 3001.00 3008.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMHB6 2053-06-01 6.5 N/A 4000.00 4133.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MA4B7 2052-04-01 2 N/A 7010.00 4727.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUBF8 2055-11-01 6.5 N/A 1000.00 1038.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQLP8 2052-10-01 5 N/A 1040.00 861.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XMKA7 2044-02-01 4.5 N/A 14054.00 859.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9VU2 2048-01-01 3.5 N/A 7000.00 1980.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNCW0 2052-01-01 2 N/A 1000.00 636.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6HP3 2055-03-01 5 N/A 2293.00 2298.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140F9KC8 2046-12-01 3 N/A 2001.00 501.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419LYR8 2040-12-01 4.5 N/A 1037.00 86.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403C5R8 2036-02-01 6 N/A 1083.00 10.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MECR5 2052-12-01 6 N/A 3003.00 1231.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140EVVB0 2046-08-01 3 N/A 1002.00 237.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BS6F9 2055-11-01 6 N/A 3000.00 3091.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS3D1 2053-09-01 5 N/A 2000.00 1720.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BN4F2 2055-09-01 7 N/A 1005.00 1062.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6ML4 2054-07-01 6.5 N/A 3000.00 3076.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XM5T9 2053-06-01 4 N/A 1000.00 798.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BH2K6 2055-08-01 6 N/A 3000.00 2808.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B3SH6 2055-02-01 7 N/A 2004.00 2117.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LMRA3 2038-04-01 3.51 N/A 1000.00 914.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BRYE3 2055-11-01 5.5 N/A 3010.00 3094.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LLCD1 2038-07-01 5.17 N/A 1306700.00 1327049.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W32X6 2052-02-01 2.5 N/A 2000.00 1701.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKLE2 2055-09-01 6.5 N/A 2000.00 1980.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XF7L9 2052-02-01 3 N/A 1000.00 644.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKK42 2053-05-01 6.5 N/A 5011.00 3407.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDVK9 2048-10-01 4 N/A 2000.00 1138.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWWG8 2052-07-01 5 N/A 4004.00 3313.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HTYD5 2049-05-01 3.83 N/A 1135.00 965.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTXU4 2055-09-01 5.5 N/A 1000.00 1028.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KP7H0 2051-02-01 2 N/A 1000.00 581.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BSFW2 2055-11-01 6.5 N/A 2008.00 2107.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQDK5 2054-08-01 7 N/A 1000.00 985.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BARR9 2040-07-01 5.5 N/A 1000.00 997.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BL4Q2 2055-09-01 6.5 N/A 1011.00 1052.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUDF6 2055-11-01 5.5 N/A 2000.00 2035.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSFB2 2053-06-01 5.5 N/A 1000.00 721.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSDJ7 2053-06-01 5.5 N/A 1001.00 822.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNRL4 2055-09-01 6 N/A 1000.00 1041.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DZY1 2051-06-01 3.5 N/A 1000.00 373.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATZ90 2055-05-01 5 N/A 1001.00 514.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BEV47 2055-07-01 6 N/A 1000.00 1019.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGJQ3 2050-10-01 3 N/A 1000.00 593.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DPF3 2050-05-01 3.5 N/A 1000.00 207.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LNUR0 2030-08-01 3.75 N/A 182200.00 180180.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KSJV0 2051-09-01 2.5 N/A 7001.00 4117.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0PN2 2055-01-01 6 N/A 1001.00 1020.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XE2D9 2044-02-01 4.5 N/A 10033.00 844.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMG27 2053-06-01 7 N/A 1000.00 1053.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0QA9 2055-01-01 6.5 N/A 1009.00 661.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGV55 2052-04-01 3 N/A 3000.00 1988.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404ECF1 2034-02-01 5.5 N/A 5272.00 56.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LHD49 2037-08-01 4.17 N/A 1000.00 957.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJS21 2053-05-01 5.5 N/A 3000.00 2961.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AXUP4 2042-01-01 4.5 N/A 1000.00 27.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LL2G5 2036-01-01 5.63 N/A 1099727.00 1187257.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHG92 2052-05-01 4 N/A 1000.00 760.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNYA0 2055-09-01 7 N/A 1008.00 1061.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DP97 2050-06-01 2 N/A 1000.00 426.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH7E1 2052-08-01 5 N/A 1000.00 724.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418UEK6 2040-06-01 5 N/A 1002.00 41.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN6S8 2042-05-01 2 N/A 1000.00 736.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XGZQ9 2044-02-01 4.5 N/A 3324.00 207.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LMHB2 2038-02-01 3.56 N/A 1642.00 1295.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LKYX9 2047-10-01 3.595 N/A 2000.00 1491.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMV49 2055-09-01 7 N/A 1001.00 1056.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BQ4M0 2055-10-01 7 N/A 1000.00 1052.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGFY0 2052-03-01 2.5 N/A 1000.00 634.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8J28 2055-04-01 6 N/A 1000.00 1027.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31412P3Q2 2039-07-01 4.5 N/A 2000.00 144.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEU42 2050-09-01 2 N/A 1000.00 527.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGML0 2052-04-01 3.5 N/A 1018.00 681.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ER77 2053-05-01 5 N/A 1000.00 820.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQDL3 2054-08-01 7 N/A 1000.00 1069.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LCQA6 2046-01-01 3.88 N/A 1000.00 757.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGC98 2042-03-01 2.5 N/A 1000.00 638.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MYW57 2053-01-01 7 N/A 3000.00 3168.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKKL4 2053-05-01 7 N/A 4001.00 4032.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLBB3 2052-03-01 2.5 N/A 2000.00 1334.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BGDH3 2055-08-01 6 N/A 1000.00 993.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPD6 2053-02-01 5.5 N/A 2000.00 1446.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCJ47 2054-01-01 4.185 N/A 19235.00 17884.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A6P42 2053-11-01 6.5 N/A 1001.00 1051.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EAB55 2042-03-01 5 N/A 5003.00 426.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNR97 2053-05-01 5 N/A 2000.00 1656.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQF69 2052-03-01 2 N/A 1000.00 734.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7DH3 2055-04-01 6 N/A 1000.00 1032.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D4Z2 2051-10-01 3 N/A 1000.00 570.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKJ76 2051-11-01 3 N/A 1000.00 728.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKLQ5 2055-07-01 6 N/A 3000.00 3071.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNND6 2055-09-01 6.5 N/A 3001.00 3121.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH6Q5 2052-01-01 2.5 N/A 157405.00 107400.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKYJ3 2053-03-01 4.5 N/A 1000.00 795.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2BW1 2051-10-01 2 N/A 2003.00 922.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JR4X6 2049-06-01 3.5 N/A 8000.00 1851.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8MY0 2050-11-01 2.5 N/A 1000.00 502.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XGTC7 2044-02-01 4.5 N/A 7190.00 731.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLCG1 2047-12-01 5 N/A 1000.00 664.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BG5P4 2055-06-01 7.5 N/A 1000.00 1074.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMYE4 2055-09-01 6 N/A 3000.00 3114.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEME6 2054-12-01 6 N/A 1062.00 1085.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AJLF7 2041-06-01 5.5 N/A 3159.00 135.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUBE1 2055-11-01 6.5 N/A 1000.00 1045.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMYG9 2055-09-01 6 N/A 1000.00 1033.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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3140BGDG5 2055-08-01 6 N/A 3000.00 3103.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C3E2 2048-10-01 4.5 N/A 1000.00 81.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCTR9 2051-09-01 2.5 N/A 98000.00 60175.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUB35 2055-11-01 5.5 N/A 1023.00 1041.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMC53 2052-07-01 3 N/A 1000.00 727.40 Agency Mortgage-Backed Securities FHLMC_2484 N/A 31392R3H2 2032-07-15 6.5 N/A 51.00 1.68 Agency Collateralized Mortgage Obligation FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.82817 N/A 129968.00 11.75 Agency Collateralized Mortgage Obligation FHLMC_4900G N/A 3137FMZC9 2049-07-25 2.23824 N/A 44769861.00 1300123.52 Agency Collateralized Mortgage Obligation FHLMC_5144D N/A 3137H26W9 2051-04-25 2.5 N/A 8800000.00 684110.84 Agency Collateralized Mortgage Obligation FHLMC_5178G N/A 3137H53Z8 2051-11-25 4 N/A 41029039.00 4828688.23 Agency Collateralized Mortgage Obligation FHLMC_5196A N/A 3137H5WH6 2051-07-25 2.5 N/A 7861120.00 682647.16 Agency Collateralized Mortgage Obligation FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 494218.00 4.79 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 4032397.00 2348548.22 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF5G6 2054-08-25 3.33272 N/A 98318962.00 4710511.94 Agency Collateralized Mortgage Obligation FHLMC_5502D N/A 3137HJTA5 2055-02-25 0 N/A 12529745.00 732.54 Agency Collateralized Mortgage Obligation FHLMC_5505C N/A 3137HJ7A9 2055-02-25 1.35272 N/A 121682473.00 3895601.64 Agency Collateralized Mortgage Obligation FHLMC_5588B N/A 3137HNJK5 2055-10-25 1.75272 N/A 100223.00 4674.42 Agency Collateralized Mortgage Obligation FNMA_10-113B N/A 31398T7D7 2040-10-25 2.78824 N/A 32968320.00 56558.95 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.68824 N/A 5013437.00 40214.51 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 810693.00 7.39 Agency Collateralized Mortgage Obligation FNMA_17-74B N/A 3136AX4Y8 2047-10-25 2.38824 N/A 8972200.00 235347.37 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.922692 N/A 14683752.00 120859.64 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 2.28824 N/A 52296670.00 1369303.95 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 19231955.00 1371281.94 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.153363 N/A 18923538.00 377619.42 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 144665.82 Agency Collateralized Mortgage Obligation FNMA_21-61A N/A 3136BGVM0 2051-09-25 2.5 N/A 5615145.00 404382.01 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 5900001.00 679243.00 Agency Collateralized Mortgage Obligation FNMA_21-82C N/A 3136BKEP3 2051-12-25 2.124852 N/A 21791806.00 491386.74 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 15671258.00 1904772.27 Agency Collateralized Mortgage Obligation FNMA_22-3B N/A 3136BLBK5 2052-02-25 2.105396 N/A 24793712.00 687192.14 Agency Collateralized Mortgage Obligation FNMA_22-86 N/A 3136BPPT2 2050-05-25 2.5 N/A 617018.00 68996.99 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 1.873905 N/A 55713918.00 1682648.16 Agency Collateralized Mortgage Obligation FNMA_23-39E N/A 3136BQFS3 2053-05-25 0 N/A 5769230.00 2933932.73 Agency Collateralized Mortgage Obligation FNMA_23-40E N/A 3136BQGT0 2053-09-25 2.90272 N/A 107332910.00 4982064.09 Agency Collateralized Mortgage Obligation FNMA_23-43D N/A 3136BQJW0 2053-05-25 0 N/A 4048591.00 2081387.87 Agency Collateralized Mortgage Obligation FNMA_23-49D N/A 3136BQKM0 2048-05-25 5 N/A 46813628.00 4799917.28 Agency Collateralized Mortgage Obligation FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 5618435.00 755521.62 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 31375184.00 16424224.96 Agency Collateralized Mortgage Obligation FNMA_24-106 N/A 3136BUEM8 2055-01-25 5.5 N/A 1000.00 1063.82 Agency Collateralized Mortgage Obligation FNMA_24-11C N/A 3136BRAZ0 2054-03-25 4.40272 N/A 100000.00 6975.53 Agency Collateralized Mortgage Obligation FNMA_24-20J N/A 3136BRZ26 2046-03-25 5.5 N/A 1762.00 962.91 Agency Collateralized Mortgage Obligation FNMA_24-54D N/A 3136BSSJ5 2046-12-25 0 N/A 110680678.00 1346.51 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 3.40272 N/A 12930761.00 769696.90 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 168420.00 88682.07 Agency Collateralized Mortgage Obligation FNMA_24-M5B N/A 3136BTHY2 2033-10-25 4.715 N/A 1352.00 1355.94 Agency Collateralized Mortgage Obligation FNMA_25-112A N/A 3136BYPQ9 2048-02-25 5 N/A 6031342.00 799191.99 Agency Collateralized Mortgage Obligation FNMA_25-43A N/A 3136BWAQ9 2036-06-25 5 N/A 1000.00 971.67 Agency Collateralized Mortgage Obligation FNMA_25-50A N/A 3136BWUF1 2055-07-25 0.05 N/A 25000000.00 31739.29 Agency Collateralized Mortgage Obligation FNMA_25-82A N/A 3136BXF74 2052-08-25 5.5 N/A 12787962.00 1250495.34 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVV8 2051-09-25 2 N/A 1149978.00 125802.58 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 299990.00 27270.64 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 31292K3M7 2040-06-01 4.5 N/A 1013.00 58.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31292GXD3 2028-11-01 6.5 N/A 5886178.00 2627.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128KRV68 2036-10-01 5.5 N/A 59893.00 2034.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31335AEK0 2045-08-01 3.5 N/A 7003.00 1414.24 Agency Mortgage-Backed Securities FREDDIEMAC STRIP FHSTR_406 N/A 3133Q3H79 2053-10-25 4.84728 N/A 1184.00 706.29 Agency Collateralized Mortgage Obligation GNMA_12-106C N/A 38378HKR6 2042-09-20 4.48 N/A 486374.00 11306.77 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG28 2037-09-20 1.11536 N/A 104785743.00 280918.50 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 1.81016 N/A 136500000.00 1010760.82 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 2.71016 N/A 13891689.00 66773.00 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 0.98629 N/A 25850465.00 101291.05 Agency Collateralized Mortgage Obligation GNMA_18-92A N/A 38380XSU2 2046-08-20 1.14571 N/A 68850447.00 361100.47 Agency Collateralized Mortgage Obligation GNMA_19-115E N/A 38381YVM3 2049-09-20 2.26016 N/A 1385023.00 56429.17 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 0.9093 N/A 73811077.00 488103.29 Agency Collateralized Mortgage Obligation GNMA_19-69G N/A 38381WQR2 2044-07-20 1.06182 N/A 39767332.00 378255.15 Agency Collateralized Mortgage Obligation GNMA_19-84E N/A 38381XCQ7 2049-07-20 2.31016 N/A 42947794.00 657332.35 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0.9006 N/A 2509218.00 14788.86 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSD0 2051-06-20 3.5 N/A 51842629.00 4532446.50 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.51016 N/A 14456322.00 1279954.26 Agency Collateralized Mortgage Obligation GNMA_21-221 N/A 38383FSB0 2051-12-20 0.097 N/A 18030000.00 223322.26 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 9102627.00 519729.70 Agency Collateralized Mortgage Obligation GNMA_21-77F N/A 38382Q2Q2 2051-05-20 3 N/A 138276611.00 73603491.11 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VEJ4 2051-06-20 3.5 N/A 35764301.00 1931988.08 Agency Collateralized Mortgage Obligation GNMA_22-213F N/A 38383LYW4 2052-12-20 4.603 N/A 4842428.00 3082973.03 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 1223.00 830.36 Agency Collateralized Mortgage Obligation GNMA_23-120C N/A 38384CTC3 2053-08-20 4.813 N/A 1000.00 425.18 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 5658.84 Agency Collateralized Mortgage Obligation GNMA_23-133G N/A 38384EMX0 2053-09-20 5.003 N/A 1156.00 382.86 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 106767.00 8.46 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 3.397 N/A 14514200.00 748940.58 Agency Collateralized Mortgage Obligation GNMA_23-187C N/A 38384GMT4 2053-12-20 5.003 N/A 9327116.00 2874734.87 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 4.953 N/A 3835478.00 1677174.08 Agency Collateralized Mortgage Obligation GNMA_23-189A N/A 38384GLV0 2053-12-20 3.347 N/A 762202.00 24762.56 Agency Collateralized Mortgage Obligation GNMA_23-20C N/A 38383VWK0 2053-02-20 2.577 N/A 100033.00 7569.42 Agency Collateralized Mortgage Obligation GNMA_23-22H N/A 38383VVM7 2053-02-20 4.603 N/A 6641912.00 4750899.33 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 4.703 N/A 8330704.00 3265326.93 Agency Collateralized Mortgage Obligation GNMA_23-76D N/A 38383X4Z4 2053-05-20 4.703 N/A 8986463.00 3384581.97 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 4.703 N/A 765500.00 408954.30 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 0.91121 N/A 12424359.00 951109.65 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.45408 N/A 100028.00 2004.10 Agency Collateralized Mortgage Obligation GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.28794 N/A 100000.00 3462.60 Agency Collateralized Mortgage Obligation GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.63536 N/A 20448560.00 1090799.17 Agency Collateralized Mortgage Obligation GNMA_23-H27B N/A 38383KJA1 2073-11-20 0.55844 N/A 59264635.00 3624910.36 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.55496 N/A 25510541.00 1583150.62 Agency Collateralized Mortgage Obligation GNMA_24-117D N/A 38384Q2Y3 2054-07-20 5.003 N/A 1130.00 584.94 Agency Collateralized Mortgage Obligation GNMA_24-134G N/A 38384VBH9 2053-08-20 2.797 N/A 115248996.00 3712868.06 Agency Collateralized Mortgage Obligation GNMA_24-142F N/A 38384XBB8 2054-09-20 2.997 N/A 25859444.00 1572939.95 Agency Collateralized Mortgage Obligation GNMA_24-157B N/A 38384WBW4 2054-09-20 0.05 N/A 49899915.00 62183.54 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 10098509.00 5640718.61 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 4.703 N/A 1000.00 828.34 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 4.803 N/A 3650649.00 2387173.45 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 17882010.00 61.40 Agency Collateralized Mortgage Obligation GNMA_24-184H N/A 38384XZU0 2054-11-20 4.753 N/A 40000000.00 19499183.63 Agency Collateralized Mortgage Obligation GNMA_24-200C N/A 38385BQT0 2054-12-20 2.347 N/A 14803528.00 677988.84 Agency Collateralized Mortgage Obligation GNMA_24-28B N/A 38384JAH7 2054-02-20 6.5 N/A 12941000.00 1677420.69 Agency Collateralized Mortgage Obligation GNMA_24-39K N/A 38384KLT6 2054-03-20 2.697 N/A 100000.00 3934.60 Agency Collateralized Mortgage Obligation GNMA_24-44J N/A 38384K2M2 2054-03-20 1.697 N/A 8141312.00 349131.59 Agency Collateralized Mortgage Obligation GNMA_24-5B N/A 38384HSF6 2054-01-20 5.5 N/A 2630859.00 2670762.70 Agency Collateralized Mortgage Obligation GNMA_24-7A N/A 38384GL24 2054-01-20 4.803 N/A 7912976.00 3154807.19 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 232296.00 238538.39 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 4.903 N/A 13737686.00 6445110.19 Agency Collateralized Mortgage Obligation GNMA_24-H02C N/A 38383KNJ7 2074-01-20 0.62478 N/A 3514102.00 215930.53 Agency Collateralized Mortgage Obligation GNMA_24-H03J N/A 38383KQQ8 2074-02-20 0.69093 N/A 30000000.00 1975109.97 Agency Collateralized Mortgage Obligation GNMA_24-H07 N/A 38383KXB3 2074-04-20 0.66787 N/A 50000000.00 2828644.47 Agency Collateralized Mortgage Obligation GNMA_24-H08D N/A 38383KYT3 2074-05-20 0.72701 N/A 978714.00 63321.69 Agency Collateralized Mortgage Obligation GNMA_24-H17D N/A 38383KS78 2074-09-20 0.78987 N/A 73200000.00 5150446.70 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY71 2074-10-20 0.82036 N/A 27792311.00 1948481.84 Agency Collateralized Mortgage Obligation GNMA_24-H20E N/A 38383K3X8 2074-11-20 0.74484 N/A 36000000.00 2304806.04 Agency Collateralized Mortgage Obligation GNMA_25-118A N/A 38381ND39 2055-07-20 7.87233 N/A 26204843.00 26480078.03 Agency Collateralized Mortgage Obligation GNMA_25-118E N/A 38381NC30 2055-07-20 2.247 N/A 31809822.00 1482456.09 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2R1 2053-04-20 2.497 N/A 95793666.00 5716412.74 Agency Collateralized Mortgage Obligation GNMA_25-26B N/A 38385CF45 2055-02-20 2.297 N/A 54715948.00 3097390.72 Agency Collateralized Mortgage Obligation GNMA_25-26C N/A 38385CF94 2055-02-20 2.867 N/A 33725024.00 2248577.04 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBK3 2055-01-20 0 N/A 190000000.00 2134.15 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBH0 2055-01-20 0 N/A 199554335.00 1821.19 Agency Collateralized Mortgage Obligation GNMA_25-82A N/A 38385F3R0 2065-05-20 1.247 N/A 85482633.00 1594396.08 Agency Collateralized Mortgage Obligation GNMA_26-7C N/A 38385LAP3 2056-01-20 5.5 N/A 2551152.00 2557964.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 7045632.00 1078.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178DBW0 2042-07-15 3.5 N/A 582923.00 39183.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36181LUA4 2043-08-15 3.5 N/A 1000.00 60.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2SJ2 2029-08-15 7 N/A 1000.00 56.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2S78 2040-08-15 6 N/A 3000.00 490.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AALE2 2047-10-15 4.5 N/A 1021.00 278.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176D4N0 2041-06-15 4.75 N/A 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XTC0 2053-02-20 5 N/A 108654.00 81892.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TQN8 2048-01-20 3 N/A 767100.00 107414.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UWE8 2049-07-20 6.5 N/A 120000.00 9468.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RYY9 2031-02-20 2.5 N/A 3012302.00 268485.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VV56 2050-10-20 5 N/A 498999.00 133254.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5MQ9 2055-05-20 5.5 N/A 199070.00 194436.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LLBA3 2055-07-20 6.5 N/A 2000.00 2086.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617FQSW5 2065-02-20 6.5 N/A 202459.00 210569.99 Agency 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NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5KW8 2055-04-20 5.5 N/A 1000.00 885.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R4E6 2046-03-20 3.5 N/A 1000.00 96.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TV69 2048-04-20 4 N/A 80000.00 6281.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VRTQ7 2051-08-20 4 N/A 1303771.00 992288.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TSM8 2048-02-20 6 N/A 1002.00 158.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDQ0 2050-01-20 4 N/A 47002.00 6349.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QPJ4 2044-09-20 4.5 N/A 319000.00 19850.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5Q44 2055-07-20 6.5 N/A 10364022.00 10164412.58 Agency Mortgage-Backed 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K8UM6 2055-05-20 5.5 N/A 1000.00 1017.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SEU7 2046-06-20 5.5 N/A 996801.00 42336.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VA91 2049-11-20 4.5 N/A 2213324.00 147717.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TCX1 2047-07-20 3.5 N/A 497048.00 59707.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5GP8 2055-02-20 5.5 N/A 2107.00 1765.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5J1 2053-06-20 6 N/A 70269.00 40475.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FHX7 2040-07-20 4.5 N/A 275972.00 9837.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MSCL4 2050-04-20 4 N/A 2000.00 603.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R7K9 2046-04-20 4 N/A 3000.00 266.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VSA9 2050-08-20 4.5 N/A 4977000.00 691372.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU77 2054-04-20 6 N/A 3009.00 1820.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RLV9 2038-10-20 6.5 N/A 1000.00 93.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179USZ6 2049-05-20 6.5 N/A 158000.00 28216.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XDF0 2052-08-20 5 N/A 1000.00 730.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LSXR7 2055-09-20 6.5 N/A 1040.00 1089.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NHHW6 2065-04-20 7 N/A 4586700.00 3692925.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FZX7 2041-12-20 3.5 N/A 5991992.00 419529.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T4P7 2048-07-20 4 N/A 1000.00 88.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KN5T6 2055-08-20 6.5 N/A 1000.00 1046.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YYX6 2054-06-20 6 N/A 1000.00 649.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EWJ7 2039-12-20 6.5 N/A 2750000.00 37279.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADPG7 2048-05-20 5.317 N/A 1047071.00 873915.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UH47 2048-12-20 4 N/A 1024.00 92.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 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Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RQ36 2045-10-20 4 N/A 1000.00 74.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XDE3 2052-08-20 4.5 N/A 1000.00 735.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SZW0 2032-04-20 3.5 N/A 232386.00 22929.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617UURK6 2051-03-20 2.5 N/A 4314865.00 2630679.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617WD2J2 2046-07-20 4 N/A 583305.00 127674.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TV93 2048-04-20 5.5 N/A 1590846.00 170018.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J55U4 2064-09-20 7 N/A 1024.00 329.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KRJ39 2055-04-20 7.5 N/A 5000.00 5353.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDR8 2050-01-20 4.5 N/A 310855.00 38795.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACPN4 2049-08-20 5.401 N/A 731641.00 495289.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PK9 2055-06-20 6 N/A 17020.00 16963.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TNU5 2047-12-20 5 N/A 160000.00 17782.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KSSA1 2065-04-20 6.5 N/A 2833734.00 2118320.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5EV7 2055-01-20 5.5 N/A 29540.00 24718.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VXT2 2050-11-20 4.5 N/A 2974830.00 599792.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KCP50 2055-03-20 6 N/A 41921.00 43102.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W2RM2 2049-02-20 5 N/A 226173.00 11386.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SNZ6 2046-10-20 5.5 N/A 65000.00 7421.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QT50 2044-11-20 4 N/A 316997.00 20420.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TUE3 2048-03-20 5.5 N/A 1035935.00 122776.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N54B2 2055-12-20 7 N/A 181330.00 188925.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SZV2 2032-04-20 3 N/A 992897.00 88724.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KPLF3 2055-08-20 6 N/A 1000.00 1022.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36176HR89 2042-05-20 4 N/A 831000.00 90611.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KFB33 2055-01-20 6 N/A 2000.00 2090.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A3C73 2042-09-20 6.314 N/A 5700075.00 945152.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NQTV5 2055-02-20 6.5 N/A 13570.00 14105.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GSAV9 2054-03-20 5.5 N/A 1000.00 905.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5TN9 2055-08-20 5.5 N/A 1000.00 1003.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KPGY8 2055-07-20 6.5 N/A 1002.00 1045.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MUSY4 2050-05-20 5 N/A 131031.00 25438.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VFT2 2050-02-20 5 N/A 2680483.00 385645.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VSP6 2050-08-20 6 N/A 100000.00 14146.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YRH9 2054-02-20 5.5 N/A 1040.00 774.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UH70 2048-12-20 5.5 N/A 3288081.00 237134.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SWW3 2047-02-20 3 N/A 658844.00 99581.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SNX1 2046-10-20 4.5 N/A 450000.00 45989.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TES0 2047-08-20 4.5 N/A 2086804.00 159066.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5F9 2053-06-20 4.5 N/A 1024.00 849.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TXY6 2048-05-20 5.5 N/A 373137.00 27619.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WBU1 2051-02-20 4.5 N/A 1841562.00 1128019.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RVF3 2045-12-20 5.5 N/A 210000.00 19877.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NSP29 2065-03-20 7 N/A 3450363.00 3307814.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NKP91 2055-07-20 6.5 N/A 2000.00 2113.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UAA0 2048-08-20 5.5 N/A 67000.00 5593.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KRJ47 2055-03-20 7.5 N/A 1478922.00 1584509.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TZ57 2048-06-20 4 N/A 750000.00 65915.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FUF1 2041-06-20 4.5 N/A 320963.00 12747.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YKS2 2053-11-20 5.5 N/A 2000.00 1546.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2AT9 2042-02-20 4 N/A 1686918.00 83165.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SRL3 2046-11-20 4.625 N/A 1616493.00 57057.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RTA7 2045-11-20 4 N/A 99000.00 7721.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YS54 2054-03-20 5 N/A 1000.00 862.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617N4G57 2050-04-20 4 N/A 1000.00 484.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UGE6 2048-11-20 5 N/A 200000.00 11867.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WND6 2051-09-20 2 N/A 9141.00 5238.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617N4MU5 2050-04-20 5 N/A 1000.00 629.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SW45 2047-02-20 6 N/A 336898.00 37015.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU85 2054-04-20 6.5 N/A 1078687.00 487067.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KRJ62 2055-04-20 7.5 N/A 337329.00 361257.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KWRZ8 2055-11-20 6.5 N/A 688628.00 729279.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NXDE5 2055-11-20 6 N/A 96807.00 100283.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36176LTG0 2039-03-20 5.5 N/A 437086.00 59052.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UXT4 2049-08-20 3.5 N/A 2000.00 235.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M7TE6 2055-10-20 6 N/A 1000.00 1045.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UKZ4 2049-01-20 5 N/A 2048.00 118.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BHJE7 2053-07-20 6 N/A 1000.00 999.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LQDJ1 2055-08-20 6 N/A 3000.00 3099.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TNR2 2047-12-20 3.5 N/A 1024.00 124.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TZ99 2048-06-20 6 N/A 44000.00 4992.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V7E4 2051-02-20 2.5 N/A 1000.00 445.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RF8 2055-07-20 5.5 N/A 2068.00 2071.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5XZ7 2055-10-20 4.5 N/A 35040.00 35150.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R7H6 2046-04-20 3 N/A 1000.00 100.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2AV4 2042-06-20 4 N/A 1002.00 53.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XTD8 2053-02-20 5.5 N/A 2000.00 1339.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SSV0 2046-12-20 6 N/A 209000.00 27142.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QBL4 2044-04-20 6 N/A 76000.00 5729.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LSXQ9 2055-09-20 6.5 N/A 2000.00 2093.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GRCE7 2054-03-20 5.5 N/A 1000.00 796.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SJU2 2046-08-20 4 N/A 1040.00 101.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WR75 2051-11-20 5 N/A 1000.00 448.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SSW8 2039-06-20 6.5 N/A 167000.00 18633.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BWMV2 2053-07-20 6 N/A 1280100.00 976950.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SU21 2039-10-20 6 N/A 126000.00 18155.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TXU4 2048-05-20 3.5 N/A 153395.00 18107.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TUA1 2048-03-20 3.5 N/A 2047.00 239.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XNG7 2052-12-20 5.5 N/A 1089466.00 719133.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618M8YL2 2055-11-20 7.5 N/A 1000.00 1076.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NJB5 2043-07-20 4 N/A 114458.00 9823.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617U3FD5 2050-11-20 4 N/A 2000.00 1065.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W7M4 2052-06-20 4 N/A 1024.00 731.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5A33 2054-11-20 5 N/A 1024.00 956.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WDX3 2051-04-20 5.5 N/A 80000.00 27591.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDF4 2049-12-20 4.5 N/A 1007.00 36.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5VQ9 2055-09-20 5 N/A 141846.00 141548.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179THA6 2039-10-20 6.5 N/A 1000.00 169.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YFM1 2053-09-20 6 N/A 1024.00 596.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KLB30 2055-06-20 5.5 N/A 1000.00 1017.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2U0 2047-04-20 6 N/A 1000.00 126.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TLY9 2047-11-20 6.5 N/A 208942.00 33048.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QWK3 2044-11-20 6 N/A 79000.00 6515.16 Agency Mortgage-Backed Securities GOVERNMENT 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Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RBZ1 2045-04-20 4.5 N/A 1000.00 64.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DN83 2035-04-20 5.625 N/A 1000000.00 19565.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VFV7 2050-02-20 6 N/A 177000.00 18265.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SN37 2046-10-20 6.5 N/A 90999.00 14204.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MHKJ4 2050-04-20 4 N/A 667429.00 211252.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YML5 2053-12-20 6 N/A 2000.00 1115.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618K4EK7 2065-03-20 6.5 N/A 254373.00 222972.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GVHL7 2054-03-20 5 N/A 3000.00 2939.18 Agency 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S6XOOCT0IEG5ABCC6L87 3131XGXE3 2041-07-01 4.5 N/A 1999.00 70.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQHB5 2053-05-01 5 N/A 1000.00 697.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AFBY6 2051-01-01 2 N/A 1000.00 548.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AAKC5 2050-10-01 2 N/A 1000.00 530.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NWQ9 2055-05-01 6.5 N/A 1000.00 1035.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JQW1 2055-11-01 5 N/A 1000.00 1011.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHZ9 2053-08-01 5 N/A 1000.00 840.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XNC92 2043-07-01 3 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2029-09-01 5.5 N/A 6916.00 0.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385WVC0 2027-09-01 4.39 N/A 466596.00 240.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403DEV7 2036-03-01 5.495 N/A 32342.00 278.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EH5U2 2039-12-01 6.339 N/A 13881.00 274.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31382LPL4 2028-11-01 6.537 N/A 1850000.00 2157.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405PRS1 2044-07-01 5.172 N/A 171656.00 803.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31414FUW9 2038-09-01 6.636 N/A 1396000.00 4247.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418MCC4 2033-12-01 6.277 N/A 1058.00 13.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WPJV7 2043-06-01 6.232 N/A 1000.00 37.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417SK90 2034-05-01 6.295 N/A 6012.00 171.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GJK0 2032-01-01 4.91 N/A 194785.00 162.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XHB6 2033-05-01 5.489 N/A 242056.00 41.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RJ91 2035-07-01 6.391 N/A 1000.00 7.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31391FPC6 2029-08-01 4.741 N/A 138912.00 29.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A6P42 2053-11-01 6.5 N/A 1000.00 1050.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GJV6 2033-09-01 5.812 N/A 51694.00 513.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GC50 2033-05-01 5.091 N/A 393000.00 4155.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31381LR41 2029-12-01 4.82 N/A 1324.00 422.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDS9 2034-02-01 6.008 N/A 4007.00 37.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400C5B6 2033-02-01 6.01 N/A 4129.00 31.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31386G6N8 2040-11-01 5.372 N/A 4045000.00 3077.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDF7 2033-06-01 4.664 N/A 5000.00 60.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31389AZW6 2034-08-01 4.502 N/A 96828.00 4.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418MKE1 2037-07-01 6.78 N/A 1339.00 4.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31373ULZ8 2031-02-01 5.066 N/A 2686.00 1.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408HFP5 2035-12-01 5.98 N/A 10035.00 152.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETYM2 2045-05-01 6.061 N/A 4473.00 330.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XRP52 2044-06-01 6.215 N/A 2023.00 41.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407PWM6 2035-10-01 5.513 N/A 1126.00 6.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408B5A2 2036-01-01 5.788 N/A 900000.00 2050.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMV40 2044-04-01 6.5 N/A 38395.00 1886.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EHY55 2038-08-01 6.18 N/A 1065.00 24.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411VHW2 2037-02-01 5.749 N/A 135000.00 868.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406DAD8 2034-10-01 5.172 N/A 1001.00 15.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371LJJ9 2033-11-01 6.069 N/A 6416.00 274.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VJ60 2028-07-01 5.236 N/A 548569.00 81.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418C7F5 2049-02-01 4.5 N/A 1000.00 63.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VPZ9 2030-01-01 6.129 N/A 10099.00 17.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405RUS3 2034-12-01 6.095 N/A 1000.00 13.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402G7A5 2033-08-01 6.34 N/A 500000.00 575.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371LPY9 2034-04-01 6.75 N/A 22449.00 429.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402QWK3 2033-07-01 6.127 N/A 139406.00 16.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402FRU1 2028-06-01 6.11 N/A 36410.00 26.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RHU6 2042-08-01 5.172 N/A 12005.00 133.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RG94 2034-01-01 5.783 N/A 250000.00 761.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405PKH2 2034-10-01 6.206 N/A 1000000.00 3060.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405AEY5 2044-04-01 5.172 N/A 1170.00 10.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416BPU6 2038-03-01 5.448 N/A 1026.00 4.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31369YSA4 2031-02-01 5.568 N/A 1745.00 1.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385HJD5 2034-09-01 5.461 N/A 10400000.00 4579.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384V7B2 2030-03-01 5.485 N/A 84170.00 21.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETND4 2046-05-01 6.251 N/A 82000.00 1791.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JBGS9 2051-01-01 6.044 N/A 1023.00 113.64 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 17472.00 147.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401YXL4 2033-08-01 4.115 N/A 2609.00 49.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384V7K2 2040-10-01 5.372 N/A 46667.00 28.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AFC24 2041-05-01 4.5 N/A 1030.00 35.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419JRM2 2040-12-01 6.104 N/A 550000.00 3751.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410WFC7 2037-06-01 6.379 N/A 8000.00 46.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403Y4M2 2034-03-01 6.197 N/A 1000.00 2.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402NCY2 2033-08-01 6.749 N/A 1385000.00 2597.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407XUW9 2035-11-01 4.028 N/A 25292.00 195.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDN0 2033-06-01 4.387 N/A 211000.00 2289.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K6DD4 2046-07-01 5.102 N/A 1000.00 216.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409JMU1 2036-05-01 6.734 N/A 37000.00 128.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407YRJ0 2035-11-01 5.809 N/A 7127.00 58.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401L4S9 2033-05-01 6.129 N/A 1250000.00 4540.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390AHA1 2032-04-01 6.395 N/A 408080.00 1882.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402VZY9 2033-08-01 4.419 N/A 16940.00 96.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LDL50 2026-06-01 2.64 N/A 5000.00 4980.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417NNX5 2039-11-01 6.13 N/A 6011.00 50.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31381SVS8 2041-11-01 4.68 N/A 650000.00 486647.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405RNE2 2034-08-01 4.823 N/A 500000.00 4209.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411A7K5 2036-11-01 5.408 N/A 556794.00 4409.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404PHL8 2034-03-01 6.385 N/A 258390.00 801.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCSP0 2049-11-01 6.372 N/A 1185.00 1047.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407UMR5 2034-11-01 4.374 N/A 21670.00 175.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407NGH0 2035-08-01 6.47 N/A 1000.00 4.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KT53 2040-04-01 5.398 N/A 2052.00 57.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31386XY91 2041-02-01 5.172 N/A 2625000.00 4424.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEPD1 2053-03-01 5 N/A 1000.00 707.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402Q4U2 2034-01-01 4.822 N/A 25235.00 357.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31362GM40 2028-01-01 4.59 N/A 690549.00 121.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402Q4R9 2034-08-01 4.737 N/A 2172.00 11.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31387UEK3 2030-12-01 5.223 N/A 439704.00 20.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EJAF5 2037-08-01 5.63 N/A 1005.00 66.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407PJH2 2035-10-01 4.278 N/A 27310.00 189.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407XWL1 2035-11-01 5.098 N/A 11263.00 30.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384WNL0 2031-04-01 6 N/A 2805642.00 3178.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408EJ94 2035-11-01 4.027 N/A 6002.00 31.28 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159 N/A 3137FKKM7 2029-12-25 3.95 N/A 2549.00 531.79 Agency Collateralized Mortgage Obligation FHLMC_3632 N/A 31398WRF3 2040-02-15 4.76057 N/A 2800000.00 482205.30 Agency Collateralized Mortgage Obligation FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.82817 N/A 104232.00 9.42 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 2.82817 N/A 100062.00 916.06 Agency Collateralized Mortgage Obligation FHLMC_45-50 N/A 3137BN3A0 2046-02-15 2.22817 N/A 13250000.00 327983.77 Agency Collateralized Mortgage Obligation FHLMC_4657 N/A 3137BVPF7 2047-02-15 2.17817 N/A 36091396.00 829099.64 Agency Collateralized Mortgage Obligation FHLMC_4770C N/A 3137F35M2 2043-08-15 2.136698 N/A 76400829.00 644220.50 Agency Collateralized Mortgage Obligation FHLMC_4794B N/A 3137F5MK2 2043-03-15 2.092337 N/A 200002.00 1573.79 Agency Collateralized Mortgage Obligation FHLMC_4908E N/A 3137FNE63 2042-12-15 1.818343 N/A 43734086.00 534138.09 Agency Collateralized Mortgage Obligation FHLMC_5038J N/A 3137FXMY1 2050-10-25 2.5 N/A 110000.00 11206.11 Agency Collateralized Mortgage Obligation FHLMC_5056B N/A 3137F73Z6 2050-12-25 2.5 N/A 15378983.00 1095454.82 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9C66 2051-02-25 3 N/A 6659455.00 609658.01 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 10000000.00 1124776.37 Agency Collateralized Mortgage Obligation FHLMC_5135C N/A 3137H1RF5 2048-05-25 2.5 N/A 25600000.00 2474260.14 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 6967534.00 590999.31 Agency Collateralized Mortgage Obligation FHLMC_5175A N/A 3137H4NP1 2051-12-25 2.5 N/A 5237500.00 405634.76 Agency Collateralized Mortgage Obligation FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 1772148.00 17.18 Agency Collateralized Mortgage Obligation FHLMC_5293C N/A 3137H9QF9 2051-04-25 2.5 N/A 9991361.00 1270173.50 Agency Collateralized Mortgage Obligation FHLMC_5371F N/A 3137HBDK7 2054-01-25 0 N/A 5357143.00 2639917.59 Agency Collateralized Mortgage Obligation FHLMC_5431A N/A 3137HDPV6 2054-07-25 12.91632 N/A 12382450.00 11469618.06 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 5583107.00 3251712.57 Agency Collateralized Mortgage Obligation FHLMC_5479A N/A 3137HHMS7 2054-12-25 0 N/A 150000000.00 4063.27 Agency Collateralized Mortgage Obligation FHLMC_5483D N/A 3137HHNQ0 2054-12-25 14.74512 N/A 690135.00 633929.86 Agency Collateralized Mortgage Obligation FHLMC_5507B N/A 3137HJPX9 2055-02-25 1.30272 N/A 38835923.00 789398.78 Agency Collateralized Mortgage Obligation FHLMC_5518C N/A 3137HK4E1 2055-03-25 1.48272 N/A 100096.00 3186.55 Agency Collateralized Mortgage Obligation FHLMC_5528B N/A 3137HKR97 2055-04-25 2.30272 N/A 22114784.00 925692.90 Agency Collateralized Mortgage Obligation FHLMC_5530B N/A 3137HKTX2 2055-04-25 1.65272 N/A 200569.00 9380.93 Agency Collateralized Mortgage Obligation FHLMC_5588B N/A 3137HNJK5 2055-10-25 1.75272 N/A 88364209.00 4121328.84 Agency Collateralized Mortgage Obligation FHLMC_5588C N/A 3137HNJF6 2054-07-25 0 N/A 34186177.00 25003073.59 Agency Collateralized Mortgage Obligation FHLMC_5588E N/A 3137HNJD1 2052-01-25 2.5 N/A 141288.00 23262.11 Agency Collateralized Mortgage Obligation FHLMC_5597B N/A 3137HNPM4 2055-11-25 1.00272 N/A 100003.00 2654.06 Agency Collateralized Mortgage Obligation FHLMC_5605A N/A 3137HP4R1 2052-12-25 5.5 N/A 20472076.00 2125056.68 Agency Collateralized Mortgage Obligation FHLMC_5605A N/A 3137HP6N8 2051-11-25 5.5 N/A 2852763.00 407958.53 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP6Z1 2055-12-25 1.85272 N/A 67677172.00 3255041.57 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP6A6 2055-12-25 1.10272 N/A 148628067.00 4805879.33 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP6P3 2055-12-25 1.85272 N/A 211980833.00 10896053.26 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HPAZ6 2055-12-25 1.85272 N/A 98022755.00 7064716.76 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP5M1 2055-12-25 1.85272 N/A 128188444.00 6532171.28 Agency Collateralized Mortgage Obligation FHMS_16-K058 N/A 3137BSP64 2026-07-25 2.34 N/A 1859.00 251.14 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 2.78824 N/A 42412200.00 52495.61 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 2.93824 N/A 94696183.00 300389.71 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 2.18824 N/A 118886400.00 620540.98 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QAX6 2041-01-25 2.67824 N/A 27857143.00 361979.40 Agency Collateralized Mortgage Obligation FNMA_11-110 N/A 3136A2CR2 2041-04-25 2.83824 N/A 100000000.00 32770.37 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9RC4 2042-11-25 2.33824 N/A 30000000.00 348488.95 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.68824 N/A 40416958.00 324198.41 Agency Collateralized Mortgage Obligation FNMA_12-2 N/A 3136A3XL0 2042-02-25 2.68824 N/A 15333333.00 183985.81 Agency Collateralized Mortgage Obligation FNMA_14-14 N/A 3136AJQG4 2044-04-25 3 N/A 8729397.00 6156528.61 Agency Collateralized Mortgage Obligation FNMA_14-24 N/A 3136AJZ25 2044-05-25 2.23824 N/A 33000000.00 150356.90 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 106007.00 0.97 Agency Collateralized Mortgage Obligation FNMA_15-91 N/A 3136AQTM2 2045-12-25 1.988136 N/A 82366191.00 343140.73 Agency Collateralized Mortgage Obligation FNMA_16-1 N/A 3136AQG46 2046-02-25 2.33824 N/A 69174285.00 913196.60 Agency Collateralized Mortgage Obligation FNMA_16-40J N/A 3136ASM78 2046-07-25 1.521354 N/A 157677272.00 476971.49 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 2.28824 N/A 31164258.00 427098.00 Agency Collateralized Mortgage Obligation FNMA_17-23A N/A 3136AV5K1 2047-04-25 2.28824 N/A 38000000.00 467558.90 Agency Collateralized Mortgage Obligation FNMA_17-54E N/A 3136AXDX0 2047-07-25 1.977546 N/A 167805375.00 1059651.87 Agency Collateralized Mortgage Obligation FNMA_17-74B N/A 3136AX4Y8 2047-10-25 2.38824 N/A 452100.00 11858.92 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.922692 N/A 4368824.00 35959.09 Agency Collateralized Mortgage Obligation FNMA_19-35J N/A 3136B5HS7 2059-07-25 1.874036 N/A 57174809.00 619617.45 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 2.25824 N/A 6405661.00 273566.11 Agency Collateralized Mortgage Obligation FNMA_19-59F N/A 3136B6LD3 2049-10-25 1.97473 N/A 63684502.00 674644.45 Agency Collateralized Mortgage Obligation FNMA_19-65 N/A 3136B7AY7 2059-11-25 1.664206 N/A 32166333.00 349856.19 Agency Collateralized Mortgage Obligation FNMA_19-M12 N/A 3136B5NX9 2029-06-25 0.561 N/A 19004000.00 280907.41 Agency Collateralized Mortgage Obligation FNMA_20-63D N/A 3136BBA93 2050-09-25 2.5 N/A 4000000.00 62389.11 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 5184890.00 466049.23 Agency Collateralized Mortgage Obligation FNMA_20-M13A N/A 3136B9NV5 2030-09-25 1.219 N/A 9500000.00 200368.57 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.153363 N/A 10436192.00 208254.33 Agency Collateralized Mortgage Obligation FNMA_21-43C N/A 3136BH7G8 2051-06-25 2.5 N/A 4600000.00 516268.49 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 144665.82 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 3600000.00 414453.29 Agency Collateralized Mortgage Obligation FNMA_21-M23 N/A 3136BKBW1 2031-11-25 0.53 N/A 23373703.00 373315.10 Agency Collateralized Mortgage Obligation FNMA_23-58G N/A 3136BQYA1 2053-12-25 0 N/A 7739685.00 4407618.80 Agency Collateralized Mortgage Obligation FNMA_24-11C N/A 3136BRAZ0 2054-03-25 4.40272 N/A 100028.00 6977.49 Agency Collateralized Mortgage Obligation FNMA_24-38A N/A 3136BR4R5 2054-06-25 2.25272 N/A 19793856.00 504204.83 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 3.40272 N/A 100224.00 5965.78 Agency Collateralized Mortgage Obligation FNMA_24-65A N/A 3136BSH32 2054-09-25 0.05 N/A 39812460.00 61484.83 Agency Collateralized Mortgage Obligation FNMA_24-65B N/A 3136BSJ48 2054-09-25 0.1 N/A 100984.00 228.41 Agency Collateralized Mortgage Obligation FNMA_24-7 N/A 3136BQY78 2053-09-25 2.10272 N/A 33658623.00 887146.33 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 33556300.00 17669172.53 Agency Collateralized Mortgage Obligation FNMA_24-M5B N/A 3136BTHY2 2033-10-25 4.715 N/A 132085.00 132469.88 Agency Collateralized Mortgage Obligation FNMA_25-43A N/A 3136BWAQ9 2036-06-25 5 N/A 1000.00 971.67 Agency Collateralized Mortgage Obligation FNMA_25-50B N/A 3136BWUM6 2051-11-25 5.5 N/A 4966801.00 4324471.18 Agency Collateralized Mortgage Obligation FNMA_25-75B N/A 3136BXJQ8 2053-06-25 5.5 N/A 9395127.00 894790.57 Agency Collateralized Mortgage Obligation FNMA_26-3A N/A 3136BYTM4 2056-02-25 6 N/A 32013731.00 5580932.38 Agency Collateralized Mortgage Obligation FNMA_26-3A N/A 3136BYTL6 2056-02-25 6 N/A 27056517.00 27109340.34 Agency Collateralized Mortgage Obligation FNMA_26-3B N/A 3136BYUE0 2048-04-25 5 N/A 10164976.00 1460704.79 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5013 N/A 3137FW3E8 2050-09-25 2.5 N/A 100000.00 11753.61 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5018 N/A 3137FXC89 2050-10-25 2 N/A 400000.00 38820.04 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 600000.00 54543.09 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5085 N/A 3137FFZS9 2051-03-25 2 N/A 100000.00 9154.88 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128MJZ94 2047-06-01 4 N/A 1000.00 100.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJTY6 2044-01-01 3.5 N/A 2613607.00 206860.79 Agency Mortgage-Backed Securities GNMA_09-13E N/A 38374TMZ4 2039-03-16 2.20814 N/A 50000000.00 166739.54 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377ELA0 2040-04-20 1.91016 N/A 273000000.00 943317.68 Agency Collateralized Mortgage Obligation GNMA_11-146K N/A 38378ALU3 2041-02-20 4.5 N/A 35965236.00 126041.31 Agency Collateralized Mortgage Obligation GNMA_11-79E N/A 38376LPP8 2041-05-20 5 N/A 11704269.00 146862.99 Agency Collateralized Mortgage Obligation GNMA_12-127 N/A 38378HA22 2042-08-16 4.5 N/A 60368136.00 755308.63 Agency Collateralized Mortgage Obligation GNMA_12-133B N/A 38377X3Y6 2042-10-20 0.03 N/A 114751391.00 47141.73 Agency Collateralized Mortgage Obligation GNMA_13-183D N/A 38378PXZ6 2043-03-20 4.5 N/A 57084000.00 46745.03 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 1.75814 N/A 88104086.00 861593.55 Agency Collateralized Mortgage Obligation GNMA_13-24B N/A 38378FP46 2042-11-20 4.5 N/A 21338666.00 95105.09 Agency Collateralized Mortgage Obligation GNMA_13-6A N/A 38378FKS8 2043-01-20 4.5 N/A 45630999.00 860962.89 Agency Collateralized Mortgage Obligation GNMA_14-118F N/A 38379EHH8 2044-08-16 1.80814 N/A 35501323.00 721752.68 Agency Collateralized Mortgage Obligation GNMA_14-152 N/A 38379GYJ0 2044-10-20 1.81016 N/A 57000000.00 471046.84 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 2.30814 N/A 299424.00 2045.44 Agency Collateralized Mortgage Obligation GNMA_14-58F N/A 38379BSY5 2043-09-16 4.5 N/A 21827444.00 20318.63 Agency Collateralized Mortgage Obligation GNMA_14-84A N/A 38379CLF1 2044-06-20 4.5 N/A 15214349.00 480845.90 Agency Collateralized Mortgage Obligation GNMA_14-90A N/A 38379CVW3 2039-12-20 4.5 N/A 112182388.00 226699.54 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 115240.86 Agency Collateralized Mortgage Obligation GNMA_16-61 N/A 38379WE24 2046-05-20 2.26016 N/A 7000000.00 200243.77 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 0.98629 N/A 2029944.00 7954.02 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7T5 2046-02-20 4.21399 N/A 3413.00 596.69 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0.9006 N/A 100044.00 589.64 Agency Collateralized Mortgage Obligation GNMA_20-126A N/A 38382HWQ9 2050-08-20 3 N/A 18485964.00 1474946.47 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 2.31016 N/A 100032.00 3864.09 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.51016 N/A 16143616.00 1429346.27 Agency Collateralized Mortgage Obligation GNMA_21-136A N/A 38382WQ75 2051-08-20 0 N/A 77680128.00 488192.06 Agency Collateralized Mortgage Obligation GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 95151.29 Agency Collateralized Mortgage Obligation GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 848273.61 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 2.51016 N/A 9108640.00 797823.69 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 18156983.00 1036703.28 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCR1 2050-10-20 0 N/A 162051.00 8.75 Agency Collateralized Mortgage Obligation GNMA_21-49J N/A 38382PY97 2051-03-20 2.51016 N/A 100522.00 4355.68 Agency Collateralized Mortgage Obligation GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 19186226.00 1406615.88 Agency Collateralized Mortgage Obligation GNMA_21-77C N/A 38382Q3F5 2050-08-20 3 N/A 6666667.00 548327.21 Agency Collateralized Mortgage Obligation GNMA_21-86J N/A 38382QQF0 2051-05-20 4.72457 N/A 300431.00 168170.28 Agency Collateralized Mortgage Obligation GNMA_22-153D N/A 38383YGA4 2052-09-20 4.653 N/A 51999.00 39662.99 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 2.36016 N/A 4587781.00 408533.81 Agency Collateralized Mortgage Obligation GNMA_22-197J N/A 38383LEZ9 2043-12-16 2.20814 N/A 687021.00 36908.25 Agency Collateralized Mortgage Obligation GNMA_22-208C N/A 38383LZ86 2052-12-20 2.567 N/A 32384320.00 1451280.13 Agency Collateralized Mortgage Obligation GNMA_22-28D N/A 38383MWS3 2052-02-20 3.5 N/A 1127.00 770.79 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 53510.96 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 3.397 N/A 14694534.00 758245.91 Agency Collateralized Mortgage Obligation GNMA_23-176A N/A 38384DP84 2053-11-20 5.603 N/A 1728895.00 551657.75 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 4.953 N/A 1649203.00 721161.88 Agency Collateralized Mortgage Obligation GNMA_23-43G N/A 38383XGB4 2053-03-20 1.927 N/A 83400000.00 1500772.73 Agency Collateralized Mortgage Obligation GNMA_23-70A N/A 38384ADT7 2053-05-20 4.703 N/A 512043.00 369768.95 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 0.91121 N/A 15464060.00 1183804.87 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.45408 N/A 26399972.00 528934.11 Agency Collateralized Mortgage Obligation GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.28794 N/A 17900000.00 619805.27 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 6716768.00 3751781.40 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 4.703 N/A 836726.00 693091.73 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 4.803 N/A 762026.00 498291.74 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 5011021.00 17.21 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUV3 2054-11-20 5.303 N/A 6256.00 4070.00 Agency Collateralized Mortgage Obligation GNMA_24-186E N/A 38384XVT7 2053-02-20 1.847 N/A 67725301.00 3230820.39 Agency Collateralized Mortgage Obligation GNMA_24-21F N/A 38384JCG7 2053-07-20 0.1 N/A 5259471.00 4218.46 Agency Collateralized Mortgage Obligation GNMA_24-30R N/A 38384JNG5 2054-02-20 2.297 N/A 30720000.00 547686.30 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MFB8 2054-04-20 5.75 N/A 362231.00 372099.60 Agency Collateralized Mortgage Obligation GNMA_24-64A N/A 38384MJU2 2054-04-20 1.997 N/A 40120911.00 1691818.65 Agency Collateralized Mortgage Obligation GNMA_24-66B N/A 38383KUG5 2054-04-20 4.833 N/A 1165254.00 744880.31 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 1052186.00 1080460.93 Agency Collateralized Mortgage Obligation GNMA_24-96E N/A 38384PB66 2054-06-20 2.947 N/A 80931623.00 4802452.67 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 4.903 N/A 2253552.00 1057266.19 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PAR4 2055-07-20 0.797 N/A 99038859.00 1320013.58 Agency Collateralized Mortgage Obligation GNMA_25-118D N/A 38381NG36 2052-03-20 6 N/A 1666667.00 100784.21 Agency Collateralized Mortgage Obligation GNMA_25-118E N/A 38381NC30 2055-07-20 2.247 N/A 58159680.00 2710457.55 Agency Collateralized Mortgage Obligation GNMA_25-146A N/A 38381QTW1 2055-08-20 2.247 N/A 250000000.00 12902873.53 Agency Collateralized Mortgage Obligation GNMA_25-146B N/A 38381QUA7 2055-08-20 1.647 N/A 100000000.00 4021557.78 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2Q3 2053-02-20 0.05 N/A 33370779.00 36915.86 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUK5 2053-03-20 0.1 N/A 30617387.00 62699.72 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUL3 2053-02-20 0.09 N/A 20375261.00 41836.42 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUR0 2053-03-20 0.35 N/A 18400213.00 122545.77 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUS8 2054-01-20 0.16 N/A 31344687.00 153903.74 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUT6 2054-04-20 0.02 N/A 21285519.00 13327.72 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QWF4 2054-05-20 2.247 N/A 104260319.00 4964371.48 Agency Collateralized Mortgage Obligation GNMA_25-164C N/A 38381UMP4 2054-08-20 2.897 N/A 918795.00 68087.17 Agency Collateralized Mortgage Obligation GNMA_25-203B N/A 38385H4S3 2053-06-20 0 N/A 28681773.00 20938958.54 Agency Collateralized Mortgage Obligation GNMA_25-203C N/A 38385H4V6 2055-11-20 5.5 N/A 15077793.00 3281049.11 Agency Collateralized Mortgage Obligation GNMA_25-48A N/A 38385DF68 2055-03-20 2.247 N/A 59704683.00 3121220.31 Agency Collateralized Mortgage Obligation GNMA_25-48A N/A 38385DF76 2055-03-20 2.367 N/A 3725504.00 210430.59 Agency Collateralized Mortgage Obligation GNMA_25-48B N/A 38385DG59 2055-03-20 2.357 N/A 341802.00 17034.01 Agency Collateralized Mortgage Obligation GNMA_25-61G N/A 38385FYU9 2065-04-20 1.597 N/A 31441819.00 679154.31 Agency Collateralized Mortgage Obligation GNMA_25-64C N/A 38385EQ49 2055-04-20 1.717 N/A 98815739.00 4272624.10 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4B4 2055-05-20 0.1 N/A 50000000.00 63347.54 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4C2 2055-05-20 0.05 N/A 62500000.00 39563.81 Agency Collateralized Mortgage Obligation GNMA_25-95C N/A 38385GTM1 2055-05-20 1.427 N/A 10890423.00 422354.91 Agency Collateralized Mortgage Obligation GNMA_25-98B N/A 38381NMM7 2055-06-20 4.773 N/A 645586.00 631614.72 Agency Collateralized Mortgage Obligation GNMA_25-98L N/A 38381NQL5 2055-06-20 5.103 N/A 1043.00 903.69 Agency Collateralized Mortgage Obligation GNMA_26-7A N/A 38385LAE8 2054-09-20 1.10156 N/A 167033338.00 3384594.68 Agency Collateralized Mortgage Obligation GNMA_26-7A N/A 38385LAF5 2054-09-20 0.11 N/A 40000000.00 201142.22 Agency Collateralized Mortgage Obligation GNMA_26-7B N/A 38385LAV0 2056-01-20 0.79265 N/A 100000000.00 2521718.06 Agency Collateralized Mortgage Obligation GNMA_26-7B N/A 38385LAJ7 2056-01-20 0.54265 N/A 50000000.00 1004736.81 Agency Collateralized Mortgage Obligation GNMA_26-7C N/A 38385LAP3 2056-01-20 5.5 N/A 2706704.00 2713932.40 Agency Collateralized Mortgage Obligation GNMA_26-7C N/A 38385LAN8 2056-01-20 5.5 N/A 12073454.00 2459803.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379FYH6 2045-10-20 3 N/A 485818.00 575381.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 103601.00 15.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36179BZP2 2043-01-15 3.5 N/A 177490.00 15882.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AC3Z5 2039-09-15 5 N/A 4617006.00 174271.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176D3R2 2041-05-15 4.75 N/A 1024.00 12.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2B27 2041-10-15 4 N/A 1040.00 45.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A9PZ8 2039-10-15 5 N/A 33685722.00 548467.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176W7F2 2042-01-15 3.5 N/A 446145.00 24823.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJ98 2053-06-15 7 N/A 432436.00 444624.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176XUV9 2042-06-15 3.5 N/A 1149000.00 56030.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178EDM8 2043-05-15 3 N/A 1810.00 229.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EY89 2040-05-20 5.625 N/A 1500000.00 32724.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EVW9 2039-11-20 5.875 N/A 743869.00 12077.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SEU7 2046-06-20 5.5 N/A 3199.00 135.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5RF8 2055-07-20 5.5 N/A 1008.00 1009.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DG99 2034-10-20 4.75 N/A 222877.00 2792.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QY70 2045-01-20 5.625 N/A 1023.00 21.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LG5N3 2055-12-20 6 N/A 2931906.00 3040221.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QMM0 2044-08-20 5.375 N/A 1719.00 22.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EVG4 2039-10-20 5.875 N/A 2498600.00 39543.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EW57 2040-01-20 5.75 N/A 1000000.00 29996.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EVV1 2039-11-20 5.875 N/A 3976132.00 128607.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SRL3 2046-11-20 4.625 N/A 284707.00 10049.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225CYZ3 2033-08-20 5.375 N/A 3319077.00 12909.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLJ3 2052-11-20 5.5 N/A 50000.00 34385.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UQ96 2049-04-20 6 N/A 1406668.00 175452.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180AAD5 2054-09-20 4.5 N/A 1000.00 927.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WG85 2051-06-20 5 N/A 122316.00 40779.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241L4C7 2041-10-20 4 N/A 213506.00 11329.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TKC8 2047-10-20 5.75 N/A 6945.00 380.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QRZ6 2044-10-20 4 N/A 58830.00 3770.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UQ88 2049-04-20 5.5 N/A 69941.00 6125.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2Q9 2047-04-20 4 N/A 2001.00 176.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMX7 2049-02-20 5.5 N/A 1000.00 72.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KCCE5 2055-05-20 5.5 N/A 1000.00 1018.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W2W7 2052-04-20 3.5 N/A 1000.00 687.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DKX1 2034-12-20 4.75 N/A 10114223.00 137106.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVU7 2053-03-20 6 N/A 1005.00 511.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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38227.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q3K5 2045-02-20 4 N/A 194000.00 15624.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XFL5 2052-09-20 6 N/A 30000.00 15264.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SHA8 2046-07-20 5.375 N/A 1659462.00 80939.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SGX9 2046-06-30 5.375 N/A 11180465.00 573839.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YPG3 2054-01-20 5.5 N/A 10629103.00 8241745.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N56Z7 2056-01-20 3.5 N/A 1440715.00 1421062.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YS47 2054-03-20 4.5 N/A 85474.00 77636.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 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Bank of America Securities, Inc. 3.66000000 N/A 549300HN4UKV1E2R3U73 BYDY74KB5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 2373400.00 3060036.22 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 3000000.00 3000000.00 0.0000 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.67000000 N/A 549300HN4UKV1E2R3U73 BYDY74KF6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC_5499A N/A 3137HJLY1 2055-02-25 1 N/A 4349990.00 63177.99 Agency Collateralized Mortgage Obligation FHLMC_5614D N/A 3137HPQT3 2054-11-25 1.15272 N/A 29795099.00 1131352.69 Agency Collateralized Mortgage Obligation FNMA_18-87D N/A 3136B3QQ6 2048-07-25 4 N/A 48352256.00 843049.93 Agency Collateralized Mortgage Obligation FNMA_22-69B N/A 3136BPFA4 2052-10-25 1.48272 N/A 56750272.00 2304811.32 Agency Collateralized Mortgage Obligation GNMA_12-H29 N/A 38375BZZ8 2062-10-20 0.1607 N/A 12058602.00 127.91 Agency Collateralized Mortgage Obligation GNMA_16-H11H N/A 38375UXD7 2066-05-20 2.39193 N/A 12122000.00 74490.95 Agency Collateralized Mortgage Obligation GNMA_24-149A N/A 38384WXA8 2054-09-20 4.813 N/A 38206499.00 31207078.35 Agency Collateralized Mortgage Obligation GNMA_25-170D N/A 38385HW52 2055-10-20 1.697 N/A 268499996.00 15300794.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H09 N/A 38375UWF3 2065-03-20 1.75 N/A 638743.00 116.59 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 48500000.00 48500000.00 0.0002 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.66000000 N/A 549300HN4UKV1E2R3U73 BYDY74KW9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 11176800.00 7532344.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 459.20 155.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 800.00 1711.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 35792000.00 42445788.85 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49000000.00 49000000.00 0.0002 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.67000000 N/A 549300HN4UKV1E2R3U73 BYDY74M49 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 164348160.00 178636973.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821HY4 2032-05-15 0 N/A 54000.00 42097.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNL1 2027-06-30 3.75 N/A 360.00 362.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 142761000.00 140447873.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PE4 2027-08-15 0 N/A 291583033.00 276000835.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337Q7 2031-11-15 0 N/A 2762.00 2195.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XX3 2030-02-15 0 N/A 19660874.00 16868538.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UF3 2044-11-15 4.625 N/A 1140.00 1124.24 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 600000000.00 600000000.00 0.0030 N Y Y N Bank of Montreal Bank of Montreal 3.67000000 N/A NQQ6HPCNCCU6TUTQYE16 BYDY74KG4 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 31426SBW8 2055-07-01 6 N/A 14468347.00 13493426.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ALAC2 2051-05-01 2 N/A 24041496.00 13890052.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWPP2 2055-05-01 4 N/A 15787736.00 14733134.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JT3C5 2056-02-01 5.5 N/A 12863717.00 13169147.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D56U1 2036-01-01 1.5 N/A 31626234.00 14308462.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PMM3 2055-07-01 6.5 N/A 14736371.00 14607792.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A8Y37 2033-01-01 3 N/A 45933274.00 8773296.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D07J4 2054-11-01 5 N/A 14639993.00 13967993.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RF47 2052-05-01 2.5 N/A 15829575.00 13596850.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFF5 2052-11-01 4.5 N/A 18240000.00 14486558.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKN87 2051-05-01 2.5 N/A 23000000.00 13595421.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1U50 2053-09-01 6 N/A 16000000.00 13814785.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMRH9 2051-12-01 2.5 N/A 74482.00 45548.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AYBA2 2055-02-01 5.5 N/A 15772723.00 14731965.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CFH2 2032-01-01 2 N/A 80287398.00 14377413.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJRM2 2032-01-01 2 N/A 84969716.00 14897215.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATLQ7 2054-11-01 5 N/A 17255116.00 15088729.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1JP9 2055-03-01 6 N/A 16138131.00 14581225.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AX3U9 2055-02-01 6 N/A 19000854.00 14709566.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W46A0 2052-06-01 2.5 N/A 15731432.00 13716265.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETUM6 2046-07-01 4.5 N/A 72199060.00 13538553.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXGQ4 2054-12-01 5 N/A 15778646.00 14473592.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7SM1 2055-11-01 4.5 N/A 14399040.00 14179385.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQVE2 2052-11-01 5 N/A 18500000.00 14934864.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128ME6C0 2031-11-01 2.5 N/A 93587115.00 13038753.52 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 325000000.00 325000000.00 0.0016 N Y Y N Bank of Montreal Bank of Montreal 3.66000000 N/A NQQ6HPCNCCU6TUTQYE16 BYDY74KJ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 48235600.00 49980100.17 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 49000000.00 49000000.00 0.0002 N Y Y N Bank of Nova Scotia (The) Bank of Nova Scotia (The) 3.66000000 N/A L3I9ZG2KFGXZ61BMYR72 BYDY74KA7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMT5 2032-03-31 4.125 N/A 100.00 102.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 100.00 94.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHR5 2030-07-31 4 N/A 194900.00 200642.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCS8 2031-08-15 1.25 N/A 100.00 87.55 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 1400.00 1229.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 900.00 851.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 1808200.00 1837588.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMD0 2029-12-31 4.375 N/A 100.00 102.72 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 2000000.00 2000000.00 0.0000 N Y Y N Barclays Bank plc Barclays Bank plc 3.71000000 N/A G5GSEF7VJP5I7OUK5573 BYDDRC0M9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE FNMA_12-5 N/A 3136A3B75 2042-02-25 2.13824 N/A 46561688.00 270653.10 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-45 N/A 3136B2EP3 2048-06-25 2.38824 N/A 55413670.00 850565.58 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-96 N/A 3136BDWU8 2051-01-25 3 N/A 10000000.00 952236.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4995A N/A 3137FUW83 2050-06-25 4.5 N/A 53714422.00 3358375.33 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5056 N/A 3137F74L6 2050-12-25 2.5 N/A 22198242.00 1878451.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_21-1 N/A 3136BD2G2 2051-02-25 2 N/A 20469712.00 1540376.18 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.740499 N/A 2357000.00 261736.89 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.080449 N/A 3357000.00 69260.68 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123 N/A 3137F8ZY2 2049-02-25 2.626008 N/A 655000.00 71720.13 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014 N/A 3137F72J3 2055-10-25 2.769531 N/A 2893000.00 363891.85 Agency Collateralized Mortgage Obligation FHLMC_2635 N/A 31393VLS8 2033-06-15 5.5 N/A 163636363.00 105281.85 Agency Collateralized Mortgage Obligation FHLMC_3152 N/A 31396R3C9 2036-03-15 2.65817 N/A 117787959.00 351645.68 Agency Collateralized Mortgage Obligation FHLMC_4678A N/A 3137BWX58 2046-01-15 4 N/A 15842693.00 195002.84 Agency Collateralized Mortgage Obligation FHLMC_4818K N/A 3137FGXY6 2048-04-15 2.37817 N/A 11498631.00 191966.03 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.77817 N/A 11800000.00 315233.75 Agency Collateralized Mortgage Obligation FHLMC_4912B N/A 3137FNQH6 2049-06-25 2.23824 N/A 21189621.00 714698.62 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPYZ2 2049-11-25 2.18824 N/A 13000000.00 598011.25 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPZ32 2049-11-25 2.18824 N/A 22870000.00 1185278.07 Agency Collateralized Mortgage Obligation FHLMC_4976B N/A 3137FTAM9 2050-05-25 3.5 N/A 13100000.00 985711.83 Agency Collateralized Mortgage Obligation FHLMC_4979A N/A 3137FTYA9 2050-06-25 2.23824 N/A 15000000.00 476043.63 Agency Collateralized Mortgage Obligation FHLMC_4988E N/A 3137FUQK3 2050-07-25 4 N/A 33100000.00 2694865.98 Agency Collateralized Mortgage Obligation FHLMC_4988F N/A 3137FURL0 2050-06-25 3 N/A 34686251.00 3731047.58 Agency Collateralized Mortgage Obligation FHLMC_4988M N/A 3137FUZ64 2050-07-25 3.5 N/A 17087913.00 1229596.58 Agency Collateralized Mortgage Obligation FHLMC_4990C N/A 3137FURT3 2050-07-25 4 N/A 28600000.00 2547573.07 Agency Collateralized Mortgage Obligation FHLMC_4992E N/A 3137FUH56 2050-07-25 2.5 N/A 38175343.00 2525063.22 Agency Collateralized Mortgage Obligation FHLMC_4996 N/A 3137FUSU9 2050-06-25 2.5 N/A 13500000.00 1140606.55 Agency Collateralized Mortgage Obligation FHLMC_4999D N/A 3137FV3C4 2043-03-15 2.37817 N/A 18925757.00 685500.75 Agency Collateralized Mortgage Obligation FHLMC_5000Q N/A 3137FVFL1 2048-05-25 5 N/A 19466144.00 787803.50 Agency Collateralized Mortgage Obligation FHLMC_5003D N/A 3137FVJ60 2050-08-25 2.28824 N/A 10000000.00 613773.54 Agency Collateralized Mortgage Obligation FHLMC_5003D N/A 3137FVHZ8 2050-08-25 2.28824 N/A 17800000.00 1773563.32 Agency Collateralized Mortgage Obligation FHLMC_5005A N/A 3137FVCT7 2050-08-25 3 N/A 50042183.00 4534968.44 Agency Collateralized Mortgage Obligation FHLMC_5009B N/A 3137FWEG1 2050-07-25 3.5 N/A 19357142.00 2369683.39 Agency Collateralized Mortgage Obligation FHLMC_5021C N/A 3137FWMP2 2050-03-25 2 N/A 23155000.00 1644321.67 Agency Collateralized Mortgage Obligation FHLMC_5037B N/A 3137F6KY2 2050-11-25 2 N/A 8750000.00 648713.87 Agency Collateralized Mortgage Obligation FHLMC_5038P N/A 3137FXN53 2050-11-25 2.5 N/A 12500000.00 857832.58 Agency Collateralized Mortgage Obligation FHLMC_5039H N/A 3137F63T2 2050-11-25 2 N/A 27125000.00 2070505.30 Agency Collateralized Mortgage Obligation FHLMC_5045B N/A 3137F6RR0 2050-11-25 2.55272 N/A 8909091.00 735248.00 Agency Collateralized Mortgage Obligation FHLMC_5051L N/A 3137F83L5 2048-11-15 0.54265 N/A 174000000.00 2195680.58 Agency Collateralized Mortgage Obligation FHLMC_5053G N/A 3137F7CD5 2050-12-25 3 N/A 11644739.00 1286290.89 Agency Collateralized Mortgage Obligation FHLMC_5053H N/A 3137F7CA1 2050-12-25 2.5 N/A 12500000.00 1103072.25 Agency Collateralized Mortgage Obligation FHLMC_5054B N/A 3137F74V4 2035-12-25 1.5 N/A 33333333.00 665136.26 Agency Collateralized Mortgage Obligation FHLMC_5056C N/A 3137F74P7 2050-12-25 2.60272 N/A 21000000.00 2017284.59 Agency Collateralized Mortgage Obligation FHLMC_5058F N/A 3137F8D34 2050-04-25 2 N/A 15140396.00 893668.56 Agency Collateralized Mortgage Obligation FHLMC_5060B N/A 3137F8A29 2050-12-25 3 N/A 18732666.00 2242975.60 Agency Collateralized Mortgage Obligation FHLMC_5060C N/A 3137F87A5 2050-11-25 3 N/A 12302666.00 1307811.45 Agency Collateralized Mortgage Obligation FHLMC_5062C N/A 3137F8TX1 2051-01-25 2.60272 N/A 17850000.00 1879740.96 Agency Collateralized Mortgage Obligation FHLMC_5065H N/A 3137F8RG0 2051-01-25 3 N/A 21222181.00 2230491.62 Agency Collateralized Mortgage Obligation FHLMC_5068G N/A 3137F8PA5 2050-11-25 3 N/A 21700000.00 1512799.53 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F95J6 2051-02-25 3 N/A 8159241.00 970846.89 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 25000000.00 2811940.90 Agency Collateralized Mortgage Obligation FHLMC_5070H N/A 3137F9WG2 2051-02-25 0.58272 N/A 173779557.00 2704510.34 Agency Collateralized Mortgage Obligation FHLMC_5071W N/A 3137F9R60 2051-02-25 2.5 N/A 12076634.00 878421.03 Agency Collateralized Mortgage Obligation FHLMC_5072G N/A 3137F9B75 2051-01-25 3 N/A 35859000.00 3470143.32 Agency Collateralized Mortgage Obligation FHLMC_5080B N/A 3137FXV62 2050-04-25 3.5 N/A 5000000.00 556812.69 Agency Collateralized Mortgage Obligation FHLMC_5080K N/A 3137FXV54 2050-01-25 3 N/A 15244249.00 1117093.22 Agency Collateralized Mortgage Obligation FHLMC_5080L N/A 3137FXUX4 2048-11-25 4 N/A 21300000.00 2601093.47 Agency Collateralized Mortgage Obligation FHLMC_5083B N/A 3137FFQM2 2051-03-25 2 N/A 31718171.00 2395953.30 Agency Collateralized Mortgage Obligation FHLMC_5087A N/A 3137FFME4 2051-03-25 3 N/A 14000000.00 1469926.53 Agency Collateralized Mortgage Obligation FHLMC_5093A N/A 3137FYKD7 2051-01-25 3 N/A 21000000.00 2280706.85 Agency Collateralized Mortgage Obligation FHLMC_5095D N/A 3137FYR32 2041-04-25 3.5 N/A 38764420.00 1804759.50 Agency Collateralized Mortgage Obligation FHLMC_5104F N/A 3137H0GB8 2049-06-25 3.5 N/A 12500000.00 1053079.48 Agency Collateralized Mortgage Obligation FHLMC_5115J N/A 3137H0WV6 2049-06-25 3.5 N/A 41935638.00 3573869.33 Agency Collateralized Mortgage Obligation FHLMC_5115S N/A 3137H0ZX9 2051-06-25 4 N/A 14000000.00 1194562.67 Agency Collateralized Mortgage Obligation FHLMC_5140R N/A 3137H24K7 2050-12-25 4.5 N/A 26016935.00 3146535.14 Agency Collateralized Mortgage Obligation FHLMC_5144F N/A 3137H26C3 2051-09-25 3 N/A 11250000.00 1055735.63 Agency Collateralized Mortgage Obligation FHLMC_5179C N/A 3137H5DD6 2051-12-25 3 N/A 29457333.00 1806777.08 Agency Collateralized Mortgage Obligation FHLMC_5236A N/A 3137H8C41 2052-07-25 0.10272 N/A 40000000.00 626272.09 Agency Collateralized Mortgage Obligation FHLMC_5245A N/A 3137H8MB4 2052-08-25 1.60272 N/A 50477142.00 3057886.44 Agency Collateralized Mortgage Obligation FHLMC_5249B N/A 3137H8LT6 2052-08-25 2.25272 N/A 50085972.00 3498904.80 Agency Collateralized Mortgage Obligation FHLMC_5273A N/A 3137H9FT1 2052-11-25 1.05272 N/A 170645534.00 4160505.94 Agency Collateralized Mortgage Obligation FHLMC_5319B N/A 3137HAB70 2053-07-25 2.25272 N/A 100000000.00 2720602.74 Agency Collateralized Mortgage Obligation FHLMC_5320A N/A 3137HABJ4 2053-07-25 2.00272 N/A 47000000.00 1511294.24 Agency Collateralized Mortgage Obligation FHLMC_5349D N/A 3137HASA5 2053-10-25 3.35272 N/A 50000000.00 1780461.39 Agency Collateralized Mortgage Obligation FHLMC_5358A N/A 3137HAWE2 2053-11-25 2.65272 N/A 63461538.00 3120071.88 Agency Collateralized Mortgage Obligation FHLMC_5363C N/A 3137HB5G5 2053-12-25 3.15272 N/A 75000000.00 2737442.59 Agency Collateralized Mortgage Obligation FHLMC_5364B N/A 3137HBBW3 2053-12-25 3.30272 N/A 50000000.00 1456489.79 Agency Collateralized Mortgage Obligation FHLMC_5366 N/A 3137HB4A9 2053-12-25 2.50272 N/A 141356296.00 3990795.83 Agency Collateralized Mortgage Obligation FHLMC_5367 N/A 3137HB7F5 2053-12-25 2.77272 N/A 62302519.00 2434615.58 Agency Collateralized Mortgage Obligation FHLMC_5391E N/A 3137HBV27 2054-03-25 2.80272 N/A 100000000.00 2092694.73 Agency Collateralized Mortgage Obligation FHLMC_5398C N/A 3137HCE65 2054-04-25 2.85272 N/A 100000000.00 2093600.01 Agency Collateralized Mortgage Obligation FHLMC_5400B N/A 3137HC3R1 2054-04-25 2.55272 N/A 62000000.00 2217649.88 Agency Collateralized Mortgage Obligation FHLMC_5400C N/A 3137HC3Q3 2054-04-25 2.20272 N/A 73405076.00 2298244.48 Agency Collateralized Mortgage Obligation FHLMC_5402D N/A 3137HC3C4 2051-06-25 4 N/A 16086759.00 2789367.11 Agency Collateralized Mortgage Obligation FHLMC_5408D N/A 3137HCN32 2053-12-25 1.40272 N/A 60000000.00 1366249.27 Agency Collateralized Mortgage Obligation FHLMC_5414A N/A 3137HCR20 2054-05-25 6.5 N/A 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2054-10-25 1.70272 N/A 135326134.00 3173697.03 Agency Collateralized Mortgage Obligation FHLMC_5458A N/A 3137HFYA7 2054-10-25 2.45272 N/A 8104064.00 698365.01 Agency Collateralized Mortgage Obligation FHLMC_5458A N/A 3137HFY66 2054-09-25 1.60272 N/A 60000000.00 3634282.79 Agency Collateralized Mortgage Obligation FHLMC_5458F N/A 3137HFYB5 2054-10-25 2.30272 N/A 9506621.00 601742.38 Agency Collateralized Mortgage Obligation FHLMC_5460E N/A 3137HFUF0 2054-10-25 2.30272 N/A 5405656.00 474348.40 Agency Collateralized Mortgage Obligation FHLMC_5460N N/A 3137HH5T4 2054-10-25 1.70272 N/A 55008659.00 1354025.90 Agency Collateralized Mortgage Obligation FHLMC_5470C N/A 3137HHCY5 2054-11-25 1.60272 N/A 77784860.00 2130869.20 Agency Collateralized Mortgage Obligation FHLMC_5471A N/A 3137HHA50 2054-11-25 1.00272 N/A 174753955.00 3467573.31 Agency Collateralized Mortgage Obligation FHLMC_5471L N/A 3137HHHN4 2054-11-25 1.40272 N/A 160000000.00 2957966.25 Agency Collateralized Mortgage Obligation FHLMC_5475C N/A 3137HHDB4 2054-11-25 0.85272 N/A 118341176.00 2131021.58 Agency Collateralized Mortgage Obligation FHLMC_5476A N/A 3137HHFE6 2054-11-25 1.70272 N/A 49973910.00 1670234.74 Agency Collateralized Mortgage Obligation FHLMC_5478A N/A 3137HHTB7 2054-02-25 1.35272 N/A 200000000.00 3685987.47 Agency Collateralized Mortgage Obligation FHLMC_5478A N/A 3137HHTA9 2054-02-25 1.40272 N/A 25500000.00 483479.38 Agency Collateralized Mortgage Obligation FHLMC_5478C N/A 3137HHTD3 2054-04-25 1.35272 N/A 156000000.00 2808572.01 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHQL8 2054-12-25 1.35272 N/A 125000000.00 2489710.66 Agency Collateralized Mortgage Obligation FHLMC_5481H N/A 3137HHRG8 2054-12-25 2.15272 N/A 75000000.00 3079321.07 Agency Collateralized Mortgage Obligation FHLMC_5500A N/A 3137HJC47 2055-02-25 1.40272 N/A 75000000.00 1511226.79 Agency Collateralized Mortgage Obligation FHLMC_5500F N/A 3137HJAF4 2054-10-25 1.45272 N/A 50000000.00 1335175.54 Agency 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150000000.00 4105700.89 Agency Collateralized Mortgage Obligation FHLMC_5568B N/A 3137HMNE6 2055-08-25 1.40272 N/A 115377154.00 2891462.12 Agency Collateralized Mortgage Obligation FHMS_K071 N/A 3137FCLG7 2028-02-25 2.009829 N/A 99774000.00 3544075.15 Agency Collateralized Mortgage Obligation FHMS_K124 N/A 3137F9Z20 2049-02-25 2.619139 N/A 786000.00 87002.23 Agency Collateralized Mortgage Obligation FHMS_K737 N/A 3137FQXM0 2048-01-25 1.78257 N/A 5198000.00 80839.08 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.481398 N/A 1907000.00 75719.16 Agency Collateralized Mortgage Obligation FHR-5087 N/A 3137FFMC8 2051-03-25 3 N/A 35000000.00 2844792.84 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WP9 2053-10-25 1.85272 N/A 110435000.00 2713288.42 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WZ7 2053-10-25 2.35272 N/A 75000000.00 2221075.08 Agency Collateralized Mortgage Obligation FHSTR_413 N/A 3142G9J76 2054-05-25 2.10272 N/A 135500000.00 3039893.55 Agency Collateralized Mortgage Obligation FNMA_11-83 N/A 3136A0T98 2041-09-25 2.68824 N/A 250093527.00 2572860.23 Agency Collateralized Mortgage Obligation FNMA_13-70 N/A 3136AE2H9 2043-01-25 3.5 N/A 28251856.00 88123.35 Agency Collateralized Mortgage Obligation FNMA_14-87 N/A 3136AMKT5 2045-01-25 2.43824 N/A 117234000.00 1185734.87 Agency Collateralized Mortgage Obligation FNMA_16-11 N/A 3136ARQV3 2046-03-25 2.33824 N/A 75000000.00 856207.34 Agency Collateralized Mortgage Obligation FNMA_16-55 N/A 3136ATHT4 2046-08-25 2.18824 N/A 44785000.00 1617794.89 Agency Collateralized Mortgage Obligation FNMA_16-60 N/A 3136ATMS0 2046-09-25 3 N/A 8825000.00 191509.59 Agency Collateralized Mortgage Obligation FNMA_17-66A N/A 3136AYCL5 2047-09-25 4.5 N/A 68383547.00 1920040.96 Agency Collateralized Mortgage Obligation FNMA_19-15C N/A 3136B36U9 2049-04-25 2.18824 N/A 22000000.00 596442.37 Agency Collateralized Mortgage Obligation FNMA_19-43D N/A 3136B5ZT5 2049-08-25 2.28824 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34769874.00 909687.24 Agency Collateralized Mortgage Obligation FNMA_20-38M N/A 3136BADA9 2050-06-25 1.05 N/A 40019492.00 1047860.39 Agency Collateralized Mortgage Obligation FNMA_20-40A N/A 3136B9P50 2050-06-25 3 N/A 17400000.00 1687250.13 Agency Collateralized Mortgage Obligation FNMA_20-41J N/A 3136B9Z91 2050-06-25 2.28824 N/A 14861349.00 692840.57 Agency Collateralized Mortgage Obligation FNMA_20-56A N/A 3136BBMH2 2050-08-25 3.5 N/A 17423714.00 798135.65 Agency Collateralized Mortgage Obligation FNMA_20-60B N/A 3136BBVB5 2050-09-25 3.5 N/A 23000000.00 1946870.01 Agency Collateralized Mortgage Obligation FNMA_20-68E N/A 3136BB4J8 2050-10-25 3 N/A 15224105.00 1273853.85 Agency Collateralized Mortgage Obligation FNMA_20-71C N/A 3136BCDU1 2050-10-25 3 N/A 20532238.00 1537272.39 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCHS2 2050-11-25 4 N/A 50000000.00 3644182.14 Agency Collateralized Mortgage Obligation FNMA_20-77K N/A 3136BCVE7 2050-11-25 2.5 N/A 45000000.00 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2535016.84 Agency Collateralized Mortgage Obligation FNMA_24-50A N/A 3136BSPQ2 2054-08-25 3.40272 N/A 75000000.00 2526146.83 Agency Collateralized Mortgage Obligation FNMA_24-57A N/A 3136BSTF2 2054-08-25 2.05272 N/A 115000000.00 3217698.24 Agency Collateralized Mortgage Obligation FNMA_24-60D N/A 3136BSR31 2054-08-25 1.50272 N/A 9503195.00 556495.47 Agency Collateralized Mortgage Obligation FNMA_24-67 N/A 3136BSQW8 2054-09-25 1.63272 N/A 125000000.00 3263568.29 Agency Collateralized Mortgage Obligation FNMA_24-7 N/A 3136BQY78 2053-09-25 2.10272 N/A 79000000.00 2082217.10 Agency Collateralized Mortgage Obligation FNMA_24-73A N/A 3136BTBJ1 2054-10-25 1.55272 N/A 55425000.00 1455696.92 Agency Collateralized Mortgage Obligation FNMA_24-73C N/A 3136BTBT9 2054-10-25 2.30272 N/A 43700638.00 3695645.76 Agency Collateralized Mortgage Obligation FNMA_24-73C N/A 3136BTBV4 2054-10-25 1.70272 N/A 17023597.00 1085880.28 Agency Collateralized Mortgage Obligation FNMA_24-76B N/A 3136BTMV2 2054-11-25 1.70272 N/A 66069423.00 2293308.98 Agency Collateralized Mortgage Obligation FNMA_24-76H N/A 3136BTPE7 2054-11-25 1.55272 N/A 31150000.00 732591.71 Agency Collateralized Mortgage Obligation FNMA_24-77B N/A 3136BTQL0 2053-10-25 1.00272 N/A 109568653.00 2125125.09 Agency Collateralized Mortgage Obligation FNMA_24-77C N/A 3136BTQQ9 2054-11-25 2.35272 N/A 55520663.00 1479123.23 Agency Collateralized Mortgage Obligation FNMA_24-84B N/A 3136BTTS2 2054-11-25 1.65272 N/A 44087837.00 2754143.98 Agency Collateralized Mortgage Obligation FNMA_24-86B N/A 3136BTA37 2054-12-25 1.45272 N/A 50000000.00 1105858.40 Agency Collateralized Mortgage Obligation FNMA_24-87B N/A 3136BTB85 2054-12-25 2.20272 N/A 32116539.00 1189390.69 Agency Collateralized Mortgage Obligation FNMA_24-87C N/A 3136BTC50 2054-12-25 0.50272 N/A 50000000.00 567879.70 Agency Collateralized Mortgage Obligation FNMA_24-87G N/A 3136BTF32 2035-06-25 6 N/A 5461958.00 669549.60 Agency Collateralized Mortgage Obligation FNMA_24-90A N/A 3136BTXC2 2054-12-25 1.30272 N/A 73000000.00 1338454.68 Agency Collateralized Mortgage Obligation FNMA_24-93A N/A 3136BTF73 2054-12-25 1.30272 N/A 130000000.00 2624931.01 Agency Collateralized Mortgage Obligation FNMA_24-93D N/A 3136BTH63 2054-12-25 1.40272 N/A 182000000.00 3440127.00 Agency Collateralized Mortgage Obligation FNMA_24-93F N/A 3136BTJ38 2054-12-25 1.35272 N/A 105000000.00 1929857.24 Agency Collateralized Mortgage Obligation FNMA_24-95J N/A 3136BTT86 2054-12-25 2.15272 N/A 52913000.00 2583278.90 Agency Collateralized Mortgage Obligation FNMA_25-12A N/A 3136BVFE3 2055-03-25 1.40272 N/A 23953010.00 1021973.29 Agency Collateralized Mortgage Obligation FNMA_25-14C N/A 3136BVFS2 2055-03-25 2.20272 N/A 17363731.00 909778.89 Agency Collateralized Mortgage Obligation FNMA_25-18D N/A 3136BVAK4 2055-03-25 2.15272 N/A 37982080.00 2085701.83 Agency Collateralized Mortgage Obligation FNMA_25-26B N/A 3136BVQZ4 2054-07-25 6 N/A 4586146.00 526857.33 Agency Collateralized Mortgage 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N/A 50628655.00 192113.26 Agency Collateralized Mortgage Obligation FREMF_16-K59 N/A 30295RAW1 2026-11-25 0 N/A 4334906.00 2703342.75 Agency Collateralized Mortgage Obligation FREMF_17-K69 N/A 30305KAU8 2049-10-25 0.1 N/A 937356543.00 1076999.13 Agency Collateralized Mortgage Obligation FREMF_17-KW02 N/A 30301RAJ2 2026-12-25 0.1 N/A 451764000.00 162220.21 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAQ3 2033-11-25 0.1 N/A 703865000.00 3194811.31 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAS9 2033-11-25 0.1 N/A 78207261.00 476403.84 Agency Collateralized Mortgage Obligation FREMF_20-K121 N/A 30318JAC6 2053-11-25 0.1 N/A 262295816.00 1098116.12 Agency Collateralized Mortgage Obligation FREMF_20-K121 N/A 30318JAA0 2053-11-25 0.1 N/A 1146002000.00 4201861.79 Agency Collateralized Mortgage Obligation FREMF_21-K130 N/A 30321VAN0 2031-06-25 0.1 N/A 984577000.00 4078963.67 Agency Collateralized Mortgage Obligation FREMF_21-K130 N/A 30321VAQ3 2031-07-25 0.1 N/A 230951341.00 1034097.57 Agency Collateralized Mortgage Obligation FREMF_21-K135 N/A 30325HAQ0 2054-10-25 0.1 N/A 253227997.00 1201201.18 Agency Collateralized Mortgage Obligation FREMF_22-K140 N/A 30326KAQ2 2054-04-25 0.1 N/A 250314856.00 1222676.68 Agency Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAN7 2028-11-25 0.1 N/A 831028000.00 1849415.08 Agency Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAQ0 2028-12-25 0.1 N/A 212159495.00 519696.56 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 N/A 30296KAH8 2038-01-25 0.49782 N/A 125000000.00 99866.41 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB76 N/A 30315EAE6 2030-05-25 1.04316 N/A 98317319.00 2116054.84 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 N/A 30316KAE1 2040-06-25 1.03246 N/A 61500000.00 1640341.03 Agency Collateralized Mortgage Obligation FRESB_19-SB63 N/A 30298BAK9 2039-04-25 1.73553 N/A 17964000.00 249934.25 Agency Collateralized Mortgage Obligation FRESB_19-SB65 N/A 30298LAF8 2039-06-25 1.37768 N/A 10944000.00 169845.76 Agency Collateralized Mortgage Obligation FRESB_22-S104 N/A 30329QAE3 2042-09-25 0.11844 N/A 396528763.00 3587073.93 Agency Collateralized Mortgage Obligation FRESB_23-S111 N/A 30334CAE7 2043-09-25 0.39227 N/A 214000000.00 4115118.33 Agency Collateralized Mortgage Obligation GNMA_09-61 N/A 38376FAC6 2039-08-20 2.91016 N/A 258300000.00 444980.33 Agency Collateralized Mortgage Obligation GNMA_10-31 N/A 38376XF24 2040-03-20 1.96016 N/A 473125000.00 1331341.28 Agency Collateralized Mortgage Obligation GNMA_12-122 N/A 38378HG91 2042-10-20 4 N/A 17684560.00 286374.98 Agency Collateralized Mortgage Obligation GNMA_12-131 N/A 38378BW70 2053-02-16 0.54479 N/A 260000000.00 568746.36 Agency Collateralized Mortgage Obligation GNMA_12-139 N/A 38378BV30 2053-02-16 0.64803 N/A 88200000.00 119531.58 Agency Collateralized Mortgage Obligation GNMA_12-20 N/A 38378DMA0 2042-02-20 2.86016 N/A 21428571.00 365923.83 Agency Collateralized Mortgage Obligation GNMA_13-015 N/A 38378B5P0 2051-08-16 0.63828 N/A 61750000.00 167856.65 Agency Collateralized Mortgage Obligation GNMA_13-125 N/A 38378KQ69 2054-10-16 0.25086 N/A 65000000.00 266097.90 Agency Collateralized Mortgage Obligation GNMA_13-129 N/A 38378WQ55 2043-09-20 2.31016 N/A 20708456.00 143784.19 Agency Collateralized Mortgage Obligation GNMA_13-18B N/A 38378FT34 2043-02-20 3.5 N/A 85714285.00 1809429.49 Agency Collateralized Mortgage Obligation GNMA_13-33 N/A 38378B7K9 2054-04-16 0.15321 N/A 116000000.00 63808.57 Agency Collateralized Mortgage Obligation GNMA_13-38 N/A 38378JKM3 2040-12-16 4.5 N/A 30913676.00 102516.31 Agency Collateralized Mortgage Obligation GNMA_13-82 N/A 38378TEW6 2043-05-20 3.5 N/A 8351857.00 187136.04 Agency Collateralized Mortgage Obligation GNMA_13-85 N/A 38378KUW7 2049-02-16 0.33187 N/A 217675000.00 284189.76 Agency Collateralized Mortgage Obligation GNMA_14-126 N/A 38378XMU2 2055-02-16 0.70436 N/A 40850000.00 211638.45 Agency Collateralized Mortgage Obligation GNMA_14-130 N/A 38378XQP9 2054-08-16 0.4204 N/A 72603298.00 171422.01 Agency Collateralized Mortgage Obligation GNMA_14-171 N/A 38378XD32 2055-11-16 0.2548 N/A 159446785.00 234722.89 Agency Collateralized Mortgage Obligation GNMA_15-10 N/A 38379JGH8 2045-01-20 4.5 N/A 91548595.00 1397477.84 Agency Collateralized Mortgage Obligation GNMA_15-107 N/A 38379KYN2 2057-03-16 0.48911 N/A 64102666.00 208880.05 Agency Collateralized Mortgage Obligation GNMA_15-111 N/A 38379MNM2 2045-08-20 2.41016 N/A 22237939.00 248563.84 Agency Collateralized Mortgage Obligation GNMA_15-156 N/A 38379QVF9 2045-10-20 1.86016 N/A 18160000.00 124257.63 Agency Collateralized Mortgage Obligation GNMA_15-165 N/A 38379FF79 2044-08-20 2.41016 N/A 47506714.00 722329.03 Agency Collateralized Mortgage Obligation GNMA_15-186C N/A 38379TKW8 2045-12-20 4 N/A 20431000.00 414739.63 Agency Collateralized Mortgage Obligation GNMA_15-31 N/A 38379JYN5 2045-02-20 4 N/A 25170500.00 279679.10 Agency Collateralized Mortgage Obligation GNMA_15-53 N/A 38379LG91 2045-04-20 4.5 N/A 22918959.00 734720.32 Agency Collateralized Mortgage Obligation GNMA_15-60A N/A 38379LRC2 2045-04-20 4 N/A 35165143.00 870581.29 Agency Collateralized Mortgage Obligation GNMA_15-65C N/A 38379L4K9 2045-05-20 4 N/A 46727316.00 1272271.99 Agency Collateralized Mortgage Obligation GNMA_15-96C N/A 38379MCJ1 2045-07-20 3.5 N/A 77028571.00 486136.21 Agency Collateralized Mortgage Obligation GNMA_16-002 N/A 38379UCK0 2057-04-16 0.50327 N/A 110000000.00 561345.95 Agency Collateralized Mortgage Obligation GNMA_16-052 N/A 38379UNY8 2058-03-16 0.73533 N/A 27000000.00 178110.02 Agency Collateralized Mortgage Obligation GNMA_16-067 N/A 38379USK3 2057-07-16 0.75911 N/A 138981000.00 380340.62 Agency Collateralized Mortgage Obligation GNMA_16-133 N/A 38379UR65 2057-12-16 0.69383 N/A 22500000.00 157606.28 Agency Collateralized Mortgage Obligation GNMA_16-141C N/A 38380CCD3 2046-10-20 3.5 N/A 81428570.00 10303.00 Agency Collateralized Mortgage Obligation GNMA_16-177 N/A 38379RJQ7 2057-01-16 0.50065 N/A 35098788.00 188110.16 Agency Collateralized Mortgage Obligation GNMA_16-17K N/A 38379T5K1 2045-03-20 4.5 N/A 916000.00 21585.57 Agency Collateralized Mortgage Obligation GNMA_16-60C N/A 38379WB35 2045-12-20 3.5 N/A 16818861.00 473232.18 Agency Collateralized Mortgage Obligation GNMA_16-68 N/A 38379XCC2 2046-05-20 4 N/A 7500000.00 196818.54 Agency Collateralized Mortgage Obligation GNMA_16-69F N/A 38379WN65 2046-05-20 2.31016 N/A 28666666.00 612522.56 Agency Collateralized Mortgage Obligation GNMA_16-75 N/A 38379YFD5 2045-08-20 3.5 N/A 25312449.00 164476.69 Agency Collateralized Mortgage Obligation GNMA_16-77G N/A 38379YLB2 2046-06-20 2.31016 N/A 66122517.00 1536876.12 Agency Collateralized Mortgage Obligation GNMA_16-78B N/A 38379XRL6 2046-06-20 4.5 N/A 17341919.00 62305.55 Agency Collateralized Mortgage Obligation GNMA_16-79 N/A 38379XPB0 2046-06-20 3.5 N/A 60441000.00 478812.03 Agency Collateralized Mortgage Obligation GNMA_16-82M N/A 38379YGY8 2046-06-20 3.5 N/A 11455473.00 338714.69 Agency Collateralized Mortgage Obligation GNMA_16-87 N/A 38379UVH6 2058-08-16 0.60333 N/A 50000000.00 392413.85 Agency Collateralized Mortgage Obligation GNMA_16-92 N/A 38379UWY8 2058-04-16 0.60913 N/A 77251864.00 188783.29 Agency Collateralized Mortgage Obligation GNMA_17-106 N/A 38379RQ22 2056-12-16 0.65999 N/A 124450000.00 485716.25 Agency Collateralized Mortgage Obligation GNMA_17-11 N/A 38380CLL5 2047-01-20 2.31016 N/A 25259773.00 692901.37 Agency Collateralized Mortgage Obligation GNMA_17-154A N/A 38380JCQ9 2058-12-16 0.62052 N/A 45000000.00 887800.96 Agency Collateralized Mortgage Obligation GNMA_17-167 N/A 38380H2Y7 2047-11-20 4.5 N/A 90954488.00 4248183.38 Agency Collateralized Mortgage Obligation GNMA_17-62 N/A 38379RTE3 2057-02-16 0.65513 N/A 100074248.00 1996665.30 Agency Collateralized Mortgage Obligation GNMA_17-95A N/A 38380FMK9 2046-08-20 4 N/A 10298210.00 228623.86 Agency Collateralized Mortgage Obligation GNMA_18-115K N/A 38380XW94 2048-08-20 2.41016 N/A 22045674.00 405442.70 Agency Collateralized Mortgage Obligation GNMA_18-11E N/A 38380UXH1 2046-07-20 3.5 N/A 50860570.00 563541.44 Agency Collateralized Mortgage Obligation GNMA_18-127 N/A 38380YYA7 2044-10-20 5 N/A 6129737.00 293106.29 Agency Collateralized Mortgage Obligation GNMA_18-27B N/A 38380VFY2 2048-02-20 4.5 N/A 17217275.00 760433.89 Agency Collateralized Mortgage Obligation GNMA_18-49 N/A 38380WSD2 2048-04-20 4 N/A 8400000.00 333726.65 Agency Collateralized Mortgage Obligation GNMA_19-122 N/A 38380NRV3 2061-07-16 1.00452 N/A 75000000.00 1454435.46 Agency Collateralized Mortgage Obligation GNMA_19-128F N/A 38382AFE0 2049-10-20 3.5 N/A 10731815.00 591027.48 Agency Collateralized Mortgage Obligation GNMA_19-128H N/A 38382AFP5 2049-10-20 2.21016 N/A 15292399.00 531125.96 Agency Collateralized Mortgage Obligation GNMA_19-141 N/A 38380NUM9 2062-01-16 0.61829 N/A 51419162.00 1320797.10 Agency Collateralized Mortgage Obligation GNMA_19-146 N/A 38380NWK1 2062-03-16 0.54552 N/A 70000000.00 1656593.07 Agency Collateralized Mortgage Obligation GNMA_19-156 N/A 38380NB40 2057-11-16 0.50123 N/A 87000000.00 377822.82 Agency Collateralized Mortgage Obligation GNMA_19-18 N/A 38381BX25 2049-02-20 4.5 N/A 17410888.00 87638.76 Agency Collateralized Mortgage Obligation GNMA_19-19 N/A 38380MP21 2060-11-16 0.91119 N/A 140000000.00 814591.51 Agency Collateralized Mortgage Obligation GNMA_19-22A N/A 38381RDN6 2049-02-20 2.26016 N/A 655000.00 22277.01 Agency Collateralized Mortgage Obligation GNMA_19-23A N/A 38381RNT2 2049-02-20 2.26016 N/A 33304063.00 664826.46 Agency Collateralized Mortgage Obligation GNMA_19-44H N/A 38381TRE7 2049-04-20 2.26016 N/A 45523277.00 1495520.58 Agency Collateralized Mortgage Obligation GNMA_19-49 N/A 38381TWQ4 2049-04-20 1.75016 N/A 50000000.00 853114.14 Agency Collateralized Mortgage Obligation GNMA_19-59A N/A 38381VG20 2048-02-20 2.31016 N/A 96097941.00 2526482.49 Agency Collateralized Mortgage Obligation GNMA_19-7 N/A 38380MC25 2061-01-16 0.90403 N/A 208000000.00 2057919.76 Agency Collateralized Mortgage Obligation GNMA_19-78B N/A 38381WSR0 2049-06-20 2.31016 N/A 19160664.00 493925.53 Agency Collateralized Mortgage Obligation GNMA_19-89E N/A 38381WZ84 2046-04-20 4 N/A 17927522.00 781726.05 Agency Collateralized Mortgage Obligation GNMA_20-029 N/A 38380N4W6 2060-01-16 0.93185 N/A 6100000.00 253579.47 Agency Collateralized Mortgage Obligation GNMA_20-103 N/A 38380PXY5 2063-01-16 0.85393 N/A 98000000.00 2551893.83 Agency Collateralized Mortgage Obligation GNMA_20-115C N/A 38382HF39 2050-07-20 3.5 N/A 23906785.00 1976304.74 Agency Collateralized Mortgage Obligation GNMA_20-116G N/A 38382HYM6 2050-08-20 2.41016 N/A 3823000.00 207269.40 Agency Collateralized Mortgage Obligation GNMA_20-122K N/A 38382HPN4 2044-01-20 0.96366 N/A 58785697.00 925625.47 Agency Collateralized Mortgage Obligation GNMA_20-122Q N/A 38382HRZ5 2050-08-20 2.5 N/A 22000000.00 1668992.84 Agency Collateralized Mortgage Obligation GNMA_20-135 N/A 38380P5H3 2063-01-16 0.98678 N/A 44800000.00 1200743.68 Agency Collateralized Mortgage Obligation GNMA_20-138 N/A 38382JV52 2050-09-20 2.51016 N/A 15000000.00 904579.30 Agency Collateralized Mortgage Obligation GNMA_20-140 N/A 38382JWT9 2050-09-20 2.51016 N/A 33000000.00 2565904.38 Agency Collateralized Mortgage Obligation GNMA_20-142B N/A 38382JPV2 2050-09-20 2.51016 N/A 8000000.00 604706.18 Agency Collateralized Mortgage Obligation GNMA_20-146B N/A 38382KVE0 2050-09-20 3.5 N/A 19285714.00 1892384.23 Agency Collateralized Mortgage Obligation GNMA_20-146E N/A 38382KVY6 2050-10-20 2.51016 N/A 27818181.00 2044939.31 Agency Collateralized Mortgage Obligation GNMA_20-153G N/A 38382KRE5 2050-10-20 2.5 N/A 17599796.00 1138088.69 Agency Collateralized Mortgage Obligation GNMA_20-153J N/A 38382KSW4 2050-10-20 0 N/A 71572166.00 394422.02 Agency Collateralized Mortgage Obligation GNMA_20-156 N/A 38380RBV1 2063-01-16 0.7941 N/A 114925136.00 3571757.43 Agency Collateralized Mortgage Obligation GNMA_20-160C N/A 38382KJ20 2050-10-20 2.51016 N/A 29319249.00 2230161.96 Agency Collateralized Mortgage Obligation GNMA_20-164A N/A 38382LDX6 2050-11-20 0 N/A 72000000.00 643123.84 Agency Collateralized Mortgage Obligation GNMA_20-166A N/A 38382LPZ8 2050-11-20 0 N/A 75000000.00 293904.74 Agency Collateralized Mortgage Obligation GNMA_20-167P N/A 38382LDU2 2050-11-20 3.5 N/A 44016000.00 3285380.03 Agency Collateralized Mortgage Obligation GNMA_20-176B N/A 38382LJQ5 2050-11-20 2 N/A 2200000.00 168553.77 Agency Collateralized Mortgage Obligation GNMA_20-17H N/A 38382CJ51 2050-02-20 5 N/A 1175000.00 76299.20 Agency Collateralized Mortgage Obligation GNMA_20-17N N/A 38382CM65 2040-04-20 0.39551 N/A 138116787.00 583780.84 Agency Collateralized Mortgage Obligation GNMA_20-181F N/A 38382LWE7 2050-12-20 2.51016 N/A 7559000.00 593761.99 Agency Collateralized Mortgage Obligation GNMA_20-185B N/A 38382LQ53 2050-12-20 2 N/A 2330000.00 183753.49 Agency Collateralized Mortgage Obligation GNMA_20-185L N/A 38382LS85 2050-07-20 3.5 N/A 37247719.00 2839308.45 Agency Collateralized Mortgage Obligation GNMA_20-186B N/A 38382LYJ4 2050-12-20 0 N/A 45000000.00 132262.51 Agency Collateralized Mortgage Obligation GNMA_20-188A N/A 38382LX22 2050-12-20 2.5 N/A 11695000.00 1102309.96 Agency Collateralized Mortgage Obligation GNMA_20-188H N/A 38382L2E0 2050-11-20 2.51016 N/A 1611000.00 116172.11 Agency Collateralized Mortgage Obligation GNMA_20-188L N/A 38382L3L3 2050-12-20 2.51016 N/A 2848000.00 226585.79 Agency Collateralized Mortgage Obligation GNMA_20-191 N/A 38382MHB8 2050-12-20 0 N/A 72135472.00 202756.01 Agency Collateralized Mortgage Obligation GNMA_20-191M N/A 38382MKD0 2050-12-20 5.5 N/A 5032727.00 207071.49 Agency Collateralized Mortgage Obligation GNMA_20-30A N/A 38382DYS2 2050-03-20 2.26016 N/A 10560142.00 513054.45 Agency Collateralized Mortgage Obligation GNMA_20-30G N/A 38382DZM4 2050-03-20 2.26016 N/A 41545861.00 1604562.78 Agency Collateralized Mortgage Obligation GNMA_20-31A N/A 38382DUC1 2050-03-20 2.31016 N/A 47654869.00 2109873.30 Agency Collateralized Mortgage Obligation GNMA_20-36F N/A 38382DV48 2050-03-20 2.31016 N/A 36250000.00 2627306.75 Agency Collateralized Mortgage Obligation GNMA_20-47 N/A 38382EFH5 2044-07-20 1.58016 N/A 26196306.00 632601.09 Agency Collateralized Mortgage Obligation GNMA_20-55A N/A 38382ELW5 2050-04-20 0 N/A 100000000.00 41078.37 Agency Collateralized Mortgage Obligation GNMA_20-55D N/A 38382ERG4 2050-04-20 3.5 N/A 37673427.00 2620307.16 Agency Collateralized Mortgage Obligation GNMA_20-57 N/A 38380PFH2 2060-01-16 1.79409 N/A 22900000.00 1758051.14 Agency Collateralized Mortgage Obligation GNMA_20-61 N/A 38382EU70 2048-01-20 4.5 N/A 39141711.00 2745983.70 Agency Collateralized Mortgage Obligation GNMA_20-69 N/A 38380PMP6 2062-04-16 1.29907 N/A 80000000.00 5109969.66 Agency Collateralized Mortgage Obligation GNMA_20-74B N/A 38382E4X2 2050-05-20 3.5 N/A 29290500.00 2244574.76 Agency Collateralized Mortgage Obligation GNMA_20-77G N/A 38382FAK0 2049-03-20 2.26016 N/A 54871755.00 1236323.72 Agency Collateralized Mortgage Obligation GNMA_20-85S N/A 38382FWT7 2049-10-20 3.5 N/A 21377446.00 1357713.91 Agency Collateralized Mortgage Obligation GNMA_20-95P N/A 38382G2E1 2050-07-20 2.41016 N/A 3037000.00 207998.43 Agency Collateralized Mortgage Obligation GNMA_20-96F N/A 38382GK92 2046-01-20 2.41016 N/A 66473586.00 2445223.31 Agency Collateralized Mortgage Obligation GNMA_20-97X N/A 38382GJ86 2050-07-20 4.5 N/A 43167996.00 1778391.81 Agency Collateralized Mortgage Obligation GNMA_20-98A N/A 38382GRP9 2050-07-20 2.41016 N/A 49592185.00 2863304.33 Agency Collateralized Mortgage Obligation GNMA_21-105L N/A 38382TYQ1 2051-06-20 2.5 N/A 24000000.00 2362536.65 Agency Collateralized Mortgage Obligation GNMA_21-107S N/A 38382UFF3 2051-06-20 3.5 N/A 33000000.00 3965744.42 Agency Collateralized Mortgage Obligation GNMA_21-116E N/A 38382WPR2 2051-07-20 2.5 N/A 1645000.00 177800.69 Agency Collateralized Mortgage Obligation GNMA_21-122E N/A 38382WAU1 2051-07-20 0 N/A 75820849.00 101399.44 Agency Collateralized Mortgage Obligation GNMA_21-125F N/A 38382WKG1 2051-07-20 3.5 N/A 31370483.00 3981151.88 Agency Collateralized Mortgage Obligation GNMA_21-136H N/A 38382WU39 2049-02-20 4 N/A 19235093.00 2090192.90 Agency Collateralized Mortgage Obligation GNMA_21-138A N/A 38382XYN9 2051-08-20 0 N/A 188559851.00 646929.37 Agency Collateralized Mortgage Obligation GNMA_21-139L N/A 38382XKM6 2051-08-20 3 N/A 23814555.00 2959323.64 Agency Collateralized Mortgage Obligation GNMA_21-146A N/A 38382WYK7 2043-08-20 3.5 N/A 11597408.00 1056438.56 Agency Collateralized Mortgage Obligation GNMA_21-146E N/A 38382WZH3 2051-08-20 4.5 N/A 8082783.00 731977.01 Agency Collateralized Mortgage Obligation GNMA_21-154E N/A 38383AET7 2051-09-20 2.51016 N/A 500000.00 44159.85 Agency Collateralized Mortgage Obligation GNMA_21-160S N/A 38383AWD2 2051-09-20 2.51016 N/A 26227344.00 2643674.54 Agency Collateralized Mortgage Obligation GNMA_21-175D N/A 38383CE55 2051-10-20 0 N/A 125000000.00 579458.05 Agency Collateralized Mortgage Obligation GNMA_21-176B N/A 38383CCE8 2051-10-20 0 N/A 133375001.00 145252.13 Agency Collateralized Mortgage Obligation GNMA_21-179J N/A 38383CZN3 2051-10-20 0 N/A 100001000.00 118984.91 Agency Collateralized Mortgage Obligation GNMA_21-206 N/A 38383DWN4 2051-11-20 3.5 N/A 9825019.00 954867.47 Agency Collateralized Mortgage Obligation GNMA_21-213F N/A 38383FKX0 2051-12-20 0 N/A 334392934.00 1291431.75 Agency Collateralized Mortgage Obligation GNMA_21-216E N/A 38383D7E2 2051-12-20 3 N/A 11679366.00 1668819.81 Agency Collateralized Mortgage Obligation GNMA_21-225B N/A 38383FTV5 2051-12-20 0 N/A 37257309.00 185756.18 Agency Collateralized Mortgage Obligation GNMA_21-225D N/A 38383FUB7 2051-12-20 0 N/A 37584545.00 184679.55 Agency Collateralized Mortgage Obligation GNMA_21-226C N/A 38383FAE3 2051-12-20 0 N/A 111124000.00 115500.48 Agency Collateralized Mortgage Obligation GNMA_21-228E N/A 38383D4A3 2051-12-20 0 N/A 75000000.00 32841.90 Agency Collateralized Mortgage Obligation GNMA_21-27G N/A 38382NFX0 2051-02-20 3 N/A 40010996.00 2113181.30 Agency Collateralized Mortgage Obligation GNMA_21-41C N/A 38382PEE8 2049-02-20 2.26016 N/A 54440000.00 2566189.23 Agency Collateralized Mortgage Obligation GNMA_21-57C N/A 38382QAM2 2051-03-20 2.51016 N/A 81131426.00 3448379.46 Agency Collateralized Mortgage Obligation GNMA_21-58C N/A 38382RBG2 2051-04-20 2.51016 N/A 43783865.00 1571073.73 Agency Collateralized Mortgage Obligation GNMA_21-59B N/A 38382RQH4 2051-04-20 2.51016 N/A 48010223.00 2533817.26 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RC48 2051-04-20 4 N/A 13335146.00 1046583.97 Agency Collateralized Mortgage Obligation GNMA_21-73 N/A 38382RJ66 2051-04-20 2.647 N/A 16250000.00 1333001.08 Agency Collateralized Mortgage Obligation GNMA_21-77K N/A 38382Q3U2 2051-05-20 2.5 N/A 11000000.00 967987.27 Agency Collateralized Mortgage Obligation GNMA_21-83A N/A 38382QQK9 2051-05-20 0 N/A 191853621.00 1559548.79 Agency Collateralized Mortgage Obligation GNMA_21-8F N/A 38382MTL3 2048-01-20 4 N/A 55729944.00 4237304.20 Agency Collateralized Mortgage Obligation GNMA_21-97G N/A 38382VET2 2051-06-20 0 N/A 293394414.00 850017.73 Agency Collateralized Mortgage Obligation GNMA_21-98F N/A 38382TQ72 2051-06-20 3 N/A 1625000.00 180837.66 Agency Collateralized Mortgage Obligation GNMA_21-98G N/A 38382TQ80 2051-06-20 3 N/A 41950213.00 2990520.06 Agency Collateralized Mortgage Obligation GNMA_22-100E N/A 38383THN6 2050-01-20 2.26016 N/A 54720340.00 4184030.20 Agency Collateralized Mortgage Obligation GNMA_22-10K N/A 38383GBR1 2052-01-20 0 N/A 200000000.00 4128.57 Agency Collateralized Mortgage Obligation GNMA_22-10M N/A 38383GGP0 2052-01-20 4.5 N/A 27218978.00 3363028.64 Agency Collateralized Mortgage Obligation GNMA_22-120A N/A 38383TZF3 2052-07-20 0.397 N/A 30000000.00 450250.46 Agency Collateralized Mortgage Obligation GNMA_22-127C N/A 38383UDV9 2052-03-20 3.5 N/A 7200000.00 1237766.38 Agency Collateralized Mortgage Obligation GNMA_22-129B N/A 38383UCU2 2052-07-20 0.297 N/A 20000000.00 265960.47 Agency Collateralized Mortgage Obligation GNMA_22-139D N/A 38383M4C9 2052-08-20 0.247 N/A 80454641.00 1549083.33 Agency Collateralized Mortgage Obligation GNMA_22-159T N/A 38383YNH1 2052-06-20 1.747 N/A 31039714.00 2018115.59 Agency Collateralized Mortgage Obligation GNMA_22-1C N/A 38383GRR4 2052-01-20 0 N/A 65765005.00 102018.23 Agency Collateralized Mortgage Obligation GNMA_22-215F N/A 38383LSK7 2047-08-20 2.31016 N/A 16980859.00 1421979.13 Agency Collateralized Mortgage Obligation GNMA_22-22D N/A 38383MSA7 2052-02-20 0 N/A 50000000.00 6663.43 Agency Collateralized Mortgage Obligation GNMA_22-24A N/A 38383FW58 2052-02-20 0 N/A 250000000.00 150545.79 Agency Collateralized Mortgage Obligation GNMA_22-47H N/A 38383MY51 2052-03-20 0 N/A 31000000.00 21769.11 Agency Collateralized Mortgage Obligation GNMA_22-47J N/A 38383MY77 2052-03-20 0 N/A 20000000.00 10840.73 Agency Collateralized Mortgage Obligation GNMA_22-5J N/A 38383FH22 2052-01-20 0 N/A 67000000.00 616132.32 Agency Collateralized Mortgage Obligation GNMA_22-63D N/A 38383RAU1 2050-10-20 0 N/A 30000000.00 67999.21 Agency Collateralized Mortgage Obligation GNMA_22-63T N/A 38383RDW4 2050-08-20 4.5 N/A 8980929.00 847709.22 Agency Collateralized Mortgage Obligation GNMA_22-68B N/A 38383PA35 2049-02-20 3.5 N/A 443571.00 23111.00 Agency Collateralized Mortgage Obligation GNMA_22-6B N/A 38383GJG7 2052-01-20 0 N/A 97543246.00 700298.05 Agency Collateralized Mortgage Obligation GNMA_22-6E N/A 38383GJW2 2052-01-20 0 N/A 54600000.00 474980.96 Agency Collateralized Mortgage Obligation GNMA_22-81F N/A 38383RWU7 2047-03-20 2.31016 N/A 50920532.00 3883208.44 Agency Collateralized Mortgage Obligation GNMA_23-1 N/A 38383VAM0 2047-11-20 4 N/A 30811165.00 3349287.20 Agency Collateralized Mortgage Obligation GNMA_23-105 N/A 38381JMD6 2065-07-16 0.98173 N/A 33296039.00 2341174.24 Agency Collateralized Mortgage Obligation GNMA_23-113A N/A 38384CWS4 2063-08-20 2.197 N/A 30000000.00 775925.65 Agency Collateralized Mortgage Obligation GNMA_23-113H N/A 38384CZJ1 2049-09-20 2.26016 N/A 4600000.00 401154.67 Agency Collateralized Mortgage Obligation GNMA_23-114F N/A 38384EAU9 2051-03-20 2.547 N/A 25548960.00 2846537.58 Agency Collateralized Mortgage Obligation GNMA_23-116J N/A 38384EEX9 2053-08-20 6.5 N/A 3461538.00 518600.62 Agency Collateralized Mortgage Obligation GNMA_23-118 N/A 38381JMZ7 2065-05-16 0.90743 N/A 20254243.00 1274218.78 Agency Collateralized Mortgage Obligation GNMA_23-123F N/A 38384CSP5 2049-07-20 2.26016 N/A 33283888.00 2945352.65 Agency Collateralized Mortgage Obligation GNMA_23-128A N/A 38384CPP8 2053-08-20 2.097 N/A 99272728.00 4138046.83 Agency Collateralized Mortgage Obligation GNMA_23-131L N/A 38384EZJ7 2063-09-20 2.647 N/A 10000000.00 149367.96 Agency Collateralized Mortgage Obligation GNMA_23-137B N/A 38384EVH5 2051-06-20 3 N/A 11054239.00 1461990.88 Agency Collateralized Mortgage Obligation GNMA_23-137B N/A 38384EVF9 2051-06-20 2.547 N/A 33162715.00 3755380.44 Agency Collateralized Mortgage Obligation GNMA_23-137C N/A 38384EVL6 2051-08-20 2.547 N/A 21391519.00 2319048.61 Agency Collateralized Mortgage Obligation GNMA_23-146F N/A 38384DAV9 2053-10-20 1.997 N/A 62979008.00 1221855.61 Agency Collateralized Mortgage Obligation GNMA_23-146G N/A 38384DAY3 2053-10-20 2.647 N/A 138461541.00 5952705.09 Agency Collateralized Mortgage Obligation GNMA_23-147J N/A 38384DSJ7 2051-05-20 2.547 N/A 5170476.00 568995.56 Agency Collateralized Mortgage Obligation GNMA_23-147J N/A 38384DSK4 2051-05-20 3 N/A 8617460.00 1130659.71 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Y7 2053-10-20 2.627 N/A 200000000.00 3371272.25 Agency Collateralized Mortgage Obligation GNMA_23-164F N/A 38384D5C7 2053-11-20 3.397 N/A 71250000.00 3576498.37 Agency Collateralized Mortgage Obligation GNMA_23-164H N/A 38384D3G0 2053-11-20 1.697 N/A 85000000.00 2264524.80 Agency Collateralized Mortgage Obligation GNMA_23-166B N/A 38384GAE0 2053-11-20 2.297 N/A 150000000.00 2361494.13 Agency Collateralized Mortgage Obligation GNMA_23-166H N/A 38384GAQ3 2048-07-20 4.5 N/A 21179037.00 3488977.39 Agency Collateralized Mortgage Obligation GNMA_23-173J N/A 38384GHA1 2053-11-20 1.797 N/A 100000000.00 2222516.93 Agency Collateralized Mortgage Obligation GNMA_23-173K N/A 38384GDB3 2053-11-20 1.447 N/A 31000000.00 1359773.20 Agency Collateralized Mortgage Obligation GNMA_23-173M N/A 38384GDV9 2053-11-20 2.677 N/A 80000000.00 3436295.86 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JD46 2065-05-16 1.28754 N/A 37994480.00 3345881.11 Agency Collateralized Mortgage Obligation GNMA_23-183A N/A 38384HAT5 2053-12-20 2.647 N/A 100000000.00 3458750.82 Agency Collateralized Mortgage Obligation GNMA_23-183B N/A 38384HBE7 2053-12-20 2.147 N/A 50000000.00 1006661.70 Agency Collateralized Mortgage Obligation GNMA_23-185A N/A 38384GTT7 2053-12-20 2.697 N/A 150000000.00 2716373.46 Agency Collateralized Mortgage Obligation GNMA_23-185B N/A 38384GTV2 2053-12-20 1.997 N/A 100000000.00 1303773.92 Agency Collateralized Mortgage Obligation GNMA_23-189E N/A 38384GMN7 2053-12-20 2.297 N/A 42880594.00 1402277.68 Agency Collateralized Mortgage Obligation GNMA_23-192F N/A 38384GD72 2053-12-20 7 N/A 10665013.00 1679069.37 Agency Collateralized Mortgage Obligation GNMA_23-195A N/A 38384HPE2 2053-12-20 2.447 N/A 50000000.00 1421992.40 Agency Collateralized Mortgage Obligation GNMA_23-19E N/A 38383V3J5 2051-02-20 2.5 N/A 29775000.00 3265107.51 Agency Collateralized Mortgage Obligation GNMA_23-1A N/A 38383VAH1 2053-01-20 3.447 N/A 55620961.00 2603715.10 Agency Collateralized Mortgage Obligation GNMA_23-24K N/A 38383WBX3 2052-02-20 3.5 N/A 28000000.00 3325476.19 Agency Collateralized Mortgage Obligation GNMA_23-33 N/A 38381JAV9 2063-05-16 0.9307 N/A 55000000.00 3698632.34 Agency Collateralized Mortgage Obligation GNMA_23-48L N/A 38383WUM6 2053-03-20 1.897 N/A 100000000.00 1631012.48 Agency Collateralized Mortgage Obligation GNMA_23-54B N/A 38383XLM4 2053-04-20 2.447 N/A 51071341.00 1805068.16 Agency Collateralized Mortgage Obligation GNMA_23-58A N/A 38383XTC8 2053-04-20 1.857 N/A 100000000.00 2621330.81 Agency Collateralized Mortgage Obligation GNMA_23-70M N/A 38384AEV1 2048-10-20 1.81016 N/A 20573726.00 1352029.40 Agency Collateralized Mortgage Obligation GNMA_23-76C N/A 38383X4Y7 2053-05-20 2.447 N/A 37500000.00 1663759.15 Agency Collateralized Mortgage Obligation GNMA_23-83K N/A 38384BSJ1 2063-06-20 2.297 N/A 16623169.00 291589.69 Agency Collateralized Mortgage Obligation GNMA_23-88 N/A 38381JLC9 2065-10-16 0.92486 N/A 8840000.00 575615.55 Agency Collateralized Mortgage Obligation GNMA_23-89G N/A 38384BPA3 2051-06-20 2.26016 N/A 42604540.00 3752714.13 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BXZ9 2053-07-20 2.297 N/A 71769230.00 1420805.09 Agency Collateralized Mortgage Obligation GNMA_24-111D N/A 38384QV88 2054-07-20 2.297 N/A 100000000.00 3091174.16 Agency Collateralized Mortgage Obligation GNMA_24-113C N/A 38384QQV3 2054-07-20 7 N/A 25071526.00 3422273.21 Agency Collateralized Mortgage Obligation GNMA_24-117C N/A 38384Q2X5 2054-07-20 2.847 N/A 34231517.00 2247472.92 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4N5 2047-05-20 4 N/A 6943298.00 944281.85 Agency Collateralized Mortgage Obligation GNMA_24-126K N/A 38384UWR6 2054-08-20 2.947 N/A 44894518.00 3796345.79 Agency Collateralized Mortgage Obligation GNMA_24-126R N/A 38384UN39 2064-08-20 2.197 N/A 265000000.00 4193748.19 Agency Collateralized Mortgage Obligation GNMA_24-130B N/A 38384VLA3 2054-08-20 2.247 N/A 100000000.00 2621982.73 Agency Collateralized Mortgage Obligation GNMA_24-142G N/A 38384XHQ9 2054-09-20 2.347 N/A 62415829.00 4135523.75 Agency Collateralized Mortgage Obligation GNMA_24-151B N/A 38384WCR4 2054-09-20 0.997 N/A 100000000.00 3831350.23 Agency Collateralized Mortgage Obligation GNMA_24-151D N/A 38384WDB8 2054-09-20 0.997 N/A 80000000.00 2551680.15 Agency Collateralized Mortgage Obligation GNMA_24-151P N/A 38384WFK6 2054-09-20 2.347 N/A 75000000.00 4273123.77 Agency Collateralized Mortgage Obligation GNMA_24-159M N/A 38384YCY5 2054-10-20 1.697 N/A 100000000.00 1706955.81 Agency Collateralized Mortgage Obligation GNMA_24-162A N/A 38384YM81 2054-10-20 1.797 N/A 129491602.00 4065224.15 Agency Collateralized Mortgage Obligation GNMA_24-162C N/A 38384YN49 2050-07-20 3 N/A 8946753.00 1345139.25 Agency Collateralized Mortgage Obligation GNMA_24-167D N/A 38384YYT2 2054-10-20 1.747 N/A 67782608.00 2870672.73 Agency Collateralized Mortgage Obligation GNMA_24-170B N/A 38381LWG3 2066-03-16 1.0031 N/A 4571000.00 331871.90 Agency Collateralized Mortgage Obligation GNMA_24-171B N/A 38384XQG1 2054-10-20 1.147 N/A 100000000.00 1837419.11 Agency Collateralized Mortgage Obligation GNMA_24-172D N/A 38384XRP0 2054-10-20 1.797 N/A 200000000.00 3803589.05 Agency Collateralized Mortgage Obligation GNMA_24-173J N/A 38384VRM1 2054-10-20 1.797 N/A 34514656.00 1393306.63 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VRX7 2054-10-20 1.22347 N/A 170000000.00 3001479.41 Agency Collateralized Mortgage Obligation GNMA_24-174J N/A 38384VSR9 2051-04-20 2.88516 N/A 21566888.00 2779337.88 Agency Collateralized Mortgage Obligation GNMA_24-181C N/A 38384X3X9 2054-11-20 0.747 N/A 50000000.00 504601.49 Agency Collateralized Mortgage Obligation GNMA_24-184H N/A 38384XZX4 2054-11-20 2.197 N/A 100000000.00 2350549.64 Agency Collateralized Mortgage Obligation GNMA_24-184T N/A 38384XG31 2054-11-20 0.897 N/A 70000000.00 2262590.30 Agency Collateralized Mortgage Obligation GNMA_24-188D N/A 38384VWE3 2054-11-20 2.297 N/A 100000000.00 3572389.08 Agency Collateralized Mortgage Obligation GNMA_24-19C N/A 38384KAS0 2054-01-20 3.297 N/A 75000000.00 4007031.72 Agency Collateralized Mortgage Obligation GNMA_24-19P N/A 38384KCU3 2054-02-20 2.187 N/A 46010169.00 1751617.28 Agency Collateralized Mortgage Obligation GNMA_24-204F N/A 38385BST8 2054-12-20 2.347 N/A 17000000.00 1260989.43 Agency Collateralized Mortgage Obligation GNMA_24-21E N/A 38384JCC6 2054-02-20 1.547 N/A 50000000.00 770949.52 Agency Collateralized Mortgage Obligation GNMA_24-23A N/A 38384J5M2 2051-05-20 2.497 N/A 19318398.00 2138006.39 Agency Collateralized Mortgage Obligation GNMA_24-23C N/A 38384J2G8 2054-02-20 2.847 N/A 100000000.00 1895768.15 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX74 2046-05-20 4 N/A 23484380.00 2994702.36 Agency Collateralized Mortgage Obligation GNMA_24-26C N/A 38384J5U4 2054-02-20 1.497 N/A 100000000.00 1466482.01 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7R2 2065-03-16 0.5 N/A 3000000.00 75172.93 Agency Collateralized Mortgage Obligation GNMA_24-43A N/A 38384KPT2 2054-03-20 1.567 N/A 50000000.00 1506171.85 Agency Collateralized Mortgage Obligation GNMA_24-46N N/A 38384MCZ8 2053-09-20 2.797 N/A 49423840.00 3760535.03 Agency Collateralized Mortgage Obligation GNMA_24-58R N/A 38384NGB5 2054-04-20 2.197 N/A 75000000.00 2136968.64 Agency Collateralized Mortgage Obligation GNMA_24-59A N/A 38384MC70 2054-04-20 1.697 N/A 100500000.00 2755467.30 Agency Collateralized Mortgage Obligation GNMA_24-59F N/A 38384MG76 2054-04-20 2.297 N/A 92914366.00 3934234.73 Agency Collateralized Mortgage Obligation GNMA_24-76C N/A 38384NTL9 2054-05-20 2.047 N/A 47000000.00 1642286.19 Agency Collateralized Mortgage Obligation GNMA_24-78E N/A 38384NK61 2054-05-20 1.547 N/A 93073105.00 2689470.67 Agency Collateralized Mortgage Obligation GNMA_24-83E N/A 38384NND3 2054-05-20 1.472 N/A 120000000.00 1850056.71 Agency Collateralized Mortgage Obligation GNMA_24-84B N/A 38384NTU9 2064-05-20 2.147 N/A 11232602.00 160388.26 Agency Collateralized Mortgage Obligation GNMA_24-84J N/A 38384NUY9 2054-05-20 3.497 N/A 50000000.00 2321865.80 Agency Collateralized Mortgage Obligation GNMA_24-92C N/A 38384NXE0 2054-05-20 2.247 N/A 18000000.00 1104690.82 Agency Collateralized Mortgage Obligation GNMA_24-97B N/A 38384PPU8 2054-03-20 2.097 N/A 66146366.00 3138202.03 Agency Collateralized Mortgage Obligation GNMA_24-97D N/A 38384PQK9 2054-06-20 3.597 N/A 36911443.00 3141109.10 Agency Collateralized Mortgage Obligation GNMA_24-97W N/A 38384PTN0 2054-06-20 1.547 N/A 150000000.00 3498463.91 Agency Collateralized Mortgage Obligation GNMA_25-100C N/A 38385GS59 2055-05-20 1.447 N/A 106176411.00 2462184.25 Agency Collateralized Mortgage Obligation GNMA_25-102A N/A 38385G3P2 2055-06-20 1 N/A 6424805.00 168723.79 Agency Collateralized Mortgage Obligation GNMA_25-113A N/A 38381NX29 2055-06-20 1.447 N/A 102572408.00 4078175.80 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PAR4 2055-07-20 0.797 N/A 300000000.00 3998471.71 Agency Collateralized Mortgage Obligation GNMA_25-115G N/A 38381PBC6 2055-07-20 5 N/A 14612421.00 14494683.94 Agency Collateralized Mortgage Obligation GNMA_25-116U N/A 38381PE25 2050-09-20 2.897 N/A 4807468.00 721333.65 Agency Collateralized Mortgage Obligation GNMA_25-116V N/A 38381PE41 2050-08-20 2.897 N/A 10191270.00 1542382.72 Agency Collateralized Mortgage Obligation GNMA_25-120D N/A 38381N3Q9 2055-07-20 0.1 N/A 170000000.00 376868.41 Agency Collateralized Mortgage Obligation GNMA_25-120D N/A 38381N7T9 2055-07-20 1.447 N/A 95828816.00 3949732.03 Agency Collateralized Mortgage Obligation GNMA_25-124K N/A 38381PHK2 2055-07-20 1.447 N/A 11000000.00 413608.98 Agency Collateralized Mortgage Obligation GNMA_25-125 N/A 38381MVX5 2065-05-16 5 N/A 8943756.00 8852968.71 Agency Collateralized Mortgage Obligation GNMA_25-131N N/A 38381QPL9 2055-08-20 2.847 N/A 13000000.00 750126.14 Agency Collateralized Mortgage Obligation GNMA_25-134H N/A 38381UCJ9 2065-08-20 2.247 N/A 53000000.00 2086462.10 Agency Collateralized Mortgage Obligation GNMA_25-135A N/A 38381QFL0 2052-04-20 6 N/A 9375000.00 368060.22 Agency Collateralized Mortgage Obligation GNMA_25-139E N/A 38381QYA3 2055-08-20 1.487 N/A 88147941.00 3206331.48 Agency Collateralized Mortgage Obligation GNMA_25-139H N/A 38381QYN5 2055-08-20 2.227 N/A 33300000.00 1771102.91 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MH94 2059-10-16 0.25 N/A 10000000.00 112852.07 Agency Collateralized Mortgage Obligation GNMA_25-159D N/A 38381U6M9 2055-09-20 0.897 N/A 120000000.00 3844478.02 Agency Collateralized Mortgage Obligation GNMA_25-160A N/A 38381UMV1 2055-09-20 1.597 N/A 90000000.00 3595253.05 Agency Collateralized Mortgage Obligation GNMA_25-160C N/A 38381UNE8 2055-09-20 0.147 N/A 50000000.00 700064.16 Agency Collateralized Mortgage Obligation GNMA_25-173A N/A 38383BZD7 2055-10-20 0.96783 N/A 60000000.00 2311377.30 Agency Collateralized Mortgage Obligation GNMA_25-173B N/A 38383BZM7 2055-10-20 1.01605 N/A 105000000.00 4159252.34 Agency Collateralized Mortgage Obligation GNMA_25-173D N/A 38383BZR6 2055-10-20 1.047 N/A 100000000.00 3464155.32 Agency Collateralized Mortgage Obligation GNMA_25-173E N/A 38383BZT2 2055-10-20 0.247 N/A 100000000.00 1845378.96 Agency Collateralized Mortgage Obligation GNMA_25-173J N/A 38383BZX3 2051-08-20 3 N/A 30536165.00 5047865.26 Agency Collateralized Mortgage Obligation GNMA_25-173P N/A 38383BA51 2050-08-20 3.49997 N/A 902285.00 125584.72 Agency Collateralized Mortgage Obligation GNMA_25-173R N/A 38383BA93 2055-08-20 5.99999 N/A 4606824.00 489090.28 Agency Collateralized Mortgage Obligation GNMA_25-173S N/A 38383BB35 2055-08-20 6 N/A 8572930.00 658972.64 Agency Collateralized Mortgage Obligation GNMA_25-173S N/A 38383BB43 2055-08-20 0.447 N/A 303311770.00 3332498.08 Agency Collateralized Mortgage Obligation GNMA_25-173T N/A 38383BB50 2055-04-20 5.99999 N/A 15713581.00 2318380.15 Agency Collateralized Mortgage Obligation GNMA_25-173U N/A 38383BB76 2055-01-20 6.5 N/A 16666752.00 2498677.61 Agency Collateralized Mortgage Obligation GNMA_25-178B N/A 38383BR95 2055-10-20 1.047 N/A 100000000.00 1742139.59 Agency Collateralized Mortgage Obligation GNMA_25-196A N/A 38385JEB5 2055-11-20 0.05 N/A 50000000.00 55124.97 Agency Collateralized Mortgage Obligation GNMA_25-196A N/A 38385JCT8 2055-11-20 2 N/A 1000000.00 45219.41 Agency Collateralized Mortgage Obligation GNMA_25-196A N/A 38385JGN7 2055-11-20 0.297 N/A 120000000.00 1911638.05 Agency Collateralized Mortgage Obligation GNMA_25-196B N/A 38385JGP2 2055-11-20 0.397 N/A 250000000.00 3107362.61 Agency Collateralized Mortgage Obligation GNMA_25-196C N/A 38385JGF4 2055-11-20 6 N/A 1875000.00 397749.66 Agency Collateralized Mortgage Obligation GNMA_25-196C N/A 38385JDB6 2055-11-20 2.897 N/A 50000000.00 4005587.25 Agency Collateralized Mortgage Obligation GNMA_25-196Q N/A 38385JFG3 2055-11-20 1.147 N/A 100000000.00 3144019.68 Agency Collateralized Mortgage Obligation GNMA_25-1AA N/A 38385CHK7 2055-01-20 1.517 N/A 100000000.00 1499363.60 Agency Collateralized Mortgage Obligation GNMA_25-1E N/A 38385CDL9 2055-01-20 2.897 N/A 78965220.00 2186854.62 Agency Collateralized Mortgage Obligation GNMA_25-1J N/A 38385CEK0 2055-01-20 0.647 N/A 100000000.00 2727532.98 Agency Collateralized Mortgage Obligation GNMA_25-208C N/A 38385KHJ2 2065-12-20 6 N/A 416666.00 73841.63 Agency Collateralized Mortgage Obligation GNMA_25-208E N/A 38385KKL3 2055-12-20 0.297 N/A 270000000.00 2777360.50 Agency Collateralized Mortgage Obligation GNMA_25-22E N/A 38385CR42 2055-02-20 7 N/A 14655955.00 2777949.99 Agency Collateralized Mortgage Obligation GNMA_25-23B N/A 38385DYE0 2055-02-20 2.247 N/A 115612010.00 2488516.96 Agency Collateralized Mortgage Obligation GNMA_25-23C N/A 38385DYS9 2050-07-20 2.297 N/A 17658206.00 1994690.41 Agency Collateralized Mortgage Obligation GNMA_25-23E N/A 38385DYU4 2051-07-20 2.297 N/A 13438826.00 1476849.88 Agency Collateralized Mortgage Obligation GNMA_25-23J N/A 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Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151 N/A 38382BBF9 2049-12-20 3.5 N/A 8400000.00 396747.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134 N/A 38382JFH4 2050-09-20 2.5 N/A 27715031.00 1630499.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-15 N/A 38382MY37 2051-01-20 3.5 N/A 39654744.00 3904419.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-23 N/A 38382NVT1 2051-02-20 2.5 N/A 25536887.00 2296455.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A N/A 38382TBX1 2051-05-20 3 N/A 37945748.00 2959545.86 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-06 2026-02-06 Y BARCLAYS BANK PLC 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0371 1450000000.00 1450000000.00 0.0071 N N Y N Barclays Bank plc Barclays Bank plc 3.66000000 N/A G5GSEF7VJP5I7OUK5573 BYDY74KC3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 N/A 2343200.00 2260346.57 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 48000.00 31004.31 U.S. Treasuries (including strips) 4 3/4 TPRN 55 N/A 912803HN6 2055-08-15 0 N/A 31943000.00 7439364.99 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 450000.00 462317.91 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 8000.00 6989.12 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 10000000.00 10000000.00 0.0001 N Y Y N Barclays Bank plc Barclays Bank plc 3.67000000 N/A G5GSEF7VJP5I7OUK5573 BYDY74KD1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC_5257B N/A 3137H8WA5 2052-09-25 1.60272 N/A 60739852.00 3710277.67 Agency Collateralized Mortgage Obligation FHLMC_5419C N/A 3137HD3J7 2054-06-25 3.45272 N/A 45000000.00 2953370.25 Agency Collateralized Mortgage Obligation FHLMC_5547D N/A 3137HLV33 2055-06-25 0.30272 N/A 100000000.00 1204743.35 Agency Collateralized Mortgage Obligation FNMA_24-87D N/A 3136BTC76 2054-12-25 0.50272 N/A 50000000.00 555489.24 Agency Collateralized Mortgage Obligation FNMA_24-87F N/A 3136BTD34 2054-12-25 0.45272 N/A 115000000.00 1454048.45 Agency Collateralized Mortgage Obligation FNMA_25-111E N/A 3136BYMH2 2056-01-25 1.80272 N/A 20405542.00 1399238.18 Agency Collateralized Mortgage Obligation FNMA_25-44F N/A 3136BWDL7 2055-06-25 0.30272 N/A 50000000.00 585476.48 Agency Collateralized Mortgage Obligation GNMA_22-76B N/A 38383RQK6 2052-04-20 4 N/A 913007.00 702971.25 Agency Collateralized Mortgage Obligation GNMA_23-165F N/A 38384D6M4 2050-07-20 2.36016 N/A 28890599.00 2795670.80 Agency Collateralized Mortgage Obligation GNMA_24-132B N/A 38384UPC7 2064-08-20 2.197 N/A 85321161.00 1161897.55 Agency Collateralized Mortgage Obligation GNMA_24-183A N/A 38384XVV2 2054-11-20 0.797 N/A 150000000.00 1947451.87 Agency Collateralized Mortgage Obligation GNMA_24-183C N/A 38384XWD1 2054-11-20 0.747 N/A 50000000.00 493647.38 Agency Collateralized Mortgage Obligation GNMA_24-183D N/A 38384XWF6 2054-11-20 0.497 N/A 250000000.00 1896479.77 Agency Collateralized Mortgage Obligation GNMA_24-183E N/A 38384XWH2 2054-11-20 0.527 N/A 100000000.00 819878.42 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUW1 2054-11-20 0.697 N/A 100000000.00 977025.53 Agency Collateralized Mortgage Obligation GNMA_24-51R N/A 38384KWA5 2054-03-20 0.2 N/A 195000000.00 569783.30 Agency Collateralized Mortgage Obligation GNMA_24-77B N/A 38384NPL3 2054-05-20 2.097 N/A 45000000.00 1534863.65 Agency Collateralized Mortgage Obligation GNMA_25-102A N/A 38385G3W7 2055-06-20 1 N/A 6251985.00 147706.52 Agency Collateralized Mortgage Obligation GNMA_25-116H N/A 38381PZL0 2055-07-20 1.497 N/A 25758393.00 1258084.71 Agency Collateralized Mortgage Obligation GNMA_25-119A N/A 38381NZA9 2055-07-20 0 N/A 783000.00 547050.74 Agency Collateralized Mortgage Obligation GNMA_25-122C N/A 38381PMW0 2055-07-20 0 N/A 636364.00 404327.76 Agency Collateralized Mortgage Obligation GNMA_25-125 N/A 38381MVX5 2065-05-16 5 N/A 3640.00 3603.05 Agency Collateralized Mortgage Obligation GNMA_25-133C N/A 38381QLA7 2055-08-20 0.597 N/A 151513329.00 3186109.03 Agency Collateralized Mortgage Obligation GNMA_25-173V N/A 38383BB92 2055-03-20 6.49999 N/A 687777.00 91769.01 Agency Collateralized Mortgage Obligation GNMA_25-173W N/A 38383BC34 2054-10-20 6.5 N/A 2374474.00 276567.10 Agency Collateralized Mortgage Obligation GNMA_25-173X N/A 38383BC59 2054-05-20 6.99999 N/A 4524043.00 882115.91 Agency Collateralized Mortgage Obligation GNMA_25-196E N/A 38385JDS9 2055-11-20 1.877 N/A 30000000.00 1096937.04 Agency Collateralized Mortgage Obligation GNMA_25-208A N/A 38385KHC7 2055-12-20 1.747 N/A 100000000.00 4764369.40 Agency Collateralized Mortgage Obligation GNMA_25-99E N/A 38381NRR1 2055-06-20 0 N/A 18016554.00 12940062.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JCYY9 2059-10-15 5.18 N/A 458000.00 461399.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618L6QK8 2060-12-15 5.25 N/A 1125090.00 1146956.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618LWEP3 2060-12-15 5.4 N/A 4861305.00 5029178.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617X56X3 2063-08-15 3.83 N/A 41284.00 37983.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XB6N2 2059-06-15 5.16 N/A 108750.00 108410.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F7NM4 2064-12-15 4.39 N/A 56550.00 54341.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KRGQ1 2060-08-15 6.12 N/A 359500.00 385764.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618B24V8 2059-08-15 5.69 N/A 294000.00 305230.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F7M78 2060-04-15 5.74 N/A 79496.00 81401.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GYNK6 2059-10-15 5.24 N/A 145000.00 146720.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618F8Z88 2066-04-15 5.83 N/A 418471.00 443826.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618J9PK6 2059-11-15 5.23 N/A 358000.00 361691.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618L6P52 2060-10-15 5.34 N/A 810600.00 830451.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618B24U0 2059-07-15 5.49 N/A 105850.00 108725.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GYNJ9 2059-10-15 5.24 N/A 145000.00 146720.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618LYCA4 2061-01-15 5.42 N/A 15156300.00 15724920.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HNB63 2060-09-15 5.6 N/A 2163000.00 2276003.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JUCH0 2059-11-15 4.98 N/A 358000.00 356813.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618LWEK4 2060-11-15 5.03 N/A 4147772.00 4155734.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JBEY3 2059-11-15 5.27 N/A 608000.00 615916.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618L6QF9 2060-12-15 5.25 N/A 1613160.00 1644512.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618M3WY7 2060-11-15 5.41 N/A 1646568.00 1697365.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618H6UR3 2059-09-15 5.2 N/A 145000.00 146188.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HM6R5 2059-09-15 5.47 N/A 121800.00 125122.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618M3W35 2060-11-15 5.37 N/A 3543690.00 3642186.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GTXA8 2059-06-15 5.4 N/A 40600.00 41415.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FTBS6 2065-01-15 4.35 N/A 56550.00 55430.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618H6UZ5 2059-12-15 5.59 N/A 428000.00 441504.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KLNB9 2061-01-15 5 N/A 3246701.00 3292663.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KLL62 2067-07-15 6.14 N/A 1766.00 1898.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XD5L3 2064-10-15 4.34 N/A 129050.00 127428.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225B2V9 2033-12-15 6 N/A 25000.00 223.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617LTRG8 2049-10-15 3.5 N/A 31552.00 4068.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618L6QJ1 2060-12-15 5.25 N/A 1331250.00 1357123.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GYNG5 2059-09-15 5.48 N/A 121800.00 125196.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GPKN2 2059-10-15 5.39 N/A 458000.00 467785.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GYNB6 2059-04-15 5.28 N/A 108750.00 109943.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618JUCL1 2059-11-15 4.98 N/A 458000.00 456481.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618B24P1 2059-07-15 5.49 N/A 105850.00 108725.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KLNA1 2061-01-15 5 N/A 3268741.00 3315015.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618M3WQ4 2060-12-15 5.63 N/A 4940000.00 5178445.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618HJ4S2 2059-10-15 4.2 N/A 729000.00 688938.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618KLMC8 2060-11-15 6.25 N/A 359500.00 390086.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 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4.5 N/A 22049000.00 61535.49 Agency Collateralized Mortgage Obligation FHLMC_40 19 N/A 3137AN2X2 2041-12-15 4.5 N/A 87085000.00 186611.33 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 2.62817 N/A 62000000.00 248428.63 Agency Collateralized Mortgage Obligation FHLMC_40-76 N/A 3137ASG40 2042-07-15 2.87817 N/A 23218083.00 165163.36 Agency Collateralized Mortgage Obligation FHLMC_4016 N/A 3137ANAR6 2042-03-15 2.67817 N/A 120553652.00 720047.31 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 2.72817 N/A 88571428.00 792177.95 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 2.27817 N/A 110603899.00 489715.31 Agency Collateralized Mortgage Obligation FHLMC_4094 N/A 3137ASVS0 2042-08-15 2.22817 N/A 15661571.00 312382.29 Agency Collateralized Mortgage Obligation FHLMC_4194A N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1065299.20 Agency Collateralized Mortgage Obligation FHLMC_42-40 N/A 3137B3VY1 2043-08-15 2.17817 N/A 300300000.00 4399339.00 Agency Collateralized Mortgage Obligation FHLMC_4257G N/A 3137B5A45 2028-10-15 4.5 N/A 21404100.00 246.48 Agency Collateralized Mortgage Obligation FHLMC_4274A N/A 3137B5UW1 2036-02-15 5 N/A 10368000.00 2654.87 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 2.17817 N/A 14600000.00 87518.64 Agency Collateralized Mortgage Obligation FHLMC_4321C N/A 3137B8GM3 2044-03-15 3 N/A 9218577.00 12019622.85 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 817229.50 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 2.22817 N/A 52600000.00 935713.03 Agency Collateralized Mortgage Obligation FHLMC_4427 N/A 3137BGBD0 2045-01-15 1.77817 N/A 82000000.00 641581.92 Agency Collateralized Mortgage Obligation FHLMC_4473 N/A 3137BJAS2 2045-05-15 1.77817 N/A 36726000.00 310328.57 Agency Collateralized Mortgage Obligation FHLMC_4491 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 83841.44 Agency Collateralized Mortgage Obligation FHLMC_4585B N/A 3137BPFR5 2045-06-15 4 N/A 7651750.00 221184.35 Agency Collateralized Mortgage Obligation FHLMC_4601B N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 198544.98 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 326926.59 Agency Collateralized Mortgage Obligation FHLMC_4621A N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 673958.64 Agency Collateralized Mortgage Obligation FHLMC_4631D N/A 3137BT2F7 2046-11-15 2.17817 N/A 107147046.00 3830975.13 Agency Collateralized Mortgage Obligation FHLMC_4698E N/A 3137F1XP8 2047-07-15 6 N/A 6841485.00 186717.35 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0.12817 N/A 100864805.00 596087.09 Agency Collateralized Mortgage Obligation FHLMC_4753L N/A 3137FDWB4 2048-02-15 2.37817 N/A 20000000.00 537284.77 Agency Collateralized Mortgage Obligation FHLMC_4754D N/A 3137FDU42 2048-02-15 2.32817 N/A 11000000.00 284767.87 Agency Collateralized Mortgage Obligation FHLMC_4818K N/A 3137FGXY6 2048-04-15 2.37817 N/A 5000000.00 83473.43 Agency Collateralized Mortgage Obligation FHLMC_4820C N/A 3137FHHV8 2048-03-15 2.37817 N/A 25941382.00 397148.97 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.77817 N/A 26168899.00 699094.95 Agency Collateralized Mortgage Obligation FHLMC_4877D N/A 3137FLXC3 2049-04-15 4 N/A 5931012.00 133147.47 Agency Collateralized Mortgage Obligation FHLMC_4898A N/A 3137FMPL0 2049-07-15 2.27817 N/A 56459014.00 1200736.04 Agency Collateralized Mortgage Obligation FHLMC_4906F N/A 3137FNWB2 2049-09-25 2.23824 N/A 550000.00 22253.23 Agency Collateralized Mortgage Obligation FHLMC_4908A N/A 3137FNDY3 2049-08-25 2.23824 N/A 28287714.00 781367.49 Agency Collateralized Mortgage Obligation FHLMC_4918B N/A 3137FP3P8 2049-10-25 2.23824 N/A 37957596.00 713050.75 Agency Collateralized Mortgage Obligation FHLMC_4923K N/A 3137FPZS7 2049-11-25 2.18824 N/A 24148291.00 1307631.40 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 2.18824 N/A 40777284.00 1411835.23 Agency Collateralized Mortgage Obligation FHLMC_4937 N/A 3137FQAD5 2049-12-25 2.23824 N/A 345612857.00 10653569.71 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 2.18824 N/A 46553866.00 2089746.23 Agency Collateralized Mortgage Obligation FHLMC_4941S N/A 3137FQSS3 2049-07-25 4.5 N/A 32180993.00 1335724.60 Agency Collateralized Mortgage Obligation FHLMC_4942G N/A 3137FQW90 2050-01-25 2.18824 N/A 23332918.00 885588.75 Agency Collateralized Mortgage Obligation FHLMC_4954A N/A 3137FR3C3 2050-02-25 2.23824 N/A 136016008.00 3880983.32 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 908441.38 Agency Collateralized Mortgage Obligation FHLMC_4962A N/A 3137FRK34 2050-03-25 2.23824 N/A 8977500.00 295981.73 Agency Collateralized Mortgage Obligation FHLMC_4975D N/A 3137FT2T3 2050-05-25 2.18824 N/A 16666666.00 725755.80 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3277221.15 Agency Collateralized Mortgage Obligation FHLMC_4979 N/A 3137FTXU6 2050-06-25 2.23824 N/A 65266187.00 2168663.42 Agency Collateralized Mortgage Obligation FHLMC_4983D N/A 3137FTWU7 2050-06-25 2.23824 N/A 23147541.00 1941460.50 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 2.28824 N/A 29142400.00 1862677.58 Agency Collateralized Mortgage Obligation FHLMC_4990G N/A 3137FUYM0 2050-07-25 2.28824 N/A 20581257.00 1049655.80 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 2.45272 N/A 25942664.00 1528667.47 Agency Collateralized Mortgage Obligation FHLMC_4999N N/A 3137FV4P4 2044-03-25 2.13824 N/A 43898226.00 1190735.47 Agency Collateralized Mortgage Obligation FHLMC_5007M N/A 3137FVLY6 2050-08-25 2.28824 N/A 4500000.00 278667.87 Agency Collateralized Mortgage Obligation FHLMC_5050E N/A 3137F7RY3 2050-10-25 3 N/A 5368180.00 439564.41 Agency Collateralized Mortgage Obligation FHLMC_5060B N/A 3137F8A29 2050-12-25 3 N/A 19000000.00 2274985.13 Agency Collateralized Mortgage Obligation FHLMC_5070D N/A 3137FFBT3 2051-02-25 3.5 N/A 55000000.00 3914318.18 Agency Collateralized Mortgage Obligation FHLMC_5076D N/A 3137F9M57 2051-02-25 3 N/A 19310978.00 1847638.73 Agency Collateralized Mortgage Obligation FHLMC_5083C N/A 3137FFP92 2051-03-25 3.5 N/A 1980418.00 1045688.39 Agency Collateralized Mortgage Obligation FHLMC_5084E N/A 3137FFL96 2044-10-25 4 N/A 39870250.00 3494023.72 Agency Collateralized Mortgage Obligation FHLMC_5103E N/A 3137H0BF4 2051-05-25 4 N/A 18000000.00 2142123.54 Agency Collateralized Mortgage Obligation FHLMC_5104F N/A 3137H0GJ1 2049-06-25 3.5 N/A 98370798.00 8148698.79 Agency Collateralized Mortgage Obligation FHLMC_5114H N/A 3137H0QK7 2047-06-15 2.17817 N/A 62164503.00 3318477.83 Agency Collateralized Mortgage Obligation FHLMC_5115N N/A 3137H0X45 2050-12-25 4.5 N/A 8869000.00 1136025.56 Agency Collateralized Mortgage Obligation FHLMC_5121C N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 414265.88 Agency Collateralized Mortgage Obligation FHLMC_5128D N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1396043.21 Agency Collateralized Mortgage Obligation FHLMC_5138A N/A 3137H2JM7 2050-03-25 3.5 N/A 18863683.00 1598284.38 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 2.15272 N/A 17311159.00 1073560.17 Agency Collateralized Mortgage Obligation FHLMC_5183B N/A 3137H4ZH6 2052-01-25 3 N/A 8075000.00 954759.73 Agency Collateralized Mortgage Obligation FHLMC_5228J N/A 3137H7VH3 2047-01-25 1.980326 N/A 300000.00 19996.35 Agency Collateralized Mortgage Obligation FHLMC_5305B N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 3834953.29 Agency Collateralized Mortgage Obligation FHLMC_5326 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 930907.75 Agency Collateralized Mortgage Obligation FHLMC_5363E N/A 3137HBB86 2053-12-25 3.35272 N/A 25288459.00 1499446.56 Agency Collateralized Mortgage Obligation FHLMC_5410H N/A 3137HCUH3 2054-05-25 1.30272 N/A 50000000.00 1254701.25 Agency Collateralized Mortgage Obligation FHLMC_5437A N/A 3137HF6J9 2054-08-25 1.35272 N/A 51662435.00 977592.13 Agency Collateralized Mortgage Obligation FHLMC_5441B N/A 3137HF2X2 2054-08-25 1.33272 N/A 70000000.00 1688907.57 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRU7 2054-12-25 0.05 N/A 38010000.00 20189.72 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRS2 2054-12-25 0.1 N/A 38010000.00 41918.82 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRN3 2054-12-25 0.05 N/A 38010000.00 20189.72 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRM5 2054-12-25 0.05 N/A 38010000.00 20189.72 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRP8 2054-12-25 0.05 N/A 38010000.00 20167.40 Agency Collateralized Mortgage Obligation FHLMC_5483C N/A 3137HHNN7 2054-12-25 1.37272 N/A 98513675.00 1233241.02 Agency Collateralized Mortgage Obligation FHLMC_5502A N/A 3137HJTE7 2055-02-25 1.83953 N/A 132000000.00 3322841.04 Agency Collateralized Mortgage Obligation FHLMC_5507A N/A 3137HJPB7 2035-11-25 6 N/A 5240167.00 603519.65 Agency Collateralized Mortgage Obligation FHLMC_5512B N/A 3137HK4H4 2055-03-25 5 N/A 20639000.00 21036544.78 Agency Collateralized Mortgage Obligation FHLMC_5531A N/A 3137HKS39 2055-04-25 1.40272 N/A 31500000.00 1020377.77 Agency Collateralized Mortgage Obligation FHLMC_5531F N/A 3137HKSE5 2050-01-15 2.17817 N/A 48543875.00 4593011.34 Agency Collateralized Mortgage Obligation FHLMC_5543A N/A 3137HLKX9 2055-06-25 0.1 N/A 27000000.00 35771.98 Agency Collateralized Mortgage Obligation FHLMC_5563A N/A 3137HMLG3 2055-08-25 1.45272 N/A 40625000.00 1396219.43 Agency Collateralized Mortgage Obligation FHLMC_5568C N/A 3137HMNF3 2055-08-25 2.10272 N/A 300000000.00 16500723.89 Agency Collateralized Mortgage Obligation FHLMC_5579C N/A 3137HN2G2 2055-09-25 1.55272 N/A 20000000.00 963249.99 Agency Collateralized Mortgage Obligation FHLMC_5585C N/A 3137HNFK9 2055-10-25 1.70272 N/A 15000000.00 760514.53 Agency Collateralized Mortgage Obligation FHLMC_5585F N/A 3137HNJW9 2055-10-25 2.25272 N/A 25000000.00 1551438.43 Agency Collateralized Mortgage Obligation FHLMC_5596A N/A 3137HNTF5 2055-11-25 0.05 N/A 98872753.00 113036.79 Agency Collateralized Mortgage Obligation FHLMC_5596C N/A 3137HNTY4 2055-11-25 1.10272 N/A 61000000.00 2158649.75 Agency Collateralized Mortgage Obligation FHLMC_5606A N/A 3137HPC84 2055-12-25 1.10272 N/A 58962602.00 1876165.33 Agency Collateralized Mortgage Obligation FHLMC_5606C N/A 3137HPCA9 2055-12-25 1.10272 N/A 40426519.00 1095823.39 Agency Collateralized Mortgage Obligation FHLMC_5606E N/A 3137HPBC6 2055-12-25 1.10272 N/A 50000000.00 1573820.22 Agency Collateralized Mortgage Obligation FHLMC_5606E N/A 3137HPCB7 2055-12-25 1.05272 N/A 215250018.00 6627891.52 Agency Collateralized Mortgage Obligation FHLMC_5606F N/A 3137HPBN2 2054-10-25 0.036813 N/A 36159866.00 20405.21 Agency Collateralized Mortgage Obligation FHLMC_5606H N/A 3137HPE74 2055-12-25 1.10272 N/A 50000000.00 1361724.00 Agency Collateralized Mortgage Obligation FHLMC_5617D N/A 3137HPNJ8 2051-08-25 4 N/A 47489788.00 9600104.68 Agency Collateralized Mortgage Obligation FHLMC_5617E N/A 3137HPNR0 2050-02-25 2.23824 N/A 75167131.00 8579942.10 Agency Collateralized Mortgage Obligation FHLMC_5617F N/A 3137HPNK5 2049-09-25 4.5 N/A 423524.00 72987.19 Agency Collateralized Mortgage Obligation FHLMC_5617F N/A 3137HPNL3 2049-09-25 2.23824 N/A 64502160.00 6254701.37 Agency Collateralized Mortgage Obligation FHLMC_5617G N/A 3137HPNT6 2049-07-15 5.00001 N/A 718445.00 144596.14 Agency Collateralized Mortgage Obligation FHLMC_5617G N/A 3137HPNS8 2049-07-15 2.17817 N/A 66465405.00 6605312.27 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVR1 2056-02-25 5.5 N/A 850000.00 847839.77 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPV34 2056-02-25 1.95272 N/A 184565000.00 12612472.81 Agency Collateralized Mortgage Obligation FHMS_K102 N/A 3137FQKF9 2046-12-25 1.891442 N/A 11000000.00 707395.28 Agency Collateralized Mortgage Obligation FHMS_K146 N/A 3137H7ZE6 2049-06-25 3.56452 N/A 6549068.00 1229924.27 Agency Collateralized Mortgage Obligation FHMS_K163 N/A 3137HCXN7 2034-04-25 5.687166 N/A 12979557.00 4611316.37 Agency Collateralized Mortgage Obligation FHMS_K170 N/A 3137HLJ86 2063-02-25 5.588973 N/A 3531092.00 1339266.32 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.481398 N/A 2992000.00 118800.06 Agency Collateralized Mortgage Obligation FHR_4924 N/A 3137FPEA9 2049-10-25 2.23824 N/A 45076729.00 1296367.72 Agency Collateralized Mortgage Obligation FHSTR_304 N/A 31325UN36 2042-12-15 4.5 N/A 36411804.00 536396.41 Agency Collateralized Mortgage Obligation FHSTR_329 N/A 31325VHR8 2044-01-15 4 N/A 24213775.00 180740.78 Agency Collateralized Mortgage Obligation FHSTR_365A N/A 31325XUV0 2049-06-15 3.5 N/A 41000000.00 930095.59 Agency Collateralized Mortgage Obligation FHSTR_365B N/A 31325XVZ0 2034-05-15 2.5 N/A 22599278.00 138873.68 Agency Collateralized Mortgage Obligation FHSTR_389 N/A 31325YQ50 2037-05-15 2 N/A 57234111.00 1921303.51 Agency Collateralized Mortgage Obligation FHSTR_390 N/A 31325YX29 2037-04-15 2 N/A 5041017.00 279296.66 Agency Collateralized Mortgage Obligation FHSTR_401 N/A 3142G47L9 2053-06-25 5 N/A 25000000.00 4397295.42 Agency Collateralized Mortgage Obligation FNMA_04-91B N/A 31394BYN8 2034-12-25 4.16176 N/A 700000.00 4431.11 Agency Collateralized Mortgage Obligation FNMA_05-45E N/A 31394DS76 2035-06-25 5 N/A 6499030.00 466662.91 Agency Collateralized Mortgage Obligation FNMA_10-115 N/A 31398NPN8 2040-10-25 2.18824 N/A 33422321.00 265728.57 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 2.18824 N/A 50000000.00 260980.64 Agency Collateralized Mortgage Obligation FNMA_11-126 N/A 3136A2WU3 2041-12-25 2.13824 N/A 107252046.00 523388.69 Agency Collateralized Mortgage Obligation FNMA_11-146 N/A 3136A3KB6 2042-01-25 2.18824 N/A 128376008.00 771865.64 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 2.28824 N/A 36714285.00 212704.34 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9PU6 2042-11-25 2.33824 N/A 29250000.00 466419.97 Agency Collateralized Mortgage Obligation FNMA_12-134H N/A 3136AATF2 2042-12-25 2.33824 N/A 240214.00 2842.33 Agency Collateralized Mortgage Obligation FNMA_12-141 N/A 3136AAAP0 2042-12-25 2.88824 N/A 45267000.00 654684.13 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 2.13824 N/A 85000000.00 702965.29 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 2.63824 N/A 91164018.00 627738.54 Agency Collateralized Mortgage Obligation FNMA_12-30N N/A 3136A5WR3 2041-04-25 4.5 N/A 44297665.00 30739.84 Agency Collateralized Mortgage Obligation FNMA_12-31A N/A 3136A5HJ8 2040-10-25 4.5 N/A 21449334.00 1564.07 Agency Collateralized Mortgage Obligation FNMA_12-40G N/A 3136A5BY1 2032-04-25 4.5 N/A 41753556.00 89137.03 Agency Collateralized Mortgage Obligation FNMA_12-46F N/A 3136A5J98 2027-05-25 4.5 N/A 89800901.00 27.19 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7UB6 2041-10-25 4.5 N/A 37388000.00 192310.84 Agency Collateralized Mortgage Obligation FNMA_12-82 N/A 3136A7NM0 2042-08-25 2.25824 N/A 68500000.00 288990.95 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 2.13824 N/A 123256386.00 2296472.95 Agency Collateralized Mortgage Obligation FNMA_13-115 N/A 3136AG5U2 2043-11-25 4.5 N/A 91659666.00 567323.15 Agency Collateralized Mortgage Obligation FNMA_13-20N N/A 3136ACWA5 2043-03-25 2.28824 N/A 13066000.00 213118.65 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 88242.87 Agency Collateralized Mortgage Obligation FNMA_13-44 N/A 3136ADA90 2043-05-25 2.93824 N/A 69433333.00 894525.81 Agency Collateralized Mortgage Obligation FNMA_13-70 N/A 3136AEZ67 2043-07-25 3 N/A 1400000.00 1880095.93 Agency Collateralized Mortgage Obligation FNMA_14-74 N/A 3136ALXU0 2044-11-25 2.28824 N/A 100000000.00 774181.48 Agency Collateralized Mortgage Obligation FNMA_14-74B N/A 3136ALWW7 2044-06-25 2.38824 N/A 32328000.00 239954.26 Agency Collateralized Mortgage Obligation FNMA_15-16C N/A 3136ANAH0 2045-04-25 4.5 N/A 50000000.00 952263.19 Agency Collateralized Mortgage Obligation FNMA_15-27C N/A 3136ANWP8 2045-05-25 1.78824 N/A 85000000.00 1111831.32 Agency Collateralized Mortgage Obligation FNMA_15-29 N/A 3136ANUF2 2045-05-25 1.83824 N/A 61902119.00 840398.24 Agency Collateralized Mortgage Obligation FNMA_15-35A N/A 3136ANL88 2045-06-25 1.78824 N/A 160000000.00 1251342.34 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 1.80824 N/A 59885082.00 679626.36 Agency Collateralized Mortgage Obligation FNMA_15-79 N/A 3136AQKZ2 2045-11-25 2.43824 N/A 24418550.00 337645.22 Agency Collateralized Mortgage Obligation FNMA_16-26D N/A 3136AR4L9 2042-11-25 0.84708 N/A 4820101.00 1430314.35 Agency Collateralized Mortgage Obligation FNMA_16-32A N/A 3136ASTL0 2042-11-25 0.84708 N/A 2724659.00 748370.61 Agency Collateralized Mortgage Obligation FNMA_16-45 N/A 3136ASXT8 2046-07-25 2.18824 N/A 20000000.00 579484.48 Agency Collateralized Mortgage Obligation FNMA_16-53A N/A 3136AS4Y9 2046-08-25 2.18824 N/A 38400349.00 1266942.34 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2X1 2046-10-25 2.18824 N/A 18582352.00 571004.47 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 2.28824 N/A 141990914.00 2616523.00 Agency Collateralized Mortgage Obligation FNMA_18-1A N/A 3136B0XB7 2048-02-25 2.33824 N/A 50000000.00 696486.75 Agency Collateralized Mortgage Obligation FNMA_18-38B N/A 3136B1R63 2048-06-25 2.38824 N/A 80378666.00 1398035.02 Agency Collateralized Mortgage Obligation FNMA_18-60C N/A 3136B2D82 2048-08-25 1.88824 N/A 23967000.00 453249.01 Agency Collateralized Mortgage Obligation FNMA_19-31 N/A 3136B5NQ4 2049-07-25 2.23824 N/A 14527000.00 538229.09 Agency Collateralized Mortgage Obligation FNMA_19-41A N/A 3136B5SJ5 2049-08-25 2.28824 N/A 146920181.00 4754722.93 Agency Collateralized Mortgage Obligation FNMA_19-45B N/A 3136B5PP4 2049-08-25 2.23824 N/A 104126044.00 3371440.99 Agency Collateralized Mortgage Obligation FNMA_19-45C N/A 3136B5PY5 2049-08-25 2.23824 N/A 15504710.00 431355.54 Agency Collateralized Mortgage Obligation FNMA_19-57E N/A 3136B6QK2 2049-10-25 2.23824 N/A 55888578.00 1174980.12 Agency Collateralized Mortgage Obligation FNMA_19-57J N/A 3136B6RW5 2049-10-25 2.18824 N/A 22607858.00 503450.09 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 2.23824 N/A 36516371.00 893300.95 Agency Collateralized Mortgage Obligation FNMA_19-68H N/A 3136B6N90 2049-11-25 2.18824 N/A 32999250.00 1130168.84 Agency Collateralized Mortgage Obligation FNMA_19-69C N/A 3136B7C66 2049-12-25 2.18824 N/A 4500000.00 138315.92 Agency Collateralized Mortgage Obligation FNMA_19-71D N/A 3136B6B69 2049-11-25 2.23824 N/A 33282680.00 1105306.54 Agency Collateralized Mortgage Obligation FNMA_19-83B N/A 3136B8BC2 2050-01-25 2.13824 N/A 6305000.00 343507.36 Agency Collateralized Mortgage Obligation FNMA_20-12B N/A 3136B8H51 2050-03-25 2.23824 N/A 110398000.00 3915183.34 Agency Collateralized Mortgage Obligation FNMA_20-26E N/A 3136B9YP6 2050-05-25 2.13824 N/A 11870512.00 515308.40 Agency Collateralized Mortgage Obligation FNMA_20-27G N/A 3136B87M5 2050-05-25 2.23824 N/A 22318291.00 1313245.34 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1114870.54 Agency Collateralized Mortgage Obligation FNMA_21-15D N/A 3136BFWT6 2051-04-25 4.5 N/A 2794000.00 343841.90 Agency Collateralized Mortgage Obligation FNMA_21-25B N/A 3136BHDU0 2050-07-25 3.5 N/A 26764306.00 2063106.50 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0.05272 N/A 25000000.00 526808.95 Agency Collateralized Mortgage Obligation FNMA_21-34L N/A 3136BHWJ4 2051-06-25 4 N/A 28110557.00 2382058.64 Agency Collateralized Mortgage Obligation FNMA_21-56D N/A 3136BGJ36 2051-09-25 4.5 N/A 8353000.00 1170940.06 Agency Collateralized Mortgage Obligation FNMA_21-59C N/A 3136BGB75 2051-09-25 4 N/A 72771504.00 9441867.41 Agency Collateralized Mortgage Obligation FNMA_21-70C N/A 3136BG5M9 2051-10-25 4 N/A 90846523.00 9292667.66 Agency Collateralized Mortgage Obligation FNMA_22-20C N/A 3136BL7M6 2048-04-25 4.5 N/A 56886493.00 6260345.30 Agency Collateralized Mortgage Obligation FNMA_22-62B N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1605118.36 Agency Collateralized Mortgage Obligation FNMA_23-28D N/A 3136BQAQ2 2050-05-25 3.5 N/A 27569821.00 3811573.45 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTV1 2053-11-25 2.25272 N/A 74472971.00 2680483.23 Agency Collateralized Mortgage Obligation FNMA_23-57C N/A 3136BQQR3 2049-10-25 2.18824 N/A 54205919.00 3997686.77 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPA2 2055-01-25 2.85272 N/A 74500000.00 2819613.08 Agency Collateralized Mortgage Obligation FNMA_24-47B N/A 3136BSGS8 2054-07-25 1.50272 N/A 30000000.00 430512.51 Agency Collateralized Mortgage Obligation FNMA_24-5D N/A 3136BQ3W7 2051-10-25 3 N/A 8800000.00 1317500.17 Agency Collateralized Mortgage Obligation FNMA_24-77B N/A 3136BTVX8 2053-10-25 6.6 N/A 15874000.00 13839580.10 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHB6 2048-05-25 2.28824 N/A 82712887.00 7941782.34 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHA8 2050-03-25 2.18824 N/A 27901889.00 2430908.34 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGZ4 2049-11-25 2.23824 N/A 96587793.00 7564226.13 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHC4 2049-11-25 2.18824 N/A 69606673.00 5812189.23 Agency Collateralized Mortgage Obligation FNMA_25-102B N/A 3136BYCR1 2055-12-25 1.10272 N/A 123916130.00 3938642.25 Agency Collateralized Mortgage Obligation FNMA_25-102C N/A 3136BYCT7 2055-12-25 1.75272 N/A 164996762.00 8145315.20 Agency Collateralized Mortgage Obligation FNMA_25-102C N/A 3136BYCV2 2055-12-25 1.75272 N/A 161800049.00 7852423.16 Agency Collateralized Mortgage Obligation FNMA_25-102E N/A 3136BYDE9 2055-12-25 1.75272 N/A 141430551.00 6956537.19 Agency Collateralized Mortgage Obligation FNMA_25-27C N/A 3136BVKQ0 2050-06-25 2.18824 N/A 88819952.00 8613994.70 Agency Collateralized Mortgage Obligation FNMA_25-27D N/A 3136BVKS6 2049-09-25 2.23824 N/A 70650117.00 6804137.97 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKV9 2049-08-25 4.500018 N/A 535378.00 107941.03 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKU1 2049-08-25 2.18824 N/A 52006853.00 4815019.56 Agency Collateralized Mortgage Obligation FNMA_25-27F N/A 3136BVKW7 2049-03-25 2.13824 N/A 50544901.00 4156467.34 Agency Collateralized Mortgage Obligation FNMA_25-29K N/A 3136BV2F4 2055-05-25 0.3 N/A 50000000.00 344182.37 Agency Collateralized Mortgage Obligation FNMA_25-34E N/A 3136BVE38 2055-05-25 2.10272 N/A 100000000.00 3200269.24 Agency Collateralized Mortgage Obligation FNMA_25-59C N/A 3136BWP59 2055-08-25 1 N/A 500000.00 7791.43 Agency Collateralized Mortgage Obligation FNMA_25-6B N/A 3136BUUC2 2055-02-25 0.15 N/A 70000000.00 133107.47 Agency Collateralized Mortgage Obligation FNMA_25-6B N/A 3136BUUD0 2055-02-25 0.25 N/A 70000000.00 194182.82 Agency Collateralized Mortgage Obligation FNMA_25-78B N/A 3136BXAN4 2052-05-25 5.5 N/A 10201470.00 799640.73 Agency Collateralized Mortgage Obligation FNMA_25-7C N/A 3136BUVV9 2054-09-25 1.40272 N/A 101000000.00 1857271.84 Agency Collateralized Mortgage Obligation FNMA_25-83B N/A 3136BXWB6 2055-10-25 1.00272 N/A 85083933.00 2478007.50 Agency Collateralized Mortgage Obligation FNMA_25-8C N/A 3136BURC6 2055-02-25 1.40272 N/A 77000000.00 1505849.11 Agency Collateralized Mortgage Obligation FNMA_25-97B N/A 3136BX2T0 2055-11-25 1.69272 N/A 50000000.00 2502000.61 Agency Collateralized Mortgage Obligation FNS427C71 N/A 31423XPZ8 2049-10-25 3 N/A 3900000.00 462872.03 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422M2H8 2051-07-25 2 N/A 3600000.00 346985.54 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422M2F2 2050-07-25 2 N/A 1225000.00 118933.51 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422M2G0 2052-03-25 2 N/A 2975000.00 297349.82 Agency Collateralized Mortgage Obligation FNSTR_430 N/A 31424QKQ7 2042-04-25 2.5 N/A 27058058.00 2030532.08 Agency Collateralized Mortgage Obligation FNSTR_435 N/A 31424UAU0 2053-05-25 4.5 N/A 18513275.00 2893384.89 Agency Collateralized Mortgage Obligation FNSTR_437 N/A 31424UPR1 2053-05-25 5 N/A 38192470.00 6618208.51 Agency Collateralized Mortgage Obligation FNSTR_444 N/A 31424VC77 2052-09-25 3.5 N/A 19827969.00 3487173.34 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3780 N/A 3137A4T98 2040-12-15 2.67817 N/A 46000000.00 250330.81 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 91312.67 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4929 N/A 3137FPL29 2049-10-25 2.13824 N/A 50404811.00 3046651.55 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4940 N/A 3137FQMB6 2049-07-25 4 N/A 56566666.00 2160875.60 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H36E7 2051-10-25 3 N/A 11222368.00 1064735.15 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 6998305.90 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 N/A 3137H5XX0 2032-01-25 2.979618 N/A 5775000.00 842660.56 Agency Collateralized Mortgage Obligation FREMF_19-K735 N/A 30298FAL8 2026-06-25 0 N/A 21497542.00 20332525.71 Agency Collateralized Mortgage Obligation FREMF_K-165 N/A 3137HHJ36 2034-10-25 5.493363 N/A 10636777.00 3833751.94 Agency Collateralized Mortgage Obligation FRESB_20-SB78 N/A 30316KAF8 2040-07-25 9.21174 N/A 37640345.00 21025423.59 Agency Collateralized Mortgage Obligation GNMA_11-141 N/A 38377YK33 2041-10-20 2.31016 N/A 72589000.00 636363.41 Agency Collateralized Mortgage Obligation GNMA_16-153D N/A 38380BP58 2046-11-20 3.5 N/A 8370000.00 317809.40 Agency Collateralized Mortgage Obligation GNMA_19-65 N/A 38381VKL3 2046-05-20 3.5 N/A 30926454.00 703109.95 Agency Collateralized Mortgage Obligation GNMA_19-65M N/A 38381VKZ2 2049-05-20 2.31016 N/A 8141610.00 224181.31 Agency Collateralized Mortgage Obligation GNMA_20-47J N/A 38382EBX4 2050-01-20 3.5 N/A 14462032.00 213276.19 Agency Collateralized Mortgage Obligation GNMA_21-156Q N/A 38383ARS5 2051-09-20 2.5 N/A 14841590.00 1128342.65 Agency Collateralized Mortgage Obligation GNMA_24-71E N/A 38384K7J4 2054-02-20 2.297 N/A 56217753.00 3450263.29 Agency Collateralized Mortgage Obligation GNMA_25-102B N/A 38385G4H9 2055-06-20 6.5 N/A 19933211.00 942773.68 Agency Collateralized Mortgage Obligation GNMA_25-102B N/A 38385G4G1 2055-06-20 5 N/A 200000.00 181161.66 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MJ92 2066-02-16 0.94744 N/A 96176688.00 7797229.26 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MJ84 2057-09-16 0.25 N/A 2000000.00 18399.26 Agency Collateralized Mortgage Obligation GNMA_25-208D N/A 38385KHP8 2055-12-20 5.5 N/A 1282487.00 1282274.38 Agency Collateralized Mortgage Obligation GNMA_25-208E N/A 38385KHU7 2055-12-20 4 N/A 500000.00 46666.72 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TPB2 2066-12-16 0 N/A 281000.00 201869.05 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TPJ5 2060-09-16 0.25 N/A 8164557.00 246450.33 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TQG0 2066-12-16 0 N/A 94801345.00 9308208.28 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TPS5 2066-11-16 0 N/A 489000.00 360219.03 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TPL0 2060-09-16 0 N/A 8164557.00 245617.54 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TPN6 2066-11-16 0 N/A 4430380.00 166406.80 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TPP1 2066-12-16 0 N/A 135971611.00 9239999.91 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TPM8 2066-11-16 0 N/A 4430380.00 166650.47 Agency Collateralized Mortgage Obligation GNMA_26-2A N/A 38385LDF2 2056-01-20 0.9 N/A 123000000.00 2330727.00 Agency Collateralized Mortgage Obligation GNMA_26-2B N/A 38385LDM7 2056-01-20 2.36486 N/A 88035192.00 9697332.19 Agency Collateralized Mortgage Obligation GNMA_26-2C N/A 38385LDP0 2056-01-20 1.93 N/A 222241687.00 12593349.89 Agency Collateralized Mortgage Obligation GNMA_26-2D N/A 38385LDT2 2056-01-20 0.6 N/A 120000000.00 1664360.00 Agency Collateralized Mortgage Obligation GNMA_26-2E N/A 38385LDX3 2056-01-20 6 N/A 10741452.00 10770822.71 Agency Collateralized Mortgage Obligation GNMA_26-2F N/A 38385LDY1 2066-01-20 1.34332 N/A 70000000.00 1946150.11 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LET1 2056-01-20 0.01 N/A 254945910.00 159794.43 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LEL8 2056-01-20 4.5 N/A 31320000.00 30931475.40 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LEM6 2056-01-20 5.5 N/A 3545454.00 633621.48 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LER5 2056-01-20 1.29 N/A 354945910.00 16521430.64 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LEW4 2056-01-20 2.3 N/A 130000000.00 10470315.56 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LJW9 2056-01-20 1.80502 N/A 215000000.00 13513479.81 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LEB0 2056-01-20 5.5 N/A 409090.00 73070.34 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LEP9 2056-01-20 0.05 N/A 13000000.00 16391.56 Agency Collateralized Mortgage Obligation GNMA_26-2H N/A 38385LFK9 2056-01-20 1.80115 N/A 111377367.00 334056.30 Agency Collateralized Mortgage Obligation GNMA_26-2H N/A 38385LFL7 2056-01-20 0.05 N/A 91377367.00 229255.66 Agency Collateralized Mortgage Obligation GNMA_26-2H N/A 38385LFH6 2056-01-20 0.07 N/A 71377367.00 178974.78 Agency Collateralized Mortgage Obligation GNMA_26-2H N/A 38385LFM5 2056-01-20 4.5 N/A 3588236.00 3520504.46 Agency Collateralized Mortgage Obligation GNMA_26-2J N/A 38385LFQ6 2056-01-20 0.15 N/A 50000000.00 189233.33 Agency Collateralized Mortgage Obligation GNMA_26-2J N/A 38385LFT0 2056-01-20 1.8 N/A 100000000.00 5536500.00 Agency Collateralized Mortgage Obligation GNMA_26-2K N/A 38385LFZ6 2056-01-20 2.47486 N/A 56159242.00 5264393.24 Agency Collateralized Mortgage Obligation GNMA_26-2Q N/A 38385LMM7 2056-01-20 5.5 N/A 318182.00 32392.69 Agency Collateralized Mortgage Obligation GNMA_26-2Q N/A 38385LGZ5 2056-01-20 5.5 N/A 16807000.00 16381439.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69 N/A 38373MM31 2049-03-16 4.5 N/A 3310000.00 1350907.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153 N/A 38382BUQ4 2049-12-20 4 N/A 6021688.00 441910.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22 N/A 38381RDX4 2045-02-20 1.81016 N/A 27000000.00 676323.62 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-02-02 2026-03-06 2026-03-06 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch A+ Moody's NR Standard & Poor's A+ N N 0.0378 799000000.00 799000000.00 0.0039 N N N Y Citibank NA Citibank NA 3.66000000 N/A E57ODZWZ7FF32TWEFA76 BYDY74KM1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 N/A 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91282CCP4 2026-07-31 0.625 N/A 300.00 296.42 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 N/A 200.00 175.65 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 N/A 100.00 96.88 U.S. Treasuries (including strips) 0 5/8 TRIB 43 N/A 912810RA8 2043-02-15 0.625 N/A 7282800.00 7739483.63 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 1100.00 1088.09 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 2700.00 2658.93 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 5800.00 5074.34 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 N/A 200.00 184.88 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 300.00 298.59 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 100.00 94.60 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 1200.00 1133.69 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 5000.00 4920.93 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 400.00 353.34 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 N/A 200.00 195.79 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 2500.00 2390.27 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 458400.00 312889.69 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 400.00 382.24 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 N/A 200.00 196.99 U.S. Treasuries (including strips) 1 3/4 TRIB 28 N/A 912810PV4 2028-01-15 1.75 N/A 300.00 471.66 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 100.00 99.27 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 N/A 1300.00 1221.37 U.S. Treasuries (including strips) 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 N/A 16014100.00 18917023.09 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 5300.00 5333.83 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 5000.00 4987.28 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 6400.00 5744.98 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 400.00 396.99 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 N/A 912828YQ7 2026-10-31 1.625 N/A 3100.00 3066.59 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 100.00 98.66 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 800.00 718.74 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 100.00 95.69 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 100.00 99.43 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 N/A 3200.00 3201.87 U.S. Treasuries (including strips) 1 TRIB 48 N/A 912810SB5 2048-02-15 1 N/A 56808800.00 55262244.89 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 4900.00 4946.27 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 100.00 99.63 U.S. Treasuries (including strips) 2 1/4 BOND 41 N/A 912810SY5 2041-05-15 2.25 N/A 11900.00 8811.39 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 3100.00 3089.56 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 100.00 100.51 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125 N/A 6900.00 6887.59 U.S. Treasuries (including strips) 2 1/8 TRIB 40 N/A 912810QF8 2040-02-15 2.125 N/A 53700.00 80985.64 U.S. Treasuries (including strips) 2 1/8 TRIB 54 N/A 912810TY4 2054-02-15 2.125 N/A 4200.00 4055.17 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 N/A 1000.00 773.66 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 600.00 436.81 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 N/A 7800.00 7772.87 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 1300.00 1269.14 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 N/A 200.00 198.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 2400.00 2317.09 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 1000.00 970.09 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 N/A 8700.00 8723.49 U.S. Treasuries (including strips) 2 3/8 TRIB 27 N/A 912810PS1 2027-01-15 2.375 N/A 4000.00 6527.54 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 3400.00 3342.51 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 100.00 97.88 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 1500.00 1485.96 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 800.00 756.80 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 N/A 100.00 99.29 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 N/A 13000.00 13097.22 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 4500.00 4549.05 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 15800.00 15945.44 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 1900.00 1898.31 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 1000.00 1007.09 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 38700.00 38456.26 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 800.00 795.48 U.S. Treasuries (including strips) 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 N/A 1000.00 917.83 U.S. Treasuries (including strips) 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 N/A 2100.00 1857.15 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 47728000.00 48293423.86 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 N/A 400.00 401.09 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 N/A 100.00 100.94 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 N/A 67200.00 66846.31 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 N/A 191700.00 189998.54 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 1200.00 1200.63 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 N/A 406800.00 407831.61 U.S. Treasuries (including strips) 3 3/8 NOTE BM 27 N/A 91282CPS4 2027-12-31 3.375 N/A 20200.00 20190.87 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 N/A 3861200.00 3868468.98 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 100.00 100.73 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 N/A 11000.00 11084.28 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 N/A 1500.00 1498.24 U.S. Treasuries (including strips) 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 N/A 200.00 427.68 U.S. Treasuries (including strips) 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 N/A 1000.00 942.55 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 N/A 1614000.00 1652348.16 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 2100.00 2125.26 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 N/A 1500.00 1531.49 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 N/A 200.00 203.32 U.S. Treasuries (including strips) 3 7/8 NOTE Q 29 N/A 91282CFL0 2029-09-30 3.875 N/A 400.00 407.60 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 1000.00 1012.10 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 1700.00 1715.21 U.S. Treasuries (including strips) 3 7/8 NOTE Y 30 N/A 91282CMZ1 2030-04-30 3.875 N/A 87800.00 89087.24 U.S. Treasuries (including strips) 3 7/8 TRIB 29 N/A 912810FH6 2029-04-15 3.875 N/A 19700.00 42616.26 U.S. Treasuries (including strips) 3 BOND 42 N/A 912810QW1 2042-05-15 3 N/A 2300.00 1865.82 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 5100.00 5203.01 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 4100.00 4186.58 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.5 N/A 248000.00 249409.79 U.S. Treasuries (including strips) 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.5 N/A 2100.00 2134.14 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 200.00 206.73 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 400.00 369.78 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 N/A 165200.00 167613.75 U.S. Treasuries (including strips) 4 1/4 NOTE C 35 N/A 91282CNC1 2035-05-15 4.25 N/A 971300.00 984065.46 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 N/A 400.00 416.21 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 1526300.00 1580587.90 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 N/A 1500.00 1529.67 U.S. Treasuries (including strips) 4 1/8 NOTE AU 27 N/A 91282CLX7 2027-11-15 4.125 N/A 700.00 712.85 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 N/A 1500.00 1541.45 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 N/A 700.00 716.77 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 100.00 103.34 U.S. Treasuries (including strips) 4 1/8 NOTE R 31 N/A 91282CLU3 2031-10-31 4.125 N/A 1000.00 1022.01 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 200.00 206.51 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 1000.00 1041.18 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 2000.00 2046.79 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 N/A 200.00 204.07 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 4000.00 4068.88 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 2900.00 2957.63 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 N/A 6800.00 7172.26 U.S. Treasuries (including strips) 4 5/8 NOTE BD 26 N/A 91282CKY6 2026-06-30 4.625 N/A 800.00 806.19 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 700.00 734.11 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 2600.00 2732.73 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 800.00 832.96 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 100.00 101.50 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 4000.00 4236.38 U.S. Treasuries (including strips) 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 N/A 1024600.00 1037945.36 U.S. Treasuries (including strips) 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 N/A 1000.00 1028.17 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 4400.00 4637.67 U.S. Treasuries (including strips) 5 1/4 BOND 29 N/A 912810FG8 2029-02-15 5.25 N/A 17300.00 18547.67 U.S. Treasuries (including strips) 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 N/A 495200.00 550077.84 U.S. Treasuries (including strips) 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 N/A 4000.00 4228.34 U.S. Treasuries (including strips) 6 5/8 BOND 27 N/A 912810EZ7 2027-02-15 6.625 N/A 3000.00 3184.93 U.S. Treasuries (including strips) BILL 05/19/26 N/A 912797TS6 2026-05-19 0 N/A 1800.00 1780.52 U.S. Treasuries (including strips) BILL 06/04/26 N/A 912797SX6 2026-06-04 0 N/A 100.00 98.77 U.S. Treasuries (including strips) BILL 10/01/26 N/A 912797SA6 2026-10-01 0 N/A 1100.00 1074.32 U.S. Treasuries (including strips) TRFR BB 04/30/26 N/A 91282CKM2 2026-04-30 3.7627 N/A 3000.00 3029.08 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 3.7947 N/A 3200.00 3232.69 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 150000000.00 150000000.00 0.0007 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 3.71000000 N/A MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNRA 2010-158 MS N/A 38377RBW4 2040-12-20 2.4203 N/A 28490000.00 7721307.48 Agency Collateralized Mortgage Obligation GNRA 2020-20O AI N/A 38380QSW3 2070-04-20 2.0063 N/A 232125070.00 8149254.72 Agency Collateralized Mortgage Obligation GNRA 2022-06O IO N/A 38382YPU1 2068-08-20 0.6022 N/A 280738892.00 7144410.86 Agency Collateralized Mortgage Obligation GNRA 2022-11O IO N/A 38382YSZ7 2072-05-20 0.4628 N/A 149244039.00 7205687.38 Agency Collateralized Mortgage Obligation GNRA 2022-19O AI N/A 38382YXW8 2072-09-20 0.6451 N/A 145915613.00 8977842.14 Agency Collateralized Mortgage Obligation GNRA 2022-23O AI N/A 38382YZL0 2072-10-20 0.5735 N/A 132611160.00 7473656.21 Agency Collateralized Mortgage Obligation GNRA 2023-02O IA N/A 38382YL27 2073-01-20 0.4076 N/A 269339702.00 11129059.83 Agency Collateralized Mortgage Obligation GNRA 2023-03O IA N/A 38382YR62 2073-02-20 0.8528 N/A 144543252.00 10768618.26 Agency Collateralized Mortgage Obligation GNRA 2023-08O AI N/A 38382Y2J1 2073-03-20 0.7973 N/A 129750000.00 8841518.47 Agency Collateralized Mortgage Obligation GNRA 2023-108 IO N/A 38381JMN4 2059-08-16 0.6792 N/A 300000000.00 9311025.24 Agency Collateralized Mortgage Obligation GNRA 2023-146 SG N/A 38384DAY3 2053-10-20 2.647 N/A 161538459.00 6944822.36 Agency Collateralized Mortgage Obligation GNRA 2023-151 SC N/A 38384DME4 2053-10-20 23.079 N/A 9653236.00 10995476.41 Agency Collateralized Mortgage Obligation GNRA 2023-164 FL N/A 38384D3F2 2053-11-20 5.303 N/A 16508251.00 9297973.26 Agency Collateralized Mortgage Obligation GNRA 2023-19O AI N/A 38383KCR1 2073-08-20 0.7466 N/A 55982063.00 4115270.81 Agency Collateralized Mortgage Obligation GNRA 2023-21O AI N/A 38383KDZ2 2073-09-20 0.6732 N/A 119230504.00 8253280.44 Agency Collateralized Mortgage Obligation GNRA 2023-24O AI N/A 38383KGN6 2073-10-20 0.66 N/A 150034242.00 9666022.83 Agency Collateralized Mortgage Obligation GNRA 2024-02O NI N/A 38383KNG3 2073-12-20 0.7161 N/A 105282741.00 7162980.35 Agency Collateralized Mortgage Obligation GNRA 2024-05O IO N/A 38383KTU6 2074-03-20 0.5823 N/A 136122124.00 7083114.60 Agency Collateralized Mortgage Obligation GNRA 2024-12O AI N/A 38383KZC9 2074-07-20 0.6827 N/A 145141290.00 10792533.99 Agency Collateralized Mortgage Obligation GNRA 2024-13O IA N/A 38383KC59 2074-08-20 0.7509 N/A 112355085.00 8766019.91 Agency Collateralized Mortgage Obligation GNRA 2024-151 SD N/A 38384WEA9 2054-09-20 1.627 N/A 195000000.00 7064981.89 Agency Collateralized Mortgage Obligation GNRA 2025-013 IO N/A 38381L4U3 2067-01-16 0.7484 N/A 107001558.00 7179695.48 Agency Collateralized Mortgage Obligation GNRA 2025-029 SB N/A 38385CN95 2055-02-20 2.947 N/A 132528715.00 9303776.95 Agency Collateralized Mortgage Obligation GNRA 2025-02O EI N/A 38383K6G2 2074-12-20 0.6994 N/A 100000000.00 7642441.28 Agency Collateralized Mortgage Obligation GNRA 2025-041 JS N/A 38385ELP7 2055-03-20 2.297 N/A 328750000.00 7564436.21 Agency Collateralized Mortgage Obligation GNRA 2025-054 IO N/A 38381MAS9 2067-08-16 0.6344 N/A 130000000.00 7356041.45 Agency Collateralized Mortgage Obligation GNRA 2025-06O IA N/A 38384LDL0 2075-03-20 0.751 N/A 100000000.00 7897718.05 Agency Collateralized Mortgage Obligation GNRA 2025-08O IE N/A 38384LGQ6 2075-03-20 1.8747 N/A 119892148.00 8127605.30 Agency Collateralized Mortgage Obligation GNRA 2025-093 IO N/A 38381MPX2 2067-04-16 0.8122 N/A 162785577.00 11212463.57 Agency Collateralized Mortgage Obligation GNRA 2025-098 SA N/A 38381NLB2 2055-06-20 2.117 N/A 122670979.00 9181605.77 Agency Collateralized Mortgage Obligation GNRA 2025-09O AI N/A 38384LGX1 2075-04-20 0.7001 N/A 140241879.00 10391848.57 Agency Collateralized Mortgage Obligation GNRA 2025-106 IO N/A 38381MVQ0 2067-07-16 0.7358 N/A 125089269.00 8598177.40 Agency Collateralized Mortgage Obligation GNRA 2025-113 SN N/A 38381NZ68 2055-07-20 2.197 N/A 150000000.00 8234737.83 Agency Collateralized Mortgage Obligation GNRA 2025-115 DS N/A 38381PAR4 2055-07-20 0.797 N/A 830000000.00 11062438.39 Agency Collateralized Mortgage Obligation GNRA 2025-120 SC N/A 38381N6K9 2055-03-20 1.597 N/A 260399885.00 8647643.04 Agency Collateralized Mortgage Obligation GNRA 2025-126 IO N/A 38381PYF4 2067-05-16 0.7685 N/A 150000000.00 10450563.84 Agency Collateralized Mortgage Obligation GNRA 2025-137 SB N/A 38381P2V4 2055-08-20 1.512 N/A 200000000.00 7285573.40 Agency Collateralized Mortgage Obligation GNRA 2025-13O IG N/A 38384LPZ6 2075-06-20 0.8798 N/A 137773463.00 9702946.03 Agency Collateralized Mortgage Obligation GNRA 2025-13O IJ N/A 38384LPX1 2075-06-20 0.5286 N/A 126607596.00 7350816.89 Agency Collateralized Mortgage Obligation GNRA 2025-143 IO N/A 38381MM64 2065-05-16 0.7586 N/A 100000000.00 7155919.95 Agency Collateralized Mortgage Obligation GNRA 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422350760.46 422350760.46 0.0021 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.65500080 3133ETW94 254900C5LP6DN9OP9V83 US3133ETW940 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-05-20 2026-05-20 N N N 0.0368 39999301.20 39999301.20 0.0002 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71499840 3133ETR33 254900C5LP6DN9OP9V83 US3133ETR338 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-03-05 2027-03-05 N N N 0.0378 47997659.52 47997659.52 0.0002 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.78000000 3133ETB97 254900C5LP6DN9OP9V83 US3133ETB977 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 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coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-01-08 2027-01-08 N N N 0.0370 99648714.69 99648714.69 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.79000080 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-12-30 2026-12-30 N N N 0.0380 110357183.93 110357183.93 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69500040 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-04-19 2027-04-19 N N N 0.0376 80207986.73 80207986.73 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69500040 3133ET5N3 254900C5LP6DN9OP9V83 US3133ET5N36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-05-24 2027-05-24 N N N 0.0375 250239174.30 250239174.30 0.0012 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.69000000 3133ETY35 254900C5LP6DN9OP9V83 US3133ETY359 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-01-20 2027-01-20 N N N 0.0376 520343452.55 520343452.55 0.0026 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.73500000 3133ER3C3 254900C5LP6DN9OP9V83 US3133ER3C35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-08-07 2026-08-07 N N N 0.0371 85033929.45 85033929.45 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71499840 3133ETAU1 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0.0042 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385SQ0 2549001DPIFGXC1TOL40 US313385SQ02 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-02-03 2026-02-03 2026-02-03 N N N 0.0353 356696023.00 356696023.00 0.0018 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384AX7 2549001DPIFGXC1TOL40 US313384AX79 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Agency Moody's Agency Standard & Poor's A-1+ 2027-01-22 2027-01-22 2027-01-22 N N N 0.0354 194222949.33 194222949.33 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385TA4 2549001DPIFGXC1TOL40 US313385TA41 U.S. Government Agency Debt (if categorized as no-coupon 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 0.0353 224250104.34 224250104.34 0.0011 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385YM2 2549001DPIFGXC1TOL40 US313385YM24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-06-24 2026-06-24 2026-06-24 N N N 0.0365 685628467.41 685628467.41 0.0034 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385VR4 2549001DPIFGXC1TOL40 US313385VR48 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-04-17 2026-04-17 2026-04-17 N N N 0.0366 856337930.10 856337930.10 0.0042 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385ZG4 2549001DPIFGXC1TOL40 US313385ZG47 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-07-13 2026-07-13 2026-07-13 N N N 0.0363 671038379.52 671038379.52 0.0033 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130B8ZS4 2549001DPIFGXC1TOL40 US3130B8ZS48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-01-04 2027-01-04 N N N 0.0378 224993997.00 224993997.00 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130B8QE5 2549001DPIFGXC1TOL40 US3130B8QE52 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-06-25 2026-06-25 N N N 0.0370 223476160.61 223476160.61 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65500080 3130B87L0 2549001DPIFGXC1TOL40 US3130B87L07 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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N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65000040 3130B8PH9 2549001DPIFGXC1TOL40 US3130B8PH92 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-06-22 2026-06-22 N N N 0.0370 671192535.72 671192535.72 0.0033 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.74500080 3130B7YQ1 2549001DPIFGXC1TOL40 US3130B7YQ18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-04-02 2027-04-02 N N N 0.0382 399968172.00 399968172.00 0.0020 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B8NY4 2549001DPIFGXC1TOL40 US3130B8NY44 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-08-19 2026-08-19 N N N 0.0372 222364331.79 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N N N 0.0372 223473541.43 223473541.43 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B8NG3 2549001DPIFGXC1TOL40 US3130B8NG38 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-07-22 2026-07-22 N N N 0.0370 221997316.02 221997316.02 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130B7RH9 2549001DPIFGXC1TOL40 US3130B7RH91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-03-12 2026-03-12 N N N 0.0363 391492400.99 391492400.99 0.0019 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65500080 3130B8PK2 2549001DPIFGXC1TOL40 US3130B8PK22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-07-21 2026-07-21 N N N 0.0370 446690300.77 446690300.77 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B8NZ1 2549001DPIFGXC1TOL40 US3130B8NZ19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-08-21 2026-08-21 N N N 0.0372 1562413704.31 1562413704.31 0.0077 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.65500080 3130B8QF2 2549001DPIFGXC1TOL40 US3130B8QF28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-07-24 2026-07-24 N N N 0.0370 446955995.24 446955995.24 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66000120 3130B6TL0 2549001DPIFGXC1TOL40 US3130B6TL03 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-02-17 2026-02-17 N N N 0.0393 213648624.09 213648624.09 0.0011 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.79000080 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-10-16 2026-10-16 N N N 0.0379 344744466.66 344744466.66 0.0017 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.76499880 3134HBPD7 S6XOOCT0IEG5ABCC6L87 US3134HBPD74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2027-05-05 2027-05-05 N N N 0.0383 266693636.54 266693636.54 0.0013 N N N N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 3.79000080 3134HAMW0 S6XOOCT0IEG5ABCC6L87 US3134HAMW00 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-09-23 2026-09-23 N N N 0.0378 418501955.24 418501955.24 0.0021 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.78500040 3135G07J6 B1V7KEBTPIMZEU4LTD58 US3135G07J65 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-08-21 2026-08-21 N N N 0.0371 427797202.28 427797202.28 0.0021 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.72999960 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2028-01-07 2028-01-07 N N N 0.0380 648069912.61 648069912.61 0.0032 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.79000080 3135G1AA9 B1V7KEBTPIMZEU4LTD58 US3135G1AA91 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-11-20 2026-11-20 N N N 0.0375 669667283.05 669667283.05 0.0033 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.79000080 3135G1AB7 B1V7KEBTPIMZEU4LTD58 US3135G1AB74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-12-11 2026-12-11 N N N 0.0365 570965816.19 570965816.19 0.0028 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.79000080 3135G07L1 B1V7KEBTPIMZEU4LTD58 US3135G07L12 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-02 2026-10-23 2026-10-23 N N N 0.0379 542514000.01 542514000.01 0.0027 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 0.00000000 3135G1AE1 B1V7KEBTPIMZEU4LTD58 US3135G1AE14 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-02-03 2028-01-30 2028-02-02 N N N 0.0380 303490000.00 303490000.00 0.0015 N N N N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74L73 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 103150400.00 98627338.49 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 N/A 100.00 87.86 U.S. Treasuries (including 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1186186.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NL7G8 2053-08-01 6 N/A 697317.00 563148.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXTL6 2050-05-01 3 N/A 15989064.00 6727336.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MPYG0 2052-06-01 4.5 N/A 1177050.00 702367.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QERW4 2050-08-01 2.5 N/A 1074.00 442.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XAFA5 2051-03-01 2.5 N/A 18584.00 9844.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JSRY7 2049-06-01 3.5 N/A 1969430.00 684035.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FK6T2 2046-12-01 3 N/A 1000.00 196.16 Agency 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3140QEVM1 2050-09-01 2.5 N/A 31414211.00 14883541.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8N87 2052-12-01 6 N/A 1000.00 992.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q76A0 2047-12-01 4 N/A 54137471.00 15070037.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KDMW7 2050-05-01 2 N/A 1024.00 440.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EEB2 2037-06-01 3 N/A 100000.00 60314.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QELP5 2050-08-01 2 N/A 7436861.00 3602168.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPDA2 2037-05-01 2.5 N/A 110559.00 69626.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF5Z8 2050-12-01 2 N/A 1024.00 573.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0ZH1 2052-08-01 5 N/A 2639484.00 1994927.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXZD9 2052-08-01 5 N/A 2457217.00 1975274.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9YJ3 2054-04-01 7 N/A 250776.00 261992.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DQH8 2050-06-01 2.5 N/A 130173.00 43504.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSAY1 2052-06-01 4 N/A 3035612.00 2332750.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPKZ9 2052-06-01 4 N/A 3710105.00 2666690.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSZ49 2053-09-01 6.5 N/A 3782.00 2861.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AFS98 2054-06-01 6 N/A 762848.00 647430.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHE3 2042-08-01 3.5 N/A 690214.00 483175.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFR99 2045-10-01 3.5 N/A 1024.00 114.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N06N0 2052-08-01 5 N/A 1000.00 959.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRQG1 2053-03-01 6 N/A 1024.00 725.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSHZ7 2053-06-01 6.5 N/A 1058749.00 733782.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A3A45 2053-12-01 6.5 N/A 2005.00 779.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BLUS9 2055-07-01 6.5 N/A 1000.00 1037.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4SC2 2052-06-01 3.5 N/A 48051712.00 44718778.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ALWZ6 2041-07-01 4.5 N/A 1495442.00 199636.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF4S5 2050-12-01 2 N/A 1024.00 548.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9Q86 2054-06-01 6.5 N/A 2000.00 1885.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QA2C3 2049-05-01 3.5 N/A 15895000.00 2735448.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMA79 2051-10-01 2.5 N/A 37545146.00 22767733.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPAB3 2052-05-01 3.5 N/A 81000.00 58191.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MDZ88 2042-10-01 4 N/A 1000.00 110.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MP7D7 2052-06-01 3.5 N/A 1000.00 699.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXVL3 2062-03-01 2.5 N/A 42651392.00 28474526.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A96N5 2054-03-01 5.5 N/A 1000.00 780.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JJCA5 2048-09-01 4.5 N/A 1000.00 416.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWXW2 2052-10-01 5 N/A 1003.00 895.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFMH9 2050-11-01 2 N/A 2088285.00 1093471.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2AJ0 2054-12-01 5 N/A 3675747.00 3601679.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNN7 2053-07-01 5.5 N/A 32153440.00 25289392.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2PJ4 2052-10-01 5 N/A 1226288.00 891573.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPC8 2053-02-01 5 N/A 4744820.00 3709886.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K8FA4 2050-02-01 3.5 N/A 1050438.00 465873.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GNMG5 2047-04-01 4 N/A 1000.00 192.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QST76 2053-08-01 6 N/A 13349936.00 10615545.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSKM2 2053-04-01 5 N/A 523754.00 428964.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B5FF9 2055-03-01 6.5 N/A 1000.00 369.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNGS1 2055-10-01 5.5 N/A 1000.00 1015.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1P92 2053-09-01 6.5 N/A 1000.00 485.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTDG1 2053-10-01 5.5 N/A 7168.00 6183.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JUT38 2049-06-01 3.5 N/A 1000.00 239.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFH44 2050-10-01 2 N/A 1024.00 548.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQVQ5 2052-11-01 4.5 N/A 509224.00 397793.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT6V6 2053-12-01 5.5 N/A 1136.00 985.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR5Y5 2053-05-01 6 N/A 18044362.00 13660593.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MJT62 2052-07-01 5 N/A 1209704.00 595197.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7HP5 2047-08-01 4 N/A 1000.00 108.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3AA7 2055-08-01 5.5 N/A 614298.00 627057.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y64Y3 2055-08-01 5.5 N/A 70399927.00 71077876.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AVZR5 2054-12-01 6.5 N/A 2335373.00 1199637.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403DVZ9 2036-11-01 6.5 N/A 79970286.00 440352.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1PF4 2052-10-01 4.5 N/A 18394944.00 12329629.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YYKY8 2045-12-01 3.5 N/A 27399840.00 7678944.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXKB2 2054-12-01 5 N/A 1573364.00 1471315.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSH38 2053-06-01 6.5 N/A 2112.00 1567.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NS5T7 2053-10-01 6.5 N/A 3095620.00 3194477.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y9MJ4 2045-01-01 3.5 N/A 1280.00 120.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ND3U9 2053-05-01 5.5 N/A 1000.00 541.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2NQ0 2055-07-01 5 N/A 7999.00 7723.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MS3Y9 2052-08-01 5 N/A 990744.00 792853.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCFA2 2053-09-01 6.5 N/A 1000.00 733.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRW41 2053-04-01 5 N/A 36377600.00 31791017.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTYB9 2053-10-01 5.5 N/A 26182147.00 22901094.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B9ZN2 2055-08-01 7 N/A 2243409.00 2435139.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MX3E2 2052-08-01 5 N/A 3000.00 2210.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFMV5 2045-09-01 3.5 N/A 2304.00 211.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBCR7 2049-06-01 4.5 N/A 174000.00 41710.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKRY6 2051-05-01 2 N/A 1000.00 589.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416AKG4 2048-11-01 5.5 N/A 54889473.00 339622.54 Agency 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B1V7KEBTPIMZEU4LTD58 3140FXGG1 2040-11-01 4 N/A 4185000.00 787609.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSA92 2053-05-01 6 N/A 1000.00 839.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFCJ6 2050-10-01 2 N/A 1279.00 646.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8DV4 2048-01-01 4 N/A 2086029.00 299455.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1M67 2055-02-01 5 N/A 7999.00 7714.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K4X96 2050-01-01 3.5 N/A 1000.00 416.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WERE1 2045-05-01 3.5 N/A 1024.00 215.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLHH2 2051-07-01 2.5 N/A 285835.00 168542.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A6WM4 2054-05-01 5.5 N/A 1000.00 895.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNJ29 2037-03-01 2.5 N/A 2601430.00 1347968.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N7D64 2052-11-01 5.5 N/A 1000.00 617.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K3UK6 2049-12-01 4 N/A 3000.00 1314.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31368HL76 2034-03-01 5.5 N/A 1924.00 12.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHMF1 2052-06-01 4.5 N/A 247481.00 172343.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N9SE7 2053-01-01 5.5 N/A 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792.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQF42 2052-09-01 5 N/A 2008.00 1424.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KN42 2038-07-01 6.5 N/A 11100000.00 86526.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUZ66 2054-07-01 6.5 N/A 8802900.00 7460473.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X7DM2 2043-08-01 4 N/A 1999.00 213.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NN3T0 2053-08-01 5.5 N/A 1028324.00 829888.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BQ6Y2 2055-11-01 6 N/A 1518959.00 1562083.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8S33 2052-12-01 5 N/A 1024.00 763.89 Agency 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Securities FREDDIE MAC GOLD N/A 3132HMX48 2042-10-01 4 N/A 1000.00 120.27 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132WFFC8 2046-07-01 3.5 N/A 1000.00 174.79 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132VNPN7 2049-03-01 4 N/A 1000.00 119.16 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132XCR72 2048-03-01 3.5 N/A 1183.00 250.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132VM3M5 2049-02-01 5 N/A 1000.00 338.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31281BHM5 2034-09-01 5.5 N/A 2987.00 4.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132G7K95 2033-04-01 3.5 N/A 1123636.00 270880.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132L6L90 2044-06-01 4 N/A 1000.00 106.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132Y37B4 2048-11-01 5 N/A 1000.00 197.11 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132QSL22 2045-09-01 3.5 N/A 25657676.00 4309063.16 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132L92T1 2048-06-01 4.5 N/A 149996800.00 19427682.62 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132L6QE4 2044-09-01 4 N/A 27895168.00 5615626.41 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132HNVG1 2042-11-01 3.5 N/A 31704232.00 5599548.28 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132J9H76 2043-05-01 4 N/A 1000.00 197.37 Agency Mortgage-Backed Securities Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 3750000000.00 3750000000.00 0.0185 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74LA6 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 L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 100.00 96.18 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 500.00 478.08 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 N/A 615421200.00 585173782.29 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 N/A 100.00 94.71 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 500.00 493.64 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 200.00 190.74 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 100.00 95.07 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 100.00 87.21 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 300.00 169.99 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 200.00 111.14 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 9217300.00 8824301.32 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 82436900.00 59172880.66 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 N/A 288700.00 201378.53 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 1993100.00 1407802.35 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 46056100.00 30733269.57 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 69869800.00 54689422.47 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 52640900.00 38185990.37 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 100.00 94.15 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 66012800.00 64064707.14 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 200.00 156.06 U.S. Treasuries (including strips) 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 29649100.00 22577967.54 U.S. Treasuries (including strips) 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 N/A 100.00 74.28 U.S. Treasuries (including strips) 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 N/A 100.00 72.16 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 100.00 98.38 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 200.00 198.35 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 N/A 43900.00 43586.79 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 100.00 100.74 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 3527300.00 2695829.94 U.S. Treasuries (including strips) 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 N/A 46678200.00 42732518.14 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 N/A 300.00 306.08 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 100.00 100.61 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 N/A 100.00 99.41 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 N/A 1284000.00 1271730.53 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 339900.00 270597.33 U.S. Treasuries (including strips) 3 7/8 BOND 40 N/A 912810QK7 2040-08-15 3.875 N/A 41126200.00 38669041.87 U.S. Treasuries (including strips) 3 7/8 NOTE AP 28 N/A 91282CNH0 2028-06-15 3.875 N/A 1000.00 1011.90 U.S. Treasuries (including strips) 3 7/8 NOTE BC 27 N/A 91282CNE7 2027-05-31 3.875 N/A 1100.00 1111.89 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 100.00 99.73 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 352600.00 356878.74 U.S. Treasuries (including strips) 3 BOND 42 N/A 912810QW1 2042-05-15 3 N/A 204411000.00 165421715.88 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 100.00 77.34 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 27868600.00 21046515.61 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 42800200.00 32201357.59 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 100.00 75.61 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 100.00 74.85 U.S. Treasuries (including strips) 4 1/2 BOND 36 N/A 912810FT0 2036-02-15 4.5 N/A 200.00 208.86 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 900.00 919.46 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 100.00 98.48 U.S. Treasuries (including strips) 4 1/4 BOND 40 N/A 912810QL5 2040-11-15 4.25 N/A 6006800.00 5824365.39 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 100.00 92.06 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 N/A 1309000.00 1336486.61 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 100.00 102.32 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 N/A 400.00 410.01 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 N/A 3062000.00 3116548.84 U.S. Treasuries (including strips) 4 3/4 BOND 55 N/A 912810UK2 2055-05-15 4.75 N/A 100.00 98.92 U.S. Treasuries (including strips) 4 3/8 BOND 38 N/A 912810PW2 2038-02-15 4.375 N/A 6661700.00 6812353.19 U.S. Treasuries (including strips) 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 N/A 100.00 99.15 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 N/A 28612500.00 28270554.38 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 100.00 103.75 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 13855300.00 14234562.93 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 1838400.00 1973758.15 U.S. Treasuries (including strips) BILL 01/21/27 N/A 912797TM9 2027-01-21 0 N/A 1000.00 967.18 U.S. Treasuries (including strips) BILL 02/19/26 N/A 912797PM3 2026-02-19 0 N/A 2698800.00 2694195.85 U.S. Treasuries (including strips) BILL 02/24/26 N/A 912797SS7 2026-02-24 0 N/A 100.00 99.78 U.S. Treasuries (including strips) BILL 03/12/26 N/A 912797SB4 2026-03-12 0 N/A 100.00 99.62 U.S. Treasuries (including strips) BILL 03/17/26 N/A 912797SZ1 2026-03-17 0 N/A 100.00 99.57 U.S. Treasuries (including strips) BILL 04/09/26 N/A 912797SL2 2026-04-09 0 N/A 100.00 99.34 U.S. Treasuries (including strips) BILL 05/19/26 N/A 912797TS6 2026-05-19 0 N/A 100.00 98.95 U.S. Treasuries (including strips) BILL 06/11/26 N/A 912797QX8 2026-06-11 0 N/A 20626000.00 20365019.22 U.S. Treasuries (including strips) BILL 07/02/26 N/A 912797TF4 2026-07-02 0 N/A 100.00 98.52 U.S. Treasuries (including strips) BILL 07/09/26 N/A 912797RF6 2026-07-09 0 N/A 100.00 98.46 U.S. Treasuries (including strips) BILL 11/27/26 N/A 912797SU2 2026-11-27 0 N/A 21220500.00 20621530.17 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 1250000000.00 1250000000.00 0.0062 N Y Y N Fixed Income Clearing Corporation - Barclays Fixed Income Clearing Corporation - Barclays 3.68000000 N/A 549300H47WTHXPU08X20 BYDY74L65 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 100.00 98.73 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 N/A 5999500.00 5910427.08 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 1113000.00 970593.59 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 59517900.00 59376580.83 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 115660000.00 111690339.21 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 22916800.00 22708553.01 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 114716000.00 112857280.74 U.S. Treasuries (including strips) 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 N/A 3905400.00 3935668.65 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 5768200.00 5831833.45 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 17496000.00 17624864.03 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 8115100.00 8069862.76 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 N/A 8887400.00 8992910.57 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 50179400.00 50836699.68 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 N/A 1800.00 1803.31 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 180597000.00 181908651.20 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 N/A 5702800.00 5747124.02 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 N/A 100.00 102.38 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 53377000.00 54030911.95 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 200000000.00 200941643.48 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 N/A 23746200.00 23879763.76 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 73289000.00 74768063.53 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 9637900.00 9842016.40 U.S. Treasuries (including strips) 4 1/4 NOTE AJ 28 N/A 91282CMF5 2028-01-15 4.25 N/A 11121800.00 11287326.30 U.S. Treasuries (including strips) 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 N/A 410248600.00 426869621.36 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 2538600.00 2600342.62 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 N/A 100000000.00 101781477.47 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 N/A 30339200.00 30709060.52 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 49940000.00 50941236.08 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 24126400.00 25297022.13 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 22583600.00 23591092.49 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 50000000.00 50584482.14 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 116807400.00 120394123.57 U.S. Treasuries (including strips) 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 N/A 2608000.00 2650855.43 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 746000.00 816696.21 U.S. Treasuries (including strips) BILL 04/02/26 N/A 912797SD0 2026-04-02 0 N/A 800.00 795.27 U.S. Treasuries (including strips) BILL 04/28/26 N/A 912797TK3 2026-04-28 0 N/A 100.00 99.16 U.S. Treasuries (including strips) BILL 05/12/26 N/A 912797TR8 2026-05-12 0 N/A 500.00 495.10 U.S. Treasuries (including strips) BILL 09/03/26 N/A 912797RS8 2026-09-03 0 N/A 800.00 783.82 U.S. Treasuries (including strips) BILL 10/29/26 N/A 912797SK4 2026-10-29 0 N/A 24257900.00 23635975.96 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 3.772692863 N/A 170042000.00 171880996.83 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 3.794692863 N/A 229223700.00 231596524.64 U.S. Treasuries (including strips) TRFR BF 07/31/27 N/A 91282CNQ0 2027-07-31 3.771692863 N/A 37712800.00 38121811.48 U.S. Treasuries (including strips) TRFR BK 10/31/26 N/A 91282CLT6 2026-10-31 3.817692863 N/A 22074200.00 22313433.70 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0368 2250000000.00 2250000000.00 0.0111 N Y Y N Fixed Income Clearing Corporation - CITI Fixed Income Clearing Corporation - CITI 3.67000000 N/A 549300H47WTHXPU08X20 BYDY74LE8 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 L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 400.00 384.72 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 1522100.00 1505950.73 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 136703000.00 130770576.52 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 2699300.00 2551220.61 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 25000000.00 23401250.83 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 23950100.00 24102098.79 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 1893700.00 1889203.60 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 17444900.00 12290608.61 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 45500.00 45247.29 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 19643800.00 19830126.11 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 10381500.00 10344709.22 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 N/A 559015100.00 344255328.13 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 200.00 198.20 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 N/A 430500000.00 332260537.43 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 107742000.00 105216906.39 U.S. Treasuries (including strips) 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 N/A 98125000.00 90492568.72 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 329353600.00 331066821.42 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 N/A 1600.00 1607.39 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 N/A 363666800.00 367716145.89 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 N/A 3200.00 3225.85 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 175698500.00 145960259.19 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 7583200.00 5795656.05 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 N/A 431096800.00 434089359.66 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 N/A 347316000.00 350435889.74 U.S. Treasuries (including strips) 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 N/A 226983000.00 188582160.28 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 N/A 269974800.00 260309603.72 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 N/A 74167100.00 75475549.53 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 N/A 1283000.00 1293961.52 U.S. Treasuries (including strips) 3 7/8 NOTE AT 27 N/A 91282CLQ2 2027-10-15 3.875 N/A 91816900.00 93367117.87 U.S. Treasuries (including strips) 3 7/8 NOTE BE 27 N/A 91282CNP2 2027-07-31 3.875 N/A 41537900.00 42541609.40 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 1000.00 1008.90 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 400.00 309.37 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.5 N/A 110802600.00 111430478.54 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 39992900.00 41348147.75 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 174997000.00 172343109.58 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 207125100.00 190686238.21 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 16380800.00 16967319.52 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 N/A 239906800.00 245494335.41 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 924300.00 949499.70 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 N/A 164999400.00 168866251.60 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 N/A 7067600.00 7193507.70 U.S. Treasuries (including strips) 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 N/A 100.00 98.01 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 N/A 100.00 101.22 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 25659700.00 24869482.46 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625 N/A 3740100.00 3808235.10 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 100.00 102.33 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 200.00 210.17 U.S. Treasuries (including strips) 4 7/8 BOND 45 N/A 912810UN6 2045-08-15 4.875 N/A 207330000.00 213306999.38 U.S. Treasuries (including strips) 5 BOND 45 N/A 912810UL0 2045-05-15 5 N/A 244035200.00 252138690.83 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 4750000000.00 4750000000.00 0.0234 N Y Y N Fixed Income Clearing Corporation - GS Fixed Income Clearing Corporation - GS 3.68000000 N/A 549300H47WTHXPU08X20 BYDY74LB4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp Y 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 N/A 48000.00 46520.73 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 715681600.00 462275340.55 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 N/A 461859200.00 459154458.11 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 N/A 1691000.00 1700059.91 U.S. Treasuries (including strips) 3 7/8 NOTE T 32 N/A 91282CPQ8 2032-12-31 3.875 N/A 7240800.00 7200992.44 U.S. Treasuries (including strips) 4 1/8 NOTE H 32 N/A 91282CMR9 2032-02-29 4.125 N/A 913654400.00 938529958.52 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 N/A 899521600.00 947378065.49 U.S. Treasuries (including strips) 4 NOTE W 30 N/A 91282CMU2 2030-03-31 4 N/A 1233980800.00 1262693797.51 U.S. Treasuries (including strips) BILL 06/25/26 N/A 912797TE7 2026-06-25 0 N/A 1035400.00 1020836.06 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0368 4000000000.00 4000000000.00 0.0197 N Y Y N Fixed Income Clearing Corporation - GS Fixed Income Clearing Corporation - GS 3.67000000 N/A 549300H47WTHXPU08X20 BYDY74LC2 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 665300.00 641775.60 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 N/A 72900000.00 64047399.78 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 N/A 3000000.00 2841236.87 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 13793800.00 13589095.76 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 1901900.00 1877694.97 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 8994300.00 8512329.07 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 N/A 666500.00 583431.12 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 13595000.00 12885897.19 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 432800.00 409057.27 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 1199700.00 1180976.33 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 6379400.00 5637315.46 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 312652800.00 298888087.16 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 347260400.00 328408845.42 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 4324000.00 4267161.95 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 455956800.00 322059634.02 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 516577200.00 515183982.73 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 7000000.00 6793424.15 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 326300.00 319464.23 U.S. Treasuries (including strips) 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 N/A 92750000.00 66930988.80 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 58956700.00 58420955.26 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 406500000.00 408614519.19 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 N/A 920809600.00 914239977.66 U.S. Treasuries (including strips) 3 1/2 NOTE AJ 29 N/A 91282CPT2 2029-01-15 3.5 N/A 9219600.00 9204934.16 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 4580000.00 3804801.90 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 374902400.00 307970063.92 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 35829800.00 35630068.46 U.S. Treasuries (including strips) 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 N/A 275500.00 242985.19 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 N/A 15027600.00 15332293.08 U.S. Treasuries (including strips) 3 3/4 NOTE R 32 N/A 91282CPF2 2032-10-31 3.75 N/A 18802000.00 18691891.64 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 N/A 97666600.00 98513661.88 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 19804700.00 19980988.09 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 N/A 2287005800.00 2370324883.39 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 639424000.00 588631465.76 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 N/A 534680000.00 546178707.63 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 N/A 263602400.00 269780067.08 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 N/A 1401148000.00 1423137301.07 U.S. Treasuries (including strips) 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 N/A 270600.00 280194.33 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 49112200.00 48566974.81 U.S. Treasuries (including strips) 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 N/A 130884200.00 137847518.28 U.S. Treasuries (including strips) 5 BOND 45 N/A 912810UL0 2045-05-15 5 N/A 104753400.00 108231866.29 U.S. Treasuries (including strips) BILL 02/03/26 N/A 912797SJ7 2026-02-03 0 N/A 3641300.00 3640939.51 U.S. Treasuries (including strips) BILL 03/17/26 N/A 912797SZ1 2026-03-17 0 N/A 51054600.00 50833431.47 U.S. Treasuries (including strips) BILL 12/24/26 N/A 912797TC1 2026-12-24 0 N/A 19624100.00 19025093.97 U.S. Treasuries (including strips) TRFR BB 04/30/27 N/A 91282CMX6 2027-04-30 3.7727 N/A 16636700.00 16816625.19 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-02-02 2026-02-02 2026-02-02 N N N 0.0367 8950000000.00 8950000000.00 0.0441 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 3.66000000 N/A 549300H47WTHXPU08X20 BYDY74LJ7 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 M 27 N/A 912828ZV5 2027-06-30 0.5 N/A 4278800.00 4102797.40 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 16854100.00 16018910.35 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 N/A 91282CCW9 2026-08-31 0.75 N/A 402982400.00 397671966.95 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 173957400.00 166329508.88 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 284397600.00 248160869.59 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 N/A 51415900.00 48694916.88 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 49999000.00 49256999.46 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 312877600.00 299299826.14 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 274485200.00 261774137.66 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 7622600.00 7246796.52 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 155631200.00 147513618.48 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 122649400.00 115921045.30 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 330983200.00 292481536.09 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 1041800.00 996536.66 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 1252800.00 1172683.48 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 N/A 6610500.00 6213119.73 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 991600.00 949321.08 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 19300400.00 19193203.02 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 N/A 50019100.00 50053765.68 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 87600900.00 88431815.35 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 4080200.00 4065740.26 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 24701000.00 24624815.67 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125 N/A 99600.00 99435.77 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 741900.00 743569.48 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 N/A 130130800.00 129718330.63 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 37617000.00 35418073.73 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 388084000.00 376631317.05 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 17751600.00 17458480.18 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 24427600.00 23915858.11 U.S. Treasuries (including strips) 2 7/8 NOTE C 28 N/A 9128284N7 2028-05-15 2.875 N/A 19505000.00 19327756.34 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 22502200.00 22413923.87 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 52795000.00 53069627.41 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 10806400.00 10626044.00 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 5621500.00 5616043.45 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 8073200.00 8207416.07 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 N/A 8786500.00 8693559.66 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 N/A 50712900.00 51057623.32 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 10992000.00 10930725.61 U.S. Treasuries (including strips) 3 3/4 NOTE AN 28 N/A 91282CND9 2028-05-15 3.75 N/A 52661600.00 53286794.73 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 5701700.00 5770181.95 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 N/A 19745400.00 19866078.65 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 111088400.00 111768298.85 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 N/A 150500.00 150908.27 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 N/A 712800.00 705988.73 U.S. Treasuries (including strips) 3 3/8 NOTE AS 28 N/A 91282CNY3 2028-09-15 3.375 N/A 39978600.00 40277271.73 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 N/A 50655500.00 50795405.76 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 15084600.00 15282193.09 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 N/A 495508800.00 496419331.64 U.S. Treasuries 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2050-07-01 3 N/A 202387.00 92064.46 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5552 N/A 3133KMEZ4 2051-07-01 3 N/A 54836.00 33090.48 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5917 N/A 3133KMSE6 2051-09-01 3 N/A 413000.00 258899.28 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6665 N/A 3133KNMN0 2052-02-01 3 N/A 1000.00 699.87 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6844 N/A 3133KNS95 2052-02-01 3 N/A 2004.00 1173.86 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0461 N/A 3132DMQN8 2050-11-01 3 N/A 1050.00 457.90 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0499 N/A 3132DMRU1 2050-08-01 3 N/A 5147000.00 2497977.61 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0781 N/A 3132DM2N4 2051-11-01 3 N/A 48759.00 27964.29 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0818 N/A 3132DM4B8 2051-12-01 3 N/A 166048.00 100989.11 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0952 N/A 3132DNBV4 2052-04-01 3 N/A 12579456.00 8589068.89 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4422 N/A 3132E04F6 2052-02-01 3 N/A 2000.00 1468.41 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4811 N/A 3132DSKY7 2052-05-01 3 N/A 1000.00 760.19 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7507 N/A 3132DVKU8 2049-11-01 3 N/A 23001.00 8248.96 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7531 N/A 3132DVLL7 2050-12-01 3 N/A 1000.00 456.62 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8030 N/A 3132DV4P7 2049-12-01 3 N/A 1000.00 172.18 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8206 N/A 3132DWDK6 2052-04-01 3 N/A 6270.00 4342.45 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8220 N/A 3132DWDZ3 2052-06-01 3 N/A 33014.00 23707.71 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8242 N/A 3132DWEP4 2052-09-01 3 N/A 1158000.00 841992.64 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 N/A 1000.00 731.29 Agency Mortgage-Backed Securities FEPC 03.000 CLSL3427 N/A 31427QYZ9 2050-08-01 3 N/A 1024.00 905.95 Agency Mortgage-Backed Securities FEPC 03.000 CLSL3893 N/A 31427RKF6 2047-02-01 3 N/A 5148068.00 4735813.15 Agency Mortgage-Backed Securities FEPC 03.000 CLZM1990 N/A 3131XVF75 2046-11-01 3 N/A 4395000.00 739047.63 Agency Mortgage-Backed Securities FEPC 03.000 CLZS9826 N/A 3132AA4K7 2046-10-01 3 N/A 1000.00 226.48 Agency Mortgage-Backed Securities FEPC 03.000 CTQK0071 N/A 3133D3CG8 2039-10-01 3 N/A 1000.00 446.61 Agency Mortgage-Backed Securities FEPC 03.000 CTZA2424 N/A 31329KVR2 2036-09-01 3 N/A 2000.00 305.46 Agency Mortgage-Backed Securities FEPC 03.500 CLQD8778 N/A 3133B6XF2 2052-03-01 3.5 N/A 39490.00 26307.23 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2057 N/A 3133BBJA8 2052-05-01 3.5 N/A 57999.00 43728.49 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 97999.00 73344.01 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 N/A 2000.00 1357.23 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 N/A 601874.00 395596.68 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 N/A 3132DNQD8 2052-07-01 3.5 N/A 1000.00 690.27 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1549 N/A 3132DNWJ8 2052-04-01 3.5 N/A 40000.00 27433.82 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 N/A 2000.00 363.66 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7508 N/A 3132DVKV6 2049-10-01 3.5 N/A 1000.00 295.07 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 N/A 3017.00 268.91 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8175 N/A 3132DWCL5 2051-10-01 3.5 N/A 1000.00 518.67 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8214 N/A 3132DWDT7 2052-05-01 3.5 N/A 36004.00 25799.76 Agency Mortgage-Backed Securities FEPC 03.500 CLSL2693 N/A 31427P7F5 2051-01-01 3.5 N/A 1046.00 952.32 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3527 N/A 31427Q4M1 2048-04-01 3.5 N/A 1000.00 929.47 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3888 N/A 31427RKA7 2046-09-01 3.5 N/A 1000.00 934.12 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 N/A 4924.00 515.67 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3304 N/A 3131XJU59 2042-07-01 3.5 N/A 1615.00 439.48 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3774 N/A 3131XKFP9 2042-09-01 3.5 N/A 1000.00 114.83 Agency Mortgage-Backed Securities FEPC 03.500 CLZN4476 N/A 3131YA6M7 2048-12-01 3.5 N/A 1000.00 128.34 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4642 N/A 3132A5EP6 2045-12-01 3.5 N/A 1000.00 106.09 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4651 N/A 3132A5EY7 2046-03-01 3.5 N/A 1000.00 98.09 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4739 N/A 3132A5HQ1 2047-10-01 3.5 N/A 1000.00 121.95 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4759 N/A 3132A5JC0 2048-03-01 3.5 N/A 947410.00 109446.16 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0668 N/A 3131Y6W54 2043-04-01 4 N/A 1000.00 144.00 Agency Mortgage-Backed Securities FEPC 04.000 CISB8232 N/A 3132D6ED8 2038-06-01 4 N/A 40000.00 27027.43 Agency Mortgage-Backed Securities FEPC 04.000 CLQE4075 N/A 3133BDQ40 2052-06-01 4 N/A 4000.00 3207.47 Agency Mortgage-Backed Securities FEPC 04.000 CLQE9001 N/A 3133BKAA7 2052-08-01 4 N/A 1024.00 766.33 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7559 N/A 3133KPMG0 2052-06-01 4 N/A 96000.00 67533.84 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7772 N/A 3133KPT57 2052-08-01 4 N/A 9000.00 6979.65 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7922 N/A 3133KPYT9 2052-09-01 4 N/A 1000.00 793.15 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1524 N/A 3132DNVR1 2052-08-01 4 N/A 1000.00 723.05 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2549 N/A 3132DPZN1 2052-07-01 4 N/A 99000.00 61200.29 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 1200.00 883.27 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8237 N/A 3132DWEJ8 2052-08-01 4 N/A 49999.00 38634.12 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 N/A 56000.00 43544.29 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 N/A 4000.00 3119.33 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4656 N/A 3132A5E50 2046-03-01 4 N/A 213652.00 22427.90 Agency Mortgage-Backed Securities FEPC 04.000 ZLZT2230 N/A 3132AEPP5 2048-07-01 4 N/A 1000.00 416.21 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6444 N/A 3133A1ER9 2050-01-01 4.5 N/A 1000.00 580.69 Agency Mortgage-Backed Securities FEPC 04.500 CLQE6679 N/A 3133BGM47 2052-08-01 4.5 N/A 1000.00 714.98 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7747 N/A 3133BHTC0 2052-08-01 4.5 N/A 1008.00 746.24 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8596 N/A 3133BJRR5 2052-09-01 4.5 N/A 3024.00 2474.22 Agency Mortgage-Backed Securities FEPC 04.500 CLQF8295 N/A 3133BWGC1 2053-03-01 4.5 N/A 1000.00 835.72 Agency Mortgage-Backed Securities FEPC 04.500 CLQI1181 N/A 3133W7J22 2054-03-01 4.5 N/A 6000.00 5353.75 Agency Mortgage-Backed Securities FEPC 04.500 CLQJ9071 N/A 3133D1CG2 2054-11-01 4.5 N/A 1000.00 872.76 Agency Mortgage-Backed Securities FEPC 04.500 CLQY0421 N/A 31426JPF0 2055-03-01 4.5 N/A 26342.00 25736.58 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8290 N/A 3133KQF76 2052-12-01 4.5 N/A 1016.00 754.88 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8714 N/A 3133KQVF0 2053-04-01 4.5 N/A 1000.00 846.17 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ1375 N/A 3142GRQ52 2054-02-01 4.5 N/A 6000.00 5202.12 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ4671 N/A 3142GVFM8 2055-08-01 4.5 N/A 422773.00 410598.67 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5214 N/A 3142GVYL9 2055-11-01 4.5 N/A 18565110.00 18198847.97 Agency Mortgage-Backed Securities FEPC 04.500 CLSD0615 N/A 3132DMVG7 2051-01-01 4.5 N/A 1000.00 331.08 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1272 N/A 3132DNMV2 2052-07-01 4.5 N/A 963566.00 652704.33 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1921 N/A 3132DPD21 2052-12-01 4.5 N/A 37000.00 29224.31 Agency Mortgage-Backed Securities FEPC 04.500 CLSD4288 N/A 3132E0XR8 2053-10-01 4.5 N/A 1001.00 786.04 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 N/A 65905.00 59651.29 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7403 N/A 3132DVGL3 2054-11-01 4.5 N/A 5000.00 4687.60 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8231 N/A 3132DWEC3 2052-07-01 4.5 N/A 235000.00 178289.50 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8238 N/A 3132DWEK5 2052-08-01 4.5 N/A 3306280.00 2519025.36 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8257 N/A 3132DWE66 2052-10-01 4.5 N/A 64000.00 49608.43 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8360 N/A 3132DWJD6 2053-09-01 4.5 N/A 1000.00 860.25 Agency Mortgage-Backed Securities FEPC 04.500 CLSL1403 N/A 31427NRZ4 2054-12-01 4.5 N/A 1000.00 914.31 Agency Mortgage-Backed Securities FEPC 04.500 CLSL2246 N/A 31427PP81 2053-09-01 4.5 N/A 5693386.00 5512181.00 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 12763894.00 2243880.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 N/A 1000.00 155.40 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 1489.00 387.80 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 18206530.00 5220538.81 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4720 N/A 3132A5G58 2047-05-01 4.5 N/A 1001.00 92.46 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0343 N/A 3132ACLY4 2048-06-01 4.5 N/A 1008.00 232.02 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 1024.00 215.11 Agency Mortgage-Backed Securities FEPC 05.000 CISB8334 N/A 3132D6HK9 2039-10-01 5 N/A 40000.00 28864.38 Agency Mortgage-Backed Securities FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 N/A 1195873.00 951886.17 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9219 N/A 3133BKG45 2052-09-01 5 N/A 1024.00 700.39 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9955 N/A 3133BLBY2 2052-09-01 5 N/A 1000.00 656.07 Agency Mortgage-Backed Securities FEPC 05.000 CLQF2390 N/A 3133BPUP1 2052-10-01 5 N/A 41000000.00 29844377.44 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 54620.00 50691.28 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2690 N/A 3133W87B3 2054-04-01 5 N/A 1000.00 980.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ9979 N/A 3133D2CQ8 2054-12-01 5 N/A 1000.00 924.60 Agency Mortgage-Backed Securities FEPC 05.000 CLQX5451 N/A 31426BBV7 2055-01-01 5 N/A 3000.00 2759.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ6914 N/A 31427GVG6 2055-11-01 5 N/A 1000.00 1002.62 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ7705 N/A 31427HR38 2055-11-01 5 N/A 1000.00 989.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ8669 N/A 31427JT32 2055-11-01 5 N/A 1024.00 1002.16 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9056 N/A 3133KRBZ6 2053-05-01 5 N/A 4000.00 3294.98 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9421 N/A 3133KRPE8 2053-07-01 5 N/A 1008.00 833.55 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ0060 N/A 3142GQB68 2053-10-01 5 N/A 36552960.00 30816888.72 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ1260 N/A 3142GRMJ6 2054-04-01 5 N/A 21234560.00 20676147.63 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ2863 N/A 3142GTFD3 2054-11-01 5 N/A 1040.00 963.74 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3014 N/A 3142GTK47 2054-12-01 5 N/A 1040.00 969.78 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3059 N/A 3142GTMH6 2054-12-01 5 N/A 2055.00 1912.32 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3060 N/A 3142GTMJ2 2054-12-01 5 N/A 6104.00 5437.75 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3168 N/A 3142GTQW9 2055-03-01 5 N/A 1043.00 996.30 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3713 N/A 3142GUDT7 2055-03-01 5 N/A 1163.00 1163.52 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3714 N/A 3142GUDU4 2055-03-01 5 N/A 1124.00 1079.62 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3880 N/A 3142GUJ20 2055-03-01 5 N/A 1024.00 951.47 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3997 N/A 3142GUNP4 2055-04-01 5 N/A 5937814.00 5825148.21 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ4356 N/A 3142GUZW6 2055-06-01 5 N/A 1024.00 1021.14 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5076 N/A 3142GVUA7 2055-11-01 5 N/A 1097287.00 1094423.20 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5194 N/A 3142GVXY2 2055-11-01 5 N/A 1032.00 1037.23 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5608 N/A 3142GWGS2 2055-12-01 5 N/A 1074.00 1082.59 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1465 N/A 3132DNTW3 2052-08-01 5 N/A 1024.00 777.70 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1741 N/A 3132DN5A7 2052-10-01 5 N/A 74000.00 56958.61 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1882 N/A 3132DPCT3 2052-11-01 5 N/A 99000.00 74480.86 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2390 N/A 3132DPUP1 2053-03-01 5 N/A 32000.00 25334.45 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3977 N/A 3132E0M25 2053-04-01 5 N/A 1000.00 868.71 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4279 N/A 3132E0XG2 2053-10-01 5 N/A 1001.00 782.34 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 N/A 1000.00 868.36 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4997 N/A 3132DSRS3 2053-10-01 5 N/A 118765.00 103343.92 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4998 N/A 3132DSRT1 2053-09-01 5 N/A 297000.00 244888.17 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6602 N/A 3132DUKP1 2053-05-01 5 N/A 1000.00 864.70 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7416 N/A 3132DVGZ2 2054-06-01 5 N/A 4593730.00 4118773.64 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 N/A 88000.00 63874.65 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 N/A 1000.00 794.34 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 1359990.00 1133839.12 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8394 N/A 3132DWKF9 2054-01-01 5 N/A 95000.00 84072.84 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 N/A 6000.00 5480.83 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8532 N/A 3132DWPR8 2055-05-01 5 N/A 2000.00 1924.67 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0096 N/A 31427MDA6 2054-11-01 5 N/A 3002.00 2816.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0263 N/A 31427MJH5 2055-02-01 5 N/A 1761744.00 1676372.07 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0301 N/A 31427MKP5 2055-01-01 5 N/A 1000.00 968.81 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1231 N/A 31427NLM9 2055-05-01 5 N/A 1120.00 1068.81 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1234 N/A 31427NLQ0 2055-04-01 5 N/A 1008.00 959.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1598 N/A 31427NX46 2055-05-01 5 N/A 1000.00 1006.57 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1787 N/A 31427N6Z7 2055-06-01 5 N/A 10059278.00 9977807.71 Agency Mortgage-Backed Securities FEPC 05.000 CLSL2547 N/A 31427PZM9 2055-09-01 5 N/A 39591643.00 39211883.13 Agency Mortgage-Backed Securities FEPC 05.000 CLSL2948 N/A 31427QH21 2055-10-01 5 N/A 2080.00 2090.62 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3941 N/A 31427RLX6 2056-01-01 5 N/A 2146472.00 2172716.44 Agency Mortgage-Backed Securities FEPC 05.000 CLTA0385 N/A 3142JNNB8 2055-12-01 5 N/A 1000.00 1010.06 Agency Mortgage-Backed Securities FEPC 05.000 CLTA1629 N/A 3142JPY39 2055-12-01 5 N/A 1004.00 1009.79 Agency Mortgage-Backed Securities FEPC 05.000 CLTA1694 N/A 3142JP3C3 2055-12-01 5 N/A 1000.00 1008.13 Agency Mortgage-Backed Securities FEPC 05.000 CLTA2335 N/A 3142JQSZ3 2055-12-01 5 N/A 1024.00 1037.98 Agency Mortgage-Backed Securities FEPC 05.000 CLTA2877 N/A 3142JRFT9 2056-01-01 5 N/A 1000.00 1008.93 Agency Mortgage-Backed Securities FEPC 05.000 CLTA3260 N/A 3142JRTS6 2056-01-01 5 N/A 1007.00 1014.75 Agency Mortgage-Backed Securities FEPC 05.000 CLTA5116 N/A 3142JTVJ9 2056-02-01 5 N/A 1000.00 1014.21 Agency Mortgage-Backed Securities FEPC 05.000 CNRD5281 N/A 3133LP2N6 2035-12-01 5 N/A 1000.00 967.63 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5374 N/A 3133KY6K0 2045-11-01 5 N/A 2000.00 1994.16 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5378 N/A 3133KY6P9 2045-12-01 5 N/A 14037051.00 14069742.47 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5384 N/A 3133KY6V6 2046-01-01 5 N/A 12099476.00 12146009.19 Agency Mortgage-Backed Securities FEPC 05.500 CIQO2836 N/A 3133WMEH1 2039-12-01 5.5 N/A 1254276.00 1130780.37 Agency Mortgage-Backed Securities FEPC 05.500 CISB1457 N/A 3132CXTN2 2040-03-01 5.5 N/A 1000.00 774.31 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3828 N/A 3133BRHD9 2052-11-01 5.5 N/A 10376.00 7576.43 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5439 N/A 3133BTBG4 2052-12-01 5.5 N/A 1000.00 841.51 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6607 N/A 3133C7KU0 2053-07-01 5.5 N/A 399236.00 368545.52 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7311 N/A 3133C8DQ5 2053-07-01 5.5 N/A 299000.00 229700.32 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8617 N/A 3133C9SE4 2053-08-01 5.5 N/A 1024.00 817.25 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5599 N/A 3133CWGG1 2054-10-01 5.5 N/A 18114544.00 17219065.92 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ8044 N/A 3133CY5D6 2054-11-01 5.5 N/A 38230.00 31936.12 Agency Mortgage-Backed Securities FEPC 05.500 CLQX1941 N/A 31425WEP2 2055-01-01 5.5 N/A 8035.00 6912.03 Agency Mortgage-Backed Securities FEPC 05.500 CLQX2548 N/A 31425WZN4 2055-01-01 5.5 N/A 1024.00 1008.22 Agency Mortgage-Backed Securities FEPC 05.500 CLQX3826 N/A 31425YHC4 2054-12-01 5.5 N/A 1090676.00 1091389.38 Agency Mortgage-Backed Securities FEPC 05.500 CLQX5153 N/A 31426AWP9 2055-02-01 5.5 N/A 1011.00 965.60 Agency Mortgage-Backed Securities FEPC 05.500 CLQX9745 N/A 31426GZK4 2055-04-01 5.5 N/A 9784670.00 9336903.66 Agency Mortgage-Backed Securities FEPC 05.500 CLQY1622 N/A 31426KYU4 2055-05-01 5.5 N/A 1000.00 982.62 Agency Mortgage-Backed Securities FEPC 05.500 CLQY4580 N/A 31426PCS2 2055-06-01 5.5 N/A 2016.00 2007.38 Agency Mortgage-Backed Securities FEPC 05.500 CLQY5210 N/A 31426PYG4 2055-06-01 5.5 N/A 9106185.00 8649491.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQY5240 N/A 31426PZE8 2055-06-01 5.5 N/A 1000.00 1020.03 Agency Mortgage-Backed Securities FEPC 05.500 CLQY7856 N/A 31426SWS4 2055-07-01 5.5 N/A 31321359.00 31634052.92 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0684 N/A 31426WXN5 2055-08-01 5.5 N/A 11708977.00 11755442.69 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0816 N/A 31426W4A5 2055-08-01 5.5 N/A 1000.00 964.39 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ1629 N/A 31426XY36 2055-09-01 5.5 N/A 1000.00 1025.76 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ1730 N/A 31426X4Q8 2055-09-01 5.5 N/A 4234169.00 4074804.45 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2632 N/A 31426Y4S2 2055-09-01 5.5 N/A 1000.00 1019.45 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ4306 N/A 31427BYC3 2055-10-01 5.5 N/A 1000.00 1021.75 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ6277 N/A 31427D6P1 2055-10-01 5.5 N/A 1085390.00 1105140.63 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7247 N/A 31427HBR2 2055-11-01 5.5 N/A 1008.00 1025.24 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ9672 N/A 31427KXA8 2055-11-01 5.5 N/A 23175480.00 23603430.34 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8881 N/A 3133KQ2N5 2053-04-01 5.5 N/A 1000.00 730.15 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9270 N/A 3133KRJP0 2053-06-01 5.5 N/A 104000.00 82822.14 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9357 N/A 3133KRME1 2053-07-01 5.5 N/A 20412375.00 16977411.21 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9575 N/A 3133KRT87 2053-08-01 5.5 N/A 2008.00 1606.30 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0835 N/A 3142GQ4V1 2054-02-01 5.5 N/A 12391160.00 11841813.01 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1064 N/A 3142GRFE5 2054-03-01 5.5 N/A 11532000.00 10088047.68 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1262 N/A 3142GRML1 2054-04-01 5.5 N/A 38218088.00 33411578.90 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1266 N/A 3142GRMQ0 2054-04-01 5.5 N/A 46972250.00 43919780.39 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 N/A 4250474.00 3877759.78 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1517 N/A 3142GRVK3 2054-05-01 5.5 N/A 1000.00 868.49 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1767 N/A 3142GR6D7 2054-06-01 5.5 N/A 3171823.00 2962857.86 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1770 N/A 3142GR6G0 2054-06-01 5.5 N/A 14209179.00 12716039.07 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1856 N/A 3142GSB23 2054-06-01 5.5 N/A 3711412.00 3474064.40 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1957 N/A 3142GSE79 2054-07-01 5.5 N/A 1010.00 929.16 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2417 N/A 3142GSVK1 2054-09-01 5.5 N/A 2000.00 1830.16 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2451 N/A 3142GSWM6 2054-10-01 5.5 N/A 2162.00 2049.87 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2906 N/A 3142GTGQ3 2054-11-01 5.5 N/A 2024.00 1930.24 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2907 N/A 3142GTGR1 2054-11-01 5.5 N/A 6646419.00 6010014.27 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3080 N/A 3142GTM60 2054-12-01 5.5 N/A 1000.00 910.75 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3488 N/A 3142GT2W5 2055-02-01 5.5 N/A 2053.00 1871.31 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3887 N/A 3142GUJ95 2055-04-01 5.5 N/A 5918076.00 5267154.53 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4008 N/A 3142GUN25 2055-04-01 5.5 N/A 54792854.00 48145015.73 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4151 N/A 3142GUTH6 2055-05-01 5.5 N/A 1040.00 1055.80 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4152 N/A 3142GUTJ2 2055-05-01 5.5 N/A 1713111.00 1565196.38 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4300 N/A 3142GUX65 2055-06-01 5.5 N/A 1024.00 1008.16 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4372 N/A 3142GU2E2 2055-06-01 5.5 N/A 2168.00 2208.89 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2756 N/A 3132DQBZ8 2053-05-01 5.5 N/A 101000.00 79261.55 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2892 N/A 3132DQF92 2053-05-01 5.5 N/A 1000.00 728.97 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 16961760.00 13605350.01 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4507 N/A 3132DSAG7 2053-12-01 5.5 N/A 4598924.00 3783938.44 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4782 N/A 3132DSJ37 2053-11-01 5.5 N/A 200000.00 150056.12 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5384 N/A 3132DS6V9 2053-07-01 5.5 N/A 1000.00 861.17 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 N/A 31656992.00 29922686.40 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 N/A 68728012.00 57564671.19 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 N/A 562015.00 477745.59 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 N/A 214020.00 168838.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 N/A 51000.00 40965.79 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8408 N/A 3132DWKV4 2054-03-01 5.5 N/A 1000.00 794.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 N/A 1024.00 832.77 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 N/A 1388.00 1163.41 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8469 N/A 3132DWMS9 2054-10-01 5.5 N/A 18000.00 15302.55 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8524 N/A 3132DWPH0 2055-04-01 5.5 N/A 16895.00 15288.88 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0243 N/A 31427MHV6 2054-12-01 5.5 N/A 42424832.00 38147313.62 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0540 N/A 31427MS69 2055-02-01 5.5 N/A 455000.00 391374.40 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0542 N/A 31427MS85 2055-03-01 5.5 N/A 50346332.00 48658378.25 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0725 N/A 31427MYX3 2055-02-01 5.5 N/A 2048.00 1819.09 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0736 N/A 31427MZA2 2055-02-01 5.5 N/A 10340026.00 9922522.68 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0851 N/A 31427M5M9 2055-04-01 5.5 N/A 10333119.00 10033099.11 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0892 N/A 31427M7E5 2055-04-01 5.5 N/A 1058.00 1002.57 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1079 N/A 31427NFV6 2054-12-01 5.5 N/A 1024.00 946.30 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 N/A 10504145.00 10036204.66 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 N/A 282104.00 274220.09 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1172 N/A 31427NJS9 2055-05-01 5.5 N/A 21556960.00 21226679.71 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2017 N/A 31427PG32 2055-08-01 5.5 N/A 1524944.00 1518216.89 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2468 N/A 31427PW67 2055-09-01 5.5 N/A 1000.00 1001.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3683 N/A 31427RCV0 2056-01-01 5.5 N/A 2000.00 2045.64 Agency Mortgage-Backed Securities FEPC 05.500 CLTA0176 N/A 3142JNFS0 2055-12-01 5.5 N/A 2001.00 2043.34 Agency Mortgage-Backed Securities FEPC 05.500 CLTA0475 N/A 3142JNQ58 2055-11-01 5.5 N/A 1000.00 1028.18 Agency Mortgage-Backed Securities FEPC 05.500 CLTA0634 N/A 3142JNV45 2055-12-01 5.5 N/A 1007.00 1038.44 Agency Mortgage-Backed Securities FEPC 05.500 CLTA2362 N/A 3142JQTU3 2055-12-01 5.5 N/A 1019.00 1039.15 Agency Mortgage-Backed Securities FEPC 05.500 CLTA3426 N/A 3142JRYY7 2056-01-01 5.5 N/A 1000.00 1029.65 Agency Mortgage-Backed Securities FEPC 05.500 CLTA4084 N/A 3142JSRE7 2056-01-01 5.5 N/A 7647.00 7855.04 Agency Mortgage-Backed Securities FEPC 05.500 CLZS2084 N/A 3132A2J52 2038-04-01 5.5 N/A 6124.00 38.70 Agency Mortgage-Backed Securities FEPC 05.500 CNRD5241 N/A 3133LPZE0 2035-04-01 5.5 N/A 40014.00 31800.55 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5255 N/A 3133KYZU6 2043-09-01 5.5 N/A 50132224.00 30838953.45 Agency Mortgage-Backed Securities FEPC 05.500 CTSC0503 N/A 3132D9RY2 2043-11-01 5.5 N/A 1000.00 678.66 Agency Mortgage-Backed Securities FEPC 05.500 CTSC0567 N/A 3132D9TY0 2043-11-01 5.5 N/A 1303.00 984.53 Agency Mortgage-Backed Securities FEPC 06.000 CISB1215 N/A 3132CXK43 2039-07-01 6 N/A 46000.00 25922.08 Agency Mortgage-Backed Securities FEPC 06.000 CISB8380 N/A 3132D6JZ4 2040-04-01 6 N/A 1000.00 751.19 Agency Mortgage-Backed Securities FEPC 06.000 CLQG2360 N/A 3133C2TR9 2053-05-01 6 N/A 22710680.00 13246567.40 Agency Mortgage-Backed Securities FEPC 06.000 CLQG5225 N/A 3133C5YW5 2053-06-01 6 N/A 1000.00 747.49 Agency Mortgage-Backed Securities FEPC 06.000 CLQH5013 N/A 3133CHSA4 2053-11-01 6 N/A 2000.00 1418.60 Agency Mortgage-Backed Securities FEPC 06.000 CLQH7482 N/A 3133CLJ31 2054-01-01 6 N/A 5000.00 3655.92 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6376 N/A 3133WDCM2 2054-06-01 6 N/A 871092.00 755129.06 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ5291 N/A 3133CV2Y9 2054-10-01 6 N/A 10965504.00 8438430.82 Agency Mortgage-Backed Securities FEPC 06.000 CLQX1833 N/A 31425WBB6 2054-12-01 6 N/A 1000.00 1013.56 Agency Mortgage-Backed Securities FEPC 06.000 CLQY1141 N/A 31426KHT6 2055-04-01 6 N/A 19277720.00 18524513.51 Agency Mortgage-Backed Securities FEPC 06.000 CLQY2143 N/A 31426LLZ5 2055-04-01 6 N/A 1008.00 861.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQY4776 N/A 31426PJW6 2055-05-01 6 N/A 40509556.00 39916363.79 Agency Mortgage-Backed Securities FEPC 06.000 CLQY8762 N/A 31426TWY9 2055-07-01 6 N/A 26834061.00 25602035.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ3230 N/A 31427ASU2 2055-09-01 6 N/A 2000.00 2038.56 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ4272 N/A 31427BXA8 2055-09-01 6 N/A 1000.00 977.96 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ7654 N/A 31427HQG0 2055-11-01 6 N/A 1000.00 1021.07 Agency Mortgage-Backed Securities FEPC 06.000 CLQZ9143 N/A 31427KER2 2055-11-01 6 N/A 3481238.00 3589436.56 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9992 N/A 3133KSC59 2053-10-01 6 N/A 1055.00 830.87 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0093 N/A 3142GQC75 2053-10-01 6 N/A 1017.00 815.33 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0096 N/A 3142GQDA7 2053-10-01 6 N/A 1024.00 779.69 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0309 N/A 3142GQKX9 2053-11-01 6 N/A 1000.00 800.89 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0699 N/A 3142GQX56 2054-01-01 6 N/A 18965840.00 17818631.89 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1070 N/A 3142GRFL9 2054-03-01 6 N/A 1024.00 867.84 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1221 N/A 3142GRLB4 2054-04-01 6 N/A 4886971.00 4120788.10 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1269 N/A 3142GRMT4 2054-04-01 6 N/A 14812004.00 12035166.38 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1780 N/A 3142GR6S4 2054-06-01 6 N/A 1439795.00 1272538.88 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2457 N/A 3142GSWT1 2054-09-01 6 N/A 1024.00 879.42 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2682 N/A 3142GS6U7 2054-10-01 6 N/A 6308800.00 5093814.54 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2919 N/A 3142GTG59 2054-12-01 6 N/A 2056.00 1919.76 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3093 N/A 3142GTNK8 2054-12-01 6 N/A 1024.00 906.08 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3267 N/A 3142GTTZ9 2055-02-01 6 N/A 1024.00 946.45 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3511 N/A 3142GT3V6 2055-02-01 6 N/A 1024.00 944.80 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3890 N/A 3142GUKC6 2055-04-01 6 N/A 2048.00 1950.78 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4163 N/A 3142GUTV5 2055-05-01 6 N/A 1008.00 1017.20 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4168 N/A 3142GUT29 2055-05-01 6 N/A 1240.00 1226.50 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4381 N/A 3142GU2P7 2055-06-01 6 N/A 6128801.00 6137495.13 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4388 N/A 3142GU2W2 2055-06-01 6 N/A 498305.00 485336.62 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4642 N/A 3142GVEQ0 2055-08-01 6 N/A 1000.00 1018.45 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4753 N/A 3142GVH79 2055-09-01 6 N/A 2703006.00 2704242.63 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4799 N/A 3142GVKM2 2055-09-01 6 N/A 1024.00 1039.34 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5246 N/A 3142GVZL8 2055-11-01 6 N/A 1024.00 1063.84 Agency Mortgage-Backed Securities FEPC 06.000 CLRQ0065 N/A 3142J6CB7 2055-11-01 6 N/A 8457807.00 8323852.11 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2171 N/A 3132DPMU9 2053-01-01 6 N/A 1024.00 673.46 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 N/A 9000.00 6505.31 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4266 N/A 3132E0W32 2053-11-01 6 N/A 1000.00 840.23 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4336 N/A 3132E0Y97 2053-11-01 6 N/A 1051.00 859.70 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5331 N/A 3132DS4Q2 2054-03-01 6 N/A 1024.00 849.98 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5661 N/A 3132DTJE1 2054-05-01 6 N/A 1024.00 869.93 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6861 N/A 3132DUTS6 2054-10-01 6 N/A 32219856.00 27184630.04 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 N/A 4075485.00 3488320.89 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8317 N/A 3132DWG23 2053-04-01 6 N/A 1025.00 692.06 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0376 N/A 31427MM24 2055-02-01 6 N/A 1002.00 969.90 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0623 N/A 31427MVR9 2054-09-01 6 N/A 3183400.00 2566424.35 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1114 N/A 31427NGY9 2055-04-01 6 N/A 586206.00 513767.14 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1115 N/A 31427NGZ6 2055-05-01 6 N/A 1024.00 920.88 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1124 N/A 31427NHA0 2055-04-01 6 N/A 1000.00 907.23 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1180 N/A 31427NJ26 2055-05-01 6 N/A 10353043.00 9835481.05 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1210 N/A 31427NKY4 2055-05-01 6 N/A 840788.00 832122.28 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1354 N/A 31427NQG7 2055-04-01 6 N/A 1040.00 924.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1984 N/A 31427PF25 2055-07-01 6 N/A 1040.00 1030.13 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2127 N/A 31427PLH5 2055-08-01 6 N/A 1077.00 1095.07 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2155 N/A 31427PMD3 2055-07-01 6 N/A 1088.00 1076.49 Agency Mortgage-Backed Securities FEPC 06.000 CLTA0159 N/A 3142JNE93 2055-12-01 6 N/A 1000.00 1043.72 Agency Mortgage-Backed Securities FEPC 06.500 CISB8280 N/A 3132D6FV7 2039-01-01 6.5 N/A 1040.00 467.20 Agency Mortgage-Backed Securities FEPC 06.500 CLQH8458 N/A 3133CMMF8 2054-01-01 6.5 N/A 1000.00 737.20 Agency Mortgage-Backed Securities FEPC 06.500 CLQI4750 N/A 3133WBH33 2054-05-01 6.5 N/A 1024.00 831.71 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ5685 N/A 3133CWJ60 2054-10-01 6.5 N/A 1000.00 686.14 Agency Mortgage-Backed Securities FEPC 06.500 CLQX5503 N/A 31426BDH6 2055-02-01 6.5 N/A 9195102.00 6739828.46 Agency Mortgage-Backed Securities FEPC 06.500 CLQX8572 N/A 31426FQ26 2055-02-01 6.5 N/A 1000.00 835.33 Agency Mortgage-Backed Securities FEPC 06.500 CLQY0237 N/A 31426JHP7 2055-04-01 6.5 N/A 1008.00 701.67 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0009 N/A 3142GQAK8 2053-10-01 6.5 N/A 41393483.00 34956862.71 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1085 N/A 3142GRF39 2054-03-01 6.5 N/A 5261.00 4496.39 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1356 N/A 3142GRQJ2 2054-04-01 6.5 N/A 38870400.00 28330759.75 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1538 N/A 3142GRV80 2054-05-01 6.5 N/A 20469246.00 14628312.96 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1985 N/A 3142GSF37 2054-07-01 6.5 N/A 40887503.00 30242300.45 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2220 N/A 3142GSPE2 2054-08-01 6.5 N/A 2000.00 1686.18 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2317 N/A 3142GSSF6 2054-09-01 6.5 N/A 1000.00 861.30 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4131 N/A 3142GUSV6 2055-05-01 6.5 N/A 1024.00 919.52 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4173 N/A 3142GUT78 2055-05-01 6.5 N/A 14229132.00 14337493.87 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4174 N/A 3142GUT86 2055-05-01 6.5 N/A 14114.00 14265.47 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4398 N/A 3142GU3G6 2055-06-01 6.5 N/A 46298740.00 45813962.72 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4599 N/A 3142GVDD0 2055-08-01 6.5 N/A 1024.00 1005.82 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0058 N/A 3142J6B44 2055-10-01 6.5 N/A 22691360.00 21927872.76 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4373 N/A 3132E02E1 2053-11-01 6.5 N/A 3437120.00 2903978.47 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8471 N/A 3132DWMU4 2054-10-01 6.5 N/A 1159.00 721.42 Agency Mortgage-Backed Securities FEPC 06.500 CLSL0365 N/A 31427MMP3 2054-12-01 6.5 N/A 1074256.00 989216.53 Agency Mortgage-Backed Securities FEPC 06.500 CLSL1606 N/A 31427NYC7 2055-07-01 6.5 N/A 1127.00 1045.10 Agency Mortgage-Backed Securities FEPC 06.500 CLSL3313 N/A 31427QVF6 2055-11-01 6.5 N/A 1017.00 1037.45 Agency Mortgage-Backed Securities FEPC 06.500 CLTA2646 N/A 3142JQ5G0 2056-01-01 6.5 N/A 1000.00 1045.01 Agency Mortgage-Backed Securities FEPC 06.500 CLTA5231 N/A 3142JTY56 2056-01-01 6.5 N/A 8000.00 8367.50 Agency Mortgage-Backed Securities FEPC 07.000 CLQY7124 N/A 31426R4J7 2055-07-01 7 N/A 1034676.00 957793.01 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ0722 N/A 3142GQYU0 2054-01-01 7 N/A 1090252.00 840002.62 Agency Mortgage-Backed Securities FNMS 01.500 CIBQ6871 N/A 3140KST56 2036-12-01 1.5 N/A 22380800.00 13024964.41 Agency Mortgage-Backed Securities FNMS 01.500 CIFA1447 N/A 3140W1TD5 2036-10-01 1.5 N/A 1024.00 848.29 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4106 N/A 31418DR46 2035-07-01 1.5 N/A 1016464.00 387176.04 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4154 N/A 31418DTL6 2035-10-01 1.5 N/A 1000.00 421.94 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4178 N/A 31418DUC4 2035-11-01 1.5 N/A 944276.00 412380.23 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4382 N/A 31418D2Q4 2036-07-01 1.5 N/A 395999.00 212190.31 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4157 N/A 31418DTP7 2050-10-01 1.5 N/A 1000.00 530.03 Agency Mortgage-Backed Securities FNMS 01.500 CNMA4367 N/A 31418DZ96 2031-06-01 1.5 N/A 1000.00 371.12 Agency Mortgage-Backed Securities FNMS 02.000 CICA0052 N/A 3140Q7BW6 2032-07-01 2 N/A 217714.00 44727.13 Agency Mortgage-Backed Securities FNMS 02.000 CICB0630 N/A 3140QKVY1 2036-05-01 2 N/A 1000.00 514.25 Agency Mortgage-Backed Securities FNMS 02.000 CICB2966 N/A 3140QNJL7 2037-03-01 2 N/A 2000.00 1174.06 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6223 N/A 3140X94H5 2036-03-01 2 N/A 1295950.00 618986.55 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6619 N/A 3140XAK92 2036-03-01 2 N/A 1000.00 425.25 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6811 N/A 3140XAR95 2036-04-01 2 N/A 1000.00 444.50 Agency Mortgage-Backed Securities FNMS 02.000 CIFM8988 N/A 3140XC7A0 2036-09-01 2 N/A 380000.00 191068.99 Agency Mortgage-Backed Securities FNMS 02.000 CIFS6337 N/A 3140XNBF0 2037-03-01 2 N/A 1024.00 694.78 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4261 N/A 31418DWX6 2036-02-01 2 N/A 84000.00 37922.52 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4470 N/A 31418D6G2 2036-11-01 2 N/A 80000.00 44425.57 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4497 N/A 31418D7K2 2036-12-01 2 N/A 2008.00 1132.88 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1254 N/A 3140KLMC3 2050-09-01 2 N/A 1024.00 571.99 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ2479 N/A 3140KMXH8 2050-09-01 2 N/A 138000.00 69586.63 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4516 N/A 3140KQAS0 2051-02-01 2 N/A 1000.00 573.95 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ6799 N/A 3140KSRV1 2051-11-01 2 N/A 1000.00 611.79 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4722 N/A 3140L3G88 2051-03-01 2 N/A 1359000.00 678804.92 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4756 N/A 3140L3JA0 2051-03-01 2 N/A 499000.00 253384.18 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8478 N/A 3140L7M41 2051-04-01 2 N/A 99000.00 55863.27 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1030 N/A 3140M2EC2 2051-11-01 2 N/A 399000.00 234258.14 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1450 N/A 3140M2TG7 2052-01-01 2 N/A 47001.00 31084.60 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1842 N/A 3140M3BL3 2052-01-01 2 N/A 44599.00 26102.40 Agency Mortgage-Backed Securities FNMS 02.000 CLBU7819 N/A 3140M9VM6 2051-12-01 2 N/A 1260.00 708.50 Agency Mortgage-Backed Securities FNMS 02.000 CLBU8892 N/A 3140MA3A0 2052-04-01 2 N/A 2004.00 1327.47 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6799 N/A 3140QERV6 2050-08-01 2 N/A 868680.00 396261.87 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6929 N/A 3140QEVX7 2050-09-01 2 N/A 1024.00 485.82 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 5700032.00 2849061.52 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7289 N/A 3140QFC31 2050-10-01 2 N/A 20454903.00 10199748.65 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7290 N/A 3140QFC49 2050-10-01 2 N/A 80649760.00 40482723.05 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7331 N/A 3140QFED7 2050-10-01 2 N/A 1000.00 502.77 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7334 N/A 3140QFEG0 2050-10-01 2 N/A 12636638.00 6801575.76 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7351 N/A 3140QFEZ8 2050-10-01 2 N/A 12242722.00 6410653.87 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7452 N/A 3140QFH69 2050-10-01 2 N/A 5845759.00 3120062.04 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7518 N/A 3140QFK81 2050-11-01 2 N/A 1024.00 561.67 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7570 N/A 3140QFMU0 2050-11-01 2 N/A 43099.00 22986.89 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7682 N/A 3140QFRC5 2050-11-01 2 N/A 1280.00 764.77 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7986 N/A 3140QF2U2 2050-12-01 2 N/A 2936697.00 1565494.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7987 N/A 3140QF2V0 2050-12-01 2 N/A 1324372.00 666506.47 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7988 N/A 3140QF2W8 2050-12-01 2 N/A 1024.00 546.03 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8019 N/A 3140QF4D8 2050-12-01 2 N/A 17634462.00 10731974.47 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8450 N/A 3140QGL88 2051-01-01 2 N/A 11000.00 6273.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9220 N/A 3140QHG66 2051-02-01 2 N/A 73980.00 42405.92 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9266 N/A 3140QHJL0 2051-02-01 2 N/A 2048.00 1148.18 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1020 N/A 3140QLD29 2051-07-01 2 N/A 156225.00 91861.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1102 N/A 3140QLGL4 2051-07-01 2 N/A 1000.00 596.28 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1273 N/A 3140QLMX1 2051-08-01 2 N/A 1099000.00 670174.91 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1799 N/A 3140QL7M2 2051-10-01 2 N/A 2003.00 1206.17 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2611 N/A 3140QM3V4 2052-01-01 2 N/A 1024.00 645.02 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2848 N/A 3140QNEW8 2052-02-01 2 N/A 66049.00 40546.88 Agency Mortgage-Backed Securities FNMS 02.000 CLFA1274 N/A 3140W1MY6 2052-02-01 2 N/A 2006.00 1563.11 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5021 N/A 3140X8SK4 2050-11-01 2 N/A 1000.00 526.77 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5026 N/A 3140X8SQ1 2050-12-01 2 N/A 1000.00 545.45 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6184 N/A 3140X92S3 2051-03-01 2 N/A 1000.00 503.39 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7152 N/A 3140XA5N8 2051-05-01 2 N/A 1001.00 454.92 Agency Mortgage-Backed Securities FNMS 02.000 CLFM8433 N/A 3140XCLP1 2051-08-01 2 N/A 10000.00 5830.85 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9097 N/A 3140XDDB9 2051-11-01 2 N/A 1048.00 640.13 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0350 N/A 3140XFL82 2052-01-01 2 N/A 64554.00 39983.75 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3655 N/A 3140XKBZ2 2052-01-01 2 N/A 34000.00 22648.58 Agency Mortgage-Backed Securities FNMS 02.000 CLFS8105 N/A 3140XQAF4 2052-10-01 2 N/A 1000.00 731.62 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4100 N/A 31418DRW4 2050-08-01 2 N/A 180486.00 81849.61 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 N/A 3003.00 1525.56 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4182 N/A 31418DUG5 2050-11-01 2 N/A 1000.00 519.77 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4281 N/A 31418DXK3 2051-03-01 2 N/A 177760.00 99795.75 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4355 N/A 31418DZV7 2051-06-01 2 N/A 1000.00 600.50 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4378 N/A 31418D2L5 2051-07-01 2 N/A 1000.00 606.17 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4398 N/A 31418D3G5 2051-08-01 2 N/A 22013.00 13411.40 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 N/A 24548.00 15636.92 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4511 N/A 31418EAM2 2052-01-01 2 N/A 549000.00 353016.58 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4547 N/A 31418EBR0 2052-02-01 2 N/A 1000.00 654.77 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4562 N/A 31418EB82 2052-03-01 2 N/A 2044.00 1342.88 Agency Mortgage-Backed Securities FNMS 02.000 CNFM7937 N/A 3140XBZB9 2031-07-01 2 N/A 539000.00 201720.77 Agency Mortgage-Backed Securities FNMS 02.000 CNMA4390 N/A 31418D2Y7 2031-07-01 2 N/A 1000.00 357.81 Agency Mortgage-Backed Securities FNMS 02.000 ZLFP0025 N/A 3140XTA35 2050-08-25 2 N/A 1000.00 675.64 Agency Mortgage-Backed Securities FNMS 02.500 CIAS4860 N/A 3138WEMJ5 2030-05-01 2.5 N/A 984000.00 79328.22 Agency Mortgage-Backed Securities FNMS 02.500 CIBO2231 N/A 3140JWPR5 2034-09-01 2.5 N/A 138000.00 32360.93 Agency Mortgage-Backed Securities FNMS 02.500 CICA4508 N/A 3140QCAJ5 2034-11-01 2.5 N/A 1000.00 264.84 Agency Mortgage-Backed Securities FNMS 02.500 CICA6522 N/A 3140QEG89 2035-07-01 2.5 N/A 177000.00 71785.46 Agency Mortgage-Backed Securities FNMS 02.500 CIFA1177 N/A 3140W1JX2 2035-07-01 2.5 N/A 7780566.00 5868017.91 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4032 N/A 3140X7PS2 2035-08-01 2.5 N/A 1137000.00 406075.96 Agency Mortgage-Backed Securities FNMS 02.500 CIFS3607 N/A 3140XKAH3 2037-02-01 2.5 N/A 101006.00 66724.35 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4049 N/A 3140XKQB9 2036-09-01 2.5 N/A 1000.00 583.04 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4075 N/A 31418DQ54 2035-07-01 2.5 N/A 188000.00 55814.87 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4404 N/A 31418D3N0 2036-08-01 2.5 N/A 20237539.00 10590979.97 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4723 N/A 31418EG95 2037-09-01 2.5 N/A 1000.00 649.47 Agency Mortgage-Backed Securities FNMS 02.500 CJMA2308 N/A 31418BR65 2030-06-01 2.5 N/A 1000.00 59.97 Agency Mortgage-Backed Securities FNMS 02.500 CKMA2828 N/A 31418CEA8 2046-11-01 2.5 N/A 1000.00 350.74 Agency Mortgage-Backed Securities FNMS 02.500 CLAB6667 N/A 31417DMR1 2042-10-01 2.5 N/A 140999.00 36434.77 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5570 N/A 3140KDFL9 2050-06-01 2.5 N/A 1024.00 392.55 Agency Mortgage-Backed Securities FNMS 02.500 CLBP6618 N/A 3140KEK80 2050-08-01 2.5 N/A 1000.00 476.80 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ8435 N/A 3140KULR1 2050-12-01 2.5 N/A 99001.00 41201.88 Agency Mortgage-Backed Securities FNMS 02.500 CLBR0980 N/A 3140KYCS1 2051-05-01 2.5 N/A 56987260.00 30224287.30 Agency Mortgage-Backed Securities FNMS 02.500 CLBR2227 N/A 3140L0PM3 2051-08-01 2.5 N/A 1024.00 633.93 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1265 N/A 3140LPMP4 2051-06-01 2.5 N/A 41318.00 28278.50 Agency Mortgage-Backed Securities FNMS 02.500 CLBU8884 N/A 3140MA2S2 2052-03-01 2.5 N/A 2481813.00 1641069.18 Agency Mortgage-Backed Securities FNMS 02.500 CLBV3042 N/A 3140MGLY5 2052-02-01 2.5 N/A 1000.00 669.98 Agency Mortgage-Backed Securities FNMS 02.500 CLBV3214 N/A 3140MGSC6 2052-02-01 2.5 N/A 201400.00 130702.56 Agency Mortgage-Backed Securities FNMS 02.500 CLBV4119 N/A 3140MHSH3 2052-03-01 2.5 N/A 613356.00 411185.33 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6017 N/A 3140QDVK7 2050-06-01 2.5 N/A 1024.00 410.80 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6081 N/A 3140QDXK5 2050-06-01 2.5 N/A 1026.00 416.43 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6407 N/A 3140QEDM1 2050-07-01 2.5 N/A 19358423.00 7070662.18 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7033 N/A 3140QEY71 2050-09-01 2.5 N/A 16798082.00 8313085.01 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7131 N/A 3140QE4R0 2050-09-01 2.5 N/A 1024.00 448.81 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8600 N/A 3140QGRW9 2051-01-01 2.5 N/A 165000.00 77286.19 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0065 N/A 3140QKCB2 2051-04-01 2.5 N/A 44032.00 25389.87 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0178 N/A 3140QKFU7 2051-04-01 2.5 N/A 1024.00 679.79 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0362 N/A 3140QKML9 2051-05-01 2.5 N/A 42752.00 25310.81 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0517 N/A 3140QKSF6 2051-05-01 2.5 N/A 50000.00 31413.77 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0610 N/A 3140QKVC9 2051-05-01 2.5 N/A 49000.00 28474.72 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0702 N/A 3140QKX86 2051-06-01 2.5 N/A 56478058.00 37056897.84 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 N/A 1092959.00 663700.50 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1250 N/A 3140QLL87 2051-07-01 2.5 N/A 63811.00 39522.35 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1299 N/A 3140QLNR3 2051-08-01 2.5 N/A 1023.00 624.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1631 N/A 3140QLY59 2051-09-01 2.5 N/A 1026.00 618.05 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1662 N/A 3140QLZ41 2051-09-01 2.5 N/A 1024.00 618.24 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1669 N/A 3140QL2B1 2051-09-01 2.5 N/A 1024.00 622.10 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1672 N/A 3140QL2E5 2051-09-01 2.5 N/A 1024.00 623.61 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1674 N/A 3140QL2G0 2051-09-01 2.5 N/A 1024.00 615.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1867 N/A 3140QMCD4 2051-10-01 2.5 N/A 62000.00 40801.54 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2046 N/A 3140QMHY3 2051-11-01 2.5 N/A 1025.00 621.82 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2638 N/A 3140QM4Y7 2052-01-01 2.5 N/A 1000.00 667.12 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 N/A 199000.00 126016.41 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2863 N/A 3140QNFD9 2052-02-01 2.5 N/A 135000.00 80761.94 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3050 N/A 3140QNL83 2052-03-01 2.5 N/A 19000.00 13320.57 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3778 N/A 3140X7FU8 2050-08-01 2.5 N/A 190000.00 83643.35 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4545 N/A 3140X8BP1 2050-10-01 2.5 N/A 1594000.00 808571.16 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6780 N/A 3140XARA2 2051-04-01 2.5 N/A 1000.00 494.28 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8422 N/A 3140XCLC0 2051-08-01 2.5 N/A 4000.00 2533.05 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8786 N/A 3140XCXQ6 2051-10-01 2.5 N/A 200000.00 125412.02 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8954 N/A 3140XC5Q7 2051-10-01 2.5 N/A 1000.00 491.77 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8980 N/A 3140XC6S2 2051-09-01 2.5 N/A 548000.00 367904.85 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9086 N/A 3140XDCY0 2051-10-01 2.5 N/A 77475.00 50220.92 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9515 N/A 3140XDSD9 2051-11-01 2.5 N/A 2592148.00 1709361.06 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0024 N/A 3140XFA27 2051-09-01 2.5 N/A 1000.00 533.65 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0835 N/A 3140XF4V0 2052-03-01 2.5 N/A 100999.00 66419.53 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0879 N/A 3140XF6R7 2052-03-01 2.5 N/A 235000.00 151645.00 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1631 N/A 3140XGY52 2051-02-01 2.5 N/A 200000.00 128541.03 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2317 N/A 3140XHSF5 2052-04-01 2.5 N/A 1000.00 665.66 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3368 N/A 3140XJW66 2052-03-01 2.5 N/A 1000.00 671.90 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3615 N/A 3140XKAR1 2051-07-01 2.5 N/A 3531284.00 2412016.60 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4862 N/A 3140XLML9 2051-10-01 2.5 N/A 42000.00 30234.38 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6037 N/A 3140XMV78 2053-07-01 2.5 N/A 23312.00 17444.24 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6620 N/A 3140XNLA0 2052-03-01 2.5 N/A 1000.00 737.06 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6631 N/A 3140XNLM4 2052-07-01 2.5 N/A 17000.00 12896.68 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6925 N/A 3140XNVT8 2051-12-01 2.5 N/A 1000.00 750.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8027 N/A 3140XP4M8 2052-03-01 2.5 N/A 1000.00 750.45 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8686 N/A 3140XQUL9 2053-07-01 2.5 N/A 81000.00 63126.21 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4055 N/A 31418DQH8 2050-06-01 2.5 N/A 1000.00 334.21 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4256 N/A 31418DWS7 2050-01-01 2.5 N/A 600000.00 280966.53 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4326 N/A 31418DYY2 2051-05-01 2.5 N/A 171000.00 94246.40 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4493 N/A 31418D7F3 2051-12-01 2.5 N/A 1000.00 633.94 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4578 N/A 31418ECQ1 2052-04-01 2.5 N/A 348000.00 235093.73 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4910 N/A 31418EN48 2053-01-01 2.5 N/A 199312.00 136510.03 Agency Mortgage-Backed Securities FNMS 02.500 CTCB0100 N/A 3140QKDE5 2041-04-01 2.5 N/A 98000.00 57517.01 Agency Mortgage-Backed Securities FNMS 02.500 CTCB2113 N/A 3140QMK37 2041-11-01 2.5 N/A 1039000.00 657365.78 Agency Mortgage-Backed Securities FNMS 02.500 CTFS0697 N/A 3140XFX30 2042-02-01 2.5 N/A 3000.00 1801.21 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4587 N/A 31418ECZ1 2042-04-01 2.5 N/A 137480.00 89196.85 Agency Mortgage-Backed Securities FNMS 02.500 CWAB6466 N/A 31417DFG3 2027-10-01 2.5 N/A 2197993.00 72165.88 Agency Mortgage-Backed Securities FNMS 02.500 CWAB9717 N/A 31417GYP5 2028-06-01 2.5 N/A 1804747.00 39275.94 Agency Mortgage-Backed Securities FNMS 02.500 CWMA1335 N/A 31418APV4 2027-12-01 2.5 N/A 1704136.00 42423.61 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0479 N/A 3140FXQ96 2060-06-01 2.5 N/A 1002.00 463.41 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0408 N/A 3140FXN24 2046-08-01 2.5 N/A 1000.00 363.50 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1499000.00 105153.45 Agency Mortgage-Backed Securities FNMS 02.500 ZLFP0038 N/A 3140XTBG5 2052-01-25 2.5 N/A 4925461.00 3543714.99 Agency Mortgage-Backed Securities FNMS 03.000 CI890867 N/A 31410LW40 2032-06-01 3 N/A 498998.00 63685.43 Agency Mortgage-Backed Securities FNMS 03.000 CIAB4277 N/A 31417AXF1 2027-01-01 3 N/A 4258293.00 31382.46 Agency Mortgage-Backed Securities FNMS 03.000 CIAL9445 N/A 3138ERP79 2031-07-01 3 N/A 999000.00 109566.23 Agency Mortgage-Backed Securities FNMS 03.000 CIAS4206 N/A 3138WDU82 2030-01-01 3 N/A 6498581.00 350534.03 Agency Mortgage-Backed Securities FNMS 03.000 CIAW0938 N/A 3138XQBG5 2029-04-01 3 N/A 7107995.00 298514.71 Agency Mortgage-Backed Securities FNMS 03.000 CIBE3795 N/A 3140FPGD5 2032-07-01 3 N/A 3000.00 367.70 Agency Mortgage-Backed Securities FNMS 03.000 CIFA4170 N/A 3140W4T49 2035-06-01 3 N/A 1020.00 973.97 Agency Mortgage-Backed Securities FNMS 03.000 CIFM3422 N/A 3140X6YU9 2035-05-01 3 N/A 83260.00 25585.75 Agency Mortgage-Backed Securities FNMS 03.000 CIFM9063 N/A 3140XDB96 2035-05-01 3 N/A 320203.00 121778.15 Agency Mortgage-Backed Securities FNMS 03.000 CIFS1492 N/A 3140XGUS6 2033-11-01 3 N/A 1000.00 421.31 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3125 N/A 31418CPK4 2032-09-01 3 N/A 1000.00 111.11 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3409 N/A 31418CYF5 2033-07-01 3 N/A 352449.00 38235.34 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3798 N/A 31418DGG1 2034-10-01 3 N/A 1000.00 122.72 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3828 N/A 31418DHE5 2034-11-01 3 N/A 305000.00 41549.98 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3956 N/A 31418DME9 2035-03-01 3 N/A 262916.00 43630.67 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4604 N/A 31418EDJ6 2037-05-01 3 N/A 47005.00 27292.89 Agency Mortgage-Backed Securities FNMS 03.000 CJMA0964 N/A 31418ACA4 2027-01-01 3 N/A 7290400.00 26039.81 Agency Mortgage-Backed Securities FNMS 03.000 CKMA3811 N/A 31418DGV8 2049-10-01 3 N/A 1000.00 79.94 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8700 N/A 31417FU22 2043-03-01 3 N/A 658000.00 128882.93 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9241 N/A 31417GHT6 2043-05-01 3 N/A 4032.00 724.79 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ7185 N/A 3138MN6X3 2043-06-01 3 N/A 7081488.00 620019.38 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5165 N/A 3138WEW39 2045-06-01 3 N/A 402000.00 92088.77 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 N/A 3138WHER9 2046-06-01 3 N/A 36129664.00 5127450.44 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7882 N/A 3138WHXL1 2046-09-01 3 N/A 1024.00 236.04 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7904 N/A 3138WHYA4 2046-09-01 3 N/A 2370596.00 389334.92 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8109 N/A 3138WJAK4 2046-10-01 3 N/A 136992320.00 29706054.74 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8419 N/A 3138WJK98 2046-12-01 3 N/A 1000.00 299.80 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8483 N/A 3138WJM96 2046-12-01 3 N/A 10514524.00 2029815.30 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 N/A 30756000.00 6298684.53 Agency Mortgage-Backed Securities FNMS 03.000 CLAT5993 N/A 3138WTUT1 2043-05-01 3 N/A 3625200.00 456450.75 Agency Mortgage-Backed Securities FNMS 03.000 CLAY2259 N/A 3138YFQM9 2045-04-01 3 N/A 10996900.00 1932429.23 Agency Mortgage-Backed Securities FNMS 03.000 CLBC1493 N/A 3140EVUT2 2046-08-01 3 N/A 247061171.00 46181641.57 Agency Mortgage-Backed Securities FNMS 03.000 CLBD3278 N/A 3140FAUC4 2046-09-01 3 N/A 1000.00 190.08 Agency Mortgage-Backed Securities FNMS 03.000 CLBD6249 N/A 3140FD5K8 2046-11-01 3 N/A 1000.00 297.40 Agency Mortgage-Backed Securities FNMS 03.000 CLBD8064 N/A 3140FF6A4 2046-10-01 3 N/A 1024.00 204.49 Agency Mortgage-Backed Securities FNMS 03.000 CLBE0468 N/A 3140FKQW3 2046-10-01 3 N/A 1000.00 219.67 Agency Mortgage-Backed Securities FNMS 03.000 CLBE1289 N/A 3140FLNF1 2046-12-01 3 N/A 271546.00 90755.23 Agency Mortgage-Backed Securities FNMS 03.000 CLBH8154 N/A 3140GXBY6 2047-11-01 3 N/A 301485.00 68364.40 Agency Mortgage-Backed Securities FNMS 03.000 CLBO4645 N/A 3140K0ET1 2049-11-01 3 N/A 1280.00 449.77 Agency Mortgage-Backed Securities FNMS 03.000 CLBO7245 N/A 3140K3BP6 2050-01-01 3 N/A 1000.00 254.53 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5487 N/A 3140KDCZ1 2050-06-01 3 N/A 398000.00 98296.83 Agency Mortgage-Backed Securities FNMS 03.000 CLBP6345 N/A 3140KEBP2 2050-06-01 3 N/A 1000.00 453.62 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4197 N/A 3140MHUX5 2052-04-01 3 N/A 10000.00 6149.62 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8477 N/A 3140MNM37 2052-05-01 3 N/A 223000.00 140504.72 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8515 N/A 3140MNN93 2052-05-01 3 N/A 674868.00 479527.45 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6427 N/A 3140QED90 2050-07-01 3 N/A 728171.00 245645.45 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0189 N/A 3140QKF78 2051-04-01 3 N/A 294000.00 152535.58 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0397 N/A 3140QKNP9 2051-05-01 3 N/A 1000.00 525.58 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0912 N/A 3140QLAN6 2051-07-01 3 N/A 673124.00 454672.54 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 N/A 1024.00 733.05 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 N/A 697810.00 455590.58 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2170 N/A 3140QMMU5 2051-11-01 3 N/A 59000.00 36120.31 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2899 N/A 3140QNGH9 2052-02-01 3 N/A 478000.00 282258.92 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3237 N/A 3140QNS37 2052-03-01 3 N/A 70929.00 47321.86 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3833 N/A 3140QPHK6 2052-06-01 3 N/A 408000.00 293477.14 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3996 N/A 3140QPNN3 2052-06-01 3 N/A 1000.00 715.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1136 N/A 3140W1HN6 2048-02-01 3 N/A 1000.00 833.52 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1417 N/A 3140W1SF1 2047-12-01 3 N/A 11786360.00 9920705.35 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2523 N/A 3140W2YV7 2052-08-01 3 N/A 34140544.00 29616103.42 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4174 N/A 3140W4T80 2052-02-01 3 N/A 1008.00 900.07 Agency Mortgage-Backed Securities FNMS 03.000 CLFM0076 N/A 3140X3CN6 2050-03-01 3 N/A 101353.00 31929.39 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2582 N/A 3140X52Q5 2050-03-01 3 N/A 2589000.00 770910.84 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2870 N/A 3140X6FL0 2050-03-01 3 N/A 164000.00 60069.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6063 N/A 3140X9WZ4 2051-02-01 3 N/A 65974.00 34749.50 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6293 N/A 3140X97F6 2051-01-01 3 N/A 3000.00 1449.30 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8613 N/A 3140XCSB5 2050-11-01 3 N/A 178089.00 72381.71 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9134 N/A 3140XDEG7 2051-06-01 3 N/A 1000.00 546.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9242 N/A 3140XDHU3 2051-10-01 3 N/A 18685140.00 11375425.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9765 N/A 3140XDZ74 2051-11-01 3 N/A 49000.00 34333.71 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9919 N/A 3140XEAV6 2051-12-01 3 N/A 1000.00 638.67 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0331 N/A 3140XFLM1 2052-01-01 3 N/A 797000.00 509623.84 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0631 N/A 3140XFVZ1 2052-02-01 3 N/A 44000.00 28477.95 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0894 N/A 3140XF7G0 2051-10-01 3 N/A 589259.00 381393.85 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1097 N/A 3140XGGF0 2052-04-01 3 N/A 19000.00 13229.06 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 N/A 20534387.00 13197804.94 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1374 N/A 3140XGQ44 2052-03-01 3 N/A 165762.00 115027.20 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1820 N/A 3140XHAW7 2051-08-01 3 N/A 128000.00 82877.54 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1838 N/A 3140XHBG1 2051-12-01 3 N/A 73984.00 46762.37 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2122 N/A 3140XHLC9 2052-03-01 3 N/A 104000.00 70144.55 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2463 N/A 3140XHWZ6 2052-02-01 3 N/A 1100.00 752.01 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3275 N/A 3140XJT94 2052-04-01 3 N/A 205999.00 147347.30 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3756 N/A 3140XKE63 2051-05-01 3 N/A 1000.00 693.90 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4377 N/A 3140XK2K5 2052-04-01 3 N/A 306999.00 230434.85 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4515 N/A 3140XLAR9 2052-02-01 3 N/A 5442788.00 3856784.40 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5171 N/A 3140XLW95 2051-12-01 3 N/A 1000.00 740.01 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5491 N/A 3140XMC53 2052-07-01 3 N/A 482506.00 350972.89 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6731 N/A 3140XNPR9 2052-06-01 3 N/A 141000.00 103172.09 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7983 N/A 3140XP2R9 2053-10-01 3 N/A 1865790.00 1464953.54 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8874 N/A 3140XQ2G1 2052-06-01 3 N/A 94000.00 76263.50 Agency Mortgage-Backed Securities FNMS 03.000 CLFS9174 N/A 3140XRFQ3 2052-08-01 3 N/A 1990.00 1612.80 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3425 N/A 31418CYX6 2048-06-01 3 N/A 192997.00 33318.03 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3508 N/A 31418C3S1 2048-09-01 3 N/A 1000.00 139.53 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3774 N/A 31418DFQ0 2049-09-01 3 N/A 560629.00 71257.25 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4020 N/A 31418DPE6 2050-05-01 3 N/A 1569980.00 386429.41 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4357 N/A 31418DZX3 2051-06-01 3 N/A 1000.00 492.14 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4564 N/A 31418ECA6 2052-03-01 3 N/A 536052.00 353989.75 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4579 N/A 31418ECR9 2052-04-01 3 N/A 2000.00 1373.50 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4698 N/A 31418EGG9 2052-08-01 3 N/A 206000.00 150351.33 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3221 N/A 31418CSK1 2027-12-01 3 N/A 1000.00 44.32 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3900 N/A 31418DKN1 2030-01-01 3 N/A 7832112.00 833779.30 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3954 N/A 31418DMC3 2030-03-01 3 N/A 343741.00 37169.90 Agency Mortgage-Backed Securities FNMS 03.000 CQAY5608 N/A 3138YKGS6 2035-06-01 3 N/A 1422188.00 418868.78 Agency Mortgage-Backed Securities FNMS 03.000 CRMA2796 N/A 31418CDA9 2046-10-01 3 N/A 157722.00 37178.17 Agency Mortgage-Backed Securities FNMS 03.000 CTAB8857 N/A 31417FZX9 2033-04-01 3 N/A 2099000.00 247357.17 Agency Mortgage-Backed Securities FNMS 03.000 CTBJ2544 N/A 3140H3ZJ8 2037-12-01 3 N/A 1000.00 162.21 Agency Mortgage-Backed Securities FNMS 03.000 CTFM5783 N/A 3140X9M93 2038-06-01 3 N/A 838932.00 282861.69 Agency Mortgage-Backed Securities FNMS 03.000 CTFM7607 N/A 3140XBNZ9 2038-04-01 3 N/A 455000.00 165361.41 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1561 N/A 31418AWX2 2033-09-01 3 N/A 1000.00 118.22 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2087 N/A 31418BJ98 2034-11-01 3 N/A 4000.00 308.73 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2176 N/A 31418BM29 2035-02-01 3 N/A 3000.00 248.76 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2707 N/A 31418CAH7 2036-08-01 3 N/A 499006.00 68752.81 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2773 N/A 31418CCK8 2036-10-01 3 N/A 1000.00 153.52 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2832 N/A 31418CEE0 2036-12-01 3 N/A 1000.00 160.82 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3151 N/A 31418CQD9 2037-10-01 3 N/A 1491000.00 193051.38 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3988 N/A 31418DNE8 2040-04-01 3 N/A 1000.00 213.10 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4115 N/A 31418DSD5 2040-08-01 3 N/A 108825.00 30921.43 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4632 N/A 31418EEE6 2042-06-01 3 N/A 2000.00 1409.83 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4643 N/A 31418EER7 2042-05-01 3 N/A 898000.00 614011.02 Agency Mortgage-Backed Securities FNMS 03.000 CWMA1635 N/A 31418AY93 2028-09-01 3 N/A 2399928.00 122764.99 Agency Mortgage-Backed Securities FNMS 03.000 I4BM7362 N/A 3140JCFC3 2060-01-01 3 N/A 1088.00 781.39 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 675000.00 196469.93 Agency Mortgage-Backed Securities FNMS 03.500 CIAK5545 N/A 3138EAET0 2027-03-01 3.5 N/A 1028.00 14.44 Agency Mortgage-Backed Securities FNMS 03.500 CIAL9420 N/A 3138ERPE4 2031-08-01 3.5 N/A 1000.00 80.56 Agency Mortgage-Backed Securities FNMS 03.500 CIAV2078 N/A 3138XDJY7 2028-11-01 3.5 N/A 862857.00 37150.32 Agency Mortgage-Backed Securities FNMS 03.500 CICA3278 N/A 3140QAUC2 2034-04-01 3.5 N/A 193999.00 28293.38 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3090 N/A 3140X6NG2 2035-04-01 3.5 N/A 150000.00 28457.87 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3340 N/A 3140X6WA5 2035-05-01 3.5 N/A 881129.00 97815.03 Agency Mortgage-Backed Securities FNMS 03.500 CIFS6166 N/A 3140XMZ82 2036-12-01 3.5 N/A 1000.00 666.45 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3410 N/A 31418CYG3 2033-07-01 3.5 N/A 694000.00 55335.93 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3540 N/A 31418C5A8 2033-12-01 3.5 N/A 1000.00 74.59 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3898 N/A 31418DKL5 2035-01-01 3.5 N/A 292028.00 39349.70 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4930 N/A 31418EPQ7 2038-01-01 3.5 N/A 127706.00 80492.34 Agency Mortgage-Backed Securities FNMS 03.500 CLAB8579 N/A 31417FQ92 2043-02-01 3.5 N/A 794632.00 135517.95 Agency Mortgage-Backed Securities FNMS 03.500 CLAB8725 N/A 31417FVT2 2043-03-01 3.5 N/A 1024.00 195.08 Agency Mortgage-Backed Securities FNMS 03.500 CLAB9361 N/A 31417GMK9 2043-05-01 3.5 N/A 2000.00 316.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAK9435 N/A 3138EEPV5 2042-03-01 3.5 N/A 24529861.00 2033796.20 Agency Mortgage-Backed Securities FNMS 03.500 CLAL6954 N/A 3138EPWQ3 2045-06-01 3.5 N/A 1000.00 163.47 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9565 N/A 3138ERTX8 2046-09-01 3.5 N/A 1024.00 263.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8866 N/A 3138W6Z82 2043-06-01 3.5 N/A 663428.00 149484.84 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4770 N/A 3138WEJQ3 2045-04-01 3.5 N/A 84735488.00 7379634.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4996 N/A 3138WERS0 2045-05-01 3.5 N/A 43782272.00 3732029.44 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6339 N/A 3138WGBH6 2045-12-01 3.5 N/A 22633327.00 4433018.85 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 1024.00 257.15 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8583 N/A 3138WJRD2 2047-01-01 3.5 N/A 1024.00 145.19 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8689 N/A 3138WJUP1 2047-01-01 3.5 N/A 3000.00 675.17 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8922 N/A 3138WJ4G0 2047-03-01 3.5 N/A 2972868.00 602124.78 Agency Mortgage-Backed Securities FNMS 03.500 CLAY4198 N/A 3138YHUY4 2045-05-01 3.5 N/A 2650280.00 244830.71 Agency Mortgage-Backed Securities FNMS 03.500 CLAY5612 N/A 3138YKGW7 2045-06-01 3.5 N/A 1000.00 196.12 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ0862 N/A 3138YR5Y0 2045-07-01 3.5 N/A 249000.00 31574.62 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2078 N/A 3138YTJY1 2045-09-01 3.5 N/A 29363680.00 9509853.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2108 N/A 3138YTKW3 2045-10-01 3.5 N/A 1008.00 268.97 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ4775 N/A 3138YWJV0 2045-10-01 3.5 N/A 241999.00 25265.08 Agency Mortgage-Backed Securities FNMS 03.500 CLBD3833 N/A 3140FBHK9 2046-07-01 3.5 N/A 7550280.00 2988565.95 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2620 N/A 3140GQ4E3 2047-08-01 3.5 N/A 1024.00 154.28 Agency Mortgage-Backed Securities FNMS 03.500 CLBM2000 N/A 3140J6GJ0 2047-05-01 3.5 N/A 1000.00 135.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4897 N/A 3140J9NP2 2046-12-01 3.5 N/A 98991.00 26447.05 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5833 N/A 3140JAPT9 2047-05-01 3.5 N/A 385000.00 140273.58 Agency Mortgage-Backed Securities FNMS 03.500 CLBN0508 N/A 3140JGR64 2048-09-01 3.5 N/A 1000.00 90.34 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5409 N/A 3140JNAK6 2049-04-01 3.5 N/A 1000.00 186.57 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8123 N/A 3140JRAZ4 2049-04-01 3.5 N/A 1000.00 86.08 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1146 N/A 3140JVHY1 2049-06-01 3.5 N/A 296061.00 33022.53 Agency Mortgage-Backed Securities FNMS 03.500 CLBO5384 N/A 3140K06W3 2049-12-01 3.5 N/A 1153000.00 238101.47 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0687 N/A 3140Q7XR3 2042-11-01 3.5 N/A 638088.00 64247.62 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0995 N/A 3140Q8C94 2048-01-01 3.5 N/A 387000.00 110956.90 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3797 N/A 3140QBGF9 2049-07-01 3.5 N/A 2123840.00 779945.59 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 N/A 377003.00 43270.28 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3872 N/A 3140QBJS8 2049-07-01 3.5 N/A 274000.00 26455.91 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4429 N/A 3140QB4P0 2049-10-01 3.5 N/A 2055000.00 526694.49 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5354 N/A 3140QC5Q5 2050-03-01 3.5 N/A 475000.00 227775.22 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5847 N/A 3140QDP99 2049-12-01 3.5 N/A 1008.00 375.82 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7390 N/A 3140QFF87 2050-10-01 3.5 N/A 1000.00 519.20 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3126 N/A 3140QNPL0 2052-03-01 3.5 N/A 1297000.00 835374.12 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3174 N/A 3140QNQ47 2052-03-01 3.5 N/A 2000.00 1254.66 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3175 N/A 3140QNQ54 2052-03-01 3.5 N/A 1100008.00 726669.06 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3253 N/A 3140QNTK8 2052-04-01 3.5 N/A 1000.00 664.91 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 5878388.00 4308675.65 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 N/A 17000.00 12330.11 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4053 N/A 3140QPQF7 2052-07-01 3.5 N/A 939800.00 766328.70 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 N/A 102803.00 73331.14 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4113 N/A 3140QPSB4 2052-07-01 3.5 N/A 42000.00 30462.01 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4115 N/A 3140QPSD0 2052-07-01 3.5 N/A 33000.00 24160.71 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4361 N/A 3140QPZ34 2052-08-01 3.5 N/A 2000.00 1517.11 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4598 N/A 3140QQDC6 2052-09-01 3.5 N/A 396000.00 284706.50 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1219 N/A 3140W1K93 2049-08-01 3.5 N/A 1008.00 885.80 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4283 N/A 3140W4XM4 2047-07-01 3.5 N/A 2109.00 2021.93 Agency Mortgage-Backed Securities FNMS 03.500 CLFA4502 N/A 3140W5AC8 2051-10-01 3.5 N/A 18200331.00 16594250.88 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1010 N/A 3140X4DQ6 2048-07-01 3.5 N/A 1008.00 181.94 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2178 N/A 3140X5M42 2050-01-01 3.5 N/A 159000.00 38414.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2333 N/A 3140X5SX2 2050-02-01 3.5 N/A 146000.00 31977.44 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2523 N/A 3140X5YV9 2050-03-01 3.5 N/A 150999.00 29027.78 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3444 N/A 3140X6ZJ3 2050-04-01 3.5 N/A 1000.00 251.25 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4251 N/A 3140X7WM7 2049-12-01 3.5 N/A 303000.00 44917.86 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5001 N/A 3140X8RX7 2050-04-01 3.5 N/A 246000.00 49831.53 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 N/A 29000.00 9621.48 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9993 N/A 3140XEC77 2051-07-01 3.5 N/A 533800.00 268656.62 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1093 N/A 3140XGGB9 2052-04-01 3.5 N/A 1000.00 655.85 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1186 N/A 3140XGJ83 2050-01-01 3.5 N/A 198000.00 125956.68 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1419 N/A 3140XGSH3 2052-01-01 3.5 N/A 354000.00 223740.26 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1425 N/A 3140XGSP5 2052-05-01 3.5 N/A 99000.00 71567.06 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1603 N/A 3140XGX95 2052-05-01 3.5 N/A 399000.00 279986.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2126 N/A 3140XHLG0 2052-06-01 3.5 N/A 699000.00 517053.44 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3236 N/A 3140XJS20 2052-06-01 3.5 N/A 49530.00 35946.78 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3501 N/A 3140XJ3K7 2052-12-01 3.5 N/A 1000.00 716.90 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3508 N/A 3140XJ3S0 2048-02-01 3.5 N/A 19663.00 13443.19 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4928 N/A 3140XLPN2 2050-06-01 3.5 N/A 151430.00 114035.38 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4943 N/A 3140XLP51 2048-01-01 3.5 N/A 1000.00 772.79 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5134 N/A 3140XLV47 2049-12-01 3.5 N/A 3000.00 2216.97 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5563 N/A 3140XMFD3 2050-08-01 3.5 N/A 1024.00 778.22 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5985 N/A 3140XMUK0 2047-02-01 3.5 N/A 2052.00 1549.00 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8339 N/A 3140XQHR1 2053-07-01 3.5 N/A 1000.00 871.94 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3520 N/A 31418C4E1 2048-11-01 3.5 N/A 1000.00 92.78 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3745 N/A 31418DET5 2049-08-01 3.5 N/A 124988.00 12459.79 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3939 N/A 31418DLV2 2050-02-01 3.5 N/A 2006.00 274.88 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4258 N/A 31418DWU2 2050-01-01 3.5 N/A 1000.00 374.46 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 N/A 2000.00 1358.99 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 N/A 48000.00 35125.74 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4654 N/A 31418EE48 2052-07-01 3.5 N/A 10000.00 7455.71 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4731 N/A 31418EHH6 2052-09-01 3.5 N/A 1000.00 764.93 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3486 N/A 31418C2U7 2028-10-01 3.5 N/A 4000.00 155.89 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3650 N/A 31418DBU5 2029-04-01 3.5 N/A 1189000.00 75806.43 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3656 N/A 31418DB27 2029-05-01 3.5 N/A 397000.00 22477.94 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7335 N/A 31417EEH0 2042-12-01 3.5 N/A 4095.00 459.75 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1604376.00 273129.27 Agency Mortgage-Backed Securities FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 N/A 1000.00 180.90 Agency Mortgage-Backed Securities FNMS 03.500 CRBM7714 N/A 3140JCSC9 2046-02-01 3.5 N/A 1008.00 888.16 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1213 N/A 31418AK31 2042-10-01 3.5 N/A 405000.00 49490.27 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1283 N/A 31418AM96 2042-11-01 3.5 N/A 268476.00 38890.23 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 N/A 79584365.00 11314482.84 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1463 N/A 31418ATV0 2043-06-01 3.5 N/A 212997.00 33188.26 Agency Mortgage-Backed Securities FNMS 03.500 CTMA1608 N/A 31418AYE2 2033-10-01 3.5 N/A 2000.00 190.51 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2138 N/A 31418BLU8 2035-01-01 3.5 N/A 445999.00 40390.50 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3243 N/A 31418CS96 2038-01-01 3.5 N/A 1000.00 138.15 Agency Mortgage-Backed Securities FNMS 03.500 CW890725 N/A 31410LSN3 2030-12-01 3.5 N/A 2081.00 176.25 Agency Mortgage-Backed Securities FNMS 03.500 CWAL3441 N/A 3138EKZF5 2028-04-01 3.5 N/A 1000.00 20.65 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 N/A 7818608.00 2659906.95 Agency Mortgage-Backed Securities FNMS 03.500 REAE7780 N/A 31419JUE6 2040-12-01 3.5 N/A 1499000.00 107395.65 Agency Mortgage-Backed Securities FNMS 03.500 ZLFP0044 N/A 3140XTBN0 2050-10-25 3.5 N/A 36000.00 28962.93 Agency Mortgage-Backed Securities FNMS 04.000 CIBJ6881 N/A 3140H8UF0 2033-06-01 4 N/A 2206584.00 266894.83 Agency Mortgage-Backed Securities FNMS 04.000 CIBM4787 N/A 3140J9J93 2033-10-01 4 N/A 498000.00 83269.61 Agency Mortgage-Backed Securities FNMS 04.000 CICA2527 N/A 3140Q9YZ0 2033-10-01 4 N/A 923835.00 174265.70 Agency Mortgage-Backed Securities FNMS 04.000 CICA4070 N/A 3140QBQY7 2034-08-01 4 N/A 1633334.00 267616.21 Agency Mortgage-Backed Securities FNMS 04.000 CIFS2401 N/A 3140XHU39 2035-03-01 4 N/A 1756000.00 41683.62 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3353 N/A 31418CWP5 2033-04-01 4 N/A 671998.00 45050.53 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4776 N/A 31418EJW1 2037-10-01 4 N/A 1154990.00 651580.78 Agency Mortgage-Backed Securities FNMS 04.000 CKMA0626 N/A 31417YVU8 2041-01-01 4 N/A 1000.00 14.35 Agency Mortgage-Backed Securities FNMS 04.000 CKMA3524 N/A 31418C4J0 2048-11-01 4 N/A 2029.00 71.35 Agency Mortgage-Backed Securities FNMS 04.000 CLAB4617 N/A 31417BDX2 2042-03-01 4 N/A 1000.00 83.76 Agency Mortgage-Backed Securities FNMS 04.000 CLAK9847 N/A 3138EE5H8 2042-05-01 4 N/A 4087549.00 219291.31 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8191 N/A 3138ETC53 2045-12-01 4 N/A 1000.00 181.43 Agency Mortgage-Backed Securities FNMS 04.000 CLAL9578 N/A 3138ERUC2 2045-06-01 4 N/A 1439000.00 213126.88 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2976 N/A 3138WCJW4 2044-08-01 4 N/A 1000.00 95.99 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5314 N/A 3138WE3Y3 2045-07-01 4 N/A 394000.00 82504.87 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9453 N/A 3138WKQF5 2047-04-01 4 N/A 200000.00 31060.86 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9585 N/A 3138WKUK9 2047-05-01 4 N/A 1000.00 206.96 Agency Mortgage-Backed Securities FNMS 04.000 CLBC1452 N/A 3140EVTJ6 2046-07-01 4 N/A 1000.00 160.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBD7081 N/A 3140FE2P8 2047-03-01 4 N/A 3872956.00 427591.29 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9215 N/A 3140HBGZ5 2048-06-01 4 N/A 1280.00 130.30 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 N/A 3140J6GR2 2048-09-01 4 N/A 1231997.00 106848.02 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3744 N/A 3140J8ES8 2047-03-01 4 N/A 1024.00 275.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4341 N/A 3140J8ZF3 2048-02-01 4 N/A 1024.00 302.80 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4484 N/A 3140J86W8 2047-05-01 4 N/A 1024.00 198.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5482 N/A 3140JACU0 2049-02-01 4 N/A 4001.00 360.02 Agency Mortgage-Backed Securities FNMS 04.000 CLBN7664 N/A 3140JQQS5 2049-07-01 4 N/A 1000.00 156.45 Agency Mortgage-Backed Securities FNMS 04.000 CLBU0034 N/A 3140M1BC7 2051-08-01 4 N/A 579000.00 269172.02 Agency Mortgage-Backed Securities FNMS 04.000 CLBU8948 N/A 3140MA5J9 2052-04-01 4 N/A 2000.00 1370.66 Agency Mortgage-Backed Securities FNMS 04.000 CLBV6878 N/A 3140MLUC2 2052-04-01 4 N/A 2184584.00 1795539.01 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1241 N/A 3140MSLX1 2052-10-01 4 N/A 1000.00 800.88 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0549 N/A 3140Q7TF4 2047-10-01 4 N/A 1000.00 70.75 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1692 N/A 3140Q83A1 2048-05-01 4 N/A 1501000.00 264826.20 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2184 N/A 3140Q9NA7 2048-08-01 4 N/A 1003.00 208.73 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3336 N/A 3140QAV64 2049-04-01 4 N/A 4503969.00 1037933.73 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3828 N/A 3140QBHE1 2049-07-01 4 N/A 1000.00 197.45 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3320 N/A 3140QNVN9 2052-04-01 4 N/A 16029.00 11627.43 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 N/A 11884199.00 8480384.13 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 44117.00 33837.45 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3914 N/A 3140QPK48 2052-06-01 4 N/A 57000.00 41408.38 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4121 N/A 3140QPSK4 2052-07-01 4 N/A 168999.00 129155.04 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4156 N/A 3140QPTN7 2047-07-01 4 N/A 225000.00 139075.55 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4666 N/A 3140QQFG5 2052-09-01 4 N/A 25988384.00 19184515.98 Agency Mortgage-Backed Securities FNMS 04.000 CLFA1115 N/A 3140W1GZ0 2053-04-01 4 N/A 9461360.00 8442705.42 Agency Mortgage-Backed Securities FNMS 04.000 CLFA1122 N/A 3140W1G80 2053-07-01 4 N/A 4600136.00 3979153.16 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3007 N/A 3140W3KV0 2052-06-01 4 N/A 1024.00 960.33 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3077 N/A 3140W3M30 2054-03-01 4 N/A 4401864.00 4178158.94 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3664 N/A 3140W4CA3 2054-04-01 4 N/A 1280.00 1218.97 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1626 N/A 3140X4YY6 2048-11-01 4 N/A 302000.00 29325.33 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3664 N/A 3140X7CA5 2049-03-01 4 N/A 172001.00 25776.86 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5530 N/A 3140X9EC5 2050-11-01 4 N/A 5015.00 1525.04 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7777 N/A 3140XBUB4 2050-11-01 4 N/A 2593000.00 1160715.23 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7786 N/A 3140XBUL2 2049-01-01 4 N/A 2000.00 811.66 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7796 N/A 3140XBUW8 2048-06-01 4 N/A 319000.00 148179.14 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1448 N/A 3140XGTE9 2052-04-01 4 N/A 180000.00 113251.84 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1675 N/A 3140XG2H1 2052-04-01 4 N/A 1024.00 692.11 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1891 N/A 3140XHC54 2050-01-01 4 N/A 2011.00 1288.29 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2050 N/A 3140XHH42 2051-02-01 4 N/A 311633.00 198329.31 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2066 N/A 3140XHJL2 2052-06-01 4 N/A 64000.00 45730.66 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2190 N/A 3140XHNG8 2052-06-01 4 N/A 1000.00 712.15 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6257 N/A 3140XM5T9 2053-06-01 4 N/A 1000.00 798.72 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7107 N/A 3140XN3R3 2051-08-01 4 N/A 809000.00 654475.88 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7751 N/A 3140XPTH2 2053-03-01 4 N/A 19000.00 16288.34 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7968 N/A 3140XP2A6 2049-02-01 4 N/A 4612504.00 3732714.11 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2017 N/A 31418BG34 2044-08-01 4 N/A 258707.00 25627.81 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3088 N/A 31418CNE0 2047-08-01 4 N/A 987427.00 103216.94 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3121 N/A 31418CPF5 2047-09-01 4 N/A 1014.00 114.52 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 N/A 2000.00 232.41 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3277 N/A 31418CUB8 2048-01-01 4 N/A 237222.00 28260.77 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3687 N/A 31418DCZ3 2049-06-01 4 N/A 3000.00 276.63 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4626 N/A 31418ED80 2052-06-01 4 N/A 12000.00 8864.53 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 N/A 31418EHJ2 2052-09-01 4 N/A 182000.00 139537.50 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4804 N/A 31418EKS8 2052-11-01 4 N/A 297424.00 236528.43 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4962 N/A 31418EQQ6 2053-03-01 4 N/A 160048.00 131152.55 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5089 N/A 31418EUP3 2053-07-01 4 N/A 19000.00 15622.18 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5127 N/A 31418EVV9 2053-08-01 4 N/A 51001.00 42362.59 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5135 N/A 31418EV56 2053-09-01 4 N/A 536060.00 448013.29 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5177 N/A 31418EXF2 2053-10-01 4 N/A 94000.00 78545.16 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5236 N/A 31418EZA1 2053-12-01 4 N/A 1000.00 808.54 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5528 N/A 31418FEA1 2054-11-01 4 N/A 397177.00 359056.32 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5611 N/A 31418FGV3 2055-02-01 4 N/A 7000.00 6402.23 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5850 N/A 31418FQC4 2055-10-01 4 N/A 1000.00 949.24 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3550 N/A 31418C5L4 2028-12-01 4 N/A 575003.00 30408.89 Agency Mortgage-Backed Securities FNMS 04.000 CNMA5115 N/A 31418EVH0 2033-06-01 4 N/A 242400.00 154933.14 Agency Mortgage-Backed Securities FNMS 04.000 CNMA5348 N/A 31418E5J5 2034-03-01 4 N/A 818947.00 510619.04 Agency Mortgage-Backed Securities FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 N/A 1000.00 693.26 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1146 N/A 31418AHY7 2042-07-01 4 N/A 1000.00 92.66 Agency Mortgage-Backed Securities FNMS 04.000 CTAE4096 N/A 31419ERS0 2030-09-01 4 N/A 3215534.00 92779.30 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6041 N/A 3138ENWB1 2033-08-01 4 N/A 613000.00 51876.34 Agency Mortgage-Backed Securities FNMS 04.000 CTCA1343 N/A 3140Q8P58 2038-03-01 4 N/A 1009.00 141.83 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0908 N/A 31418AAJ7 2031-11-01 4 N/A 5664452.00 252022.13 Agency Mortgage-Backed Securities FNMS 04.000 CTMA1764 N/A 31418A6A1 2034-01-01 4 N/A 867126.00 82181.33 Agency Mortgage-Backed Securities FNMS 04.000 CV890615 N/A 31410LN81 2029-06-01 4 N/A 1000.00 39.62 Agency Mortgage-Backed Securities FNMS 04.000 GL932168 N/A 31412QTZ2 2039-09-01 4 N/A 1000.00 56.89 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0319 N/A 3140FXK92 2048-07-01 4 N/A 1606000.00 512424.92 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0104 N/A 3140FXDJ8 2056-02-01 4 N/A 272959.00 80512.87 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0656 N/A 3140FXWS7 2062-06-01 4 N/A 1024.00 732.12 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 1000.00 299.24 Agency Mortgage-Backed Securities FNMS 04.500 CI890882 N/A 31410LXK3 2034-02-01 4.5 N/A 3126.00 314.61 Agency Mortgage-Backed Securities FNMS 04.500 CI890897 N/A 31410LX23 2034-04-01 4.5 N/A 1005000.00 153593.01 Agency Mortgage-Backed Securities FNMS 04.500 CICB4514 N/A 3140QQAQ8 2037-09-01 4.5 N/A 364946.00 197530.80 Agency Mortgage-Backed Securities FNMS 04.500 CICB4990 N/A 3140QQRL1 2037-11-01 4.5 N/A 110823.00 66283.15 Agency Mortgage-Backed Securities FNMS 04.500 CICB4991 N/A 3140QQRM9 2037-10-01 4.5 N/A 169837.00 86602.33 Agency Mortgage-Backed Securities FNMS 04.500 CIFM7184 N/A 3140XA6W7 2034-01-01 4.5 N/A 1491180.00 492114.03 Agency Mortgage-Backed Securities FNMS 04.500 CIFS7113 N/A 3140XN3X0 2039-02-01 4.5 N/A 3004.00 2207.71 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0898 N/A 31417Y7L5 2041-10-01 4.5 N/A 998000.00 54501.39 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7936 N/A 3138EQZA3 2045-09-01 4.5 N/A 65228.00 11164.09 Agency Mortgage-Backed Securities FNMS 04.500 CLAS4354 N/A 3138WDZU8 2045-01-01 4.5 N/A 1000.00 158.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9284 N/A 3140GYJ67 2048-02-01 4.5 N/A 1000.00 256.61 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ9264 N/A 3140HBJJ8 2048-06-01 4.5 N/A 1000.00 310.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5568 N/A 3140JAFJ2 2049-02-01 4.5 N/A 278000.00 88382.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1628 N/A 3140JHY23 2048-11-01 4.5 N/A 1000.00 85.53 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6710 N/A 3140JPN43 2049-06-01 4.5 N/A 1057.00 305.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBO1766 N/A 3140JV6C1 2049-07-01 4.5 N/A 1000.00 140.46 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2615 N/A 3140MF3Z4 2052-07-01 4.5 N/A 43000.00 27705.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2623 N/A 3140MF4H3 2052-07-01 4.5 N/A 99000.00 72660.64 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 N/A 74000.00 45374.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1442 N/A 3140MSS89 2052-06-01 4.5 N/A 7776408.00 5357630.66 Agency Mortgage-Backed Securities FNMS 04.500 CLBW6288 N/A 3140MX7A6 2052-08-01 4.5 N/A 2000.00 1523.83 Agency Mortgage-Backed Securities FNMS 04.500 CLBW9774 N/A 3140N22G5 2053-06-01 4.5 N/A 149981.00 142139.85 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0086 N/A 3140N4CY1 2052-10-01 4.5 N/A 1000.00 746.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0507 N/A 3140N4R58 2052-10-01 4.5 N/A 1104.00 890.05 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1558 N/A 3140Q8WU5 2048-04-01 4.5 N/A 187504384.00 36608962.94 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2208 N/A 3140Q9N25 2048-08-01 4.5 N/A 1000.00 104.07 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2580 N/A 3140Q92N2 2048-11-01 4.5 N/A 1000.00 277.14 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2956 N/A 3140QAJA9 2049-01-01 4.5 N/A 1024.00 142.01 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4341 N/A 3140QPZF7 2052-08-01 4.5 N/A 4000.00 2961.77 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4386 N/A 3140QP2U0 2052-08-01 4.5 N/A 3000.00 2142.41 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 N/A 47000.00 37393.76 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5534 N/A 3140QREG4 2053-01-01 4.5 N/A 1000.00 808.68 Agency Mortgage-Backed Securities FNMS 04.500 CLCB8656 N/A 3140QUTN6 2054-06-01 4.5 N/A 779040.00 701538.18 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1183 N/A 3140Y7J58 2055-10-01 4.5 N/A 4024.00 3898.64 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1665 N/A 3140Y7Z76 2055-12-01 4.5 N/A 18870273.00 18483614.49 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1812 N/A 3140Y8AN6 2056-01-01 4.5 N/A 1000.00 987.13 Agency Mortgage-Backed Securities FNMS 04.500 CLDC0453 N/A 3140AMQF1 2054-10-01 4.5 N/A 586324.00 449759.06 Agency Mortgage-Backed Securities FNMS 04.500 CLDF3808 N/A 3140BUGS5 2055-12-01 4.5 N/A 1000.00 987.68 Agency Mortgage-Backed Securities FNMS 04.500 CLDF5657 N/A 3140BWJB5 2050-11-01 4.5 N/A 1535512.00 1509703.81 Agency Mortgage-Backed Securities FNMS 04.500 CLDF6429 N/A 3140BXEB8 2055-12-01 4.5 N/A 2000.00 1980.76 Agency Mortgage-Backed Securities FNMS 04.500 CLDF6631 N/A 3140BXLM6 2055-11-01 4.5 N/A 200571.00 198329.08 Agency Mortgage-Backed Securities FNMS 04.500 CLDF9889 N/A 3140U17B5 2056-01-01 4.5 N/A 1000.00 985.61 Agency Mortgage-Backed Securities FNMS 04.500 CLFA0655 N/A 3140W0WR2 2055-02-01 4.5 N/A 1024.00 965.48 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1671 N/A 3140X42D7 2049-10-01 4.5 N/A 2299000.00 510483.71 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2745 N/A 3140X6BP5 2050-03-01 4.5 N/A 398999.00 80245.10 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5839 N/A 3140X9PZ2 2050-05-01 4.5 N/A 199000.00 46365.75 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2045 N/A 3140XHHX8 2043-12-01 4.5 N/A 113890.00 70212.67 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2157 N/A 3140XHMF1 2052-06-01 4.5 N/A 1000.00 696.39 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2583 N/A 3140XH2R7 2052-08-01 4.5 N/A 1024.00 864.46 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 N/A 70299.00 53093.41 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3836 N/A 3140XKHN3 2053-01-01 4.5 N/A 98999.00 71651.99 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5865 N/A 3140XMQT6 2053-01-01 4.5 N/A 1000.00 849.94 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7284 N/A 3140XPCW7 2053-12-01 4.5 N/A 10699872.00 8806873.13 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7338 N/A 3140XPEL9 2053-09-01 4.5 N/A 4495740.00 4074569.07 Agency Mortgage-Backed Securities FNMS 04.500 CLFS8813 N/A 3140XQYK7 2053-06-01 4.5 N/A 84000.00 75305.58 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3945 N/A 31418DL34 2050-02-01 4.5 N/A 3419264.00 444574.42 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4701 N/A 31418EGK0 2052-08-01 4.5 N/A 32160110.00 24347878.41 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 N/A 33414125.00 25503225.50 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4784 N/A 31418EJ68 2052-10-01 4.5 N/A 6388587.00 4844838.23 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 N/A 1908883.00 1502908.84 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4977 N/A 31418EQ78 2053-04-01 4.5 N/A 1000.00 816.77 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5105 N/A 31418EU73 2053-08-01 4.5 N/A 393000.00 332752.86 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5188 N/A 31418EXS4 2053-11-01 4.5 N/A 135000.00 117660.62 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5293 N/A 31418E3B4 2054-03-01 4.5 N/A 5000.00 4385.68 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 N/A 2519552.00 2368587.36 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5877 N/A 31418FQ75 2055-11-01 4.5 N/A 87850.00 85644.35 Agency Mortgage-Backed Securities FNMS 04.500 CNMA5024 N/A 31418ESN1 2033-05-01 4.5 N/A 412249.00 195710.72 Agency Mortgage-Backed Securities FNMS 04.500 CNMA5288 N/A 31418E2W9 2034-02-01 4.5 N/A 789382.00 589453.40 Agency Mortgage-Backed Securities FNMS 04.500 CTAL4549 N/A 3138EMBT7 2032-01-01 4.5 N/A 888000.00 41242.02 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0115 N/A 31417YDV6 2029-07-01 4.5 N/A 46775482.00 374724.69 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0200 N/A 31417YGJ0 2029-10-01 4.5 N/A 4000.00 48.68 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0734 N/A 31417YY84 2031-05-01 4.5 N/A 982978.00 26815.68 Agency Mortgage-Backed Securities FNMS 04.500 CTMA2169 N/A 31418BMT0 2034-12-01 4.5 N/A 1317670.00 177483.05 Agency Mortgage-Backed Securities FNMS 04.500 CTMA3591 N/A 31418C7D0 2039-02-01 4.5 N/A 1000.00 106.62 Agency Mortgage-Backed Securities FNMS 04.500 GLBM6653 N/A 3140JBMB9 2040-07-01 4.5 N/A 483091.00 207656.61 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0118 N/A 3140FXDY5 2056-06-01 4.5 N/A 1000.00 212.24 Agency Mortgage-Backed Securities FNMS 04.500 ZL310167 N/A 31374CQU3 2044-02-01 4.5 N/A 1000.00 108.75 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5507 N/A 31418FDM6 2039-10-01 5 N/A 136449.00 98879.58 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5590 N/A 31418FF85 2040-01-01 5 N/A 1000.00 769.20 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5617 N/A 31418FG35 2040-02-01 5 N/A 10000.00 7285.70 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5916 N/A 31418FSE8 2040-12-01 5 N/A 222400.00 219884.48 Agency Mortgage-Backed Securities FNMS 05.000 CKMA4718 N/A 31418EG46 2052-07-01 5 N/A 120999.00 97119.43 Agency Mortgage-Backed Securities FNMS 05.000 CL888344 N/A 31410F5D3 2035-10-01 5 N/A 6498995.00 74782.87 Agency Mortgage-Backed Securities FNMS 05.000 CL995245 N/A 31416BTA6 2039-01-01 5 N/A 10200000.00 85137.91 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5098 N/A 3140J9UY5 2048-12-01 5 N/A 529000.00 100503.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4303 N/A 3140JLX90 2048-12-01 5 N/A 1642000.00 263080.32 Agency Mortgage-Backed Securities FNMS 05.000 CLBP1925 N/A 3140K9D71 2050-04-01 5 N/A 1724558.00 292857.91 Agency Mortgage-Backed Securities FNMS 05.000 CLBP9142 N/A 3140KHEQ0 2050-07-01 5 N/A 1000.00 349.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBP9186 N/A 3140KHF48 2050-08-01 5 N/A 1777942.00 375590.17 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9858512.00 8891750.66 Agency Mortgage-Backed Securities FNMS 05.000 CLBU4913 N/A 3140M6N74 2054-08-01 5 N/A 65345.00 55950.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 N/A 231000.00 153102.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4925 N/A 3140MWPK6 2053-04-01 5 N/A 267472.00 210346.89 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6307 N/A 3140MYAH5 2052-08-01 5 N/A 290000.00 185520.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9916 N/A 3140N3AS8 2052-10-01 5 N/A 393000.00 271916.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBX4207 N/A 3140N8U97 2053-01-01 5 N/A 1000.00 767.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6086 N/A 3140NAXQ1 2053-03-01 5 N/A 159428.00 94162.37 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7581 N/A 3140NCM71 2053-03-01 5 N/A 117613.00 94081.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9135 N/A 3140NEEH4 2053-04-01 5 N/A 1000.00 784.25 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9144 N/A 3140NEES0 2053-04-01 5 N/A 31727.00 30450.44 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9419 N/A 3140NEPD1 2053-03-01 5 N/A 298000.00 210700.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0545 N/A 3140NGTB6 2053-05-01 5 N/A 1000.00 801.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0945 N/A 3140NHBP2 2053-05-01 5 N/A 1000.00 805.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBY2247 N/A 3140NJP99 2053-05-01 5 N/A 430774.00 363335.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBY2251 N/A 3140NJQD9 2053-05-01 5 N/A 1000.00 768.81 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4181 N/A 3140NLUF4 2053-06-01 5 N/A 386859.00 298383.17 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2652 N/A 3140Q95N9 2048-11-01 5 N/A 1000.00 114.44 Agency Mortgage-Backed Securities FNMS 05.000 CLCA3985 N/A 3140QBNB0 2049-08-01 5 N/A 1000.00 148.80 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3929 N/A 3140QPLK1 2052-06-01 5 N/A 1000.00 734.46 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4621 N/A 3140QQD36 2052-09-01 5 N/A 330260.00 254432.27 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4782 N/A 3140QQJ48 2052-10-01 5 N/A 1040.00 806.91 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4834 N/A 3140QQLQ6 2052-10-01 5 N/A 50893.00 39676.25 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5276 N/A 3140QQ2J3 2052-12-01 5 N/A 11373136.00 8100540.82 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5450 N/A 3140QRBU6 2053-01-01 5 N/A 5000.00 4148.52 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6177 N/A 3140QR2K8 2053-05-01 5 N/A 2112.00 1806.98 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6250 N/A 3140QR5L3 2053-05-01 5 N/A 1008.00 788.16 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6691 N/A 3140QSNH0 2053-07-01 5 N/A 39618112.00 29510818.96 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8972 N/A 3140QU6J0 2054-08-01 5 N/A 1050.00 976.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8974 N/A 3140QU6L5 2054-08-01 5 N/A 238660.00 223723.60 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9373 N/A 3140QVMX9 2054-10-01 5 N/A 1000.00 959.59 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9473 N/A 3140QVQ31 2054-11-01 5 N/A 2000.00 1824.59 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9476 N/A 3140QVQ64 2054-11-01 5 N/A 18138.00 17206.37 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9646 N/A 3140QVWG5 2054-12-01 5 N/A 12812976.00 12171850.77 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0233 N/A 3140Y6HK9 2055-04-01 5 N/A 1024.00 995.52 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0833 N/A 3140Y64T4 2055-08-01 5 N/A 1024.00 1021.57 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0981 N/A 3140Y7CT3 2055-09-01 5 N/A 2048.00 2036.39 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0996 N/A 3140Y7DA3 2055-09-01 5 N/A 1024.00 1022.70 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1199 N/A 3140Y7KM9 2055-10-01 5 N/A 1000.00 1007.62 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1431 N/A 3140Y7SV1 2055-11-01 5 N/A 1040.00 1048.45 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1501 N/A 3140Y7U30 2055-11-01 5 N/A 1024.00 1010.87 Agency Mortgage-Backed Securities FNMS 05.000 CLDB8678 N/A 3140AJUC0 2054-07-01 5 N/A 1000.00 872.75 Agency Mortgage-Backed Securities FNMS 05.000 CLDC3674 N/A 3140ARCL2 2054-10-01 5 N/A 3001.00 3004.55 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5602 N/A 3140ATGL4 2054-10-01 5 N/A 1704070.00 1653754.90 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6993 N/A 3140AUXX6 2054-12-01 5 N/A 2000.00 1901.07 Agency Mortgage-Backed Securities FNMS 05.000 CLDD3220 N/A 3140B3SJ2 2055-02-01 5 N/A 684079.00 688678.00 Agency Mortgage-Backed Securities FNMS 05.000 CLDF0421 N/A 3140BQPF2 2055-10-01 5 N/A 1000.00 1006.31 Agency Mortgage-Backed Securities FNMS 05.000 CLDF2432 N/A 3140BSV20 2055-11-01 5 N/A 1000.00 1017.49 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 N/A 42820298.00 42935532.49 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4374 N/A 3140BU2G6 2055-11-01 5 N/A 1000.00 995.12 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5367 N/A 3140BV6D7 2055-12-01 5 N/A 1000.00 1016.15 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6316 N/A 3140BXAS5 2055-12-01 5 N/A 1000.00 1007.92 Agency Mortgage-Backed Securities FNMS 05.000 CLDF9693 N/A 3140U1XX8 2056-01-01 5 N/A 1000.00 1004.73 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1026 N/A 3140U4D89 2056-02-01 5 N/A 2017100.00 2027620.75 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1028 N/A 3140U4EA3 2056-02-01 5 N/A 5452728.00 5482073.37 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0035 N/A 3140W0BD6 2054-12-01 5 N/A 1024.00 964.86 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1544 N/A 3140W1WE9 2055-05-01 5 N/A 1000.00 970.15 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1953 N/A 3140W2E31 2053-11-01 5 N/A 1000.00 926.01 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2198 N/A 3140W2NQ0 2055-07-01 5 N/A 1024.00 988.77 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3408 N/A 3140W3YE3 2055-06-01 5 N/A 1024.00 1007.99 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3751 N/A 3140W4EZ6 2055-12-01 5 N/A 1024.00 1029.89 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3851 N/A 3140W4H59 2055-12-01 5 N/A 2050.00 2067.20 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4162 N/A 3140W4TU1 2056-01-01 5 N/A 1040.00 1042.25 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4191 N/A 3140W4UR6 2056-01-01 5 N/A 7168.00 7216.01 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4231 N/A 3140W4VZ7 2056-01-01 5 N/A 1009.00 1018.72 Agency Mortgage-Backed Securities FNMS 05.000 CLFS1446 N/A 3140XGTC3 2051-01-01 5 N/A 149000.00 83028.07 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2620 N/A 3140XH4E4 2052-08-01 5 N/A 19000.00 14132.42 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2906 N/A 3140XJGQ0 2052-09-01 5 N/A 111000.00 76096.11 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3941 N/A 3140XKLX6 2053-02-01 5 N/A 1000.00 731.00 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5772 N/A 3140XMMW3 2053-06-01 5 N/A 198999.00 156136.55 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6468 N/A 3140XNFJ8 2053-10-01 5 N/A 1000.00 719.68 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7131 N/A 3140XN4R2 2054-02-01 5 N/A 5000.00 4351.92 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 N/A 1000.00 861.22 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7303 N/A 3140XPDH9 2053-07-01 5 N/A 1000.00 901.17 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8880 N/A 3140XQ2N6 2054-06-01 5 N/A 1000.00 932.24 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9102 N/A 3140XRDG7 2054-02-01 5 N/A 98999.00 86258.88 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9798 N/A 3140XR3G8 2054-11-01 5 N/A 200000.00 187225.98 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9840 N/A 3140XR5A9 2054-06-01 5 N/A 1024.00 905.12 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9944 N/A 3140XSBN2 2054-08-01 5 N/A 29929024.00 26763494.05 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4146 N/A 31418DTC6 2050-09-01 5 N/A 225213.00 41940.46 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4709 N/A 31418EGT1 2052-07-01 5 N/A 165000.00 119287.07 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4737 N/A 31418EHP8 2052-08-01 5 N/A 135769.00 97117.65 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4761 N/A 31418EJF8 2052-09-01 5 N/A 97000.00 71503.78 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4785 N/A 31418EJ76 2052-10-01 5 N/A 333016.00 243150.24 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 N/A 1024.00 789.76 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4841 N/A 31418ELX6 2052-12-01 5 N/A 60000.00 46899.64 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 N/A 556322.00 456224.57 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 N/A 8000.00 6630.05 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5137 N/A 31418EV72 2053-09-01 5 N/A 7000.00 5871.55 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5530 N/A 31418FEC7 2054-11-01 5 N/A 1024.00 938.46 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 N/A 13065445.00 12075688.29 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5672 N/A 31418FJS7 2055-04-01 5 N/A 145000.00 138833.50 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5971 N/A 31418FT56 2056-01-01 5 N/A 1007.00 1012.25 Agency Mortgage-Backed Securities FNMS 05.000 CNCB5952 N/A 3140QRTJ2 2033-03-01 5 N/A 1253406.00 656131.34 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5100 N/A 31418EU24 2033-07-01 5 N/A 104994.00 48797.43 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0268 N/A 31417YJN8 2029-12-01 5 N/A 4002.00 69.29 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5740 N/A 31418FLW5 2045-06-01 5 N/A 1024875.00 904167.38 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5955 N/A 31418FTM9 2046-01-01 5 N/A 2027.00 2040.32 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 123878.00 75870.80 Agency Mortgage-Backed Securities FNMS 05.150 CAAC4312 N/A 31417NYJ4 2039-09-01 5.15 N/A 98269.00 46002.75 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5219 N/A 31418EYR5 2038-12-01 5.5 N/A 412500.00 217513.86 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5300 N/A 31418E3J7 2039-03-01 5.5 N/A 1000.00 541.24 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5330 N/A 31418E4Q0 2039-04-01 5.5 N/A 18000.00 10592.89 Agency Mortgage-Backed Securities FNMS 05.500 CL888099 N/A 31410FUY9 2035-08-01 5.5 N/A 8824993.00 97890.23 Agency Mortgage-Backed Securities FNMS 05.500 CL985530 N/A 31415PY36 2038-06-01 5.5 N/A 9211824.00 57409.04 Agency Mortgage-Backed Securities FNMS 05.500 CLBV6028 N/A 3140MKVW9 2055-09-01 5.5 N/A 1000.00 1015.76 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0553 N/A 3140N4TK3 2052-10-01 5.5 N/A 99000.00 66975.59 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4219 N/A 3140N8VM7 2053-01-01 5.5 N/A 136920.00 92391.50 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8626 N/A 3140NDSQ1 2053-04-01 5.5 N/A 199000.00 154552.87 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0630 N/A 3140NGVY3 2053-04-01 5.5 N/A 63423.00 62907.12 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2603 N/A 3140NJ3M4 2053-08-01 5.5 N/A 211944.00 154573.38 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2840 N/A 3140NKEN7 2053-06-01 5.5 N/A 1000.00 757.73 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3269 N/A 3140NKT35 2053-06-01 5.5 N/A 48250.00 47910.82 Agency Mortgage-Backed Securities FNMS 05.500 CLBY9175 N/A 3140NSFR0 2053-09-01 5.5 N/A 1000.00 875.06 Agency Mortgage-Backed Securities FNMS 05.500 CLCA3257 N/A 3140QATP5 2049-03-01 5.5 N/A 284012.00 70811.52 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4911 N/A 3140QQN50 2052-10-01 5.5 N/A 12000000.00 8756885.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5137 N/A 3140QQV77 2052-11-01 5.5 N/A 35516288.00 26822661.71 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5462 N/A 3140QRB85 2053-01-01 5.5 N/A 392168.00 266226.46 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 N/A 7551873.00 6307585.54 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5774 N/A 3140QRMY6 2053-02-01 5.5 N/A 1024840.00 896892.94 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6867 N/A 3140QSTZ4 2053-08-01 5.5 N/A 41000.00 34090.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 N/A 1024.00 845.79 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7114 N/A 3140QS3Y5 2053-09-01 5.5 N/A 1000.00 804.70 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8323 N/A 3140QUG91 2054-04-01 5.5 N/A 6000.00 5287.36 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8491 N/A 3140QUNH5 2054-05-01 5.5 N/A 1000.00 812.17 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8685 N/A 3140QUUK0 2054-06-01 5.5 N/A 1000.00 920.74 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 N/A 201868.00 191100.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9365 N/A 3140QVMP6 2054-10-01 5.5 N/A 1024.00 973.78 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9437 N/A 3140QVPX6 2054-11-01 5.5 N/A 1024.00 955.06 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9659 N/A 3140QVWV2 2054-12-01 5.5 N/A 5411352.00 5096295.39 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9666 N/A 3140QVW42 2054-12-01 5.5 N/A 1000.00 961.53 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9969 N/A 3140QWCF7 2055-02-01 5.5 N/A 36368640.00 34957800.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0245 N/A 3140Y6HX1 2055-04-01 5.5 N/A 3000.00 2595.30 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0247 N/A 3140Y6HZ6 2055-04-01 5.5 N/A 1000.00 1006.23 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0393 N/A 3140Y6NK2 2055-05-01 5.5 N/A 1024.00 1007.07 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0432 N/A 3140Y6PS3 2055-05-01 5.5 N/A 2048.00 2064.06 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0525 N/A 3140Y6SP6 2055-06-01 5.5 N/A 1000.00 1013.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0848 N/A 3140Y65J5 2055-08-01 5.5 N/A 2309824.00 2326007.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0861 N/A 3140Y65X4 2055-08-01 5.5 N/A 1024.00 991.68 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0982 N/A 3140Y7CU0 2055-09-01 5.5 N/A 1024.00 1031.45 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1010 N/A 3140Y7DQ8 2055-09-01 5.5 N/A 4465383.00 4500547.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1011 N/A 3140Y7DR6 2055-09-01 5.5 N/A 6122891.00 6202666.61 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1168 N/A 3140Y7JN9 2055-10-01 5.5 N/A 1008.00 1029.51 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1219 N/A 3140Y7K98 2055-10-01 5.5 N/A 3072.00 3111.86 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1440 N/A 3140Y7S66 2055-11-01 5.5 N/A 8734740.00 8566725.34 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1693 N/A 3140Y73B2 2055-12-01 5.5 N/A 1008.00 1033.98 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1694 N/A 3140Y73C0 2055-12-01 5.5 N/A 1044.00 1070.56 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1699 N/A 3140Y73H9 2055-12-01 5.5 N/A 18192589.00 18578942.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9466 N/A 3140YXQU8 2054-02-01 5.5 N/A 2000.00 1402.73 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0430 N/A 3140A9PQ7 2054-04-01 5.5 N/A 1000.00 963.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0752 N/A 3140A9ZS2 2054-03-01 5.5 N/A 1000.00 369.46 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3709 N/A 3140ADDP3 2054-07-01 5.5 N/A 2000.00 1735.46 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5276 N/A 3140AE2J7 2054-06-01 5.5 N/A 941608.00 795715.86 Agency Mortgage-Backed Securities FNMS 05.500 CLDE9111 N/A 3140BNDR6 2055-10-01 5.5 N/A 52072.00 49654.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0775 N/A 3140BQ2H3 2055-10-01 5.5 N/A 1000.00 1017.44 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1674 N/A 3140BR2G3 2055-10-01 5.5 N/A 1000.00 1019.04 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1792 N/A 3140BR7E3 2055-10-01 5.5 N/A 1000.00 1017.27 Agency Mortgage-Backed Securities FNMS 05.500 CLDF2449 N/A 3140BSWK9 2055-12-01 5.5 N/A 256680.00 262607.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDF2472 N/A 3140BSXA0 2055-12-01 5.5 N/A 1008.00 1045.88 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3198 N/A 3140BTRU1 2055-11-01 5.5 N/A 1000.00 1036.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4646 N/A 3140BVEU0 2055-11-01 5.5 N/A 1000.00 1012.91 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5952 N/A 3140BWTJ7 2055-12-01 5.5 N/A 2000.00 2062.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6090 N/A 3140BWXU7 2056-01-01 5.5 N/A 1000.00 1027.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6417 N/A 3140BXDX1 2055-12-01 5.5 N/A 1001.00 1027.10 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6418 N/A 3140BXDY9 2055-12-01 5.5 N/A 1001.00 1025.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6439 N/A 3140BXEM4 2055-12-01 5.5 N/A 7247638.00 7422484.38 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6916 N/A 3140BXVJ2 2055-12-01 5.5 N/A 1010.00 1037.12 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7410 N/A 3140BYGU2 2055-12-01 5.5 N/A 1008.00 1030.11 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8582 N/A 3140U0RC3 2056-01-01 5.5 N/A 1014.00 1045.44 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8786 N/A 3140U0XQ5 2056-01-01 5.5 N/A 1000.00 1030.77 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0243 N/A 3140W0HV0 2054-12-01 5.5 N/A 469947.00 447472.31 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0501 N/A 3140W0RX5 2055-01-01 5.5 N/A 1000.00 968.95 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0502 N/A 3140W0RY3 2055-02-01 5.5 N/A 6225152.00 6116551.37 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0863 N/A 3140W05Z4 2055-03-01 5.5 N/A 1024.00 956.61 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0907 N/A 3140W1AH6 2054-09-01 5.5 N/A 5240.00 5025.55 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1736 N/A 3140W14W0 2054-06-01 5.5 N/A 1024.00 939.20 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2127 N/A 3140W2LH2 2055-06-01 5.5 N/A 1024.00 942.56 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2293 N/A 3140W2RP8 2055-08-01 5.5 N/A 1024.00 1022.43 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2295 N/A 3140W2RR4 2055-07-01 5.5 N/A 1024.00 1020.47 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3261 N/A 3140W3TT6 2055-10-01 5.5 N/A 1040.00 1048.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3507 N/A 3140W33R8 2055-11-01 5.5 N/A 2023.00 2078.30 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3847 N/A 3140W4HZ3 2055-10-01 5.5 N/A 431680.00 445855.32 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4527 N/A 3140XLA57 2053-04-01 5.5 N/A 634000.00 473584.04 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4776 N/A 3140XLJW9 2053-03-01 5.5 N/A 85000.00 56794.01 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4872 N/A 3140XLMW5 2053-06-01 5.5 N/A 1000.00 797.67 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5235 N/A 3140XLY93 2053-07-01 5.5 N/A 408000.00 324333.24 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5270 N/A 3140XL2C1 2053-07-01 5.5 N/A 99000.00 79975.74 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5589 N/A 3140XMF76 2053-07-01 5.5 N/A 54480.00 37586.47 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5590 N/A 3140XMF84 2053-07-01 5.5 N/A 179000.00 115154.57 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6501 N/A 3140XNGK4 2053-11-01 5.5 N/A 1000.00 823.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6671 N/A 3140XNMV3 2053-06-01 5.5 N/A 37999.00 31052.92 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6837 N/A 3140XNS39 2053-07-01 5.5 N/A 1000.00 832.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6838 N/A 3140XNS47 2053-11-01 5.5 N/A 81008.00 66700.25 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7079 N/A 3140XN2M5 2053-03-01 5.5 N/A 21000.00 17448.08 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7684 N/A 3140XPRE1 2054-04-01 5.5 N/A 1024.00 835.94 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9349 N/A 3140XRL78 2054-10-01 5.5 N/A 40415795.00 37426337.84 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9534 N/A 3140XRSY2 2054-10-01 5.5 N/A 1040.00 962.25 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9715 N/A 3140XRYM1 2054-11-01 5.5 N/A 31299616.00 29956468.51 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9832 N/A 3140XR4S1 2053-07-01 5.5 N/A 7410225.00 6391662.17 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9833 N/A 3140XR4T9 2054-05-01 5.5 N/A 1024.00 908.27 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9877 N/A 3140XR6P5 2054-06-01 5.5 N/A 1000.00 910.74 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 5484492.00 4082036.84 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 N/A 174925.00 131668.41 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4869 N/A 31418EMT4 2053-01-01 5.5 N/A 1000.00 723.27 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4919 N/A 31418EPD6 2053-02-01 5.5 N/A 454001.00 328246.40 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4941 N/A 31418EP38 2053-03-01 5.5 N/A 5804890.00 4270086.93 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4979 N/A 31418EQ94 2053-04-01 5.5 N/A 1200.00 893.83 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 N/A 741230.00 558717.90 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 N/A 27780360.00 21669498.15 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 N/A 1338.00 1037.40 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5165 N/A 31418EW30 2053-10-01 5.5 N/A 13875496.00 10799067.59 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5190 N/A 31418EXU9 2053-11-01 5.5 N/A 3363787.00 2734593.81 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5246 N/A 31418EZL7 2054-01-01 5.5 N/A 401014.00 332207.48 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5271 N/A 31418E2D1 2054-02-01 5.5 N/A 7527.00 5965.13 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5296 N/A 31418E3E8 2054-03-01 5.5 N/A 1024.00 815.07 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5331 N/A 31418E4R8 2054-04-01 5.5 N/A 168409.00 136785.13 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 N/A 2032.00 1650.30 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5700 N/A 31418FKN6 2055-05-01 5.5 N/A 708293.00 633579.14 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5822 N/A 31418FPG6 2055-09-01 5.5 N/A 26733815.00 26060157.75 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5853 N/A 31418FQF7 2055-10-01 5.5 N/A 1000.00 986.53 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5879 N/A 31418FQ91 2055-11-01 5.5 N/A 1000.00 996.64 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5910 N/A 31418FR82 2055-12-01 5.5 N/A 4041043.00 4069561.77 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5972 N/A 31418FT64 2056-01-01 5.5 N/A 1000.00 1019.48 Agency Mortgage-Backed Securities FNMS 05.500 CTFS2490 N/A 3140XHXU6 2038-10-01 5.5 N/A 311999.00 30062.49 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5055 N/A 31418ETM2 2043-06-01 5.5 N/A 23170212.00 13614666.24 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5834 N/A 31418FPU5 2045-09-01 5.5 N/A 1008.00 968.73 Agency Mortgage-Backed Securities FNMS 05.500 PLAA3303 N/A 31416LU53 2038-06-01 5.5 N/A 1300000.00 42419.01 Agency Mortgage-Backed Securities FNMS 05.600 CA913105 N/A 31411RNW4 2037-02-01 5.6 N/A 1000.00 65.37 Agency Mortgage-Backed Securities FNMS 05.900 CA906944 N/A 31411FS96 2036-12-01 5.9 N/A 1000.00 28.34 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5202 N/A 31418EX88 2038-11-01 6 N/A 10001.00 4773.48 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5220 N/A 31418EYS3 2038-12-01 6 N/A 43031.00 19912.53 Agency Mortgage-Backed Securities FNMS 06.000 CL745256 N/A 31403C5R8 2036-02-01 6 N/A 8602000.00 86001.29 Agency Mortgage-Backed Securities FNMS 06.000 CL796097 N/A 31405QNN4 2034-10-01 6 N/A 24405176.00 480678.84 Agency Mortgage-Backed Securities FNMS 06.000 CL852448 N/A 31408JBR1 2035-12-01 6 N/A 1879439.00 30515.39 Agency Mortgage-Backed Securities FNMS 06.000 CL865885 N/A 31409A6W4 2036-03-01 6 N/A 7019.00 60.82 Agency Mortgage-Backed Securities FNMS 06.000 CL905147 N/A 31411DTC3 2037-02-01 6 N/A 3750000.00 41217.92 Agency Mortgage-Backed Securities FNMS 06.000 CLAA2524 N/A 31416KYW2 2039-03-01 6 N/A 1000000.00 29865.84 Agency Mortgage-Backed Securities FNMS 06.000 CLAL3598 N/A 3138EK7L3 2039-07-01 6 N/A 1000.00 69.67 Agency Mortgage-Backed Securities FNMS 06.000 CLBV6086 N/A 3140MKXQ0 2055-09-01 6 N/A 1044.00 1081.51 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6202 N/A 3140NA3L5 2053-02-01 6 N/A 2160976.00 1751362.40 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0716 N/A 3140NGYN4 2053-04-01 6 N/A 1001.00 657.34 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5839 N/A 3140NNPZ2 2053-07-01 6 N/A 1024.00 694.23 Agency Mortgage-Backed Securities FNMS 06.000 CLBY6343 N/A 3140NPBM1 2053-07-01 6 N/A 143765.00 144528.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5093 N/A 3140QQUT0 2052-11-01 6 N/A 1024.00 719.84 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 N/A 13880416.00 9765133.62 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5777 N/A 3140QRM34 2053-02-01 6 N/A 50192001.00 37409368.42 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5914 N/A 3140QRSC8 2053-03-01 6 N/A 1024.00 698.45 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5917 N/A 3140QRSF1 2053-03-01 6 N/A 5000.00 4273.63 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6753 N/A 3140QSQF1 2053-07-01 6 N/A 400000.00 303086.22 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6873 N/A 3140QST76 2053-08-01 6 N/A 9023576.00 7175328.98 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7271 N/A 3140QTCH0 2053-10-01 6 N/A 1120.00 943.21 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7273 N/A 3140QTCK3 2053-10-01 6 N/A 8929750.00 6367886.23 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7790 N/A 3140QTUQ0 2054-01-01 6 N/A 2050.00 1761.24 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7863 N/A 3140QTWZ8 2054-01-01 6 N/A 1024.00 906.02 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8005 N/A 3140QT3P2 2054-02-01 6 N/A 12309272.00 9631959.48 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9004 N/A 3140QVAE4 2054-08-01 6 N/A 1024.00 917.72 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9151 N/A 3140QVEZ3 2054-09-01 6 N/A 1004.00 913.92 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9345 N/A 3140QVL36 2054-10-01 6 N/A 1008.00 925.37 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9988 N/A 3140QWC26 2055-02-01 6 N/A 1000.00 941.98 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0374 N/A 3140Y6MY3 2055-05-01 6 N/A 2400.00 2280.62 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0436 N/A 3140Y6PW4 2055-05-01 6 N/A 1008.00 1002.08 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0526 N/A 3140Y6SQ4 2055-06-01 6 N/A 1024.00 1003.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0578 N/A 3140Y6UC2 2055-06-01 6 N/A 1000.00 995.50 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0588 N/A 3140Y6UN8 2055-05-01 6 N/A 1008.00 1020.55 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1164 N/A 3140Y7JJ8 2055-10-01 6 N/A 1024.00 1043.37 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1725 N/A 3140Y74K1 2055-12-01 6 N/A 1024.00 1057.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1726 N/A 3140Y74L9 2055-12-01 6 N/A 1002.00 1015.28 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0022 N/A 3140A0AY5 2053-09-01 6 N/A 411000.00 265598.12 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7832712.00 7047511.24 Agency Mortgage-Backed Securities FNMS 06.000 CLDA5151 N/A 3140A5WM6 2053-12-01 6 N/A 1000.00 751.31 Agency Mortgage-Backed Securities FNMS 06.000 CLDC2271 N/A 3140APQZ0 2054-09-01 6 N/A 1279000.00 527341.60 Agency Mortgage-Backed Securities FNMS 06.000 CLDD2425 N/A 3140B2VT8 2055-02-01 6 N/A 1000.00 922.20 Agency Mortgage-Backed Securities FNMS 06.000 CLDD4209 N/A 3140B4VB3 2055-02-01 6 N/A 1000.00 897.95 Agency Mortgage-Backed Securities FNMS 06.000 CLDD5368 N/A 3140B56E2 2055-04-01 6 N/A 1000.00 956.49 Agency Mortgage-Backed Securities FNMS 06.000 CLDE6039 N/A 3140BJV95 2055-08-01 6 N/A 5760983.00 5644221.24 Agency Mortgage-Backed Securities FNMS 06.000 CLDE9793 N/A 3140BN3B2 2055-09-01 6 N/A 1000.00 834.90 Agency Mortgage-Backed Securities FNMS 06.000 CLDF0460 N/A 3140BQQN4 2055-10-01 6 N/A 1000.00 1037.59 Agency Mortgage-Backed Securities FNMS 06.000 CLDF0932 N/A 3140BRBA6 2055-09-01 6 N/A 1000.00 1033.97 Agency Mortgage-Backed Securities FNMS 06.000 CLDF5415 N/A 3140BWAR9 2055-11-01 6 N/A 1000.00 1041.92 Agency Mortgage-Backed Securities FNMS 06.000 CLDF5514 N/A 3140BWDU9 2055-11-01 6 N/A 2191500.00 2266583.46 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6053 N/A 3140BWWP9 2055-12-01 6 N/A 1001.00 1045.59 Agency Mortgage-Backed Securities FNMS 06.000 CLDF8374 N/A 3140U0JU2 2056-02-01 6 N/A 1016841.00 1063556.03 Agency Mortgage-Backed Securities FNMS 06.000 CLDF9093 N/A 3140U1C78 2056-01-01 6 N/A 1000.00 1033.63 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0987 N/A 3140W1CZ4 2055-03-01 6 N/A 2000.00 1890.69 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1486 N/A 3140W1UL5 2055-05-01 6 N/A 1024.00 945.80 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3108 N/A 3140W3N21 2054-10-01 6 N/A 1024.00 947.22 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3190 N/A 3140W3RL5 2055-10-01 6 N/A 992711.00 1019642.19 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3641 N/A 3140W4BK2 2055-08-01 6 N/A 2108.00 2132.86 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4010 N/A 3140W4N45 2055-10-01 6 N/A 2417226.00 2458483.26 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4149 N/A 3140W4TF4 2054-09-01 6 N/A 1024.00 1036.45 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3256 N/A 3140XJTN3 2052-11-01 6 N/A 266000.00 167432.32 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3821 N/A 3140XKG79 2053-02-01 6 N/A 1024.00 738.09 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3880 N/A 3140XKJ27 2053-02-01 6 N/A 1024.00 732.39 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5894 N/A 3140XMRQ1 2053-10-01 6 N/A 28349184.00 20840751.77 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5909 N/A 3140XMR73 2053-09-01 6 N/A 1000.00 813.22 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6241 N/A 3140XM5B8 2053-11-01 6 N/A 1000.00 822.17 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6577 N/A 3140XNJX3 2053-12-01 6 N/A 1120.00 900.60 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6717 N/A 3140XNPB4 2053-04-01 6 N/A 116000.00 89281.89 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6825 N/A 3140XNSP0 2053-12-01 6 N/A 1024.00 854.05 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7246 N/A 3140XPBQ1 2054-02-01 6 N/A 1000.00 834.12 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7865 N/A 3140XPW39 2054-04-01 6 N/A 1000.00 909.09 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8834 N/A 3140XQY84 2054-08-01 6 N/A 1024.00 920.78 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8995 N/A 3140XQ7H4 2054-07-01 6 N/A 1000.00 871.70 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9057 N/A 3140XRB38 2054-09-01 6 N/A 1000.00 998.36 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9203 N/A 3140XRGM1 2054-09-01 6 N/A 1024.00 835.47 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4876 N/A 31418EM23 2052-12-01 6 N/A 10000.00 6988.95 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4894 N/A 31418ENL0 2053-01-01 6 N/A 1034.00 628.25 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4920 N/A 31418EPE4 2053-02-01 6 N/A 1008.00 615.78 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4980 N/A 31418ERA0 2053-04-01 6 N/A 1024.00 679.40 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5011 N/A 31418ER93 2053-05-01 6 N/A 1024.00 697.29 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 N/A 599960.00 405949.82 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 N/A 9631572.00 6722368.25 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5216 N/A 31418EYN4 2053-12-01 6 N/A 598962.00 390485.27 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5247 N/A 31418EZM5 2054-01-01 6 N/A 1008.00 676.24 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5272 N/A 31418E2E9 2054-02-01 6 N/A 916000.00 598878.90 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5328 N/A 31418E4N7 2054-04-01 6 N/A 1000.00 707.07 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5354 N/A 31418E5Q9 2054-05-01 6 N/A 1000.00 702.86 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5421 N/A 31418FAX5 2054-07-01 6 N/A 1024.00 718.81 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5445 N/A 31418FBP1 2054-08-01 6 N/A 1109.00 798.90 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5471 N/A 31418FCH8 2054-09-01 6 N/A 1000.00 748.40 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5823 N/A 31418FPH4 2055-09-01 6 N/A 1040.00 989.66 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5854 N/A 31418FQG5 2055-10-01 6 N/A 17606226.00 17013463.01 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5880 N/A 31418FRA7 2055-11-01 6 N/A 1277848.00 1263046.30 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5946 N/A 31418FTC1 2056-01-01 6 N/A 1627344.00 1667204.80 Agency Mortgage-Backed Securities FNMS 06.000 CTFS7907 N/A 3140XPYD5 2044-05-01 6 N/A 1000.00 828.99 Agency Mortgage-Backed Securities FNMS 06.000 K0954987 N/A 31413TNC2 2037-09-01 6 N/A 2341600.00 79833.21 Agency Mortgage-Backed Securities FNMS 06.500 CIBY1327 N/A 3140NHPM4 2039-01-01 6.5 N/A 118753.00 44740.62 Agency Mortgage-Backed Securities FNMS 06.500 CIDA8512 N/A 3140YWN66 2039-01-01 6.5 N/A 521664.00 219845.85 Agency Mortgage-Backed Securities FNMS 06.500 CL888009 N/A 31410FR64 2034-12-01 6.5 N/A 1005.00 13.51 Agency Mortgage-Backed Securities FNMS 06.500 CL890482 N/A 31410LJ37 2039-01-01 6.5 N/A 6000.00 279.35 Agency Mortgage-Backed Securities FNMS 06.500 CLBX3002 N/A 3140N7KQ2 2052-12-01 6.5 N/A 1000.00 899.77 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5330 N/A 3140QQ4Q5 2052-12-01 6.5 N/A 16499456.00 13282765.32 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8361 N/A 3140QUJF4 2054-04-01 6.5 N/A 2775328.00 1898058.13 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8869 N/A 3140QU2B1 2054-07-01 6.5 N/A 1024.00 866.62 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9378 N/A 3140QVM43 2054-10-01 6.5 N/A 1008.00 751.40 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0604 N/A 3140Y6U65 2055-06-01 6.5 N/A 1013.00 1032.39 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0737 N/A 3140Y6ZB9 2055-07-01 6.5 N/A 1008.00 1022.78 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0738 N/A 3140Y6ZC7 2055-07-01 6.5 N/A 1039.00 1001.09 Agency Mortgage-Backed Securities FNMS 06.500 CLCC0896 N/A 3140Y67J3 2055-08-01 6.5 N/A 1008.00 1011.11 Agency Mortgage-Backed Securities FNMS 06.500 CLDA1346 N/A 3140A1P84 2053-09-01 6.5 N/A 1000.00 746.16 Agency Mortgage-Backed Securities FNMS 06.500 CLDA1349 N/A 3140A1QB6 2053-09-01 6.5 N/A 1002.00 775.50 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2623 N/A 3140AB4H5 2054-03-01 6.5 N/A 55329.00 25890.97 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4254 N/A 3140ADWQ0 2054-07-01 6.5 N/A 1000.00 662.17 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4821 N/A 3140AELB3 2054-06-01 6.5 N/A 749793.00 768508.72 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7737 N/A 3140AHS37 2054-06-01 6.5 N/A 4000.00 3293.68 Agency Mortgage-Backed Securities FNMS 06.500 CLDD0569 N/A 3140B0T32 2055-03-01 6.5 N/A 1000.00 781.33 Agency Mortgage-Backed Securities FNMS 06.500 CLDD1681 N/A 3140B12P0 2055-02-01 6.5 N/A 1657536.00 1716678.91 Agency Mortgage-Backed Securities FNMS 06.500 CLDD1682 N/A 3140B12Q8 2055-02-01 6.5 N/A 1568880.00 1628564.23 Agency Mortgage-Backed Securities FNMS 06.500 CLDD3013 N/A 3140B3K35 2055-02-01 6.5 N/A 5000.00 5188.73 Agency Mortgage-Backed Securities FNMS 06.500 CLDD5289 N/A 3140B52X4 2055-03-01 6.5 N/A 1198500.00 633105.11 Agency Mortgage-Backed Securities FNMS 06.500 CLDD8941 N/A 3140B95B1 2055-09-01 6.5 N/A 1003.00 1048.27 Agency Mortgage-Backed Securities FNMS 06.500 CLDD9896 N/A 3140BA7J9 2055-06-01 6.5 N/A 1000.00 1042.27 Agency Mortgage-Backed Securities FNMS 06.500 CLDE7252 N/A 3140BLBW1 2055-09-01 6.5 N/A 1000.00 935.76 Agency Mortgage-Backed Securities FNMS 06.500 CLDE8412 N/A 3140BMK25 2055-08-01 6.5 N/A 1000.00 764.87 Agency Mortgage-Backed Securities FNMS 06.500 CLDE9644 N/A 3140BNWE4 2055-09-01 6.5 N/A 1000.00 1054.88 Agency Mortgage-Backed Securities FNMS 06.500 CLDF1072 N/A 3140BRFN4 2055-10-01 6.5 N/A 1000.00 1055.14 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4681 N/A 3140BVFX3 2055-11-01 6.5 N/A 3059010.00 3236528.51 Agency Mortgage-Backed Securities FNMS 06.500 CLDF5512 N/A 3140BWDS4 2055-11-01 6.5 N/A 1086000.00 1139985.69 Agency Mortgage-Backed Securities FNMS 06.500 CLDF7683 N/A 3140BYRD8 2055-12-01 6.5 N/A 1000.00 1052.28 Agency Mortgage-Backed Securities FNMS 06.500 CLFA1140 N/A 3140W1HS5 2054-06-01 6.5 N/A 1017.00 808.61 Agency Mortgage-Backed Securities FNMS 06.500 CLFA2583 N/A 3140W22R1 2054-09-01 6.5 N/A 1000.00 894.90 Agency Mortgage-Backed Securities FNMS 06.500 CLFM1735 N/A 3140X44V5 2038-10-01 6.5 N/A 3699000.00 1259452.56 Agency Mortgage-Backed Securities FNMS 06.500 CLFS4741 N/A 3140XLHT8 2053-05-01 6.5 N/A 1000.00 607.26 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5749 N/A 3140XML79 2053-09-01 6.5 N/A 1008.00 606.45 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5973 N/A 3140XMT71 2053-10-01 6.5 N/A 6914.00 4784.54 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6722 N/A 3140XNPG3 2053-12-01 6.5 N/A 1024.00 625.79 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7160 N/A 3140XN5W0 2054-02-01 6.5 N/A 1000.00 762.50 Agency Mortgage-Backed Securities FNMS 06.500 CLFS8761 N/A 3140XQWX1 2054-07-01 6.5 N/A 4000.00 2764.42 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5192 N/A 31418EXW5 2053-11-01 6.5 N/A 225009.00 120466.38 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5446 N/A 31418FBQ9 2054-08-01 6.5 N/A 1000.00 630.97 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities GNII SF MA8321 M N/A 36179XG67 2037-09-20 5.5 N/A 610604.00 325912.78 Agency Mortgage-Backed Securities GNII SF MA8425 M N/A 36179XLE4 2052-10-20 3.5 N/A 33328704.00 24809109.76 Agency Mortgage-Backed Securities GNII SF MA8487 M N/A 36179XNC6 2052-11-20 3.5 N/A 1778526.00 1317157.78 Agency Mortgage-Backed Securities GNII SF MA8566 M N/A 36179XQT6 2053-01-20 3.5 N/A 41373.00 29672.33 Agency Mortgage-Backed Securities GNII SF MA8944 M N/A 36179X5D4 2053-06-20 3.5 N/A 2786292.00 2036515.49 Agency Mortgage-Backed Securities GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 N/A 4375100.00 3238484.42 Agency Mortgage-Backed Securities GNII SF MA9014 M N/A 36179YAP9 2053-07-20 4 N/A 64386.00 51106.10 Agency Mortgage-Backed Securities GNII SF MA9171 M N/A 36179YFL3 2053-09-20 5.5 N/A 557773.00 405045.93 Agency Mortgage-Backed Securities GNII SF MA9243 M N/A 36179YHU1 2053-10-20 6.5 N/A 160000.00 70162.10 Agency Mortgage-Backed Securities GNII SF MA9490 M N/A 36179YRK2 2054-02-20 6.5 N/A 73000.00 32269.43 Agency Mortgage-Backed Securities GNII SF MA9851 M N/A 36179Y5L4 2054-08-20 5.5 N/A 11071120.00 8865169.66 Agency Mortgage-Backed Securities GNII SF MB0552 M N/A 3618N5TJ8 2055-07-20 3.5 N/A 37670.00 34344.07 Agency Mortgage-Backed Securities GNII SF MB0620 M N/A 3618N5VN6 2047-07-20 4 N/A 70490.00 66626.09 Agency Mortgage-Backed Securities GNII SF MB0624 M N/A 3618N5VS5 2055-08-20 6 N/A 240000.00 243637.00 Agency Mortgage-Backed Securities GNII SP 784736 C N/A 3622AAEH3 2049-05-20 4.5 N/A 300000.00 5918.32 Agency Mortgage-Backed Securities GNII SP 784975 C N/A 3622AAMY7 2050-04-20 4.5 N/A 998000.00 28314.81 Agency Mortgage-Backed Securities GNII SP 785738 C N/A 3622ABHP0 2051-11-20 3.5 N/A 58485376.00 37256582.32 Agency Mortgage-Backed Securities GNII SP 785791 C N/A 3622ABKC5 2051-12-20 2.5 N/A 100000.00 61869.67 Agency Mortgage-Backed Securities GNII SP 786337 C N/A 3622AB4W9 2052-09-20 4.5 N/A 349000.00 257216.83 Agency Mortgage-Backed Securities GNII SP 786916 C N/A 3622ACSD3 2053-08-20 5.5 N/A 97000.00 78701.87 Agency Mortgage-Backed Securities GNMI SF 617299 X N/A 36290TX46 2036-11-15 6.5 N/A 3150000.00 42735.45 Agency Mortgage-Backed Securities GNMI SF 657623 X N/A 36294RSL4 2036-07-15 6 N/A 1099880.00 99153.48 Agency Mortgage-Backed Securities GNMI SF AB9109 X N/A 36178WDN6 2042-10-15 3 N/A 100992.00 10598.26 Agency Mortgage-Backed Securities GNMI SF AE7779 X N/A 36181BUC2 2043-09-15 3.5 N/A 2000000.00 386366.96 Agency Mortgage-Backed Securities GNMI SF BP2898 X N/A 3617L9GF6 2050-01-15 4.5 N/A 1256208.00 923490.49 Agency Mortgage-Backed Securities GNMI SP 782570 X N/A 36241K2B3 2039-02-15 5.5 N/A 3358060.00 31502.61 Agency Mortgage-Backed Securities GNMI SP 783353 X N/A 36241LWN2 2041-04-15 5 N/A 11498800.00 360939.09 Agency Mortgage-Backed Securities GNMI SP 786470 X N/A 3622ACCF5 2040-11-15 5 N/A 20000.00 14673.40 Agency Mortgage-Backed Securities GNPL PN CI4289 N/A 3617X8XS8 2065-04-15 5.58 N/A 3012270.00 3121895.28 Agency Mortgage-Backed Securities GNPL PN CP3622 N/A 3617FTAX6 2057-10-15 4.19 N/A 8886000.00 8292040.93 Agency Mortgage-Backed Securities GNPL PN CY4827 N/A 3618G4LG3 2059-07-15 5.86 N/A 807898.00 847625.77 Agency Mortgage-Backed Securities GNPL PN DB4189 N/A 3618H6UN2 2059-09-15 5.2 N/A 648949.00 654267.83 Agency Mortgage-Backed Securities GNPL PN DF3005 N/A 3618JLKS7 2060-04-15 5.7 N/A 495146.00 518314.10 Agency Mortgage-Backed Securities GNPL PN DJ6459 N/A 3618KTE89 2060-07-15 5.66 N/A 1079300.00 1126212.41 Agency Mortgage-Backed Securities TINT 02/15/43 N/A 912834MD7 2043-02-15 0 N/A 7225341.39 3082301.74 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0368 286000000.00 286000000.00 0.0014 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 3.69000000 N/A CYYGQCGNHMHPSMRL3R97 BRTT4RJY8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 4 3/4 BOND 55 N/A 912810UM8 2055-08-15 4.75 N/A 17966200.00 17992211.15 U.S. Treasuries (including strips) FEPC 02.500 CLSD7525 N/A 3132DVLE3 2050-10-01 2.5 N/A 340000.00 166104.34 Agency Mortgage-Backed Securities FHOR 21-28 WN N/A 3130AMBX9 2028-05-12 2 N/A 15000000.00 14535320.00 Agency Debentures and Agency Strips FNMS 04.500 CLBH2705 N/A 3140GRAF1 2047-05-01 4.5 N/A 1767388.00 86396.24 Agency Mortgage-Backed Securities FNMS 05.000 CLAI1863 N/A 3138AFB90 2041-05-01 5 N/A 682790.00 43372.02 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0051 N/A 3140A9BV1 2054-03-01 5 N/A 102162.00 45015.74 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9011 N/A 3140QVAM6 2054-08-01 6 N/A 20274016.00 17905516.29 Agency Mortgage-Backed Securities FNMS 06.500 CLDF4524 N/A 3140BVA26 2056-01-01 6.5 N/A 62943.00 66784.67 Agency Mortgage-Backed Securities GNCL CL DN8049 N/A 3618MA5J4 2066-01-15 5.88 N/A 695000.00 731795.15 Agency Mortgage-Backed Securities GNHF PF 785139 H N/A 3622AAS47 2070-08-20 4.526 N/A 626785.00 61421.64 Agency Mortgage-Backed Securities GNII EP 788066 C N/A 3622ADZ76 2065-07-20 4 N/A 995994.00 875151.80 Agency Mortgage-Backed Securities GNII ET CV8080 C N/A 3618F46R7 2063-09-20 5.5 N/A 2960868.00 1756790.22 Agency Mortgage-Backed Securities GNII ET CY1387 C N/A 3618G0RG5 2063-04-20 5 N/A 277621.00 273567.55 Agency Mortgage-Backed Securities GNII FS 004436 M N/A 36202E4V8 2039-05-20 4.5 N/A 996999.00 43073.16 Agency Mortgage-Backed Securities GNII FS 005097 M N/A 36202FUW4 2041-06-20 6 N/A 139770.00 105300.09 Agency Mortgage-Backed Securities GNII JM MA7308 M N/A 36179WDM7 2051-04-20 4.5 N/A 587476.00 119468.78 Agency Mortgage-Backed Securities GNII JM MA8261 M N/A 36179XFA9 2052-09-20 4.5 N/A 78000.00 57457.11 Agency Mortgage-Backed Securities GNII JM MA8515 M N/A 36179XN85 2052-09-20 5 N/A 140000.00 92018.45 Agency Mortgage-Backed Securities GNII JM MB0860 M N/A 3618N55W5 2056-01-20 5.5 N/A 3603208.00 3645835.95 Agency Mortgage-Backed Securities GNII RG CS7633 C N/A 3618B1PS4 2049-06-20 4.5 N/A 5034200.00 3327535.90 Agency Mortgage-Backed Securities GNII SF 004169 M N/A 36202ET25 2038-06-20 5.5 N/A 2484952.00 30486.75 Agency Mortgage-Backed Securities GNII SF 004422 M N/A 36202E4F3 2039-04-20 4 N/A 14329792.00 439621.69 Agency Mortgage-Backed Securities GNII SF 004804 M N/A 36202FKR6 2040-09-20 6 N/A 4309832.00 113384.52 Agency Mortgage-Backed Securities GNII SF 004961 M N/A 36202FQN9 2036-10-20 6 N/A 1103208.00 34469.84 Agency Mortgage-Backed Securities GNII SF 635109 C N/A 36291QR63 2031-08-20 3 N/A 171000.00 37656.05 Agency Mortgage-Backed Securities GNII SF AA6322 C N/A 36178EAX7 2043-04-20 3 N/A 1162342.00 101132.69 Agency Mortgage-Backed Securities GNII SF AE7742 C N/A 36181BS76 2043-08-20 3.5 N/A 675000.00 182237.89 Agency Mortgage-Backed Securities GNII SF AI7106 C N/A 36198T3P5 2044-06-20 4 N/A 387000.00 26313.51 Agency Mortgage-Backed Securities GNII SF AN2972 C N/A 36185SJR1 2045-09-20 4 N/A 1400000.00 135374.70 Agency Mortgage-Backed Securities GNII SF AS5838 C N/A 36193QPX5 2046-05-20 3 N/A 1352636.00 68184.62 Agency Mortgage-Backed Securities GNII SF AW6988 C N/A 36195VXR6 2046-10-20 3 N/A 1093494.00 53264.84 Agency Mortgage-Backed Securities GNII SF BM5450 C N/A 3617JWBT3 2049-07-20 4.5 N/A 2059720.00 533757.32 Agency Mortgage-Backed Securities GNII SF BW7216 C N/A 3617Q0AR0 2050-08-20 4.5 N/A 1686548.00 621575.49 Agency Mortgage-Backed Securities GNII SF CE1974 C N/A 3617VQFP6 2051-08-20 3 N/A 282000.00 178143.19 Agency Mortgage-Backed Securities GNII SF CR9210 C N/A 3618AQGT8 2053-01-20 5.5 N/A 1170000.00 935354.67 Agency Mortgage-Backed Securities GNII SF DI3493 C N/A 3618NL3A0 2055-04-20 6.5 N/A 48988.00 46287.83 Agency Mortgage-Backed Securities GNII SF DJ3015 C N/A 3618KPK49 2055-07-20 5.5 N/A 1169714.00 1193421.34 Agency Mortgage-Backed Securities GNII SF DJ9831 C N/A 3618KW4Q3 2055-07-20 6.5 N/A 3951636.00 4123843.54 Agency Mortgage-Backed Securities GNII SF DL1757 C N/A 3618LC5S1 2055-10-20 6 N/A 2147284.00 2222717.50 Agency Mortgage-Backed Securities GNII SF DL2096 C N/A 3618LDKH6 2055-07-20 6.5 N/A 223380.00 232822.70 Agency Mortgage-Backed Securities GNII SF DL7021 C N/A 3618LJYS4 2055-07-20 6 N/A 25032800.00 25442854.84 Agency Mortgage-Backed Securities GNII SF DM1639 C N/A 3618LQZC2 2055-08-20 6.5 N/A 2899872.00 3028824.72 Agency Mortgage-Backed Securities GNII SF DM3706 C N/A 3618LTDK2 2055-11-20 6.5 N/A 885130.00 916808.48 Agency Mortgage-Backed Securities GNII SF DM3708 C N/A 3618LTDM8 2055-11-20 6.5 N/A 616511.00 638593.03 Agency Mortgage-Backed Securities GNII SF DN4355 C N/A 3618M6ZU5 2055-11-20 6 N/A 1465976.00 1545355.73 Agency Mortgage-Backed Securities GNII SF DN7332 C N/A 3618MAED7 2055-11-20 6.5 N/A 208282.00 196438.03 Agency Mortgage-Backed Securities GNII SF DN7651 C N/A 3618MAQC6 2055-12-20 5 N/A 775656.00 782012.99 Agency Mortgage-Backed Securities GNII SF DN7655 C N/A 3618MAQG7 2055-12-20 5 N/A 427581.00 430480.51 Agency Mortgage-Backed Securities GNII SF DN8810 C N/A 3618MBYF8 2056-01-20 6 N/A 2365900.00 2474183.30 Agency Mortgage-Backed Securities GNII SF DO0134 C N/A 3618NVEF5 2055-12-20 6.5 N/A 1801382.00 1887662.10 Agency Mortgage-Backed Securities GNII SF DP0480 C N/A 3618MEQ95 2056-01-20 6.5 N/A 1328408.00 1409510.11 Agency Mortgage-Backed Securities GNII SF DP0646 C N/A 3618MEWF4 2055-12-20 6 N/A 4703152.00 4876533.91 Agency Mortgage-Backed Securities GNII SF DP0888 C N/A 3618ME6Z9 2056-01-20 5.5 N/A 5037232.00 5122112.16 Agency Mortgage-Backed Securities GNII SF DP4456 C N/A 3618MJ5R7 2056-01-20 5.5 N/A 1263532.00 1300579.46 Agency Mortgage-Backed Securities GNII SF DP6521 C N/A 3618MMG64 2056-01-20 6.5 N/A 328031.00 344151.79 Agency Mortgage-Backed Securities GNII SF MA1763 M N/A 36179N5Y0 2044-02-20 5 N/A 8831360.00 449158.17 Agency Mortgage-Backed Securities GNII SF MA3663 M N/A 36179SB89 2046-05-20 3.5 N/A 591701.00 61445.02 Agency Mortgage-Backed Securities GNII SF MA4070 M N/A 36179SQX8 2046-11-20 4 N/A 467139.00 43840.33 Agency Mortgage-Backed Securities GNII SF MA4322 M N/A 36179SYT8 2047-03-20 4 N/A 619807.00 54090.05 Agency Mortgage-Backed Securities GNII SF MA4872 M N/A 36179TMV4 2032-12-20 3.5 N/A 1200000.00 142459.18 Agency Mortgage-Backed Securities GNII SF MA5264 M N/A 36179TZ57 2048-06-20 4 N/A 26954080.00 2368906.75 Agency Mortgage-Backed Securities GNII SF MA5762 M N/A 36179UMK5 2049-02-20 3.5 N/A 379756.00 38499.59 Agency Mortgage-Backed Securities GNII SF MA6409 M N/A 36179VDN7 2050-01-20 3 N/A 1953390.00 343477.72 Agency Mortgage-Backed Securities GNII SF MA6766 M N/A 36179VQT0 2050-07-20 3 N/A 928451.00 248486.17 Agency Mortgage-Backed Securities GNII SF MA6995 M N/A 36179VXY1 2050-11-20 2.5 N/A 465000.00 183074.87 Agency Mortgage-Backed Securities GNII SF MA7139 M N/A 36179V4Y3 2051-01-20 4 N/A 190209.00 62159.81 Agency Mortgage-Backed Securities GNII SF MA7419 M N/A 36179WG44 2051-06-20 3 N/A 708682.00 351372.94 Agency Mortgage-Backed Securities GNII SF MA7535 M N/A 36179WLQ9 2051-08-20 3 N/A 191904502.00 107361984.61 Agency Mortgage-Backed Securities GNII SF MA7707 M N/A 36179WR42 2051-11-20 3.5 N/A 54143.00 34593.18 Agency Mortgage-Backed Securities GNII SF MA7939 M N/A 36179WZC5 2052-02-20 4 N/A 41894.00 27602.65 Agency Mortgage-Backed Securities GNII SF MA7989 M N/A 36179W2W7 2052-04-20 3.5 N/A 98999.00 68044.74 Agency Mortgage-Backed Securities GNII SF MA8100 M N/A 36179W7M4 2052-06-20 4 N/A 99000.00 70732.08 Agency Mortgage-Backed Securities GNII SF MA8492 M N/A 36179XNH5 2052-12-20 6 N/A 172115000.00 87848634.64 Agency Mortgage-Backed Securities GNII SF MA8726 M N/A 36179XVT0 2053-03-20 5.5 N/A 72000.00 49064.78 Agency Mortgage-Backed Securities GNII SF MA9239 M N/A 36179YHQ0 2053-10-20 4.5 N/A 15971392.00 14101597.63 Agency Mortgage-Backed Securities GNII SF MA9241 M N/A 36179YHS6 2053-10-20 5.5 N/A 277333.00 208633.95 Agency Mortgage-Backed Securities GNII SF MB0687 M N/A 3618N5XR5 2055-10-20 6 N/A 1117768.00 1139223.01 Agency Mortgage-Backed Securities GNII SP 783525 C N/A 36241L4J2 2031-12-20 4.5 N/A 2484992.00 68271.24 Agency Mortgage-Backed Securities GNII SP 784985 M N/A 3622AANA8 2048-09-20 3.5 N/A 489000.00 86908.51 Agency Mortgage-Backed Securities GNII SP 785283 C N/A 3622AAXL3 2051-01-20 2.5 N/A 337218.00 157261.23 Agency Mortgage-Backed Securities GNII SP 785730 C N/A 3622ABHF2 2051-11-20 3 N/A 3572760.00 2137978.79 Agency Mortgage-Backed Securities GNII SP 787117 C N/A 3622ACYN4 2053-06-20 5 N/A 89151.00 71890.26 Agency Mortgage-Backed Securities GNII SP 787276 C N/A 3622AC6M7 2054-02-20 6 N/A 300000.00 254597.60 Agency Mortgage-Backed Securities GNMI SF 610258 X N/A 36202U5T6 2033-09-15 5 N/A 3250000.00 31629.37 Agency Mortgage-Backed Securities GNMI SF 627013 X N/A 36291FSA7 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Collateralized Mortgage Obligation FHLMC_4738D N/A 3137FC4R2 2047-12-15 3 N/A 8617264.00 6442894.74 Agency Collateralized Mortgage Obligation FHLMC_4764H N/A 3137F3V84 2048-02-15 4 N/A 10000000.00 9699591.39 Agency Collateralized Mortgage Obligation FHLMC_4774H N/A 3137F4W99 2040-05-15 0.26235 N/A 12073280.00 14870.42 Agency Collateralized Mortgage Obligation FHLMC_4787A N/A 3137F57J2 2048-05-15 4 N/A 11340560.00 10848100.81 Agency Collateralized Mortgage Obligation FHLMC_4793C N/A 3137FEZC7 2048-05-15 2.37817 N/A 97046080.00 1438626.96 Agency Collateralized Mortgage Obligation FHLMC_4793C N/A 3137FEZD5 2048-06-15 2.37817 N/A 56250000.00 676231.99 Agency Collateralized Mortgage Obligation FHLMC_4801 N/A 3137FG3P8 2048-05-15 4 N/A 8464000.00 5289212.13 Agency Collateralized Mortgage Obligation FHLMC_4860A N/A 3137FKUW4 2036-01-15 6 N/A 26603424.00 1156402.98 Agency Collateralized Mortgage Obligation FHLMC_4889A N/A 3137FMB92 2049-04-15 2.22817 N/A 13558848.00 130440.10 Agency Collateralized Mortgage Obligation FHLMC_4942A N/A 3137FQWA7 2053-04-15 0 N/A 4340000.00 1398356.59 Agency Collateralized Mortgage Obligation FHLMC_4999D N/A 3137FV3D2 2043-03-15 0.373247 N/A 39666304.00 205213.83 Agency Collateralized Mortgage Obligation FHLMC_4999F N/A 3137FV3K6 2042-02-15 0.649995 N/A 10428416.00 6982.12 Agency Collateralized Mortgage Obligation FHLMC_4999G N/A 3137FV3M2 2048-10-15 0.150001 N/A 9122704.00 12394.87 Agency Collateralized Mortgage Obligation FHLMC_4999L N/A 3137FV4G4 2048-02-25 0.283119 N/A 63927424.00 87549.47 Agency Collateralized Mortgage Obligation FHLMC_5018B N/A 3137FX6E3 2050-10-25 4 N/A 19000000.00 1483605.73 Agency Collateralized Mortgage Obligation FHLMC_5080N N/A 3137FXVN5 2049-12-25 0 N/A 89817088.00 9406.68 Agency Collateralized Mortgage Obligation FHLMC_5099B N/A 3137FY7H3 2051-03-25 2 N/A 15000000.00 8962416.77 Agency Collateralized Mortgage Obligation FHLMC_5104J N/A 3137FYYR1 2036-11-15 0.04265 N/A 57123264.00 125549.69 Agency Collateralized Mortgage Obligation FHLMC_5115F N/A 3137H0YG7 2043-08-15 0.04265 N/A 270278144.00 319698.67 Agency Collateralized Mortgage Obligation FHLMC_5129D N/A 3137H1PA8 2061-03-25 0.05 N/A 119399296.00 154748.67 Agency Collateralized Mortgage Obligation FHLMC_5152V N/A 3137H3AX0 2061-10-15 0.03 N/A 58040320.00 18265.14 Agency Collateralized Mortgage Obligation FHLMC_5297 N/A 3137H9RZ4 2053-03-25 6 N/A 6500000.00 4139859.70 Agency Collateralized Mortgage Obligation FHLMC_5341C N/A 3137HAPE0 2048-09-15 0 N/A 2740488.00 1560532.32 Agency Collateralized Mortgage Obligation FHLMC_5350A N/A 3137HAZ74 2053-11-25 0.05 N/A 64847744.00 66849.55 Agency Collateralized Mortgage Obligation FHLMC_5350D N/A 3137HAYK6 2053-11-25 0.05 N/A 100000000.00 180191.37 Agency Collateralized Mortgage Obligation FHLMC_5357F N/A 3137HAYB6 2053-11-25 1.90272 N/A 50000000.00 1212922.17 Agency Collateralized Mortgage Obligation FHLMC_5370D N/A 3137HBF58 2054-01-15 2.17817 N/A 114609024.00 8092017.15 Agency Collateralized Mortgage Obligation FHLMC_5393F N/A 3137HBQ56 2054-03-25 0.05 N/A 74997760.00 56934.22 Agency Collateralized Mortgage Obligation FHLMC_5396B N/A 3137HC5Z1 2054-01-25 0.05 N/A 189472768.00 101897.49 Agency Collateralized Mortgage Obligation FHLMC_5417A N/A 3137HDG61 2054-06-25 0.05 N/A 24993792.00 13026.75 Agency Collateralized Mortgage Obligation FHLMC_5417A N/A 3137HDFY1 2054-06-25 2.00272 N/A 50000000.00 1193733.19 Agency Collateralized Mortgage Obligation FHLMC_5417C N/A 3137HDG46 2054-06-25 2.20272 N/A 60000000.00 1416516.67 Agency Collateralized Mortgage Obligation FHLMC_5428B N/A 3137HDKY5 2054-07-25 2.20272 N/A 50000000.00 1221689.71 Agency Collateralized Mortgage Obligation FHLMC_5428B N/A 3137HDLD0 2054-07-25 2.85272 N/A 50000000.00 1640642.50 Agency Collateralized Mortgage Obligation FHLMC_5428B N/A 3137HDM56 2054-07-25 2.00272 N/A 93750000.00 3767691.47 Agency Collateralized Mortgage Obligation FHLMC_5428J N/A 3137HDMQ0 2054-07-25 3.40272 N/A 49689400.00 2291776.78 Agency Collateralized Mortgage Obligation FHLMC_5440D N/A 3137HDYN4 2054-06-25 1.45272 N/A 168074752.00 6330294.33 Agency Collateralized Mortgage Obligation FHLMC_5440E N/A 3137HDYJ3 2054-07-25 3.40272 N/A 51872384.00 2192361.38 Agency Collateralized Mortgage Obligation FHLMC_5440H N/A 3137HDZR4 2054-08-25 2.15272 N/A 186150000.00 6956248.60 Agency Collateralized Mortgage Obligation FHLMC_5449B N/A 3137HFJU0 2054-07-25 0.15 N/A 23000000.00 36136.20 Agency Collateralized Mortgage Obligation FHLMC_5449G N/A 3137HFJ48 2054-08-25 5 N/A 5710168.00 5974225.81 Agency Collateralized Mortgage Obligation FHLMC_5468C N/A 3137HHC66 2054-11-25 1.70272 N/A 110047488.00 3719116.24 Agency Collateralized Mortgage Obligation FHLMC_5468D N/A 3137HHC41 2054-11-25 2.35272 N/A 73699584.00 3097961.83 Agency Collateralized Mortgage Obligation FHLMC_5468L N/A 3137HHC25 2054-11-25 1.55272 N/A 66055552.00 2331792.74 Agency Collateralized Mortgage Obligation FHLMC_5468M N/A 3137HHC33 2054-11-25 1.60272 N/A 50000000.00 1574516.26 Agency Collateralized Mortgage Obligation FHLMC_5494B N/A 3137HHXX4 2055-01-25 5 N/A 4699088.00 4728129.07 Agency Collateralized Mortgage Obligation FHLMC_5500C N/A 3137HJA49 2055-02-25 5 N/A 10449440.00 10683955.45 Agency Collateralized Mortgage Obligation FHLMC_5500G N/A 3137HJB97 2054-09-25 1.45272 N/A 86153728.00 1600707.20 Agency Collateralized Mortgage Obligation FHLMC_5505E N/A 3137HJ6N2 2055-02-25 5 N/A 5599680.00 5737343.03 Agency Collateralized Mortgage Obligation FHLMC_5513C N/A 3137HKFY5 2054-11-25 5 N/A 8000000.00 8165215.80 Agency Collateralized Mortgage Obligation FHLMC_5513D N/A 3137HKFR0 2054-11-25 0.01 N/A 599982080.00 90149.52 Agency Collateralized Mortgage Obligation FHLMC_5513D N/A 3137HKFP4 2054-11-25 0.60272 N/A 2259000000.00 30217302.89 Agency Collateralized Mortgage Obligation FHLMC_5524D N/A 3137HKVM3 2055-04-25 5 N/A 17191000.00 17360393.18 Agency Collateralized Mortgage Obligation FHLMC_5525A N/A 3137HKQH0 2055-04-25 5 N/A 18116000.00 18329955.17 Agency Collateralized Mortgage Obligation FHLMC_5525B N/A 3137HKQL1 2055-04-25 5 N/A 8271088.00 8362417.33 Agency Collateralized Mortgage Obligation FHLMC_5526B N/A 3137HKSZ8 2054-09-25 5 N/A 21046560.00 21534185.55 Agency Collateralized Mortgage Obligation FHLMC_5530B N/A 3137HKTH7 2055-04-25 5 N/A 11642688.00 11194763.41 Agency Collateralized Mortgage Obligation FHLMC_5538A N/A 3137HKXV1 2055-03-25 5 N/A 10311360.00 10374584.36 Agency Collateralized Mortgage Obligation FHLMC_5539A N/A 3137HL4H2 2055-05-25 5 N/A 10742320.00 10787789.91 Agency Collateralized Mortgage Obligation FHLMC_5543A N/A 3137HLLU4 2055-06-25 5 N/A 34166464.00 34252921.74 Agency Collateralized Mortgage Obligation FHLMC_5544B N/A 3137HLPJ5 2055-06-25 5 N/A 47204032.00 47606622.47 Agency Collateralized Mortgage Obligation FHLMC_5546A N/A 3137HLN32 2055-06-25 5 N/A 8756832.00 8690615.47 Agency Collateralized Mortgage Obligation FHLMC_5549P N/A 3137HLXS6 2055-06-25 5 N/A 14352592.00 14374354.91 Agency Collateralized Mortgage Obligation FHLMC_5563E N/A 3137HMKV1 2055-08-25 2.10272 N/A 68503936.00 5036438.70 Agency Collateralized Mortgage Obligation FHLMC_5564C N/A 3137HMCT5 2055-08-25 5 N/A 13733776.00 13584481.11 Agency Collateralized Mortgage Obligation FHLMC_5573A N/A 3137HMSP6 2055-09-25 2.15272 N/A 50000000.00 2717673.26 Agency Collateralized Mortgage Obligation FHLMC_5575A N/A 3137HN3N6 2055-09-25 1.55272 N/A 65177344.00 2286008.11 Agency Collateralized Mortgage Obligation FHLMC_5592D N/A 3137HNMW5 2055-09-25 3.40272 N/A 46595456.00 3994524.42 Agency Collateralized Mortgage Obligation FHLMC_5626B N/A 3137HQAY7 2056-01-25 2.37646 N/A 9381632.00 796848.28 Agency Collateralized Mortgage Obligation FHLMC_5626J N/A 3137HQB26 2056-01-25 1.94166 N/A 88418304.00 7014283.74 Agency Collateralized Mortgage Obligation FHLS_23-7 N/A 31282YFC8 2036-05-15 3.92817 N/A 163946496.00 89522.96 Agency Collateralized Mortgage Obligation FHMS K1502 N/A 3137BPVQ9 2034-04-25 4.265351 N/A 7312000.00 1394924.69 Agency Collateralized Mortgage Obligation FHMS_K055 N/A 3137BPW47 2044-04-25 1.648136 N/A 25541000.00 106625.12 Agency Collateralized Mortgage Obligation FHMS_K083 N/A 3137FJXY0 2028-10-25 2.293234 N/A 16102460.00 974783.78 Agency Collateralized Mortgage Obligation FHMS_K102 N/A 3137FQKF9 2046-12-25 1.891442 N/A 16038000.00 1031382.32 Agency Collateralized Mortgage Obligation FHMS_K119 N/A 3137FXQS0 2053-09-25 2.727089 N/A 28000000.00 3145459.02 Agency Collateralized Mortgage Obligation FHMS_K124 N/A 3137F9Z20 2049-02-25 2.619139 N/A 29818000.00 3300550.31 Agency Collateralized Mortgage Obligation FHMS_K150 N/A 3137H9CC1 2054-10-25 4.435121 N/A 30607000.00 7298751.39 Agency Collateralized Mortgage Obligation FHMS_K153 N/A 3137H9PE3 2055-01-25 4.681619 N/A 7217320.00 1865470.11 Agency Collateralized Mortgage Obligation FHMS_KG06 N/A 3137H4C81 2034-10-25 2.735151 N/A 3900000.00 494053.23 Agency Collateralized Mortgage Obligation FHMS_KSG1 N/A 3137FXLZ9 2030-09-25 2.932567 N/A 3532000.00 391530.49 Agency Collateralized Mortgage Obligation FHMS_Q016 N/A 3137H2NW0 2051-05-25 0.892 N/A 160520448.00 2187980.26 Agency Collateralized Mortgage Obligation FHSTR_30-4 N/A 31325UPC4 2042-02-15 3.5 N/A 47477440.00 513473.56 Agency Collateralized Mortgage Obligation FNMA_03-109D N/A 31393TN93 2033-11-25 7.81123 N/A 1481000.00 146354.41 Agency Collateralized Mortgage Obligation FNMA_03-128 N/A 31393UYT4 2034-01-25 10.76472 N/A 7128000.00 164672.44 Agency Collateralized Mortgage Obligation FNMA_05-40 N/A 31394DQS2 2035-06-25 4.31176 N/A 24997888.00 21337.80 Agency Collateralized Mortgage Obligation FNMA_06-115 N/A 31396LT67 2036-12-25 17.22656 N/A 10000000.00 984741.14 Agency Collateralized Mortgage Obligation FNMA_06-8 N/A 31394VV23 2036-03-25 11.15296 N/A 1000000.00 954378.66 Agency Collateralized Mortgage Obligation FNMA_07-57 N/A 31396WJL1 2036-10-25 4.19176 N/A 247476224.00 179505.28 Agency Collateralized Mortgage Obligation FNMA_0749 N/A 31396V6Y9 2037-06-25 2.78824 N/A 49987584.00 13114.00 Agency Collateralized Mortgage Obligation FNMA_09-30 N/A 31397NWX9 2039-05-25 6.5 N/A 1000000.00 346720.84 Agency Collateralized Mortgage Obligation FNMA_09-99 N/A 31398F5A5 2039-12-25 5 N/A 850000.00 29162.24 Agency Collateralized Mortgage Obligation FNMA_10-100 N/A 31398NKD5 2040-09-25 2.76824 N/A 122239232.00 564545.97 Agency Collateralized Mortgage Obligation FNMA_10-135T N/A 31398SK44 2037-03-25 2.18824 N/A 13910016.00 9360.45 Agency Collateralized Mortgage Obligation FNMA_10-35A N/A 31398PGF0 2040-04-25 4.9608 N/A 600000.00 68050.51 Agency Collateralized Mortgage Obligation FNMA_11-5B N/A 31397QMG0 2040-09-25 1.18824 N/A 67766016.00 79203.36 Agency Collateralized Mortgage Obligation FNMA_11-86F N/A 3136A0M38 2041-09-25 0 N/A 100000.00 76324.90 Agency Collateralized Mortgage Obligation FNMA_12-111 N/A 3136A9EK0 2042-10-25 2.78824 N/A 16443136.00 319728.51 Agency Collateralized Mortgage Obligation FNMA_12-131C N/A 3136AABV6 2042-09-25 2.33824 N/A 3511552.00 44185.81 Agency Collateralized Mortgage Obligation FNMA_12-30 N/A 3136A5XB7 2042-04-25 2.68824 N/A 38333312.00 436224.85 Agency Collateralized Mortgage Obligation FNMA_12-49 N/A 3136A5T48 2042-05-25 2.68824 N/A 40000000.00 306605.51 Agency Collateralized Mortgage Obligation FNMA_12-55A N/A 3136A53C8 2042-05-25 2.73824 N/A 32571392.00 344234.26 Agency Collateralized Mortgage Obligation FNMA_12-58 N/A 3136A6JQ8 2042-06-25 2.68824 N/A 76284032.00 345906.90 Agency Collateralized Mortgage Obligation FNMA_12-84 N/A 3136A7P89 2042-03-25 2.83824 N/A 8333328.00 130406.60 Agency Collateralized Mortgage Obligation FNMA_12-9 N/A 3136A3L66 2041-11-25 2.73824 N/A 28673024.00 236614.68 Agency Collateralized Mortgage Obligation FNMA_13-103B N/A 3136AGMY5 2043-10-25 2.78824 N/A 33433856.00 288839.27 Agency Collateralized Mortgage Obligation FNMA_13-13D N/A 3136ACF30 2033-03-25 3 N/A 15450420.00 131313.22 Agency Collateralized Mortgage Obligation FNMA_13-22 N/A 3136ACY70 2043-03-25 0 N/A 4000000.00 480348.58 Agency Collateralized Mortgage Obligation FNMA_13-63C N/A 3136AENX1 2033-06-25 3 N/A 35666624.00 295851.69 Agency Collateralized Mortgage Obligation FNMA_13-6C N/A 3136ABL76 2033-02-25 4.66176 N/A 2000000.00 330143.30 Agency Collateralized Mortgage Obligation FNMA_13-7 N/A 3136ABUG6 2043-02-25 2.28824 N/A 25798144.00 530085.59 Agency Collateralized Mortgage Obligation FNMA_13-73 N/A 3136AFRV8 2043-07-25 2.38824 N/A 23750000.00 351981.95 Agency Collateralized Mortgage Obligation FNMA_13-74 N/A 3136AE5B9 2043-07-25 4 N/A 1000000.00 1593798.01 Agency Collateralized Mortgage Obligation FNMA_13-9 N/A 3136ABRQ8 2043-02-25 2.33824 N/A 16516512.00 440842.35 Agency Collateralized Mortgage Obligation FNMA_13-9 N/A 3136ABSB0 2043-02-25 2.33824 N/A 37500000.00 981026.40 Agency Collateralized Mortgage Obligation FNMA_14-49 N/A 3136AKWA7 2054-08-25 6 N/A 51114496.00 1860304.43 Agency Collateralized Mortgage Obligation FNMA_14-4A N/A 3136AH3Z1 2044-02-25 2.23824 N/A 19844544.00 104220.99 Agency Collateralized Mortgage Obligation FNMA_14-70 N/A 3136ALVX6 2044-11-25 4.5 N/A 16495552.00 412704.67 Agency Collateralized Mortgage Obligation FNMA_14-87 N/A 3136AMKT5 2045-01-25 2.43824 N/A 134349000.00 1358840.38 Agency Collateralized Mortgage Obligation FNMA_15-15 N/A 3136AMQ44 2045-04-25 3.5 N/A 11267984.00 15394054.84 Agency Collateralized Mortgage Obligation FNMA_15-5 N/A 3136AMMK2 2045-02-25 2.28824 N/A 64500000.00 1600589.74 Agency Collateralized Mortgage Obligation FNMA_15-53C N/A 3136APQZ8 2042-03-25 2.08824 N/A 41307072.00 534542.19 Agency Collateralized Mortgage Obligation FNMA_15-53E N/A 3136APRJ3 2045-07-25 6 N/A 38904896.00 820727.10 Agency Collateralized Mortgage Obligation FNMA_15-56F N/A 3136APUJ9 2045-08-25 6 N/A 97250000.00 2138098.42 Agency Collateralized Mortgage Obligation FNMA_15-62A N/A 3136APYF3 2045-08-25 4 N/A 10000000.00 14612267.89 Agency Collateralized Mortgage Obligation FNMA_15-67B N/A 3136AP5F5 2043-09-25 0 N/A 388000.00 91109.41 Agency Collateralized Mortgage Obligation FNMA_15-72 N/A 3136AQAB6 2045-10-25 1.81824 N/A 27702848.00 840851.16 Agency Collateralized Mortgage Obligation FNMA_15-72 N/A 3136AQAN0 2045-10-25 3 N/A 2337000.00 1211249.12 Agency Collateralized Mortgage Obligation FNMA_15-95D N/A 3136AQN22 2046-01-25 3.5 N/A 12000000.00 8895376.24 Agency Collateralized Mortgage Obligation FNMA_16-103B N/A 3136AUW98 2047-01-25 2.18824 N/A 39259968.00 898617.85 Agency Collateralized Mortgage Obligation FNMA_16-33D N/A 3136AR6F0 2046-06-25 2.18824 N/A 49314688.00 1183250.48 Agency Collateralized Mortgage Obligation FNMA_16-54A N/A 3136ATHH0 2045-11-25 4 N/A 10270000.00 279534.67 Agency Collateralized Mortgage Obligation FNMA_16-77A N/A 3136ATT46 2046-10-25 2.18824 N/A 23365792.00 464424.76 Agency Collateralized Mortgage Obligation FNMA_16-82C N/A 3136AUAK7 2046-11-25 2.28824 N/A 67082240.00 316311.56 Agency Collateralized Mortgage Obligation FNMA_16-84B N/A 3136AUKK6 2046-11-25 2.28824 N/A 147449856.00 2755524.13 Agency Collateralized Mortgage Obligation FNMA_17-12C N/A 3136AVTY5 2047-03-25 3.5 N/A 3000000.00 3857195.75 Agency Collateralized Mortgage Obligation FNMA_17-26B N/A 3136AWBY2 2047-04-25 6 N/A 18688928.00 547979.55 Agency Collateralized Mortgage Obligation FNMA_17-33A N/A 3136AWFD4 2039-05-25 2.28824 N/A 244333312.00 3402257.76 Agency Collateralized Mortgage Obligation FNMA_17-44C N/A 3136AWYY7 2043-06-25 2.33824 N/A 7500000.00 201797.59 Agency Collateralized Mortgage Obligation FNMA_17-45 N/A 3136AWA98 2047-06-25 3.5 N/A 1425000.00 1171711.38 Agency Collateralized Mortgage Obligation FNMA_17-8 N/A 3136AU4D0 2047-02-25 3 N/A 1944000.00 1046351.45 Agency Collateralized Mortgage Obligation FNMA_17-88A N/A 3136AYE58 2047-11-25 3 N/A 19870000.00 608950.73 Agency Collateralized Mortgage Obligation FNMA_17-94D N/A 3136AYXT5 2047-11-25 2.37824 N/A 46035904.00 848249.90 Agency Collateralized Mortgage Obligation FNMA_17-9A N/A 3136AVWQ8 2047-03-25 5.5 N/A 65493632.00 1474781.63 Agency Collateralized Mortgage Obligation FNMA_17-M7 N/A 3136AV7H6 2027-02-25 0.041 N/A 274989056.00 77807.91 Agency Collateralized Mortgage Obligation FNMA_17-M8 N/A 3136AW7K7 2027-05-25 0.09 N/A 484999168.00 250940.55 Agency Collateralized Mortgage Obligation FNMA_18-14A N/A 3136B1FN9 2048-03-25 6 N/A 30796256.00 1257145.83 Agency Collateralized Mortgage Obligation FNMA_18-16A N/A 3136B1CE2 2047-05-25 3 N/A 22500000.00 2865734.29 Agency Collateralized Mortgage Obligation FNMA_18-25E N/A 3136B1VS0 2042-03-25 0.305539 N/A 13473856.00 17332.85 Agency Collateralized Mortgage Obligation FNMA_18-27D N/A 3136B1M68 2047-12-25 2.38824 N/A 185428480.00 2821532.13 Agency Collateralized Mortgage Obligation FNMA_18-2B N/A 3136B0ZE9 2048-02-25 2.33824 N/A 43627776.00 1230704.29 Agency Collateralized Mortgage Obligation FNMA_18-30 N/A 3136B1J47 2048-05-25 3.5 N/A 8478880.00 8587875.21 Agency Collateralized Mortgage Obligation FNMA_18-33 N/A 3136B1ZF4 2048-05-25 2.38824 N/A 102568448.00 1581677.35 Agency Collateralized Mortgage Obligation FNMA_18-45 N/A 3136B2GE6 2048-06-25 3.5 N/A 24798000.00 8753636.19 Agency Collateralized Mortgage Obligation FNMA_18-61B N/A 3136B2TG7 2048-08-25 2.38824 N/A 34494080.00 442075.97 Agency Collateralized Mortgage Obligation FNMA_19-14B N/A 3136B4FR4 2049-04-25 2.23824 N/A 17752256.00 468489.52 Agency Collateralized Mortgage Obligation FNMA_19-25A N/A 3136B4YR3 2046-10-25 2.23824 N/A 78461952.00 2567404.24 Agency Collateralized Mortgage Obligation FNMA_19-57 N/A 3136B6QZ9 2049-10-25 2.5 N/A 31544440.00 6822752.35 Agency Collateralized Mortgage Obligation FNMA_19-67F N/A 3136B65F6 2040-05-25 2.28824 N/A 54965920.00 1641999.48 Agency Collateralized Mortgage Obligation FNMA_19-67G N/A 3136B65H2 2041-10-25 2.48824 N/A 133024000.00 4640087.17 Agency Collateralized Mortgage Obligation FNMA_19-67H N/A 3136B65L3 2041-08-25 0.322802 N/A 132816128.00 219874.82 Agency Collateralized Mortgage Obligation FNMA_19-67J N/A 3136B65M1 2044-04-25 2.23824 N/A 116892288.00 3222936.37 Agency Collateralized Mortgage Obligation FNMA_19-68G N/A 3136B6R88 2048-05-25 3.5 N/A 7393224.00 94154.75 Agency Collateralized Mortgage Obligation FNMA_19-81B N/A 3136B8GA1 2050-01-25 2.18824 N/A 100824704.00 5043036.86 Agency Collateralized Mortgage Obligation FNMA_19-9L N/A 3136B35E6 2049-03-25 2.23824 N/A 17306336.00 166694.44 Agency Collateralized Mortgage Obligation FNMA_20-10B N/A 3136B9BW6 2060-03-25 4 N/A 15293872.00 1002194.05 Agency Collateralized Mortgage Obligation FNMA_20-73D N/A 3136BCEV8 2040-05-25 1.33522 N/A 26563840.00 728972.75 Agency Collateralized Mortgage Obligation FNMA_20-81D N/A 3136BCXP0 2050-08-25 1 N/A 12000000.00 4784675.89 Agency Collateralized Mortgage Obligation FNMA_21-34H N/A 3136BHWB1 2051-04-25 2.5 N/A 17688896.00 1487172.40 Agency Collateralized Mortgage Obligation FNMA_21-56D N/A 3136BGV99 2051-09-25 2.5 N/A 74461200.00 3153731.45 Agency Collateralized Mortgage Obligation FNMA_21-69 N/A 3136BJJW6 2051-10-25 2 N/A 40346.00 22957.81 Agency Collateralized Mortgage Obligation FNMA_21-7B N/A 3136BDJ33 2051-02-25 2.5 N/A 10000000.00 849300.71 Agency Collateralized Mortgage Obligation FNMA_22-28B N/A 3136BMN20 2052-06-25 0 N/A 30000000.00 161598.36 Agency Collateralized Mortgage Obligation FNMA_22-3C N/A 3136BLDC1 2052-01-25 2 N/A 54000000.00 36788565.73 Agency Collateralized Mortgage Obligation FNMA_22-3C N/A 3136BLFH8 2052-02-25 0 N/A 99786752.00 87950.61 Agency Collateralized Mortgage Obligation FNMA_22-43E N/A 3136BNTL0 2046-11-25 0.378087 N/A 26071488.00 116809.97 Agency Collateralized Mortgage Obligation FNMA_22-80 N/A 3136BPKF7 2052-11-25 5.5 N/A 3912236.00 4677244.78 Agency Collateralized Mortgage Obligation FNMA_22-M04A N/A 3136BLP95 2030-05-25 0.441 N/A 67000000.00 216378.18 Agency Collateralized Mortgage Obligation FNMA_23-18B N/A 3136BP2K6 2053-05-25 1.80272 N/A 48859712.00 1299308.99 Agency Collateralized Mortgage Obligation FNMA_23-30N N/A 3136BQCG2 2050-11-25 0 N/A 1903582.00 1075480.74 Agency Collateralized Mortgage Obligation FNMA_23-51C N/A 3136BQPL7 2053-11-25 2.30272 N/A 31508096.00 874947.72 Agency Collateralized Mortgage Obligation FNMA_24-19A N/A 3136BRLS4 2054-01-25 6.5 N/A 14546656.00 2011556.57 Agency Collateralized Mortgage Obligation FNMA_24-20F N/A 3136BRW37 2054-05-25 5.5 N/A 19067200.00 21382769.81 Agency Collateralized Mortgage Obligation FNMA_24-33A N/A 3136BSFD2 2054-01-25 0.05 N/A 64999424.00 50772.08 Agency Collateralized Mortgage Obligation FNMA_24-33B N/A 3136BSEG6 2054-06-25 2.05272 N/A 50000000.00 1378354.07 Agency Collateralized Mortgage Obligation FNMA_24-39C N/A 3136BSDC6 2047-11-25 3 N/A 6000000.00 5178028.05 Agency Collateralized Mortgage Obligation FNMA_24-52H N/A 3136BSVT9 2054-08-25 1.40272 N/A 100000000.00 3678235.85 Agency Collateralized Mortgage Obligation FNMA_24-60C N/A 3136BSQ99 2054-09-25 1.45272 N/A 87591168.00 1664433.73 Agency Collateralized Mortgage Obligation FNMA_24-60G N/A 3136BSS55 2054-09-25 1.55272 N/A 66098048.00 1894923.42 Agency Collateralized Mortgage Obligation FNMA_24-74A N/A 3136BS2V6 2054-10-25 0.90272 N/A 20000000.00 414147.15 Agency Collateralized Mortgage Obligation FNMA_24-76F N/A 3136BTNM1 2054-11-25 0.1 N/A 12000000.00 38297.34 Agency Collateralized Mortgage Obligation FNMA_24-98G N/A 3136BUDW7 2055-01-25 2.40272 N/A 15000000.00 601806.10 Agency Collateralized Mortgage Obligation FNMA_24-98G N/A 3136BUDZ0 2055-01-25 5 N/A 2094000.00 2144182.66 Agency Collateralized Mortgage Obligation FNMA_25-19A N/A 3136BVCD8 2055-03-25 5 N/A 14785792.00 15042733.33 Agency Collateralized Mortgage Obligation FNMA_25-24A N/A 3136BVRW0 2055-04-25 5 N/A 16130208.00 16260462.10 Agency Collateralized Mortgage Obligation FNMA_25-28A N/A 3136BVLC0 2055-04-25 5 N/A 6504752.00 6576468.95 Agency Collateralized Mortgage Obligation FNMA_25-29J N/A 3136BV3W6 2055-05-25 5 N/A 16066208.00 16072351.02 Agency Collateralized Mortgage Obligation FNMA_25-31A N/A 3136BVZT8 2054-06-25 5 N/A 24900320.00 24971027.26 Agency Collateralized Mortgage Obligation FNMA_25-33A N/A 3136BVVA3 2055-02-25 0.65272 N/A 100000000.00 1395480.79 Agency Collateralized Mortgage Obligation FNMA_25-33C N/A 3136BVVJ4 2054-08-25 5 N/A 3643980.00 3666171.84 Agency Collateralized Mortgage Obligation FNMA_25-33E N/A 3136BVVU9 2054-08-25 5 N/A 3785872.00 3814383.13 Agency Collateralized Mortgage Obligation FNMA_25-33F N/A 3136BVT40 2054-08-25 0.1 N/A 75000000.00 118337.95 Agency Collateralized Mortgage Obligation FNMA_25-41B N/A 3136BV5H7 2055-06-25 5 N/A 30553080.00 30880211.72 Agency Collateralized Mortgage Obligation FNMA_25-41C N/A 3136BV5N4 2055-06-25 5 N/A 14028720.00 14169918.94 Agency Collateralized Mortgage Obligation FNMA_25-41E N/A 3136BV5V6 2055-06-25 5 N/A 18836768.00 18869030.31 Agency Collateralized Mortgage Obligation FNMA_25-42A N/A 3136BWMD5 2055-06-25 5 N/A 6000000.00 6071635.88 Agency Collateralized Mortgage Obligation FNMA_25-42E N/A 3136BWLT1 2055-06-25 5 N/A 6715040.00 6731004.87 Agency Collateralized Mortgage Obligation FNMA_25-42F N/A 3136BWLW4 2055-05-25 5.25 N/A 13977664.00 14256109.23 Agency Collateralized Mortgage Obligation FNMA_25-48 N/A 3136BV6Q6 2055-06-25 5 N/A 12747080.00 12874628.10 Agency Collateralized Mortgage Obligation FNMA_25-65B N/A 3136BWV37 2054-10-25 1.50272 N/A 64787712.00 2154805.37 Agency Collateralized Mortgage Obligation FNMA_25-66A N/A 3136BWZU3 2055-08-25 5 N/A 17566420.00 17393147.81 Agency Collateralized Mortgage Obligation FNMA_25-72A N/A 3136BW4J2 2055-08-25 1.55272 N/A 105420672.00 6670519.77 Agency Collateralized Mortgage Obligation FNMA_25-85A N/A 3136BXRV8 2055-09-25 5 N/A 3177490.00 2592579.43 Agency Collateralized Mortgage Obligation FNMA_25-85B N/A 3136BXSB1 2055-09-25 1.60272 N/A 276034560.00 17407776.15 Agency Collateralized Mortgage Obligation FNMA_25-85C N/A 3136BXSF2 2055-10-25 1.30272 N/A 300000000.00 8497590.74 Agency Collateralized Mortgage Obligation FNMA_25-85D N/A 3136BXSJ4 2053-05-25 3.45272 N/A 57052480.00 4352611.29 Agency Collateralized Mortgage Obligation FNMA_25-85E N/A 3136BXSR6 2055-09-25 0.05 N/A 30000000.00 51394.25 Agency Collateralized Mortgage Obligation FNMA_25-85F N/A 3136BXXT6 2055-10-25 1.00272 N/A 188985600.00 5207012.87 Agency Collateralized Mortgage Obligation FNMA_25-95B N/A 3136BXN59 2055-10-25 1.65272 N/A 55920448.00 3250274.16 Agency Collateralized Mortgage Obligation FNR_19-33 N/A 3136B46V5 2049-07-25 0.03 N/A 96772096.00 31799.41 Agency Collateralized Mortgage Obligation FNSTR_88-1 N/A 313602AQ7 2027-08-25 5.803294 N/A 191233979.00 7941.54 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3408 N/A 31397PU32 2038-01-15 2.42817 N/A 100000000.00 395164.33 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3621 N/A 31398LZZ4 2040-01-15 5 N/A 6000000.00 964070.24 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4585A N/A 3137BPFF1 2046-05-15 2.27817 N/A 130080960.00 1861635.07 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4680 N/A 3137BY5W6 2047-05-15 3.5 N/A 1000000.00 224651.45 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHLMC_4206 N/A 3137B2G38 2043-05-15 3.5 N/A 1600000.00 2330002.72 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_16-KS N/A 3137BS5P4 2026-08-25 1.025573 N/A 25620480.00 21320.75 Agency Collateralized Mortgage Obligation FREMF_18-KF54 N/A 302964AC5 2028-11-25 6.10107 N/A 4746000.00 766824.85 Agency Collateralized Mortgage Obligation FREMF_19-K100 N/A 30313PAQ6 2052-11-25 0.1 N/A 255243008.00 823555.86 Agency Collateralized Mortgage Obligation FREMF_20-KF76 N/A 30316EAE5 2030-01-25 6.65107 N/A 2550000.00 558999.14 Agency Collateralized Mortgage Obligation FREMF_20-KG03 N/A 302880AJ8 2030-07-25 0.1 N/A 44593200.00 167561.45 Agency Collateralized Mortgage Obligation FREMF_22-K141 N/A 3137H6ZV0 2055-04-25 2.973594 N/A 7677000.00 1125896.50 Agency Collateralized Mortgage Obligation FREMF_K-059 N/A 3137BSRH8 2026-11-25 1.908895 N/A 14981000.00 206958.34 Agency Collateralized Mortgage Obligation FREMF_K-064 N/A 3137BXR38 2027-05-25 2.143572 N/A 11760000.00 313177.81 Agency Collateralized Mortgage Obligation FREMF_K-082 N/A 3137FJKH1 2028-10-25 2.213985 N/A 14982528.00 861098.14 Agency Collateralized Mortgage Obligation FREMF_K-W01 N/A 3137BPCS6 2029-03-25 4.237991 N/A 24129536.00 22112.34 Agency Collateralized Mortgage Obligation FREMF_K065 N/A 3137F1G77 2045-07-25 2.187455 N/A 8530000.00 253649.08 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 N/A 30296KAH8 2038-01-25 0.49782 N/A 427593728.00 341618.02 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-003 EZ N/A BRYDCELM0 2053-01-20 0 N/A 1038796.00 1156549.39 Agency Mortgage-Backed Securities GNMA_04-106 N/A 38374KKK8 2034-05-16 8.37791 N/A 4785968.00 820475.77 Agency Collateralized Mortgage Obligation GNMA_05-52 N/A 38373MQW3 2047-04-16 0.572 N/A 144572416.00 11835.80 Agency Collateralized Mortgage Obligation GNMA_05-86 N/A 38374MEL9 2047-04-16 0.2135 N/A 292814848.00 5568.26 Agency Collateralized Mortgage Obligation GNMA_06-42 N/A 38374NKA4 2048-02-16 1.24999 N/A 166592512.00 5530.03 Agency Collateralized Mortgage Obligation GNMA_08-80 N/A 38373M2F6 2050-04-16 2.56843 N/A 160880000.00 1383777.96 Agency Collateralized Mortgage Obligation GNMA_09-51 N/A 38373M7T1 2051-02-16 0 N/A 170168320.00 127273.41 Agency Collateralized Mortgage Obligation GNMA_09-80 N/A 38373M8P8 2051-09-16 1.56196 N/A 152254720.00 634632.47 Agency Collateralized Mortgage Obligation GNMA_09-93 N/A 38376KLC3 2039-09-16 6 N/A 229277696.00 29522.96 Agency Collateralized Mortgage Obligation GNMA_09-96 N/A 38376C7C7 2038-07-16 2.50814 N/A 42024960.00 16427.64 Agency Collateralized Mortgage Obligation GNMA_10-113 N/A 38377J3E1 2040-09-16 2.80814 N/A 54710960.00 433598.19 Agency Collateralized Mortgage Obligation GNMA_10-146 N/A 38377MUN4 2040-11-16 4.25 N/A 12828500.00 1154642.68 Agency Collateralized Mortgage Obligation GNMA_10-149 N/A 38377MQ25 2040-11-16 4.5 N/A 50000000.00 17170481.35 Agency Collateralized Mortgage Obligation GNMA_10-157 N/A 38377NG81 2040-12-20 2.26016 N/A 62417088.00 435444.57 Agency Collateralized Mortgage Obligation GNMA_10-22 N/A 38376GDW7 2052-03-16 0 N/A 130072576.00 36502.97 Agency Collateralized Mortgage Obligation GNMA_10-25 N/A 38376V4H7 2040-02-16 0 N/A 4166664.00 197682.11 Agency Collateralized Mortgage Obligation GNMA_10-35 N/A 38376WM85 2040-03-20 5 N/A 85000000.00 458372.45 Agency Collateralized Mortgage Obligation GNMA_10-4 N/A 38376TX64 2035-05-20 2.41016 N/A 16790688.00 24758.59 Agency Collateralized Mortgage Obligation GNMA_10-47 N/A 38376YT43 2037-11-16 2.45814 N/A 63076736.00 123772.40 Agency Collateralized Mortgage Obligation GNMA_10-62G N/A 38377FLF6 2037-05-16 2.75814 N/A 45605312.00 213357.63 Agency Collateralized Mortgage Obligation GNMA_10-9 N/A 38375AP24 2040-01-16 3.00814 N/A 496144640.00 1895328.96 Agency Collateralized Mortgage Obligation GNMA_10-9J N/A 38375A3E2 2040-01-20 5 N/A 50000000.00 740350.45 Agency Collateralized Mortgage Obligation GNMA_11-1 N/A 38376GZQ6 2052-11-16 0 N/A 214466560.00 40509.94 Agency Collateralized Mortgage Obligation GNMA_11-38 N/A 38376GL32 2053-04-16 0.53014 N/A 177569792.00 25090.06 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LSY6 2041-06-16 2.32814 N/A 38063744.00 169070.15 Agency Collateralized Mortgage Obligation GNMA_12-132 N/A 38378BX95 2054-06-16 0.21255 N/A 94732288.00 27111.62 Agency Collateralized Mortgage Obligation GNMA_12-143 N/A 38378GRV2 2042-06-16 2.5 N/A 29338944.00 5210055.30 Agency Collateralized Mortgage Obligation GNMA_12-16 N/A 38378DHZ1 2042-02-16 2.30814 N/A 32671744.00 170661.36 Agency Collateralized Mortgage Obligation GNMA_12-21 N/A 38378C6T9 2042-02-20 3.5 N/A 8444576.00 2692771.04 Agency Collateralized Mortgage Obligation GNMA_12-6E N/A 38378CTC1 2040-02-20 2.31016 N/A 24395776.00 7592.46 Agency Collateralized Mortgage Obligation GNMA_13-040 N/A 38378KCX5 2054-06-16 0.24279 N/A 107782560.00 379381.16 Agency Collateralized Mortgage Obligation GNMA_13-055 N/A 38378KHN2 2054-10-16 0.24158 N/A 123456512.00 355237.83 Agency Collateralized Mortgage Obligation GNMA_13-10 N/A 38378FAB6 2043-01-20 3.5 N/A 32761408.00 354931.13 Agency Collateralized Mortgage Obligation GNMA_13-113 N/A 38378WMX8 2043-08-20 3 N/A 15463000.00 12741111.46 Agency Collateralized Mortgage Obligation GNMA_13-134 N/A 38378W2U6 2043-09-20 1.81016 N/A 68045184.00 379101.54 Agency Collateralized Mortgage Obligation GNMA_13-152 N/A 38378UYD3 2043-06-20 2.36016 N/A 64075000.00 511698.15 Agency Collateralized Mortgage Obligation GNMA_13-156 N/A 38378NER0 2055-06-16 0.21525 N/A 87560192.00 61118.79 Agency Collateralized Mortgage Obligation GNMA_13-158 N/A 38378NFN8 2053-08-16 1.02415 N/A 21000000.00 69738.28 Agency Collateralized Mortgage Obligation GNMA_13-167B N/A 38378YAN9 2043-11-16 1.75814 N/A 66782592.00 471260.26 Agency Collateralized Mortgage Obligation GNMA_13-169 N/A 38378YJJ9 2043-04-20 2.99016 N/A 36564096.00 93101.61 Agency Collateralized Mortgage Obligation GNMA_13-175 N/A 38378NHQ9 2055-05-16 0.12979 N/A 155451392.00 19650.17 Agency Collateralized Mortgage Obligation GNMA_13-2 N/A 38378B3Z0 2054-05-16 2.78423 N/A 375000.00 437035.69 Agency Collateralized Mortgage Obligation GNMA_13-4A N/A 38378FMY3 2042-09-20 4 N/A 93001472.00 1323632.74 Agency Collateralized Mortgage Obligation GNMA_13-70 N/A 38378TLT5 2041-12-16 4.5 N/A 30020832.00 306349.68 Agency Collateralized Mortgage Obligation GNMA_14-073 N/A 38378N5K5 2056-04-16 0.37587 N/A 116967680.00 302508.45 Agency Collateralized Mortgage Obligation GNMA_14-120 N/A 38378XMD0 2056-04-16 0.39263 N/A 157089792.00 120342.41 Agency Collateralized Mortgage Obligation GNMA_14-138 N/A 38378XRJ2 2056-04-16 0.50316 N/A 134575360.00 275202.89 Agency Collateralized Mortgage Obligation GNMA_14-148 N/A 38378XTX9 2056-10-16 0.39904 N/A 112730752.00 237349.81 Agency Collateralized Mortgage Obligation GNMA_14-169 N/A 38378XYD7 2056-10-16 0.58635 N/A 186330000.00 920835.81 Agency Collateralized Mortgage Obligation GNMA_14-183E N/A 38379HXG5 2044-12-20 2.08601 N/A 16131168.00 89815.59 Agency Collateralized Mortgage Obligation GNMA_14-36 N/A 38379AWV8 2044-03-20 2.41016 N/A 215529728.00 1056494.95 Agency Collateralized Mortgage Obligation GNMA_14-3D N/A 38378YZD4 2044-01-16 1.77814 N/A 63160320.00 654458.95 Agency Collateralized Mortgage Obligation GNMA_14-41K N/A 38379A5D8 2044-03-20 3 N/A 8309824.00 9464686.48 Agency Collateralized Mortgage Obligation GNMA_14-51 N/A 38379A6N5 2044-03-20 1.81016 N/A 46718592.00 222538.25 Agency Collateralized Mortgage Obligation GNMA_14-54 N/A 38378N2L6 2055-09-16 0.24979 N/A 109756416.00 49342.66 Agency Collateralized Mortgage Obligation GNMA_14-55 N/A 38379BGA0 2044-04-16 2.40814 N/A 314560960.00 2298609.17 Agency Collateralized Mortgage Obligation GNMA_14-68J N/A 38379CBF2 2044-05-20 2.41016 N/A 27092256.00 176181.70 Agency Collateralized Mortgage Obligation GNMA_14-86 N/A 38378N8E6 2056-04-16 0.39437 N/A 138044672.00 170658.50 Agency Collateralized Mortgage Obligation GNMA_14-96 N/A 38379CY34 2044-07-16 5.5 N/A 109284992.00 833427.37 Agency Collateralized Mortgage Obligation GNMA_14-98G N/A 38379DBH6 2044-07-20 2.41016 N/A 41322624.00 227703.57 Agency Collateralized Mortgage Obligation GNMA_15-085 N/A 38379KTL2 2057-07-16 0.28947 N/A 135005000.00 370245.19 Agency Collateralized Mortgage Obligation GNMA_15-115 N/A 38379KC97 2057-07-16 0.46233 N/A 97075840.00 744592.58 Agency Collateralized Mortgage Obligation GNMA_15-117D N/A 38379MS47 2045-08-16 3.5 N/A 9836140.00 13468273.34 Agency Collateralized Mortgage Obligation GNMA_15-124J N/A 38379QRK3 2045-09-20 2.08601 N/A 17018360.00 77757.79 Agency Collateralized Mortgage Obligation GNMA_15-130 N/A 38379KJ74 2057-07-16 0.67606 N/A 128725000.00 1388589.38 Agency Collateralized Mortgage Obligation GNMA_15-145 N/A 38379KX60 2057-07-16 0.7234 N/A 185404480.00 1787414.14 Agency Collateralized Mortgage Obligation GNMA_15-170A N/A 38379FXC8 2045-11-20 1.91016 N/A 25515744.00 480475.60 Agency Collateralized Mortgage Obligation GNMA_15-180G N/A 38379THG7 2045-12-20 1.89016 N/A 44885440.00 421255.64 Agency Collateralized Mortgage Obligation GNMA_15-181 N/A 38379RBA0 2057-08-16 0.66564 N/A 114995000.00 542271.94 Agency Collateralized Mortgage Obligation GNMA_15-185C N/A 38379F3Y3 2045-05-20 3.5 N/A 2500000.00 2172045.02 Agency Collateralized Mortgage Obligation GNMA_15-83C N/A 38379NLF7 2043-09-20 6 N/A 35697088.00 607651.62 Agency Collateralized Mortgage Obligation GNMA_15-97 N/A 38379KWW4 2056-10-16 0.27941 N/A 100000000.00 472709.96 Agency Collateralized Mortgage Obligation GNMA_16-052 N/A 38379UNY8 2058-03-16 0.73533 N/A 104532320.00 689564.94 Agency Collateralized Mortgage Obligation GNMA_16-109 N/A 38380AAR8 2036-09-16 5.5 N/A 19473888.00 486814.65 Agency Collateralized Mortgage Obligation GNMA_16-117 N/A 38380ANZ6 2046-08-20 3.5 N/A 25414560.00 216247.25 Agency Collateralized Mortgage Obligation GNMA_16-126E N/A 38380BAZ8 2046-09-20 2.31016 N/A 20257568.00 535359.78 Agency Collateralized Mortgage Obligation GNMA_16-127 N/A 38379UJ98 2058-05-16 0.87795 N/A 151204000.00 1626070.93 Agency Collateralized Mortgage Obligation GNMA_16-135D N/A 38380AK71 2046-10-16 3 N/A 11224848.00 11215223.90 Agency Collateralized Mortgage Obligation GNMA_16-136 N/A 38380BTD7 2046-08-20 2.26016 N/A 74114560.00 776547.38 Agency Collateralized Mortgage Obligation GNMA_16-140 N/A 38379UQ25 2058-05-16 0.73054 N/A 116062720.00 1600980.08 Agency Collateralized Mortgage Obligation GNMA_16-156 N/A 38380BC37 2046-11-20 3 N/A 1469526.00 834920.06 Agency Collateralized Mortgage Obligation GNMA_16-169 N/A 38379U3N4 2058-06-16 0.51441 N/A 74964480.00 628210.95 Agency Collateralized Mortgage Obligation GNMA_16-49 N/A 38379WFS6 2046-04-20 2.21016 N/A 36853056.00 382548.67 Agency Collateralized Mortgage Obligation GNMA_16-98 N/A 38379UXP6 2058-05-16 0.83848 N/A 123138048.00 1219554.49 Agency Collateralized Mortgage Obligation GNMA_17-113B N/A 38380FWR3 2047-07-16 2.45814 N/A 52958656.00 1133629.23 Agency Collateralized Mortgage Obligation GNMA_17-131 N/A 38379R3J0 2058-12-16 0.66086 N/A 61467328.00 761123.27 Agency Collateralized Mortgage Obligation GNMA_17-163G N/A 38380KNA9 2041-05-16 0 N/A 9932752.00 1618992.81 Agency Collateralized Mortgage Obligation GNMA_17-179F N/A 38380ULB7 2047-12-20 2.41016 N/A 23428544.00 750214.57 Agency Collateralized Mortgage Obligation GNMA_17-191 N/A 38380JJP4 2059-07-16 0.56252 N/A 105112704.00 1598568.49 Agency Collateralized Mortgage Obligation GNMA_17-192E N/A 38380T7E0 2045-11-20 3 N/A 47883200.00 118199.66 Agency Collateralized Mortgage Obligation GNMA_17-36D N/A 38376MNV5 2047-02-20 4 N/A 12691264.00 139757.62 Agency Collateralized Mortgage Obligation GNMA_17-51 N/A 38379RUE1 2059-05-16 0.63568 N/A 162972416.00 1350132.23 Agency Collateralized Mortgage Obligation GNMA_17-93E N/A 38380FGX8 2047-06-20 2.08601 N/A 14301500.00 196163.06 Agency Collateralized Mortgage Obligation GNMA_18-112D N/A 38380YBS3 2048-08-20 2.38601 N/A 34400000.00 918864.70 Agency Collateralized Mortgage Obligation GNMA_18-126B N/A 38380YM69 2048-09-20 1.36016 N/A 50000000.00 874832.05 Agency Collateralized Mortgage Obligation GNMA_18-12D N/A 38380UQ89 2048-01-20 2.41016 N/A 24520704.00 714219.70 Agency Collateralized Mortgage Obligation GNMA_18-134C N/A 38381ASE7 2048-10-20 2.41016 N/A 39736704.00 774987.88 Agency Collateralized Mortgage Obligation GNMA_18-135E N/A 38381AJW7 2048-09-20 4.25 N/A 20000000.00 515071.78 Agency Collateralized Mortgage Obligation GNMA_18-13B N/A 38380UUY7 2048-01-20 2.46016 N/A 63902848.00 1346291.19 Agency Collateralized Mortgage Obligation GNMA_18-146C N/A 38381AJC1 2048-01-20 3.5 N/A 15661680.00 38231.10 Agency Collateralized Mortgage Obligation GNMA_18-154K N/A 38381AWV4 2048-11-20 2.41016 N/A 38751424.00 741375.83 Agency Collateralized Mortgage Obligation GNMA_18-154Q N/A 38381AXN1 2048-11-20 2.41016 N/A 52186688.00 1285654.74 Agency Collateralized Mortgage Obligation GNMA_18-156 N/A 38380MVY4 2060-07-16 0.65749 N/A 92958464.00 897730.14 Agency Collateralized Mortgage Obligation GNMA_18-160D N/A 38381AN93 2048-11-20 2.38601 N/A 41600000.00 1257869.77 Agency Collateralized Mortgage Obligation GNMA_18-168G N/A 38381BFG4 2048-12-20 2.23601 N/A 72000000.00 2081347.13 Agency Collateralized Mortgage Obligation GNMA_18-38D N/A 38380V3J8 2048-03-20 5 N/A 15067800.00 299692.45 Agency Collateralized Mortgage Obligation GNMA_18-70B N/A 38380WB32 2048-05-16 0.84814 N/A 58188096.00 582024.46 Agency Collateralized Mortgage Obligation GNMA_18-91H N/A 38380XWY9 2048-07-20 2.38601 N/A 22667328.00 557769.69 Agency Collateralized Mortgage Obligation GNMA_19-101 N/A 38380NKY4 2061-07-16 0.69739 N/A 38018720.00 774684.28 Agency Collateralized Mortgage Obligation GNMA_19-110E N/A 38381YWZ3 2049-09-20 0 N/A 29999104.00 22633.44 Agency Collateralized Mortgage Obligation GNMA_19-122 N/A 38380NRV3 2061-07-16 1.00452 N/A 75398528.00 1462163.90 Agency Collateralized Mortgage Obligation GNMA_19-128L N/A 38382AFW0 2045-02-20 2.16016 N/A 52761280.00 283670.89 Agency Collateralized Mortgage Obligation GNMA_19-128M N/A 38382AFY6 2040-04-16 2.25814 N/A 43921728.00 943998.20 Agency Collateralized Mortgage Obligation GNMA_19-128M N/A 38382AFZ3 2040-04-16 0.25196 N/A 35232384.00 80467.46 Agency Collateralized Mortgage Obligation GNMA_19-128P N/A 38382AGC3 2043-07-16 2.20814 N/A 39134080.00 1098741.94 Agency Collateralized Mortgage Obligation GNMA_19-132F N/A 38381Y5K6 2049-10-20 1 N/A 39756544.00 328612.14 Agency Collateralized Mortgage Obligation GNMA_19-139 N/A 38380NTH2 2061-11-16 0.67072 N/A 91023616.00 1683067.26 Agency Collateralized Mortgage Obligation GNMA_19-18P N/A 38381B3N2 2049-02-20 2.26016 N/A 56361920.00 1219599.28 Agency Collateralized Mortgage Obligation GNMA_19-2 N/A 38380MA68 2060-12-16 0.74565 N/A 50049280.00 633879.58 Agency Collateralized Mortgage Obligation GNMA_19-20A N/A 38381RCK3 2049-02-20 5.5 N/A 63392448.00 1411125.21 Agency Collateralized Mortgage Obligation GNMA_19-23M N/A 38381RRX9 2049-02-20 2.36016 N/A 30452240.00 429455.89 Agency Collateralized Mortgage Obligation GNMA_19-26 N/A 38380MS44 2060-11-16 0.64995 N/A 137614336.00 1134058.28 Agency Collateralized Mortgage Obligation GNMA_19-29R N/A 38381TNB7 2049-03-20 2.26016 N/A 79855360.00 810171.55 Agency Collateralized Mortgage Obligation GNMA_19-34 N/A 38380MU58 2061-03-16 0.71745 N/A 90056832.00 1001751.92 Agency Collateralized Mortgage Obligation GNMA_19-45A N/A 38381TYF6 2049-04-20 0.03 N/A 22691840.00 7036.32 Agency Collateralized Mortgage Obligation GNMA_19-5 N/A 38380M7J4 2061-03-16 0.72555 N/A 100809728.00 1395087.14 Agency Collateralized Mortgage Obligation GNMA_19-50 N/A 38380M5Z0 2060-12-16 0.69584 N/A 127549440.00 1519973.01 Agency Collateralized Mortgage Obligation GNMA_19-59D N/A 38381VL32 2049-05-20 2.31016 N/A 25000000.00 422657.72 Agency Collateralized Mortgage Obligation GNMA_19-61A N/A 38381VRT9 2049-02-20 4 N/A 11533856.00 322907.55 Agency Collateralized Mortgage Obligation GNMA_19-65L N/A 38381VKW9 2049-05-20 2.31016 N/A 62000000.00 458831.59 Agency Collateralized Mortgage Obligation GNMA_19-6J N/A 38381BP32 2049-01-20 2.31016 N/A 45476720.00 610863.73 Agency Collateralized Mortgage Obligation GNMA_19-86F N/A 38381WC97 2049-03-20 2.31016 N/A 19007904.00 384517.19 Agency Collateralized Mortgage Obligation GNMA_19-97A N/A 38381YHB3 2049-08-20 0.02 N/A 99991552.00 19790.40 Agency Collateralized Mortgage Obligation GNMA_19-99P N/A 38381XVF0 2049-08-20 2.26016 N/A 28691328.00 628532.69 Agency Collateralized Mortgage Obligation GNMA_20-019 N/A 38380N3D9 2061-12-16 0.71954 N/A 145655552.00 2999268.23 Agency Collateralized Mortgage Obligation GNMA_20-112 N/A 38382HLM0 2050-08-20 2.51016 N/A 130398720.00 8887168.68 Agency Collateralized Mortgage Obligation GNMA_20-115E N/A 38382HC99 2049-02-20 0.41 N/A 74186560.00 324891.69 Agency Collateralized Mortgage Obligation GNMA_20-115F N/A 38382HD31 2049-06-20 0 N/A 62312128.00 151860.97 Agency Collateralized Mortgage Obligation GNMA_20-129G N/A 38382JYE0 2050-09-20 2.5 N/A 41239936.00 4608587.42 Agency Collateralized Mortgage Obligation GNMA_20-134D N/A 38382JAZ9 2050-09-20 0 N/A 26381440.00 180996.15 Agency Collateralized Mortgage Obligation GNMA_20-134V N/A 38382JFF8 2050-07-20 3.1518 N/A 25439080.00 931524.87 Agency Collateralized Mortgage Obligation GNMA_20-138B N/A 38382JR65 2050-09-20 0 N/A 50000000.00 375154.02 Agency Collateralized Mortgage Obligation GNMA_20-146A N/A 38382KUY7 2049-10-20 0 N/A 48646720.00 145661.71 Agency Collateralized Mortgage Obligation GNMA_20-146B N/A 38382KVG5 2050-10-20 0 N/A 7000000.00 62251.90 Agency Collateralized Mortgage Obligation GNMA_20-148D N/A 38382KYP2 2050-10-20 0 N/A 78537856.00 224795.28 Agency Collateralized Mortgage Obligation GNMA_20-148D N/A 38382KYM9 2050-10-20 0 N/A 105656576.00 250287.96 Agency Collateralized Mortgage Obligation GNMA_20-148H N/A 38382KZS5 2050-10-20 0 N/A 26781600.00 291003.33 Agency Collateralized Mortgage Obligation GNMA_20-149D N/A 38382KAQ6 2050-10-20 0 N/A 33333312.00 294790.13 Agency Collateralized Mortgage Obligation GNMA_20-153D N/A 38382KQG1 2050-10-20 0 N/A 35712064.00 214263.21 Agency Collateralized Mortgage Obligation GNMA_20-155 N/A 38380P8N7 2060-09-16 1.27108 N/A 121710336.00 9382996.39 Agency Collateralized Mortgage Obligation GNMA_20-164N N/A 38382LEV9 2050-11-20 0 N/A 73687296.00 167728.20 Agency Collateralized Mortgage Obligation GNMA_20-164P N/A 38382LEX5 2050-11-20 0 N/A 70867584.00 420376.19 Agency Collateralized Mortgage Obligation GNMA_20-167S N/A 38382LCC3 2046-03-20 3.5 N/A 16368380.00 33707.25 Agency Collateralized Mortgage Obligation GNMA_20-16L N/A 38382CT84 2047-01-20 4.5 N/A 6880000.00 140839.49 Agency Collateralized Mortgage Obligation GNMA_20-175D N/A 38382LLM1 2050-11-20 2 N/A 146731776.00 9931723.26 Agency Collateralized Mortgage Obligation GNMA_20-176E N/A 38382LHL8 2050-11-20 0 N/A 52620032.00 678788.92 Agency Collateralized Mortgage Obligation GNMA_20-181E N/A 38382LWB3 2049-03-20 0.49 N/A 34196864.00 283002.91 Agency Collateralized Mortgage Obligation GNMA_20-187A N/A 38382LZV6 2050-12-20 0 N/A 61568640.00 107978.16 Agency Collateralized Mortgage Obligation GNMA_20-187K N/A 38382LD65 2050-12-20 0.46016 N/A 24127296.00 132407.27 Agency Collateralized Mortgage Obligation GNMA_20-187L N/A 38382LD81 2050-12-20 0.96016 N/A 19338304.00 107643.36 Agency Collateralized Mortgage Obligation GNMA_20-189G N/A 38382MAL3 2050-12-20 0 N/A 37291200.00 381216.28 Agency Collateralized Mortgage Obligation GNMA_20-3 N/A 38382BN66 2062-02-16 0.61552 N/A 90575360.00 1670689.63 Agency Collateralized Mortgage Obligation GNMA_20-34G N/A 38382DH51 2050-03-20 0 N/A 169996288.00 113140.90 Agency Collateralized Mortgage Obligation GNMA_20-40 N/A 38380N8S1 2062-01-16 0.87512 N/A 17000000.00 481740.28 Agency Collateralized Mortgage Obligation GNMA_20-49 N/A 38380PDL5 2062-07-16 1.0499 N/A 65512064.00 2041623.25 Agency Collateralized Mortgage Obligation GNMA_20-61L N/A 38382EV20 2050-05-20 5 N/A 17101800.00 368807.19 Agency Collateralized Mortgage Obligation GNMA_20-63J N/A 38382FGE8 2038-04-20 3.5 N/A 22360416.00 107106.70 Agency Collateralized Mortgage Obligation GNMA_20-63R N/A 38382FGS7 2043-08-20 0.26371 N/A 20955104.00 67598.61 Agency Collateralized Mortgage Obligation GNMA_20-7B N/A 38382DFB0 2050-01-20 3.5 N/A 317333.00 22770.55 Agency Collateralized Mortgage Obligation GNMA_21-118A N/A 38382UZ38 2051-07-20 3 N/A 22158080.00 2401551.98 Agency Collateralized Mortgage Obligation GNMA_21-124 N/A 38381DUJ7 2062-10-16 0.98903 N/A 9350000.00 488340.92 Agency Collateralized Mortgage Obligation GNMA_21-155G N/A 38383AJE5 2051-09-20 2.51016 N/A 25000000.00 2329333.61 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 2.51016 N/A 17500000.00 1532820.97 Agency Collateralized Mortgage Obligation GNMA_21-159E N/A 38382XJ97 2051-09-20 3 N/A 27651000.00 1808759.82 Agency Collateralized Mortgage Obligation GNMA_21-160E N/A 38383AUE2 2051-09-20 0.047 N/A 105852928.00 77544.33 Agency Collateralized Mortgage Obligation GNMA_21-175C N/A 38383CN97 2051-10-20 0 N/A 44955000.00 51310.26 Agency Collateralized Mortgage Obligation GNMA_21-175D N/A 38383CE30 2051-10-20 0 N/A 249999360.00 201806.98 Agency Collateralized Mortgage Obligation GNMA_21-175P N/A 38383CM49 2051-10-20 0.047 N/A 38997824.00 488994.37 Agency Collateralized Mortgage Obligation GNMA_21-193A N/A 38383DRT7 2051-11-20 0 N/A 24985600.00 6864.29 Agency Collateralized Mortgage Obligation GNMA_21-193C N/A 38383DSB5 2051-11-20 0 N/A 99991552.00 16950.19 Agency Collateralized Mortgage Obligation GNMA_21-193F N/A 38383DSP4 2051-11-20 0.05 N/A 74747904.00 58302.25 Agency Collateralized Mortgage Obligation GNMA_21-194F N/A 38383DDK1 2051-11-20 0 N/A 50000000.00 188314.57 Agency Collateralized Mortgage Obligation GNMA_21-195 N/A 38381ECK2 2063-08-16 1.20503 N/A 6000000.00 489264.63 Agency Collateralized Mortgage Obligation GNMA_21-1G N/A 38382MM22 2050-05-20 3 N/A 5947500.00 175736.53 Agency Collateralized Mortgage Obligation GNMA_21-211 N/A 38381EJK5 2063-01-16 0.96964 N/A 6800000.00 434558.50 Agency Collateralized Mortgage Obligation GNMA_21-213E N/A 38383FKV4 2051-12-20 0.05 N/A 235741184.00 218409.91 Agency Collateralized Mortgage Obligation GNMA_21-213F N/A 38383FKZ5 2051-12-20 0 N/A 334389248.00 118222.58 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FA52 2051-12-20 3.5 N/A 32966720.00 9335163.40 Agency Collateralized Mortgage Obligation GNMA_21-30F N/A 38382NYS0 2051-02-20 2.5 N/A 4858500.00 647097.89 Agency Collateralized Mortgage Obligation GNMA_21-46A N/A 38382P2Y7 2051-03-20 0 N/A 8519824.00 9393.12 Agency Collateralized Mortgage Obligation GNMA_21-71 N/A 38380RV49 2062-10-16 0.86407 N/A 8200000.00 449527.47 Agency Collateralized Mortgage Obligation GNMA_21-77E N/A 38382QR36 2051-05-20 0 N/A 32216832.00 157404.62 Agency Collateralized Mortgage Obligation GNMA_21-89 N/A 38382QXL9 2051-05-20 0 N/A 7000000.00 121907.67 Agency Collateralized Mortgage Obligation GNMA_21-8S N/A 38382MZM4 2051-01-20 2 N/A 2295000.00 126940.18 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VKL2 2051-06-20 3 N/A 67833216.00 5725626.23 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VLK3 2050-10-20 3 N/A 30072832.00 1070702.98 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VAV1 2051-06-20 0.097 N/A 12000000.00 226814.86 Agency Collateralized Mortgage Obligation GNMA_22-103F N/A 38383TEN9 2052-06-20 0 N/A 84983808.00 13570.95 Agency Collateralized Mortgage Obligation GNMA_22-120B N/A 38383TC76 2052-07-20 0 N/A 50000000.00 324746.03 Agency Collateralized Mortgage Obligation GNMA_22-120D N/A 38383TZR7 2052-07-20 2.377 N/A 30500000.00 2108289.37 Agency Collateralized Mortgage Obligation GNMA_22-120F N/A 38383TZW6 2044-10-20 5 N/A 5795344.00 117394.04 Agency Collateralized Mortgage Obligation GNMA_22-139D N/A 38383M3T3 2052-08-20 0.05 N/A 30000000.00 44603.90 Agency Collateralized Mortgage Obligation GNMA_22-153D N/A 38383YGC0 2052-09-20 0.05 N/A 100000000.00 129541.89 Agency Collateralized Mortgage Obligation GNMA_22-161B N/A 38383YSU7 2052-09-20 1.697 N/A 85500000.00 2070874.75 Agency Collateralized Mortgage Obligation GNMA_22-163 N/A 38381HRM5 2064-07-16 0.43277 N/A 175000000.00 6890637.57 Agency Collateralized Mortgage Obligation GNMA_22-174 N/A 38383UV64 2051-12-20 3 N/A 24522048.00 21851905.37 Agency Collateralized Mortgage Obligation GNMA_22-189A N/A 38383LCN8 2052-11-20 0.05 N/A 117633024.00 112942.15 Agency Collateralized Mortgage Obligation GNMA_22-189C N/A 38383LCU2 2052-11-20 0.05 N/A 49995776.00 26706.19 Agency Collateralized Mortgage Obligation GNMA_22-1A N/A 38383GRF0 2052-01-20 0 N/A 143228928.00 42286.58 Agency Collateralized Mortgage Obligation GNMA_22-1C N/A 38383GTX9 2052-01-20 0 N/A 174129152.00 79762.76 Agency Collateralized Mortgage Obligation GNMA_22-2 N/A 38383GQV6 2062-04-16 0.81709 N/A 375000000.00 17980178.71 Agency Collateralized Mortgage Obligation GNMA_22-208A N/A 38383LY53 2052-12-20 0.1 N/A 24997888.00 18023.07 Agency Collateralized Mortgage Obligation GNMA_22-212B N/A 38383LWU0 2052-12-20 5 N/A 16308704.00 19016044.38 Agency Collateralized Mortgage Obligation GNMA_22-216A N/A 38381HK26 2065-07-16 0.75015 N/A 3066000.00 168187.68 Agency Collateralized Mortgage Obligation GNMA_22-217 N/A 38381HD40 2064-06-16 0.73548 N/A 150000000.00 8333767.47 Agency Collateralized Mortgage Obligation GNMA_22-22C N/A 38383MPL6 2052-02-20 0 N/A 49987584.00 13411.74 Agency Collateralized Mortgage Obligation GNMA_22-22H N/A 38383MUG1 2051-09-20 3.5 N/A 10000000.00 5750107.82 Agency Collateralized Mortgage Obligation GNMA_22-45G N/A 38383ME95 2052-03-20 0 N/A 29999104.00 8791.32 Agency Collateralized Mortgage Obligation GNMA_22-45K N/A 38383MF94 2052-03-20 0 N/A 50000000.00 469507.87 Agency Collateralized Mortgage Obligation GNMA_22-63J N/A 38383RBW6 2052-04-20 0.097 N/A 16525696.00 209499.90 Agency Collateralized Mortgage Obligation GNMA_22-63R N/A 38383RDR5 2050-03-20 0.647 N/A 25000000.00 465143.02 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWS2 2052-05-20 0 N/A 49999872.00 40263.07 Agency Collateralized Mortgage Obligation GNMA_22-81P N/A 38383RXE2 2048-03-20 5.5 N/A 46903424.00 3459154.67 Agency Collateralized Mortgage Obligation GNMA_23-101D N/A 38384CBE8 2051-01-20 0 N/A 1170000.00 641440.78 Agency Collateralized Mortgage Obligation GNMA_23-115J N/A 38384CJ26 2053-08-20 2.897 N/A 32691776.00 1188017.31 Agency Collateralized Mortgage Obligation GNMA_23-131K N/A 38384EYY5 2053-09-20 5.5 N/A 8815504.00 10321939.10 Agency Collateralized Mortgage Obligation GNMA_23-133A N/A 38384ELV5 2053-09-20 1.997 N/A 10000000.00 241751.27 Agency Collateralized Mortgage Obligation GNMA_23-133A N/A 38384ENL5 2053-09-20 6 N/A 13543456.00 16376070.85 Agency Collateralized Mortgage Obligation GNMA_23-133H N/A 38384END3 2053-09-20 1.897 N/A 115921152.00 4238315.50 Agency Collateralized Mortgage Obligation GNMA_23-133L N/A 38384ENV3 2053-09-20 1.997 N/A 25514784.00 1085017.50 Agency Collateralized Mortgage Obligation GNMA_23-149A N/A 38384DFR3 2053-10-20 0.05 N/A 49995776.00 25582.84 Agency Collateralized Mortgage Obligation GNMA_23-149B N/A 38384DEC7 2053-07-20 1.997 N/A 71201536.00 2771538.61 Agency Collateralized Mortgage Obligation GNMA_23-152B N/A 38384DUU9 2053-10-20 1.907 N/A 50396544.00 2054775.43 Agency Collateralized Mortgage Obligation GNMA_23-158B N/A 38381JVM6 2065-06-16 0.76274 N/A 100000000.00 5994257.77 Agency Collateralized Mortgage Obligation GNMA_23-166D N/A 38384GAJ9 2053-11-20 1.797 N/A 50000000.00 564505.78 Agency Collateralized Mortgage Obligation GNMA_23-169C N/A 38384DJ99 2053-11-20 2.697 N/A 50000000.00 1261776.40 Agency Collateralized Mortgage Obligation GNMA_23-173L N/A 38384GDD9 2053-11-20 1.797 N/A 56784640.00 2500339.29 Agency Collateralized Mortgage Obligation GNMA_23-182B N/A 38384GNR7 2053-12-20 1.947 N/A 25000000.00 1224002.58 Agency Collateralized Mortgage Obligation GNMA_23-182C N/A 38384GRJ1 2053-12-20 1.997 N/A 74014208.00 1179189.96 Agency Collateralized Mortgage Obligation GNMA_23-182C N/A 38384GNT3 2053-12-20 1.997 N/A 27777760.00 743036.74 Agency Collateralized Mortgage Obligation GNMA_23-182E N/A 38384GQF0 2053-12-20 1.997 N/A 30000000.00 1263453.77 Agency Collateralized Mortgage Obligation GNMA_23-189F N/A 38384GMJ6 2053-12-20 2.097 N/A 100000000.00 1360278.43 Agency Collateralized Mortgage Obligation GNMA_23-1B N/A 38383VDJ4 2053-01-20 6 N/A 729614.00 72380.05 Agency Collateralized Mortgage Obligation GNMA_23-20E N/A 38383VWT1 2053-02-20 0.05 N/A 112956160.00 122008.98 Agency Collateralized Mortgage Obligation GNMA_23-20H N/A 38383VXD5 2053-02-20 0.11 N/A 5000000.00 7806.76 Agency Collateralized Mortgage Obligation GNMA_23-20H N/A 38383VYU6 2053-02-20 0.06 N/A 135438336.00 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2054-11-20 1.547 N/A 50000000.00 1867068.15 Agency Collateralized Mortgage Obligation GNMA_24-181J N/A 38384X4R1 2045-02-20 1.297 N/A 60061312.00 672265.29 Agency Collateralized Mortgage Obligation GNMA_24-181L N/A 38384X4X8 2054-11-20 3.397 N/A 33871600.00 1079140.20 Agency Collateralized Mortgage Obligation GNMA_24-181U N/A 38384X5W9 2054-11-20 0.897 N/A 70000000.00 1271404.87 Agency Collateralized Mortgage Obligation GNMA_24-196B N/A 38385BND8 2054-12-20 1.547 N/A 100000000.00 3790498.79 Agency Collateralized Mortgage Obligation GNMA_24-196C N/A 38385BNF3 2054-12-20 1.597 N/A 50000000.00 753485.27 Agency Collateralized Mortgage Obligation GNMA_24-196D N/A 38385BNJ5 2064-10-20 1.747 N/A 121094656.00 2243963.51 Agency Collateralized Mortgage Obligation GNMA_24-196G N/A 38385BNT3 2054-12-20 0.897 N/A 50000000.00 963794.64 Agency Collateralized Mortgage Obligation GNMA_24-196K N/A 38385BPK0 2054-02-20 0.1 N/A 32644360.00 40451.79 Agency Collateralized Mortgage Obligation GNMA_24-196L N/A 38385BPN4 2054-12-20 2.947 N/A 45988544.00 1408258.21 Agency Collateralized Mortgage Obligation GNMA_24-19B N/A 38384KAK7 2054-02-20 3.247 N/A 55696240.00 2957943.83 Agency Collateralized Mortgage Obligation GNMA_24-19K N/A 38384KBW0 2054-02-20 3.297 N/A 25000000.00 1842133.37 Agency Collateralized Mortgage Obligation GNMA_24-19N N/A 38384KCS8 2064-02-20 2.197 N/A 75000000.00 904801.83 Agency Collateralized Mortgage Obligation GNMA_24-1Q N/A 38384H6R4 2054-01-20 2.047 N/A 50000000.00 2531230.65 Agency Collateralized Mortgage Obligation GNMA_24-201F N/A 38385BXM7 2054-12-20 2.847 N/A 114668288.00 6005323.54 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JKA1 2054-02-20 1.497 N/A 56000000.00 1912439.28 Agency Collateralized Mortgage Obligation GNMA_24-30S N/A 38384JNR1 2054-02-20 2.027 N/A 70000000.00 2717879.94 Agency Collateralized Mortgage Obligation GNMA_24-44C N/A 38384KR60 2064-03-20 1.617 N/A 75000000.00 902441.13 Agency Collateralized Mortgage Obligation GNMA_24-44E N/A 38384KZ46 2054-03-20 1.597 N/A 95000000.00 2242147.81 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTG6 2054-03-20 1.497 N/A 170000000.00 5345938.01 Agency Collateralized Mortgage Obligation GNMA_24-52 N/A 38381J8K6 2066-02-16 0.43354 N/A 100000000.00 4906407.35 Agency Collateralized Mortgage Obligation GNMA_24-59D N/A 38384MF28 2054-04-20 0.125 N/A 46006000.00 25174569.98 Agency Collateralized Mortgage Obligation GNMA_24-5B N/A 38384HSE9 2054-01-20 6 N/A 11347152.00 965590.54 Agency Collateralized Mortgage Obligation GNMA_24-60A N/A 38384NHN8 2054-04-20 6 N/A 9871260.00 11495258.61 Agency Collateralized Mortgage Obligation GNMA_24-78A N/A 38384NH99 2054-02-20 1.497 N/A 20000000.00 302606.84 Agency Collateralized Mortgage Obligation GNMA_24-78B N/A 38384NJ48 2064-04-20 2.247 N/A 50000000.00 704273.36 Agency Collateralized Mortgage Obligation GNMA_24-78E N/A 38384NN50 2054-05-20 0.05 N/A 14286848.00 13664.86 Agency Collateralized Mortgage Obligation GNMA_24-78E N/A 38384NM44 2054-05-20 1.547 N/A 71627520.00 2534457.69 Agency Collateralized Mortgage Obligation GNMA_24-78E N/A 38384NK95 2054-05-20 0.1 N/A 44600000.00 67190.26 Agency Collateralized Mortgage Obligation GNMA_24-78J N/A 38384NP41 2054-05-20 3.447 N/A 47100928.00 3631140.51 Agency Collateralized Mortgage Obligation GNMA_24-78K N/A 38384NX26 2054-05-20 1.647 N/A 50000000.00 1941265.30 Agency Collateralized Mortgage Obligation GNMA_24-84H N/A 38384NUT0 2054-05-20 3.497 N/A 87638272.00 7374249.74 Agency Collateralized Mortgage Obligation GNMA_24-88A N/A 38381LEY4 2065-07-16 0.85062 N/A 50471440.00 3406969.82 Agency Collateralized Mortgage Obligation GNMA_24-88B N/A 38381LFD9 2066-02-16 0.7703 N/A 75000000.00 4025979.70 Agency Collateralized Mortgage Obligation GNMA_24-95D N/A 38384P4V9 2054-06-20 1.547 N/A 100000000.00 1146807.23 Agency Collateralized Mortgage Obligation GNMA_24-95D N/A 38384P4Z0 2054-06-20 1.497 N/A 100000000.00 1119172.02 Agency Collateralized Mortgage Obligation GNMA_24-95H N/A 38384P5L0 2054-06-20 1.697 N/A 50000000.00 579779.85 Agency Collateralized Mortgage Obligation GNMA_24-95J N/A 38384QBA5 2064-05-20 2.397 N/A 57500736.00 1206134.79 Agency Collateralized Mortgage Obligation GNMA_24-95L N/A 38384P6L9 2054-06-20 0.1 N/A 26400640.00 84934.86 Agency Collateralized Mortgage Obligation GNMA_24-95N N/A 38384P7G9 2064-05-20 1.697 N/A 65351680.00 1354772.74 Agency Collateralized Mortgage Obligation GNMA_24-97K N/A 38384PRT9 2054-06-20 3.597 N/A 39628160.00 3079695.38 Agency Collateralized Mortgage Obligation GNMA_25-114A N/A 38381PVD2 2055-07-20 5.5 N/A 2885644.00 3036216.76 Agency Collateralized Mortgage Obligation GNMA_25-114C N/A 38381PSG9 2055-07-20 5 N/A 1156576.00 1161464.08 Agency Collateralized Mortgage Obligation GNMA_25-114E N/A 38381PSL8 2065-07-20 2.247 N/A 62648832.00 1932507.79 Agency Collateralized Mortgage Obligation GNMA_25-114F N/A 38381PSR5 2055-07-20 1.477 N/A 152733440.00 6411305.06 Agency Collateralized Mortgage Obligation GNMA_25-114K N/A 38381PWX7 2055-07-20 1.447 N/A 170547712.00 5996906.22 Agency Collateralized Mortgage Obligation GNMA_25-114L N/A 38381PUY7 2055-07-20 2.147 N/A 58519104.00 3124180.28 Agency Collateralized Mortgage Obligation GNMA_25-122H N/A 38381PPL1 2055-07-20 6 N/A 8000000.00 7476891.49 Agency Collateralized Mortgage Obligation GNMA_25-131A N/A 38381QNB3 2055-08-20 0.797 N/A 307000000.00 6316043.96 Agency Collateralized Mortgage Obligation GNMA_25-131E N/A 38381QNN7 2055-08-20 5.5 N/A 2358996.00 2475311.07 Agency Collateralized Mortgage Obligation GNMA_25-131R N/A 38381QRE3 2055-08-20 2.81922 N/A 31375392.00 2613440.83 Agency Collateralized Mortgage Obligation GNMA_25-131R N/A 38381QSX0 2051-07-20 6 N/A 20183328.00 2386220.32 Agency Collateralized Mortgage Obligation GNMA_25-131R N/A 38381QRB9 2055-08-20 2.81922 N/A 58624576.00 3978092.66 Agency Collateralized Mortgage Obligation GNMA_25-131R N/A 38381QRC7 2055-08-20 1.597 N/A 20000000.00 929921.74 Agency Collateralized Mortgage Obligation GNMA_25-131R N/A 38381QQW4 2055-08-20 3.447 N/A 27281160.00 2740409.07 Agency Collateralized Mortgage Obligation GNMA_25-131R N/A 38381QPW5 2055-08-20 2.847 N/A 2102784.00 240028.01 Agency Collateralized Mortgage Obligation GNMA_25-131S N/A 38381QSP7 2053-12-20 7 N/A 16775648.00 1425064.79 Agency Collateralized Mortgage Obligation GNMA_25-131V N/A 38381QRR4 2055-08-20 0.697 N/A 80000000.00 1568747.19 Agency Collateralized Mortgage Obligation GNMA_25-145 N/A 38381MB90 2067-05-16 0.5938 N/A 91400000.00 5704579.48 Agency Collateralized Mortgage Obligation GNMA_25-150B N/A 38381UJ60 2051-07-20 6 N/A 23362496.00 2819760.00 Agency Collateralized Mortgage Obligation GNMA_25-150E N/A 38381UD82 2055-09-20 4.5 N/A 1200546.00 1079017.30 Agency Collateralized Mortgage Obligation GNMA_25-150E N/A 38381UN24 2055-09-20 0.647 N/A 1500000000.00 36043625.95 Agency Collateralized Mortgage Obligation GNMA_25-150H N/A 38381UG22 2055-09-20 3.497 N/A 85000000.00 8951495.24 Agency Collateralized Mortgage Obligation GNMA_25-168L N/A 38385H3B1 2065-10-20 1.747 N/A 285213184.00 11120570.65 Agency Collateralized Mortgage Obligation GNMA_25-174B N/A 38383BH96 2055-09-20 2.297 N/A 79452800.00 5284433.34 Agency Collateralized Mortgage Obligation GNMA_25-174B N/A 38383BK35 2055-09-20 2.297 N/A 78143744.00 7563903.17 Agency Collateralized Mortgage Obligation GNMA_25-174E N/A 38383BL59 2055-10-20 1.697 N/A 50000000.00 1814198.72 Agency Collateralized Mortgage Obligation GNMA_25-174F N/A 38383BL75 2055-10-20 0.997 N/A 100000000.00 2928985.49 Agency Collateralized Mortgage Obligation GNMA_25-174G N/A 38383BQ62 2054-05-20 5.5 N/A 12782848.00 2315626.99 Agency Collateralized Mortgage Obligation GNMA_25-182 N/A 38381J8U4 2068-01-16 0.81244 N/A 150000000.00 11675528.54 Agency Collateralized Mortgage Obligation GNMA_25-188A N/A 38385JLH4 2055-11-20 5 N/A 12317328.00 11626061.56 Agency Collateralized Mortgage Obligation GNMA_25-190D N/A 38385JV59 2055-11-20 2.997 N/A 120330000.00 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1710215.42 Agency Collateralized Mortgage Obligation GNMA_25-28M N/A 38385C6E3 2054-04-20 0.1 N/A 56995712.00 63236.52 Agency Collateralized Mortgage Obligation GNMA_25-2C N/A 38385B2P4 2055-01-20 1.497 N/A 109573376.00 2009228.47 Agency Collateralized Mortgage Obligation GNMA_25-2F N/A 38385BR28 2055-01-20 1.547 N/A 40000000.00 1532552.14 Agency Collateralized Mortgage Obligation GNMA_25-2J N/A 38385BS68 2055-01-20 1.547 N/A 50000000.00 714503.31 Agency Collateralized Mortgage Obligation GNMA_25-2P N/A 38385BX70 2055-01-20 2.897 N/A 200000000.00 7058069.91 Agency Collateralized Mortgage Obligation GNMA_25-39A N/A 38385EG57 2065-02-20 0.15 N/A 104712064.00 469389.93 Agency Collateralized Mortgage Obligation GNMA_25-39K N/A 38385EC69 2053-02-20 5 N/A 1427110.00 142378.78 Agency Collateralized Mortgage Obligation GNMA_25-39P N/A 38385EJ47 2055-02-20 0.11558 N/A 36494912.00 163404.15 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FF89 2055-03-20 5 N/A 21840448.00 21589462.21 Agency Collateralized Mortgage Obligation GNMA_25-60A N/A 38385FF30 2055-03-20 2.097 N/A 100000000.00 4669940.46 Agency Collateralized Mortgage Obligation GNMA_25-62L N/A 38385FPV7 2055-04-20 2.747 N/A 50000000.00 3705173.12 Agency Collateralized Mortgage Obligation GNMA_25-79A N/A 38385GUQ0 2053-11-20 1.497 N/A 50000000.00 1448120.94 Agency Collateralized Mortgage Obligation GNMA_25-7H N/A 38385BK25 2055-01-20 2.747 N/A 84612480.00 5842593.42 Agency Collateralized Mortgage Obligation GNMA_25-83A N/A 38385GQE2 2055-05-20 1.447 N/A 30000000.00 1226070.18 Agency Collateralized Mortgage Obligation GNMA_25-83A N/A 38385GSF7 2055-05-20 5 N/A 74454144.00 74069642.49 Agency Collateralized Mortgage Obligation GNMA_25-83E N/A 38385GPX1 2055-05-20 1.397 N/A 135000000.00 3768520.23 Agency Collateralized Mortgage Obligation GNMA_25-83K N/A 38385GRM3 2055-05-20 0.497 N/A 200000000.00 2013628.98 Agency Collateralized Mortgage Obligation GNMA_25-98D N/A 38381NLH9 2053-01-20 1.397 N/A 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Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CET4 2027-05-31 2.625 N/A 6368200.00 6318349.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 3061100.00 3135458.78 U.S. Treasuries (including strips) Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-02-02 2026-02-02 2026-02-02 N N N 0.0366 183000000.00 183000000.00 0.0009 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 3.79000000 N/A 7TK5RJIZDFROZCA6XF66 BRWXLLU75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FESB MTG TR 2018-SB56 X1-AR 20380825 FLT N/A 302966AN6 2038-08-25 0.4155 N/A 68497124.00 152914.71 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-RC 20380825 FLT N/A 302966AP1 2038-08-25 0.1547 N/A 76718426.00 387799.13 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-SA 20381125 FLT N/A 302966AQ9 2038-11-25 0.313 N/A 143846917.00 349472.38 Agency Collateralized Mortgage Obligation FGRA 03451S 02/15/37 N/A 31397TP71 2037-02-15 2.2082 N/A 2000000.00 554.15 Agency Collateralized Mortgage Obligation FGRA 04104S 09/15/42 N/A 3137ATU42 2042-09-15 2.2782 N/A 21428571.00 343044.51 Agency Collateralized Mortgage Obligation FGRA 3667SB 05/15/40 N/A 31398QG35 2040-05-15 2.6282 N/A 5000000.00 1656.49 Agency Collateralized Mortgage Obligation FGRA 4091ES 08/15/42 N/A 3137ATDJ8 2042-08-15 2.7282 N/A 22372053.00 458372.09 Agency Collateralized Mortgage Obligation FGRA 4161SP 02/15/43 N/A 3137AYNW7 2043-02-15 2.3282 N/A 20500000.00 522388.20 Agency Collateralized Mortgage Obligation FGRA 4301SD 07/15/37 N/A 3137B8CC9 2037-07-15 2.2782 N/A 77000000.00 505717.14 Agency Collateralized Mortgage Obligation FGRA 4351AS 06/15/44 N/A 3137BBPE4 2044-06-15 2.3782 N/A 50000000.00 279437.97 Agency Collateralized Mortgage Obligation FGRA 4417NS 12/15/43 N/A 3137BFWP2 2043-12-15 0.5852 N/A 22473927.00 63568.63 Agency Collateralized Mortgage Obligation FGRA 4564SI 04/15/43 N/A 3137BNGB4 2043-04-15 0.1782 N/A 26456473.00 70839.66 Agency Collateralized Mortgage Obligation FGRA 4584SI 05/15/44 N/A 3137BPUR8 2044-05-15 0.6782 N/A 4814646.00 34729.94 Agency Collateralized Mortgage Obligation FGRA 4698ES 07/15/47 N/A 3137F1XH6 2047-07-15 0.1282 N/A 50000000.00 266835.62 Agency Collateralized Mortgage Obligation FGRA 4707SB 08/15/47 N/A 3137F2MZ6 2047-08-15 0.1282 N/A 103816691.00 500230.94 Agency Collateralized Mortgage Obligation FGRA 4795WS 03/15/48 N/A 3137F5S67 2048-03-15 2.3282 N/A 21176438.00 360145.59 Agency Collateralized Mortgage Obligation FGRA 4833IM 04/15/44 N/A 3137FJBD0 2044-04-15 0.05 N/A 34129268.00 11710.65 Agency Collateralized Mortgage Obligation FGRA 4935AI 03/15/43 N/A 3137FQ6B4 2043-03-15 0.06 N/A 13906717.00 7153.07 Agency Collateralized Mortgage Obligation FGRA 4935BI 08/15/41 N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 58769.23 Agency Collateralized Mortgage Obligation FGRA 4935CI 06/15/42 N/A 3137FQ6J7 2042-06-15 0.65 N/A 5451206.00 41571.12 Agency Collateralized Mortgage Obligation FGRA 5121TA 09/15/40 N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 102085.71 Agency Collateralized Mortgage Obligation FGRA 5121TC 09/15/41 N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 2579.37 Agency Collateralized Mortgage Obligation FGRA 5121TD 10/15/41 N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 12757.44 Agency Collateralized Mortgage Obligation FGRA 5331TH 08/15/44 N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 16430.19 Agency Collateralized Mortgage Obligation FGRA 5352LI 10/15/46 N/A 3137HAWW2 2046-10-15 1.7426 N/A 14260417.00 1219288.30 Agency Collateralized Mortgage Obligation FGRA 5444IT 11/15/48 N/A 3137HFDA0 2048-11-15 0.1 N/A 6237243.00 23571.57 Agency Collateralized Mortgage Obligation FGRA 5444SJ 11/15/48 N/A 3137HFDH5 2048-11-15 2.1782 N/A 58554444.00 4924957.37 Agency Collateralized Mortgage Obligation FGRA 5444TI 08/15/44 N/A 3137HFDJ1 2044-08-15 0.05 N/A 29762511.00 38852.00 Agency Collateralized Mortgage Obligation FGRA S17020 11/15/52 N/A 31325YYR3 2052-11-15 4.5597 N/A 2624331.00 359385.19 Agency Collateralized Mortgage Obligation FGRM 4010QI 01/15/42 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 308610.55 Agency Collateralized Mortgage Obligation FGRM 4046IM 05/15/42 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 275467.77 Agency Collateralized Mortgage Obligation FGRM 4121MI 10/15/42 N/A 3137AV6J1 2042-10-15 4 N/A 42374111.00 759003.93 Agency Collateralized Mortgage Obligation FGRM 4215EI 07/15/32 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 56812.51 Agency Collateralized Mortgage Obligation FGRM 4299JI 07/15/43 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 25054.71 Agency Collateralized Mortgage Obligation FGRM 4472WI 05/15/45 N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 531948.03 Agency Collateralized Mortgage Obligation FGRM 4524CI 05/15/41 N/A 3137BM5V4 2041-05-15 5 N/A 33500000.00 470733.50 Agency Collateralized Mortgage Obligation FGRM 4533JI 12/15/45 N/A 3137BMFN1 2045-12-15 5 N/A 28061628.00 569997.54 Agency Collateralized Mortgage Obligation FGRM 4544AI 11/15/44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 1969464.26 Agency Collateralized Mortgage Obligation FGRM 4701DI 01/15/36 N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 659517.32 Agency Collateralized Mortgage Obligation FGRM 4701EI 04/15/40 N/A 3137F1K49 2040-04-15 5 N/A 25803798.00 571301.00 Agency Collateralized Mortgage Obligation FGRM 4733GI 07/15/38 N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 200337.65 Agency Collateralized Mortgage Obligation FGRM 4783JI 07/15/33 N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 255949.45 Agency Collateralized Mortgage Obligation FGRM 5060DI 04/15/41 N/A 3137F86R9 2041-04-15 5 N/A 7685360.00 241065.91 Agency Collateralized Mortgage Obligation FGRM 5394PO 02/15/43 N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 3244008.06 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1516 X3 20381025 FLT N/A 3137FUZL1 2038-10-25 3.4555 N/A 7800000.00 1928617.31 Agency Collateralized Mortgage Obligation FHLMC REMIC SEIRES K-142 X3 20490425 FLT N/A 3137H73S0 2049-04-25 3.0968 N/A 23700000.00 3706198.51 Agency Collateralized Mortgage Obligation FHLMC REMIC SEIRES K-F110 AS 20310325 FLT N/A 3137FYZC3 2031-03-25 4.0266 N/A 30000000.00 10635141.28 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIES K-102 X3 20461225 FLT N/A 3137FQKF9 2046-12-25 1.8914 N/A 25000000.00 1607716.55 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIS K-114 X3 20480825 FLT N/A 3137FVNK4 2048-08-25 2.7347 N/A 10500000.00 1081037.13 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES 5083 BX 20501125 FLT N/A 3137FFNG8 2050-11-25 5.0033 N/A 4100000.00 2561044.33 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-053 X3 20440325 FLT N/A 3137BN6J8 2044-03-25 2.9643 N/A 24717000.00 3784.88 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-056 X3 20440625 FLT N/A 3137BQYW1 2044-06-25 2.1066 N/A 1916000.00 17035.09 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-070 X3 20271225 FLT N/A 3137FCJN5 2027-12-25 2.0418 N/A 13000000.00 479567.57 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-076 A-2 20280425 3.90000 N/A 3137FEZU7 2028-04-25 3.9 N/A 11675000.00 11721707.79 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-084 A-2 20281025 FLT N/A 3137FJZ93 2028-10-25 3.78 N/A 15500000.00 15508974.50 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-087 A-2 20281225 3.77100 N/A 3137FKUP9 2028-12-25 3.771 N/A 14000000.00 13590558.71 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-094 A-2 20290625 2.90300 N/A 3137FMTY8 2029-06-25 2.903 N/A 41717000.00 40479028.33 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-097 X3 20460925 FLT N/A 3137FNX88 2046-09-25 2.0186 N/A 17926832.00 1175893.78 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-105 X3 20480325 FLT N/A 3137FRUM1 2048-03-25 1.9184 N/A 34625000.00 2550699.48 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-107 X1 20300125 FLT N/A 3137FRZC8 2030-01-25 1.5842 N/A 65000000.00 3461243.17 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 X3 20480525 FLT N/A 3137FTG35 2048-05-25 3.3826 N/A 20000000.00 2510097.58 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-110 X3 20480625 FLT N/A 3137FTZT7 2048-06-25 3.3742 N/A 9600000.00 1214592.67 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-113 X3 20480525 FLT N/A 3137FV5R9 2048-05-25 2.9752 N/A 108643404.00 12751118.67 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-122 X3 20490125 FLT N/A 3137F84K6 2049-01-25 2.6296 N/A 9700000.00 1045546.09 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-128 X3 20490425 FLT N/A 3137FYUM6 2049-04-25 2.7803 N/A 13400000.00 1622789.66 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 1942880.56 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 2.9466 N/A 20902000.00 2876671.92 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-138 X3 20500125 FLT N/A 3137H5XX0 2050-01-25 2.9796 N/A 4493000.00 655597.21 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-143 X3 20500425 FLT N/A 3137H74D2 2050-04-25 3.1396 N/A 7000000.00 1113449.10 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-148 X3 20540825 FLT N/A 3137H8UC3 2054-08-25 4.1462 N/A 5300000.00 1176011.48 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-150 X3 20541025 FLT N/A 3137H9CC1 2054-10-25 4.4351 N/A 15000000.00 3577001.04 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-152 X3 20551125 FLT N/A 3137H9MB2 2055-11-25 4.3342 N/A 9800000.00 2326827.92 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-154 A-2 20330125 FLT N/A 3137H9UD9 2033-01-25 4.35 N/A 34085000.00 34325407.16 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-154 X3 20560325 FLT N/A 3137H9UG2 2056-03-25 5.1035 N/A 12000000.00 3409573.85 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-163 X3 20570225 FLT N/A 3137HCXN7 2057-02-25 5.6872 N/A 15327418.00 5445453.46 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 5626401.30 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-169 A-2 20341225 FLT N/A 3137HK2C7 2034-12-25 4.66 N/A 49800000.00 50852168.82 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-174 A-2 20351025 FLT N/A 3137HNWM6 2035-10-25 4.53 N/A 49825000.00 50157091.95 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-175 A-2 20351025 FLT N/A 3137HPF32 2035-10-25 4.42 N/A 1000000.00 997744.56 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-545 A-2 20300725 FLT N/A 3137HMCK4 2030-07-25 4.29 N/A 28000000.00 28346831.32 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-553 A-2 20301225 FLT N/A 3137HPU50 2030-12-25 4.07 N/A 50000000.00 50127080.55 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-743 X3 20490625 FLT N/A 3137H14E3 2049-06-25 2.9532 N/A 9500000.00 604151.88 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-748 X3 20500225 FLT N/A 3137H5YF8 2050-02-25 2.6911 N/A 14432000.00 1016789.57 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-756 X3 20570725 FLT N/A 3137HDVD9 2057-07-25 5.6147 N/A 5000000.00 1293009.96 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-F101 AS 20310127 FLT N/A 3137FFNQ6 2031-01-27 3.9866 N/A 30000000.00 8319870.23 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-F107 AS 20280327 FLT N/A 3137FYU46 2028-03-27 4.0366 N/A 17350000.00 8154468.03 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G03 X3 20330725 FLT N/A 3137FVEF5 2033-07-25 2.965 N/A 7733000.00 826646.19 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.6115 N/A 1625000.00 174776.42 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 41045005.70 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-X04 X-FX 20340125 FLT N/A 3137FWHN3 2034-01-25 1.4432 N/A 19940000.00 399949.63 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-025 X 20340227 FLT N/A 3137HCKT8 2034-02-27 0.3572 N/A 324636000.00 9964553.40 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-033 X 20350325 FLT N/A 3137HLJE3 2035-03-25 0.4373 N/A 373283616.00 11720261.17 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-034 A-PT2 20540725 FLT N/A 3137HLY30 2054-07-25 2.9424 N/A 500000.00 463128.45 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 3607.20 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 194289.74 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 193295.24 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 A-2 20281025 FLT N/A 3137FK4M5 2028-10-25 4.06 N/A 31500000.00 31743984.98 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 X3 20451225 FLT N/A 3137FKJF4 2045-12-25 2.3141 N/A 4265750.00 255437.79 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 5591811.71 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2002-26B A1 20480125 7.00000 N/A 31392CR30 2048-01-25 7 N/A 49841000.00 987207.86 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2003-W1 2A 20421225 FLT N/A 31392GWB7 2042-12-25 5.0485 N/A 124273360.00 2927130.08 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2014-2 AI 20440225 FLT N/A 3136AJCJ3 2044-02-25 6 N/A 21709187.00 269700.12 Agency Collateralized Mortgage Obligation FNRA CL006BI R24F006 N/A 3136BQ2W8 2043-07-25 2.6146 N/A 6098639.00 766597.60 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 3.3227 N/A 63668669.00 3220089.21 Agency Collateralized Mortgage Obligation FNRA CL006ST R24F006 N/A 3136BQ2S7 2047-09-25 0.1 N/A 17892014.00 65313.88 Agency Collateralized Mortgage Obligation FNRA CL006TS R24F006 N/A 3136BQ2T5 2042-07-25 0.5 N/A 15645496.00 242527.05 Agency Collateralized Mortgage Obligation FNRA CL009SC R24F009 N/A 3136BRFV4 2054-03-25 2.4086 N/A 85000000.00 2673765.24 Agency Collateralized Mortgage Obligation FNRA CL015SC R13F015 N/A 3136ACN49 2033-03-25 0.7623 N/A 18391622.00 3418793.72 Agency Collateralized Mortgage Obligation FNRA CL022S R21F022 N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 579.30 Agency Collateralized Mortgage Obligation FNRA CL023SC R13F023 N/A 3136ADAK5 2033-03-25 0.7623 N/A 7025000.00 1852666.78 Agency Collateralized Mortgage Obligation FNRA CL024JS R12F024 N/A 3136A4DV8 2042-03-25 2.6382 N/A 13150872.00 218524.25 Agency Collateralized Mortgage Obligation FNRA CL026TI R16F026 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 15285.47 Agency Collateralized Mortgage Obligation FNRA CL030SA R25F030 N/A 3136BVP85 2055-05-25 1.3527 N/A 200000000.00 4581596.95 Agency Collateralized Mortgage Obligation FNRA CL034LS R15F034 N/A 3136AN2A4 2045-06-25 2.2882 N/A 120580856.00 1735191.25 Agency Collateralized Mortgage Obligation FNRA CL037SA R24F037 N/A 3136BR7B7 2054-06-25 3.3227 N/A 50000000.00 2571735.02 Agency Collateralized Mortgage Obligation FNRA CL041T R22F041 N/A 3136BNJG2 2049-05-25 0.05 N/A 7193861.00 8654.11 Agency Collateralized Mortgage Obligation FNRA CL042CS R24F042 N/A 3136BSHD0 2054-07-25 3.3827 N/A 30000000.00 1311232.67 Agency Collateralized Mortgage Obligation FNRA CL043FI R12F043 N/A 3136A5YL4 2041-07-25 3.8118 N/A 7000000.00 5081.88 Agency Collateralized Mortgage Obligation FNRA CL045SD R18F045 N/A 3136B2FT4 2044-05-25 2.0982 N/A 41331973.00 740995.44 Agency Collateralized Mortgage Obligation FNRA CL049SG R22F049 N/A 3136BNA63 2052-08-25 1.6027 N/A 30000000.00 1473591.30 Agency Collateralized Mortgage Obligation FNRA CL050ST R23F050 N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 54315.15 Agency Collateralized Mortgage Obligation FNRA CL050TS R23F050 N/A 3136BQLS6 2044-04-25 0.05 N/A 1254090.00 1739.12 Agency Collateralized Mortgage Obligation FNRA CL052PS R12F052 N/A 3136A6AM6 2042-05-25 2.7682 N/A 104663303.00 1080649.90 Agency Collateralized Mortgage Obligation FNRA CL055SB R21F055 N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 965028.19 Agency Collateralized Mortgage Obligation FNRA CL055SG R18F055 N/A 3136B2TM4 2048-08-25 2.4382 N/A 58135875.00 1131839.19 Agency Collateralized Mortgage Obligation FNRA CL059TA R20F059 N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 10332.62 Agency Collateralized Mortgage Obligation FNRA CL059TB R20F059 N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 70123.30 Agency Collateralized Mortgage Obligation FNRA CL061SA R19F061 N/A 3136B66Q1 2059-11-25 2.2382 N/A 14507222.00 679923.40 Agency Collateralized Mortgage Obligation FNRA CL062IA R24F062 N/A 3136BSZX6 2054-09-25 0.02 N/A 92941546.00 29060.05 Agency Collateralized Mortgage Obligation FNRA CL062SQ R19F062 N/A 3136B6Z89 2059-11-25 2.1882 N/A 10012996.00 619051.65 Agency Collateralized Mortgage Obligation FNRA CL064SA R23F064 N/A 3136BQZQ5 2048-07-25 2.3382 N/A 19429077.00 1572835.15 Agency Collateralized Mortgage Obligation FNRA CL064SA R25F064 N/A 3136BWK88 2055-08-25 2.8027 N/A 97987347.00 7379402.07 Agency Collateralized Mortgage Obligation FNRA CL064TI R23F064 N/A 3136BQZR3 2048-07-25 0.05 N/A 5118934.00 8637.86 Agency Collateralized Mortgage Obligation FNRA CL070DS R16F070 N/A 3136ATZA5 2046-10-25 2.2882 N/A 176880174.00 2904041.16 Agency Collateralized Mortgage Obligation FNRA CL071SA R25F071 N/A 3136BXAY0 2055-09-25 2.2027 N/A 50000000.00 2948877.90 Agency Collateralized Mortgage Obligation FNRA CL071SC R25F071 N/A 3136BXBD5 2055-09-25 1.4527 N/A 100000000.00 3468797.11 Agency Collateralized Mortgage Obligation FNRA CL085SC R17F085 N/A 3136AYSU8 2047-11-25 2.3882 N/A 39003748.00 767838.63 Agency Collateralized Mortgage Obligation FNRA CL086IC R24F086 N/A 3136BTZY2 2054-12-25 0.05 N/A 93100000.00 122296.69 Agency Collateralized Mortgage Obligation FNRA CL093SI R13F093 N/A 3136AGKY7 2043-09-25 1.2552 N/A 49800000.00 722302.33 Agency Collateralized Mortgage Obligation FNRA CL096SC R17F096 N/A 3136B0AB2 2057-12-25 2.2882 N/A 48519741.00 1631157.31 Agency Collateralized Mortgage Obligation FNRA CL096TD R24F096 N/A 3136BTM34 2054-12-25 0.25 N/A 100617472.00 422822.05 Agency Collateralized Mortgage Obligation FNRA CL099IA R24F099 N/A 3136BUKB5 2055-01-25 0.07 N/A 41742981.00 71346.51 Agency Collateralized 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Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2021-MN2 M-2 20410725 FLT N/A 35563JAB9 2041-07-25 7.0473 N/A 20250000.00 16438368.98 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2022-MN4 M-2 20520528 FLT N/A 35563HAB3 2052-05-28 10.1973 N/A 12000000.00 13526328.37 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2023-MN6 M-2 20430526 FLT N/A 355920AA7 2043-05-26 10.4473 N/A 11000000.00 12379100.90 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-KF72 C 20261125 FLT N/A 30314JAC0 2026-11-25 9.9011 N/A 58664060.00 28299558.15 Agency Collateralized Mortgage Obligation FREMF 2022-KF140 MORTGAGE TR CS 20290725 FLT N/A 30328BAE7 2029-07-25 9.0366 N/A 70480000.00 52478961.88 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K56 D 20490625 0.00000 N/A 30289UAW2 2049-06-25 0 N/A 61470190.00 54410031.33 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K59 D 20491125 0.00000 N/A 30295RAW1 2049-11-25 0 N/A 7000000.00 4365354.00 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Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-SA 20380425 FLT N/A 302961AG2 2038-04-25 0.232 N/A 79334227.00 386961.88 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB50 X1 20380525 FLT N/A 30306RAT5 2038-05-25 0 N/A 220277834.00 240610.01 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 B-RC 20380625 FLT N/A 30297CAA0 2038-06-25 11.7149 N/A 33961065.00 15006098.55 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-RC 20380625 FLT N/A 30297CAL6 2038-06-25 0 N/A 148083821.00 250721.45 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-SA 20380725 FLT N/A 30297CAM4 2038-07-25 0 N/A 96789390.00 86737.60 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB53 X1 20380625 FLT N/A 30297DAQ3 2038-06-25 0 N/A 256952913.00 285561.12 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB55 X1 20380825 FLT N/A 30297PAL7 2038-08-25 0 N/A 177390777.00 506026.01 Agency Collateralized Mortgage Obligation 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