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2035-01-01 6.5 N/A 1000.00 48.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y3XC5 2048-10-01 4 N/A 1004.00 166.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427ARV1 2055-09-01 6 N/A 1008.00 950.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWM42 2054-08-01 7.5 N/A 2000.00 1071.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWE41 2052-10-01 3.5 N/A 1000.00 771.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GU2G7 2055-06-01 5.5 N/A 1000.00 970.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425UTA3 2054-11-01 4.5 N/A 1000.00 982.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NAR1 2055-05-01 5 N/A 1000.00 1004.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WJCX9 2036-09-01 6.5 N/A 1000.00 54.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSH21 2053-11-01 6.5 N/A 3000.00 1994.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JVA3 2055-11-01 5 N/A 1008.00 1009.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WCZX5 2054-05-01 5 N/A 1000.00 987.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPYD4 2053-03-01 5.5 N/A 1000.00 789.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427DMP3 2055-10-01 6 N/A 1000.00 1042.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNGT4 2051-12-01 2 N/A 1000.00 635.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKJ34 2050-11-01 2 N/A 1000.00 543.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XECP4 2040-03-01 2.862 N/A 3441228.00 2802469.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XHNQ5 2041-10-01 4 N/A 1000.00 77.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AACN0 2050-09-01 2 N/A 19467.00 10089.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CHD9 2055-01-01 6 N/A 1000.00 914.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426FJN8 2055-03-01 6.5 N/A 2023.00 1728.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWBY8 2051-07-01 2 N/A 3000.00 1836.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMUB9 2051-03-01 2.5 N/A 1000.00 559.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A7H20 2027-04-01 3 N/A 3682.00 24.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426LB29 2055-04-01 6.5 N/A 1001.00 628.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JWL9 2055-04-01 6.5 N/A 1000.00 941.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XECZ2 2037-11-01 2.479 N/A 1000.00 816.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426U2K9 2055-07-01 6.5 N/A 3000.00 2911.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.5 N/A 1000.00 787.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTSA9 2054-04-01 5.5 N/A 2749.00 2383.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CTQU6 2054-09-01 5 N/A 1000.00 941.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJL35 2052-10-01 5 N/A 1000.00 777.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJU5 2037-10-01 3 N/A 1000.00 644.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3JR3 2056-01-01 5.5 N/A 1000.00 1025.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EL99 2042-11-01 5 N/A 1000.00 650.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6DN2 2055-06-01 6 N/A 1000.00 1032.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES68 2053-06-01 6 N/A 1008.00 647.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HTYD5 2049-05-01 3.83 N/A 1135.00 985.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EBPM1 2042-03-01 3.5 N/A 1000.00 141.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LNUR0 2030-08-01 3.75 N/A 182200.00 182166.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HRC68 2033-10-01 3.69 N/A 34011.00 33100.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUCM2 2055-11-01 5 N/A 1000.00 1006.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4GJ0 2055-10-01 6 N/A 1024.00 1056.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BQYK1 2055-09-01 6 N/A 1000.00 1026.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNNT5 2052-03-01 2 N/A 1000.00 642.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3NZ8 2053-12-01 5.5 N/A 1024.00 1012.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JB5N2 2028-02-01 4.374 N/A 32940.00 33106.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LH6Y5 2029-05-01 3.25 N/A 3000.00 2731.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4JF5 2052-04-01 2.5 N/A 1000.00 871.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5J34 2047-05-01 3 N/A 1000.00 263.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LHD49 2037-08-01 4.17 N/A 1000.00 979.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKNS5 2041-07-01 6 N/A 1000.00 658.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4P50 2052-11-01 4.5 N/A 1000.00 716.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N5CX0 2052-10-01 5 N/A 1000.00 885.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NRBQ8 2054-04-01 5 N/A 1000.00 972.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUAZ5 2055-10-01 6 N/A 1000.00 1044.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GRK1 2037-10-01 6.5 N/A 1000.00 6.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNWD2 2052-06-01 3 N/A 1000.00 783.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HSDR9 2033-12-01 4.02 N/A 98377.00 98225.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVGR9 2054-09-01 5 N/A 1000.00 871.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31377UX65 2030-07-01 3.62 N/A 33568.00 33145.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCXL5 2050-02-01 4.5 N/A 1000.00 220.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH7E1 2052-08-01 5 N/A 1000.00 709.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLPP7 2053-05-01 5 N/A 1000.00 766.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q1EF3 2035-12-01 4.465 N/A 2001.00 2032.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYC0 2051-04-01 2.5 N/A 1002.00 554.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LLCD1 2038-07-01 5.17 N/A 1306700.00 1347871.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GPR8 2037-11-01 6.5 N/A 1000.00 11.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NX5K5 2032-04-01 4.92 N/A 29080.00 30555.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCJ47 2054-01-01 4.185 N/A 19235.00 17974.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPS3 2053-01-01 3 N/A 1000.00 786.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT2Q1 2054-02-01 5.5 N/A 1000.00 855.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3133A0UG7 2050-01-01 3 N/A 2048.00 521.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCER1 2052-09-01 1.964 N/A 4288.00 3355.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6Z46 2033-12-01 3.5 N/A 1000.00 187.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6YS3 2055-07-01 6 N/A 1008.00 1008.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BSFN2 2055-10-01 6.5 N/A 1000.00 1054.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LMHB2 2038-02-01 3.56 N/A 1642.00 1313.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BL4A7 2055-09-01 6.5 N/A 1000.00 1042.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LCQA6 2046-01-01 3.88 N/A 1000.00 769.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQPV3 2054-06-01 6 N/A 1152.00 923.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS4Y4 2053-09-01 6.5 N/A 1030.00 614.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFED7 2050-10-01 2 N/A 1000.00 506.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSTU5 2053-08-01 5 N/A 1000.00 830.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5U72 2040-09-01 6.5 N/A 1000.00 204.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XD5F9 2037-01-01 2 N/A 1010.00 541.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NWJZ9 2030-11-01 4.34 N/A 5120.00 5228.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3 N/A 1000.00 380.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QG6G7 2051-02-01 3 N/A 1000.00 556.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HUH58 2034-06-01 3.37 N/A 6668403.00 6359615.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 313637Y53 2033-09-01 3.78 N/A 32831.00 32188.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LL2G5 2036-01-01 5.63 N/A 1099727.00 1205575.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LAL37 2036-01-01 1.61 N/A 8200000.00 5957282.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DNC2 2035-04-01 3.5 N/A 1000.00 135.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LMRA3 2038-04-01 3.51 N/A 1000.00 931.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3QZ5 2054-06-01 6 N/A 1024.00 1012.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6CN8 2055-03-01 5.5 N/A 1024.00 1003.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLQR2 2050-02-01 3 N/A 1000.00 735.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.5 N/A 1000.00 1002.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-M50 N/A 3136BCGS3 2030-10-25 1.2 N/A 5000.00 3859.68 Agency Collateralized Mortgage Obligation FHLMC_3747 N/A 31398QUP0 2040-10-15 2.72733 N/A 48956061.00 169889.10 Agency Collateralized Mortgage Obligation FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.87733 N/A 129951.00 9.51 Agency Collateralized Mortgage Obligation FHLMC_5092Q N/A 3137FYCP9 2050-09-25 3 N/A 23269999.00 2521822.79 Agency Collateralized Mortgage Obligation FHLMC_5144B N/A 3137H26T6 2051-09-25 2.5 N/A 47934119.00 3534606.08 Agency Collateralized Mortgage Obligation FHLMC_5144D N/A 3137H26W9 2051-04-25 2.5 N/A 8800000.00 658647.46 Agency Collateralized Mortgage Obligation FHLMC_5178G N/A 3137H53Z8 2051-11-25 4 N/A 41029039.00 4747659.51 Agency Collateralized Mortgage Obligation FHLMC_5196A N/A 3137H5WH6 2051-07-25 2.5 N/A 7861120.00 674173.03 Agency Collateralized Mortgage Obligation FHLMC_5419B N/A 3137HD2M1 2054-06-25 2.23279 N/A 41591340.00 2248994.32 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 4032397.00 2282834.44 Agency Collateralized Mortgage Obligation FHLMC_5508B N/A 3137HJH67 2055-02-25 1.23279 N/A 88811400.00 1448896.77 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HPB85 2055-12-25 1.88279 N/A 169471373.00 7785507.62 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP6M0 2055-12-25 4.61721 N/A 1036.00 997.06 Agency Collateralized Mortgage Obligation FHR_5148 N/A 3137H2UN2 2049-06-25 2 N/A 3100000.00 305433.94 Agency Collateralized Mortgage Obligation FHSTR_33 N/A 31352DDR8 2037-10-15 2.01422 N/A 157161.00 510.72 Agency Collateralized Mortgage Obligation FHSTR_400 N/A 3142G42H3 2052-03-25 2 N/A 9600000.00 1098038.51 Agency Collateralized Mortgage Obligation FNMA_07-30 N/A 31396VJN9 2037-04-25 2.95831 N/A 48672317.00 424830.94 Agency Collateralized Mortgage Obligation FNMA_10-113B N/A 31398T7D7 2040-10-25 2.81831 N/A 32968327.00 57837.59 Agency Collateralized Mortgage Obligation FNMA_11-41 N/A 31397SQ23 2041-05-25 2.79831 N/A 31387088.00 81433.27 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.71831 N/A 5013438.00 42312.05 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 810693.00 4.97 Agency Collateralized Mortgage Obligation FNMA_17-74B N/A 3136AX4Y8 2047-10-25 2.41831 N/A 8972200.00 253894.68 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 2.094287 N/A 14683782.00 117146.76 Agency Collateralized Mortgage Obligation FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 19231955.00 1359214.14 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.31682 N/A 18923538.00 366789.82 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 144982.71 Agency Collateralized Mortgage Obligation FNMA_21-61A N/A 3136BGVM0 2051-09-25 2.5 N/A 5615145.00 393479.21 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 5900001.00 674351.51 Agency Collateralized Mortgage Obligation FNMA_21-82C N/A 3136BKEP3 2051-12-25 2.294805 N/A 21791806.00 478651.91 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 15671258.00 1862932.28 Agency Collateralized Mortgage Obligation FNMA_22-3B N/A 3136BLBK5 2052-02-25 2.254108 N/A 24793712.00 671542.72 Agency Collateralized Mortgage Obligation FNMA_22-86 N/A 3136BPPT2 2050-05-25 2.5 N/A 617018.00 68695.39 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 2.037141 N/A 55713918.00 1646940.09 Agency Collateralized Mortgage Obligation FNMA_23-39E N/A 3136BQFS3 2053-05-25 0 N/A 5769230.00 2921872.50 Agency Collateralized Mortgage Obligation FNMA_23-40E N/A 3136BQGT0 2053-09-25 2.93279 N/A 107332910.00 4722334.38 Agency Collateralized Mortgage Obligation FNMA_23-43D N/A 3136BQJW0 2053-05-25 0 N/A 4048591.00 2063731.87 Agency Collateralized Mortgage Obligation FNMA_23-49D N/A 3136BQKM0 2048-05-25 5 N/A 46813628.00 4713534.68 Agency Collateralized Mortgage Obligation FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 5618435.00 788372.26 Agency Collateralized Mortgage Obligation FNMA_23-54C N/A 3136BQRF8 2053-11-25 0 N/A 31375184.00 16310482.79 Agency Collateralized Mortgage Obligation FNMA_24-11C N/A 3136BRAZ0 2054-03-25 4.43279 N/A 100000.00 6996.90 Agency Collateralized Mortgage Obligation FNMA_24-20J N/A 3136BRZ26 2046-03-25 5.5 N/A 1762.00 918.69 Agency Collateralized Mortgage Obligation FNMA_24-54D N/A 3136BSSJ5 2046-12-25 0 N/A 110680678.00 1748.89 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 3.43279 N/A 12930761.00 763626.62 Agency Collateralized Mortgage Obligation FNMA_24-77 N/A 3136BTQK2 2053-10-25 4.96721 N/A 79989841.00 57265201.46 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 168420.00 85937.07 Agency Collateralized Mortgage Obligation FNMA_24-M5B N/A 3136BTHY2 2033-10-25 4.715 N/A 1352.00 1389.05 Agency Collateralized Mortgage Obligation FNMA_25-112A N/A 3136BYPQ9 2048-02-25 5 N/A 6031342.00 707862.08 Agency Collateralized Mortgage Obligation FNMA_25-112B N/A 3136BYNH1 2055-01-25 0.02 N/A 123135.00 54.16 Agency Collateralized Mortgage Obligation FNMA_25-43A N/A 3136BWAQ9 2036-06-25 5 N/A 1000.00 966.12 Agency Collateralized Mortgage Obligation FNMA_25-50A N/A 3136BWUF1 2055-07-25 0.05 N/A 25000000.00 29917.18 Agency Collateralized Mortgage Obligation FNMA_25-82A N/A 3136BXF74 2052-08-25 5.5 N/A 12787962.00 904033.98 Agency Collateralized Mortgage Obligation FNMA_25-9A N/A 3136BVDD7 2055-03-25 2.13279 N/A 100038.00 7911.07 Agency Collateralized Mortgage Obligation FNMA_26-3B N/A 3136BYUC4 2048-04-25 4.5 N/A 1024.00 1022.79 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVV8 2051-09-25 2 N/A 1149978.00 125150.07 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8L3 2053-11-25 5.5 N/A 101000.00 13771.94 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 299990.00 27258.39 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 31292K3M7 2040-06-01 4.5 N/A 1014.00 58.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31335AEK0 2045-08-01 3.5 N/A 7003.00 1418.75 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128M7V94 2036-01-01 7 N/A 4378.00 148.91 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31292GXD3 2028-11-01 6.5 N/A 5887636.00 2452.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128KRV68 2036-10-01 5.5 N/A 59893.00 1982.29 Agency Mortgage-Backed Securities GNMA_10-106 N/A 38377DBX3 2040-08-20 2.21828 N/A 52857142.00 530447.70 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LTT6 2041-06-20 2.88828 N/A 150000000.00 489524.04 Agency Collateralized Mortgage Obligation GNMA_12-106C N/A 38378HKR6 2042-09-20 4.48 N/A 486374.00 11181.26 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG28 2037-09-20 1.36136 N/A 104785743.00 275986.08 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 1.81828 N/A 136500000.00 1108557.19 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 2.71828 N/A 13891689.00 61904.84 Agency Collateralized Mortgage Obligation GNMA_18-127A N/A 38380YXX8 2044-07-20 1.31147 N/A 40334331.00 336513.60 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 1.27164 N/A 25850465.00 97960.96 Agency Collateralized Mortgage Obligation GNMA_19-115E N/A 38381YVM3 2049-09-20 2.26828 N/A 50507508.00 2238909.57 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 1.18356 N/A 73811077.00 481985.50 Agency Collateralized Mortgage Obligation GNMA_19-69G N/A 38381WQR2 2044-07-20 1.27387 N/A 39767332.00 371389.50 Agency Collateralized Mortgage Obligation GNMA_19-96D N/A 38381XJ23 2049-08-20 4 N/A 4178375.00 160407.79 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 1.14173 N/A 2509218.00 14586.57 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2N2 2050-08-20 3 N/A 27694635.00 1807615.15 Agency Collateralized Mortgage Obligation GNMA_20-17E N/A 38382CH46 2050-02-20 5.5 N/A 17088939.00 675082.17 Agency Collateralized Mortgage Obligation GNMA_20-185G N/A 38382LR94 2050-12-20 2.5 N/A 55723285.00 6155228.95 Agency Collateralized Mortgage Obligation GNMA_20-21B N/A 38382DHV4 2050-02-20 0 N/A 49899300.00 125326.70 Agency Collateralized Mortgage Obligation GNMA_20-36A N/A 38382DS83 2050-03-20 0 N/A 200000000.00 664419.79 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 2.31828 N/A 62390144.00 2607162.16 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSD0 2051-06-20 3.5 N/A 52118480.00 4501113.67 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.51828 N/A 79415041.00 7582986.81 Agency Collateralized Mortgage Obligation GNMA_21-139L N/A 38382XKM6 2051-08-20 3 N/A 2646062.00 307860.49 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 2.51828 N/A 8391360.00 787958.42 Agency Collateralized Mortgage Obligation GNMA_21-177F N/A 38383CKZ2 2051-10-20 3 N/A 4538000.00 409422.15 Agency Collateralized Mortgage Obligation GNMA_21-193E N/A 38383DRG5 2050-02-20 3 N/A 29604166.00 1826336.12 Agency Collateralized Mortgage Obligation GNMA_21-215B N/A 38383D2X5 2051-12-20 3 N/A 5642704.00 373172.08 Agency Collateralized Mortgage Obligation GNMA_21-221 N/A 38383FSB0 2051-12-20 0.13846 N/A 18030000.00 299320.16 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 9102627.00 513107.44 Agency Collateralized Mortgage Obligation GNMA_21-64M N/A 38382QLF5 2051-04-20 4.87715 N/A 4298990.00 1893991.19 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VEJ4 2051-06-20 3.5 N/A 35764301.00 1903892.62 Agency Collateralized Mortgage Obligation GNMA_22-103D N/A 38383TEH2 2052-06-20 2.41846 N/A 101862.00 6809.66 Agency Collateralized Mortgage Obligation GNMA_22-213F N/A 38383LYW4 2052-12-20 4.56154 N/A 4842428.00 3039647.33 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 1223.00 830.76 Agency Collateralized Mortgage Obligation GNMA_23-120C N/A 38384CTC3 2053-08-20 4.77154 N/A 1000.00 415.81 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 5044.30 Agency Collateralized Mortgage Obligation GNMA_23-133G N/A 38384EMX0 2053-09-20 4.96154 N/A 1156.00 375.54 Agency Collateralized Mortgage Obligation GNMA_23-151F N/A 38384DKU0 2053-10-20 3.33846 N/A 33152700.00 1929956.28 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 106796.00 8.08 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 3.43846 N/A 14514200.00 750450.73 Agency Collateralized Mortgage Obligation GNMA_23-187C N/A 38384GMT4 2053-12-20 4.96154 N/A 9327116.00 2775280.04 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 4.91154 N/A 3835478.00 1621934.96 Agency Collateralized Mortgage Obligation GNMA_23-189A N/A 38384GLV0 2053-12-20 3.38846 N/A 762202.00 24629.14 Agency Collateralized Mortgage Obligation GNMA_23-20C N/A 38383VWK0 2053-02-20 2.61846 N/A 100033.00 7817.23 Agency Collateralized Mortgage Obligation GNMA_23-22H N/A 38383VVM7 2053-02-20 4.56154 N/A 6641912.00 4693364.59 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 4.66154 N/A 8330704.00 3195381.01 Agency Collateralized Mortgage Obligation GNMA_23-54K N/A 38383XNQ3 2053-04-20 2.53846 N/A 30299593.00 1618847.75 Agency Collateralized Mortgage Obligation GNMA_23-76D N/A 38383X4Z4 2053-05-20 4.66154 N/A 8986463.00 3289320.01 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 4.66154 N/A 765500.00 399878.85 Agency Collateralized Mortgage Obligation GNMA_23-82B N/A 38384AT94 2053-06-20 4.81154 N/A 1056.00 719.45 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 1.13422 N/A 12424359.00 952020.51 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.53607 N/A 100028.00 1997.66 Agency Collateralized Mortgage Obligation GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.52204 N/A 100000.00 3475.33 Agency Collateralized Mortgage Obligation GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.8717 N/A 58260358.00 3100156.30 Agency Collateralized Mortgage Obligation GNMA_23-H27B N/A 38383KJA1 2073-11-20 0.79155 N/A 59264635.00 3642984.90 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.78682 N/A 56028086.00 3469784.05 Agency Collateralized Mortgage Obligation GNMA_24-117D N/A 38384Q2Y3 2054-07-20 4.96154 N/A 1130.00 572.20 Agency Collateralized Mortgage Obligation GNMA_24-134G N/A 38384VBH9 2053-08-20 2.83846 N/A 115248996.00 3775912.08 Agency Collateralized Mortgage Obligation GNMA_24-142F N/A 38384XBB8 2054-09-20 3.03846 N/A 25859444.00 1581319.55 Agency Collateralized Mortgage Obligation GNMA_24-144J N/A 38384WWD3 2054-01-20 2.08846 N/A 26966122.00 1264778.68 Agency Collateralized Mortgage Obligation GNMA_24-157B N/A 38384WBW4 2054-09-20 0.05 N/A 49899915.00 60195.62 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 10098509.00 5589629.26 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 4.66154 N/A 1000.00 809.13 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 4.76154 N/A 3650649.00 2299002.36 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 17879157.00 11.91 Agency Collateralized Mortgage Obligation GNMA_24-184H N/A 38384XZU0 2054-11-20 4.71154 N/A 40000000.00 18737880.60 Agency Collateralized Mortgage Obligation GNMA_24-200C N/A 38385BQT0 2054-12-20 2.38846 N/A 51207560.00 2373880.08 Agency Collateralized Mortgage Obligation GNMA_24-28B N/A 38384JAH7 2054-02-20 6.5 N/A 12941000.00 1645479.86 Agency Collateralized Mortgage Obligation GNMA_24-39K N/A 38384KLT6 2054-03-20 2.73846 N/A 100000.00 4063.48 Agency Collateralized Mortgage Obligation GNMA_24-44J N/A 38384K2M2 2054-03-20 1.73846 N/A 8141312.00 366232.21 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 3.28846 N/A 100000000.00 3508346.49 Agency Collateralized Mortgage Obligation GNMA_24-5B N/A 38384HSF6 2054-01-20 5.5 N/A 2630859.00 2686483.84 Agency Collateralized Mortgage Obligation GNMA_24-7A N/A 38384GL24 2054-01-20 4.76154 N/A 7912976.00 3021348.30 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 232296.00 239115.10 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 4.86154 N/A 13737686.00 6254543.20 Agency Collateralized Mortgage Obligation GNMA_24-H02C N/A 38383KNJ7 2074-01-20 0.85967 N/A 26123350.00 1604006.01 Agency Collateralized Mortgage Obligation GNMA_24-H03J N/A 38383KQQ8 2074-02-20 0.92768 N/A 30000000.00 1969620.06 Agency Collateralized Mortgage Obligation GNMA_24-H07 N/A 38383KXB3 2074-04-20 0.8788 N/A 50000000.00 2830114.02 Agency Collateralized Mortgage Obligation GNMA_24-H08D N/A 38383KYT3 2074-05-20 0.95221 N/A 30260979.00 1954127.92 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KL83 2074-08-20 1.02363 N/A 21860066.00 1540099.39 Agency Collateralized Mortgage Obligation GNMA_24-H17D N/A 38383KS78 2074-09-20 1.03006 N/A 73200000.00 5151032.06 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY55 2074-09-20 0.95905 N/A 33500000.00 2034967.62 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY71 2074-10-20 1.0542 N/A 27792311.00 1944480.91 Agency Collateralized Mortgage Obligation GNMA_24-H20E N/A 38383K3X8 2074-11-20 0.98495 N/A 36000000.00 2296301.79 Agency Collateralized Mortgage Obligation GNMA_25-118A N/A 38381ND39 2055-07-20 8.02435 N/A 26204843.00 27257039.05 Agency Collateralized Mortgage Obligation GNMA_25-118E N/A 38381NC30 2055-07-20 2.28846 N/A 31809822.00 1516962.90 Agency Collateralized Mortgage Obligation GNMA_25-124K N/A 38381PLZ4 2055-07-20 5.01154 N/A 12498721.00 12588921.36 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2R1 2053-04-20 2.53846 N/A 95793666.00 5891167.71 Agency Collateralized Mortgage Obligation GNMA_25-155F N/A 38381UW24 2055-09-20 4.96154 N/A 18563319.00 18587531.26 Agency Collateralized Mortgage Obligation GNMA_25-26B N/A 38385CF45 2055-02-20 2.33846 N/A 54715948.00 3220853.84 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBK3 2055-01-20 0 N/A 190000000.00 2588.19 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBH0 2055-01-20 0 N/A 199554415.00 4485.26 Agency Collateralized Mortgage Obligation GNMA_25-5K N/A 38385CVU9 2055-01-20 1.48846 N/A 42173400.00 1893835.47 Agency Collateralized Mortgage Obligation GNMA_25-63J N/A 38385E2T0 2055-04-20 1.51846 N/A 49900000.00 1828188.20 Agency Collateralized Mortgage Obligation GNMA_25-82A N/A 38385F3R0 2065-05-20 1.28846 N/A 85482633.00 1681869.53 Agency Collateralized Mortgage Obligation GNMA_26-7B N/A 38385LAH1 2056-01-20 4.66154 N/A 19842466.00 19771769.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 7045631.00 1060.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176D4N0 2041-06-15 4.75 N/A 4079704.00 243690.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176D3R2 2041-05-15 4.75 N/A 17274210.00 160987.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36181LUA4 2043-08-15 3.5 N/A 1000.00 61.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2SJ2 2029-08-15 7 N/A 1000.00 53.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AALE2 2047-10-15 4.5 N/A 1023.00 280.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJV9 2053-09-15 6.5 N/A 284192.00 289075.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36200MTY9 2033-08-15 5.5 N/A 1111745.00 26535.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178EDM8 2043-05-15 3 N/A 1000.00 127.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJ98 2053-06-15 7 N/A 3016.00 3105.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178DRP8 2042-12-15 2.5 N/A 55047.00 8101.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36177Q6F5 2042-07-15 3.5 N/A 1000.00 56.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2S78 2040-08-15 6 N/A 3000.00 482.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622AAZH0 2047-12-20 5.352 N/A 337800.00 77754.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHKM7 2053-05-15 7 N/A 1015.00 939.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2BW1 2040-08-15 5 N/A 238717.00 16022.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJW7 2053-09-15 7 N/A 2040.00 2018.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36225BWN4 2032-11-15 6.5 N/A 19926.00 59.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178DBW0 2042-07-15 3.5 N/A 582923.00 39651.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJA5 2053-07-15 7 N/A 14295.00 14573.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AC3Z5 2039-09-15 5 N/A 2024.00 76.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UWE8 2049-07-20 6.5 N/A 1000.00 77.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225CTW6 2031-12-20 5.125 N/A 8236608.00 18846.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225FKM0 2041-12-20 5.125 N/A 2175000.00 47800.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UH88 2048-12-20 6 N/A 2000.00 268.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SAB3 2046-04-20 6 N/A 558666.00 41894.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YFJ8 2053-09-20 4.5 N/A 1008.00 882.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W2RM2 2049-02-20 5 N/A 897253.00 45200.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N54B2 2055-12-20 7 N/A 1008.00 1050.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SGR2 2046-07-20 6 N/A 2001.00 198.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T2A2 2048-06-20 6.5 N/A 1000.00 93.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDF4 2049-12-20 4.5 N/A 5621.00 204.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179USW3 2049-05-20 5 N/A 404004.00 35339.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MHF25 2056-01-20 5.5 N/A 1000.00 1026.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V7F1 2051-02-20 3 N/A 34000.00 12477.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MF39 2042-06-20 6.25 N/A 966663.00 7204.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YS62 2054-03-20 5.5 N/A 779511.00 581806.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W2RQ3 2038-08-20 6 N/A 685176.00 279339.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LQFU4 2055-08-20 6.5 N/A 3000.00 3142.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SU39 2039-09-20 6.5 N/A 273000.00 40532.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EVC3 2039-10-20 5.125 N/A 775000.00 18285.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABLJ9 2042-03-01 5.405 N/A 7335449.00 3686557.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UGC0 2048-11-20 4 N/A 1024.00 93.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RTB5 2045-11-20 4.5 N/A 694550.00 52845.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DN83 2035-04-20 5.625 N/A 1000000.00 19253.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5XP9 2055-10-20 5 N/A 1024.00 1023.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RVF3 2045-12-20 5.5 N/A 1000.00 92.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KWR39 2055-11-20 6.5 N/A 1000.00 1062.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2QR6 2039-03-20 7 N/A 2192340.00 265722.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VSCM2 2049-07-20 5.5 N/A 3552270.00 739504.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618KBQH5 2055-03-20 6 N/A 1008.00 770.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180AB85 2054-10-20 4.5 N/A 1024.00 941.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VZW3 2050-12-20 5 N/A 84498.00 20384.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V4Q0 2050-12-20 4.5 N/A 1190124.00 534436.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SZW0 2032-04-20 3.5 N/A 1001.00 97.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WTZ1 2051-12-20 3 N/A 80000.00 49301.55 Agency 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1000.00 167.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TNR2 2047-12-20 3.5 N/A 106483.00 13069.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SSN8 2046-12-20 2.5 N/A 1000.00 168.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACPN4 2049-08-20 5.455 N/A 731641.00 488021.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YMH4 2053-12-20 4.5 N/A 1000.00 912.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5XZ7 2055-10-20 4.5 N/A 582281.00 587373.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XTD8 2053-02-20 5.5 N/A 1008.00 662.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VSA9 2050-08-20 4.5 N/A 4996000.00 698349.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SXK8 2047-02-20 5.5 N/A 500000.00 24429.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YRH9 2054-02-20 5.5 N/A 71984.00 52759.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RQ51 2045-10-20 5 N/A 1001.00 76.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5E4 2052-05-20 4 N/A 1000.00 715.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2TH5 2029-11-20 6.5 N/A 2000.00 176.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AAZZ0 2051-03-20 2 N/A 119642.00 71044.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XX68 2053-04-20 5.5 N/A 1024.00 703.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2V8 2047-04-20 6.5 N/A 251013.00 24823.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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ASSOCIATION 2 N/A 36179SEU7 2046-06-20 5.5 N/A 996801.00 42173.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MSCH3 2050-04-20 4 N/A 1327.00 226.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36176HR89 2042-05-20 4 N/A 1000.00 109.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A3C73 2042-09-20 5.952 N/A 5700075.00 944132.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VA91 2049-11-20 4.5 N/A 2226341.00 149467.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VSP6 2050-08-20 6 N/A 1000.00 140.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179USZ6 2049-05-20 6.5 N/A 155982.00 27794.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EWJ7 2039-12-20 5.75 N/A 2750000.00 23411.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADPG7 2048-05-20 5.392 N/A 1047071.00 859887.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MC24 2042-05-20 4 N/A 1000.00 54.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NXWG9 2056-02-20 6.5 N/A 1000.00 1053.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VZQ6 2050-12-20 2 N/A 19000.00 9199.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XHZ2 2052-10-20 5 N/A 1000.00 730.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVU7 2053-03-20 6 N/A 1024.00 505.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N6BR7 2056-02-20 4.5 N/A 2713984.00 2753418.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SLY1 2039-04-20 6.5 N/A 121653.00 11555.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NGD4 2038-11-20 6.5 N/A 1000.00 56.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V1ZV6 2040-06-20 5 N/A 1103107.00 408219.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A3C65 2043-06-20 5.776 N/A 4416365.00 246777.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618LC6J0 2055-10-20 7 N/A 1000.00 1038.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMX7 2049-02-20 5.5 N/A 2328869.00 156353.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WXH6 2052-02-20 2 N/A 1024.00 637.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5PJ2 2055-06-20 5.5 N/A 1000.00 970.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179URF1 2049-04-20 5.5 N/A 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N/A 1000.00 530.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B4HU2 2052-02-01 2.5 N/A 1000.00 661.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425YQB6 2054-12-01 4.5 N/A 1000.00 869.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.5 N/A 1000.00 693.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTUS7 2054-08-01 3 N/A 1024.00 838.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMYM1 2051-07-01 2 N/A 2000.00 1142.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5HR9 2047-10-01 4 N/A 2000.00 240.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329MVB3 2043-04-01 3 N/A 1000.00 175.33 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NRBQ8 2054-04-01 5 N/A 1000.00 972.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407UMR5 2034-11-01 4.374 N/A 21670.00 170.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KT53 2040-04-01 5.398 N/A 2052.00 52.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEPY2 2050-08-01 3 N/A 1000.00 380.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407XUW9 2035-11-01 4.028 N/A 25292.00 194.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKKC1 2051-04-01 2 N/A 1000.00 597.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408B5A2 2036-01-01 5.788 N/A 900000.00 2037.30 Agency Mortgage-Backed Securities 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ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417SK90 2034-05-01 6.295 N/A 6012.00 168.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GJK0 2032-01-01 4.91 N/A 194785.00 148.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418MKE1 2037-07-01 6.78 N/A 1339.00 4.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419JRM2 2040-12-01 6.103 N/A 550000.00 3725.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410WFC7 2037-06-01 6.379 N/A 8000.00 46.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403Y4M2 2034-03-01 5.572 N/A 1000.00 2.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407NGH0 2035-08-01 6.47 N/A 1000.00 4.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31386XY91 2041-02-01 5.114 N/A 2625000.00 4352.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385HJD5 2034-09-01 5.461 N/A 10400000.00 4529.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEPD1 2053-03-01 5 N/A 1000.00 706.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XRP52 2044-06-01 6.215 N/A 2023.00 41.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQXG5 2037-11-01 4.5 N/A 1000.00 453.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6YS3 2055-07-01 6 N/A 1008.00 1008.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411VHW2 2037-02-01 5.749 N/A 135000.00 848.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406DAD8 2034-10-01 5.114 N/A 1001.00 15.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371LJJ9 2033-11-01 6.069 N/A 6425.00 272.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31413DUU9 2037-08-01 6 N/A 1000.00 11.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKNS5 2041-07-01 6 N/A 1000.00 658.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VJ60 2028-07-01 5.236 N/A 548569.00 75.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VPZ9 2030-01-01 6.129 N/A 10099.00 16.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5U72 2040-09-01 6.5 N/A 1000.00 204.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405RUS3 2034-12-01 6.095 N/A 1000.00 12.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402G7A5 2033-08-01 6.34 N/A 500000.00 533.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4P50 2052-11-01 4.5 N/A 1000.00 716.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407X4W8 2035-11-01 5.534 N/A 1000.00 5.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VYA4 2028-10-01 5.187 N/A 287037.00 58.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31381JNX6 2036-04-01 4.242 N/A 5725.00 194.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KRJ5 2036-11-01 6.342 N/A 9022.00 17.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31367W3V1 2029-09-01 5.5 N/A 5149.00 0.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0DY8 2054-05-01 6 N/A 1024.00 896.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EH5U2 2039-12-01 6.303 N/A 13881.00 269.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407PJH2 2035-10-01 4.278 N/A 27310.00 187.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407YRJ0 2035-11-01 5.774 N/A 7127.00 57.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384V7B2 2030-03-01 5.485 N/A 84170.00 18.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETND4 2046-05-01 6.112 N/A 82000.00 1785.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKJ68 2052-02-01 3 N/A 1000.00 703.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EPD6 2053-02-01 5.5 N/A 1000.00 711.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31389AZW6 2034-08-01 4.502 N/A 96824.00 3.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31369YSA4 2031-02-01 5.568 N/A 1745.00 1.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XPP6 2033-09-01 4.731 N/A 120289.00 50.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31376JEU9 2036-05-01 4.63 N/A 64295057.00 1762.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417NNX5 2039-11-01 6.13 N/A 6011.00 50.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31381SVS8 2041-11-01 4.68 N/A 650000.00 489093.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384V7K2 2040-10-01 5.314 N/A 46667.00 27.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405RNE2 2034-08-01 4.823 N/A 500000.00 4172.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411A7K5 2036-11-01 5.335 N/A 556794.00 4385.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWEV5 2051-09-01 2 N/A 1000.00 589.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ECA6 2052-03-01 3 N/A 1010.00 673.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408HFP5 2035-12-01 5.855 N/A 10035.00 150.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETYM2 2045-05-01 6.061 N/A 4473.00 329.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKS27 2053-04-01 5 N/A 1000.00 835.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411AN27 2036-10-01 6.328 N/A 2834.00 34.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDU4 2033-02-01 5.786 N/A 443000.00 2179.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384WNL0 2031-04-01 5.375 N/A 2805642.00 3129.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408EJ94 2035-11-01 4.027 N/A 6002.00 30.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402Q4U2 2034-01-01 4.822 N/A 25235.00 352.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31362GM40 2028-01-01 4.59 N/A 690549.00 116.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31387UEK3 2030-12-01 5.223 N/A 439704.00 18.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLPP7 2053-05-01 5 N/A 1000.00 766.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EJAF5 2037-08-01 5.579 N/A 1008.00 66.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371LPY9 2034-04-01 6.75 N/A 22449.00 425.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402QWK3 2033-07-01 6.127 N/A 139406.00 15.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402FRU1 2028-06-01 6.11 N/A 36410.00 25.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT2Q1 2054-02-01 5.5 N/A 1000.00 855.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RG94 2034-01-01 5.783 N/A 250000.00 754.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31378EN53 2037-08-01 6.49 N/A 600000.00 2275.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JBGS9 2051-01-01 6.156 N/A 1023.00 113.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403LC74 2033-11-01 4.396 N/A 17472.00 145.53 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159 N/A 3137FKKM7 2029-12-25 3.95 N/A 2549.00 503.15 Agency Collateralized Mortgage Obligation FHLMC_3632 N/A 31398WRF3 2040-02-15 4.92443 N/A 2800000.00 483649.90 Agency Collateralized Mortgage Obligation FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.87733 N/A 104232.00 7.63 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 2.87733 N/A 100062.00 942.65 Agency Collateralized Mortgage Obligation FHLMC_45-50 N/A 3137BN3A0 2046-02-15 2.27733 N/A 13250000.00 346925.25 Agency Collateralized Mortgage Obligation FHLMC_4657 N/A 3137BVPF7 2047-02-15 2.22733 N/A 36091396.00 895392.50 Agency Collateralized Mortgage Obligation FHLMC_4770C N/A 3137F35M2 2043-08-15 2.312973 N/A 76400829.00 662596.33 Agency Collateralized Mortgage Obligation FHLMC_4794B N/A 3137F5MK2 2043-03-15 2.182216 N/A 200002.00 1988.40 Agency Collateralized Mortgage Obligation FHLMC_4908E N/A 3137FNE63 2042-12-15 2.048008 N/A 43734086.00 545617.60 Agency Collateralized Mortgage Obligation FHLMC_5038J N/A 3137FXMY1 2050-10-25 2.5 N/A 110000.00 11260.92 Agency Collateralized Mortgage Obligation FHLMC_5056B N/A 3137F73Z6 2050-12-25 2.5 N/A 15378983.00 1112582.55 Agency Collateralized Mortgage Obligation FHLMC_5069E N/A 3137F9C66 2051-02-25 3 N/A 6659455.00 602610.82 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 10000000.00 1118731.22 Agency Collateralized Mortgage Obligation FHLMC_5095B N/A 3137FXZS0 2051-04-25 3 N/A 1524541.00 170882.74 Agency Collateralized Mortgage Obligation FHLMC_5135C N/A 3137H1RF5 2048-05-25 2.5 N/A 25600000.00 2461802.56 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 6967534.00 581809.75 Agency Collateralized Mortgage Obligation FHLMC_5175A N/A 3137H4NP1 2051-12-25 2.5 N/A 5237500.00 398165.45 Agency Collateralized Mortgage Obligation FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 1850537.00 97.45 Agency Collateralized Mortgage Obligation FHLMC_5293C N/A 3137H9QF9 2051-04-25 2.5 N/A 9991361.00 1266268.18 Agency Collateralized Mortgage Obligation FHLMC_5371F N/A 3137HBDK7 2054-01-25 0 N/A 5357143.00 2585748.04 Agency Collateralized Mortgage Obligation FHLMC_5431A N/A 3137HDPV6 2054-07-25 13.09674 N/A 12382450.00 11572210.40 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 5583107.00 3160727.70 Agency Collateralized Mortgage Obligation FHLMC_5479A N/A 3137HHMS7 2054-12-25 0 N/A 150000000.00 2175.68 Agency Collateralized Mortgage Obligation FHLMC_5483D N/A 3137HHNQ0 2054-12-25 14.87542 N/A 690135.00 625650.11 Agency Collateralized Mortgage Obligation FHLMC_5507B N/A 3137HJPX9 2055-02-25 1.33279 N/A 38835923.00 774794.52 Agency Collateralized Mortgage Obligation FHLMC_5518C N/A 3137HK4E1 2055-03-25 1.51279 N/A 100097.00 3124.18 Agency Collateralized Mortgage Obligation FHLMC_5528B N/A 3137HKR97 2055-04-25 2.33279 N/A 22114784.00 913764.13 Agency Collateralized Mortgage Obligation FHLMC_5530B N/A 3137HKTX2 2055-04-25 1.68279 N/A 200569.00 9699.63 Agency Collateralized Mortgage Obligation FHLMC_5588B N/A 3137HNJK5 2055-10-25 1.78279 N/A 88364209.00 4129571.88 Agency Collateralized Mortgage Obligation FHLMC_5588C N/A 3137HNJF6 2054-07-25 0 N/A 34186177.00 24434683.39 Agency Collateralized Mortgage Obligation FHLMC_5588E N/A 3137HNJD1 2052-01-25 2.5 N/A 141288.00 23256.78 Agency Collateralized Mortgage Obligation FHLMC_5597B N/A 3137HNPM4 2055-11-25 1.03279 N/A 100003.00 2701.03 Agency Collateralized Mortgage Obligation FHLMC_5597B N/A 3137HNPH5 2055-11-25 4.96721 N/A 44602462.00 41340135.72 Agency Collateralized Mortgage Obligation FHLMC_5605A N/A 3137HP6N8 2051-11-25 5.5 N/A 2852763.00 364836.59 Agency Collateralized Mortgage Obligation FHLMC_5605A N/A 3137HP4R1 2052-12-25 5.5 N/A 20472076.00 1670207.04 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP6A6 2055-12-25 1.13279 N/A 148628067.00 4297241.13 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP6P3 2055-12-25 1.88279 N/A 211980833.00 11064467.33 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HPAZ6 2055-12-25 1.88279 N/A 98022755.00 6877663.84 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP5M1 2055-12-25 1.88279 N/A 128188444.00 5674240.49 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HP6Z1 2055-12-25 1.88279 N/A 67677172.00 3312438.48 Agency Collateralized Mortgage Obligation FHLMC_5605B N/A 3137HPB85 2055-12-25 1.88279 N/A 200096.00 9192.41 Agency Collateralized Mortgage Obligation FHMS_16-K058 N/A 3137BSP64 2026-07-25 2.34 N/A 1859.00 226.76 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 2.81831 N/A 42412200.00 52089.81 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 2.96831 N/A 94696183.00 303325.56 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 2.21831 N/A 118886400.00 660169.00 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QAX6 2041-01-25 2.70831 N/A 27857143.00 377581.80 Agency Collateralized Mortgage Obligation FNMA_11-110 N/A 3136A2CR2 2041-04-25 2.86831 N/A 100000000.00 29806.50 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9RC4 2042-11-25 2.36831 N/A 30000000.00 371934.38 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.71831 N/A 40416958.00 341108.08 Agency Collateralized Mortgage Obligation FNMA_12-2 N/A 3136A3XL0 2042-02-25 2.71831 N/A 15333333.00 192361.07 Agency Collateralized Mortgage Obligation FNMA_14-24 N/A 3136AJZ25 2044-05-25 2.26831 N/A 33000000.00 161563.87 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 108128.00 0.66 Agency Collateralized Mortgage Obligation FNMA_15-91 N/A 3136AQTM2 2045-12-25 2.161147 N/A 82366191.00 336560.99 Agency Collateralized Mortgage Obligation FNMA_16-1 N/A 3136AQG46 2046-02-25 2.36831 N/A 69174285.00 986082.79 Agency Collateralized Mortgage Obligation FNMA_16-40J N/A 3136ASM78 2046-07-25 1.65879 N/A 157677272.00 465526.98 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 2.31831 N/A 31164258.00 448388.15 Agency Collateralized Mortgage Obligation FNMA_17-23A N/A 3136AV5K1 2047-04-25 2.31831 N/A 38000000.00 480535.23 Agency Collateralized Mortgage Obligation FNMA_17-54E N/A 3136AXDX0 2047-07-25 2.173788 N/A 167805375.00 1020995.19 Agency Collateralized Mortgage Obligation FNMA_17-74B N/A 3136AX4Y8 2047-10-25 2.41831 N/A 452100.00 12793.50 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 2.094287 N/A 4368824.00 34854.34 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 2.28831 N/A 6405661.00 293695.16 Agency Collateralized Mortgage Obligation FNMA_19-59F N/A 3136B6LD3 2049-10-25 2.161225 N/A 63684502.00 667095.02 Agency Collateralized Mortgage Obligation FNMA_19-65 N/A 3136B7AY7 2059-11-25 1.809276 N/A 32166333.00 339475.92 Agency Collateralized Mortgage Obligation FNMA_19-M12 N/A 3136B5NX9 2029-06-25 0.561 N/A 19004000.00 273731.83 Agency Collateralized Mortgage Obligation FNMA_20-63D N/A 3136BBA93 2050-09-25 2.5 N/A 4000000.00 58955.26 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 5184890.00 464143.29 Agency Collateralized Mortgage Obligation FNMA_20-M13A N/A 3136B9NV5 2030-09-25 1.219 N/A 9500000.00 194537.02 Agency Collateralized Mortgage Obligation FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.31682 N/A 10436192.00 202281.89 Agency Collateralized Mortgage Obligation FNMA_21-43C N/A 3136BH7G8 2051-06-25 2.5 N/A 4600000.00 509390.50 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 144982.71 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 3600000.00 411468.65 Agency Collateralized Mortgage Obligation FNMA_21-M23 N/A 3136BKBW1 2031-11-25 0.53 N/A 23373706.00 367380.10 Agency Collateralized Mortgage Obligation FNMA_23-58G N/A 3136BQYA1 2053-12-25 0 N/A 7739685.00 4323295.46 Agency Collateralized Mortgage Obligation FNMA_24-11C N/A 3136BRAZ0 2054-03-25 4.43279 N/A 100038.00 6999.55 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 3.43279 N/A 100224.00 5918.73 Agency Collateralized Mortgage Obligation FNMA_24-65A N/A 3136BSH32 2054-09-25 0.05 N/A 39812467.00 58141.15 Agency Collateralized Mortgage Obligation FNMA_24-65B N/A 3136BSJ48 2054-09-25 0.1 N/A 100984.00 212.71 Agency Collateralized Mortgage Obligation FNMA_24-7 N/A 3136BQY78 2053-09-25 2.13279 N/A 33658623.00 911093.28 Agency Collateralized Mortgage Obligation FNMA_24-77 N/A 3136BTQK2 2053-10-25 4.96721 N/A 9628361.00 6893000.73 Agency Collateralized Mortgage Obligation FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 33556300.00 17122254.35 Agency Collateralized Mortgage Obligation FNMA_24-M5B N/A 3136BTHY2 2033-10-25 4.715 N/A 132085.00 135704.41 Agency Collateralized Mortgage Obligation FNMA_25-43A N/A 3136BWAQ9 2036-06-25 5 N/A 1000.00 966.12 Agency Collateralized Mortgage Obligation FNMA_25-75B N/A 3136BXJQ8 2053-06-25 5.5 N/A 9395127.00 728909.89 Agency Collateralized Mortgage Obligation FNMA_26-3A N/A 3136BYTM4 2056-02-25 6 N/A 32013731.00 5099829.90 Agency Collateralized Mortgage Obligation FNMA_26-3B N/A 3136BYUC4 2048-04-25 4.5 N/A 1024.00 1022.79 Agency Collateralized Mortgage Obligation FNMA_26-3B N/A 3136BYUE0 2048-04-25 5 N/A 10164976.00 1316372.35 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5013 N/A 3137FW3E8 2050-09-25 2.5 N/A 100000.00 11631.17 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5018 N/A 3137FXC89 2050-10-25 2 N/A 400000.00 38866.30 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5071 N/A 3137F9R37 2051-02-25 2.5 N/A 600000.00 54518.59 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5085 N/A 3137FFZS9 2051-03-25 2 N/A 100000.00 9201.67 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128MJTY6 2044-01-01 3.5 N/A 2613607.00 208127.72 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJZ94 2047-06-01 4 N/A 1000.00 101.39 Agency Mortgage-Backed Securities FREDDIEMAC STRIP FHSTR_406 N/A 3133Q3H79 2053-10-25 4.81721 N/A 1000.00 580.50 Agency Collateralized Mortgage Obligation GNMA_09-13E N/A 38374TMZ4 2039-03-16 2.22587 N/A 50000000.00 167407.31 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377ELA0 2040-04-20 1.91828 N/A 273000000.00 885964.07 Agency Collateralized Mortgage Obligation GNMA_12-133B N/A 38377X3Y6 2042-10-20 0.725 N/A 114751391.00 50947.17 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 1.77587 N/A 88104086.00 911587.41 Agency Collateralized Mortgage Obligation GNMA_14-118F N/A 38379EHH8 2044-08-16 1.82587 N/A 35501323.00 771756.00 Agency Collateralized Mortgage Obligation GNMA_14-152 N/A 38379GYJ0 2044-10-20 1.81828 N/A 57000000.00 496481.06 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 2.32587 N/A 299424.00 2133.83 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 108626.81 Agency Collateralized Mortgage Obligation GNMA_16-61 N/A 38379WE24 2046-05-20 2.26828 N/A 7000000.00 216895.06 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 1.27164 N/A 2029944.00 7692.53 Agency Collateralized Mortgage Obligation GNMA_19-115E N/A 38381YVM3 2049-09-20 2.26828 N/A 100032.00 4434.24 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7T5 2046-02-20 4.18582 N/A 3413.00 595.31 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 1.14173 N/A 100044.00 581.57 Agency Collateralized Mortgage Obligation GNMA_20-126A N/A 38382HWQ9 2050-08-20 3 N/A 18485964.00 1461954.85 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 2.31828 N/A 100041.00 4180.51 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 2.51828 N/A 16143616.00 1541481.63 Agency Collateralized Mortgage Obligation GNMA_21-136A N/A 38382WQ75 2051-08-20 0 N/A 77680145.00 909911.86 Agency Collateralized Mortgage Obligation GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 248339.43 Agency Collateralized Mortgage Obligation GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 834314.83 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 2.51828 N/A 9108640.00 855311.84 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCR1 2050-10-20 0 N/A 162051.00 38.82 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 18156983.00 1023493.89 Agency Collateralized Mortgage Obligation GNMA_21-49J N/A 38382PY97 2051-03-20 2.51828 N/A 100522.00 4678.54 Agency Collateralized Mortgage Obligation GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 19186226.00 1410156.87 Agency Collateralized Mortgage Obligation GNMA_21-77C N/A 38382Q3F5 2050-08-20 3 N/A 6666667.00 550896.20 Agency Collateralized Mortgage Obligation GNMA_21-86J N/A 38382QQF0 2051-05-20 4.73201 N/A 300431.00 169952.84 Agency Collateralized Mortgage Obligation GNMA_22-153D N/A 38383YGA4 2052-09-20 4.61154 N/A 51999.00 39649.65 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 2.36828 N/A 4587781.00 442530.05 Agency Collateralized Mortgage Obligation GNMA_22-197J N/A 38383LEZ9 2043-12-16 2.22587 N/A 687043.00 38976.58 Agency Collateralized Mortgage Obligation GNMA_22-208C N/A 38383LZ86 2052-12-20 2.60846 N/A 32384320.00 1486750.06 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 50938.83 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 3.43846 N/A 14694534.00 759774.82 Agency Collateralized Mortgage Obligation GNMA_23-176A N/A 38384DP84 2053-11-20 5.56154 N/A 1728894.00 534910.63 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 4.91154 N/A 1649203.00 697409.82 Agency Collateralized Mortgage Obligation GNMA_23-70A N/A 38384ADT7 2053-05-20 4.66154 N/A 512042.00 367335.81 Agency Collateralized Mortgage Obligation GNMA_23-H05D N/A 38382YY23 2073-01-20 1.13422 N/A 15464060.00 1184938.59 Agency Collateralized Mortgage Obligation GNMA_23-H10D N/A 38382Y4Y6 2071-06-20 0.53607 N/A 26399972.00 527233.49 Agency Collateralized Mortgage Obligation GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.52204 N/A 17900000.00 622084.02 Agency Collateralized Mortgage Obligation GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 6716768.00 3717800.61 Agency Collateralized Mortgage Obligation GNMA_24-172A N/A 38384XRF2 2054-10-20 4.66154 N/A 836726.00 677015.83 Agency Collateralized Mortgage Obligation GNMA_24-172B N/A 38384XRH8 2054-10-20 4.76154 N/A 762026.00 479887.16 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 4849402.00 3.23 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUV3 2054-11-20 5.26154 N/A 6256.00 3910.16 Agency Collateralized Mortgage Obligation GNMA_24-186E N/A 38384XVT7 2053-02-20 1.88846 N/A 67725301.00 3431477.74 Agency Collateralized Mortgage Obligation GNMA_24-21F N/A 38384JCG7 2053-07-20 0.1 N/A 5259471.00 4031.37 Agency Collateralized Mortgage Obligation GNMA_24-61G N/A 38384MFB8 2054-04-20 5.75 N/A 362231.00 372153.15 Agency Collateralized Mortgage Obligation GNMA_24-64A N/A 38384MJU2 2054-04-20 2.03846 N/A 40120911.00 1744302.56 Agency Collateralized Mortgage Obligation GNMA_24-66B N/A 38383KUG5 2054-04-20 4.79154 N/A 1165254.00 729615.79 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N4A0 2054-05-20 5.5 N/A 1052186.00 1083073.16 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 4.86154 N/A 2253552.00 1026005.27 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PAR4 2055-07-20 0.83846 N/A 99038859.00 1377787.74 Agency Collateralized Mortgage Obligation GNMA_25-118D N/A 38381NG36 2052-03-20 6 N/A 1666667.00 87121.24 Agency Collateralized Mortgage Obligation GNMA_25-118E N/A 38381NC30 2055-07-20 2.28846 N/A 58159680.00 2773548.28 Agency Collateralized Mortgage Obligation GNMA_25-146A N/A 38381QTW1 2055-08-20 2.28846 N/A 250000000.00 12995605.30 Agency Collateralized Mortgage Obligation GNMA_25-146B N/A 38381QUA7 2055-08-20 1.68846 N/A 100000000.00 4126458.23 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUK5 2053-03-20 0.1 N/A 30617387.00 61233.17 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2Q3 2053-02-20 0.05 N/A 33370779.00 35808.08 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381QUL3 2053-02-20 0.09 N/A 20375261.00 40098.89 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QWF4 2054-05-20 2.28846 N/A 104260319.00 5142569.50 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUT6 2054-04-20 0.02 N/A 21285519.00 13020.32 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUR0 2053-03-20 0.35 N/A 18400213.00 118937.05 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUS8 2054-01-20 0.16 N/A 31344687.00 148813.75 Agency Collateralized Mortgage Obligation GNMA_25-164C N/A 38381UMP4 2054-08-20 2.93846 N/A 918795.00 69465.51 Agency Collateralized Mortgage Obligation GNMA_25-203B N/A 38385H4S3 2053-06-20 0 N/A 28681773.00 22765928.88 Agency Collateralized Mortgage Obligation GNMA_25-203C N/A 38385H4V6 2055-11-20 5.5 N/A 15077793.00 3222955.52 Agency Collateralized Mortgage Obligation GNMA_25-48B N/A 38385DG59 2055-03-20 2.39846 N/A 341802.00 17914.03 Agency Collateralized Mortgage Obligation GNMA_25-61G N/A 38385FYU9 2065-04-20 1.63846 N/A 31441819.00 689853.49 Agency Collateralized Mortgage Obligation GNMA_25-64C N/A 38385EQ49 2055-04-20 1.75846 N/A 98815739.00 4482529.81 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4C2 2055-05-20 0.05 N/A 62500000.00 33751.00 Agency Collateralized Mortgage Obligation GNMA_25-82B N/A 38385F4B4 2055-05-20 0.1 N/A 50000000.00 54001.64 Agency Collateralized Mortgage Obligation GNMA_25-95C N/A 38385GTM1 2055-05-20 1.46846 N/A 10890423.00 459225.50 Agency Collateralized Mortgage Obligation GNMA_25-98B N/A 38381NMM7 2055-06-20 4.73154 N/A 645586.00 587763.01 Agency Collateralized Mortgage Obligation GNMA_25-98L N/A 38381NQL5 2055-06-20 5.06154 N/A 1043.00 880.44 Agency Collateralized Mortgage Obligation GNMA_26-7A N/A 38385LAF5 2054-09-20 0.11 N/A 40000000.00 92703.46 Agency Collateralized Mortgage Obligation GNMA_26-7A N/A 38385LAE8 2054-09-20 1.17846 N/A 167033338.00 5521733.40 Agency Collateralized Mortgage Obligation GNMA_26-7B N/A 38385LAV0 2056-01-20 0.83846 N/A 100000000.00 1956289.91 Agency Collateralized Mortgage Obligation GNMA_26-7C N/A 38385LAN8 2056-01-20 5.5 N/A 12073454.00 2574455.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 103601.00 15.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379FYH6 2045-10-20 3 N/A 485817.00 588969.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EVG4 2039-10-20 5.125 N/A 2498600.00 38227.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EW57 2040-01-20 5.75 N/A 1000000.00 29750.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WXH6 2052-02-20 2 N/A 7505408.00 4675587.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SHA8 2046-07-20 5.375 N/A 1000.00 48.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SEU7 2046-06-20 5.5 N/A 3199.00 135.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DG99 2034-10-20 5.125 N/A 222894.00 2630.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QMM0 2044-08-20 5.375 N/A 1719.00 22.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EVV1 2039-11-20 5.125 N/A 3976080.00 128018.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ADPG7 2048-05-20 5.392 N/A 7104820.00 5834697.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EY89 2040-05-20 5.625 N/A 1500000.00 32558.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225EVW9 2039-11-20 5.125 N/A 743867.00 11979.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XQX7 2053-01-20 5.5 N/A 3092991.00 1987388.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RQ36 2045-10-20 4 N/A 111924.00 8360.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RYM5 2045-11-20 6.25 N/A 441492.00 89124.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DUX0 2035-10-20 5.125 N/A 3178468.00 69797.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DLA0 2035-01-20 5.625 N/A 1000000.00 18628.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SVH7 2047-01-20 5.5 N/A 13517.00 318.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A3C73 2042-09-20 5.952 N/A 150901.00 24994.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TKC8 2047-10-20 5.125 N/A 6945.00 379.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QY70 2045-01-20 5.625 N/A 1023.00 20.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SY84 2047-02-20 5.5 N/A 104273.00 8740.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AEAF3 2054-12-20 5 N/A 4641567.00 4511333.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMX7 2049-02-20 5.5 N/A 1000.00 67.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SCK1 2046-05-20 5.5 N/A 23810.00 855.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225DKX1 2034-12-20 5.125 N/A 10131075.00 136355.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SRL3 2046-11-20 5.125 N/A 284707.00 9280.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225CYZ3 2033-08-20 5.375 N/A 3319077.00 12653.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVU7 2053-03-20 6 N/A 1024.00 505.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XX68 2053-04-20 5.5 N/A 1000.00 686.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XNG7 2052-12-20 5.5 N/A 1700.00 1106.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36225CJS6 2029-04-20 5.625 N/A 10342197.00 10275.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YFJ8 2053-09-20 4.5 N/A 741658.00 649095.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YWG5 2049-09-20 2.26828 N/A 29150000.00 1271694.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3Q7 2050-10-20 2.5 N/A 16767591.00 1361364.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 N/A 38383CRU6 2051-10-20 2 N/A 52763.00 24625.38 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-03-02 2026-04-03 2026-04-03 Y BNP PARIBAS SA 1.0000 35 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0386 300000000.00 300000000.00 0.0015 N N N Y BNP Paribas SA BNP Paribas SA 0.00000000 N/A R0MUWSFPU8MPRO8K5P83 BYDYFA4A2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803CX9 2036-02-15 0 N/A 700.00 472.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 100.00 95.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 381269400.00 509999434.94 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-03-02 2026-03-06 2026-08-03 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0368 500000000.00 500000000.00 0.0025 N N Y N BNP Paribas SA BNP Paribas SA 3.67000000 N/A R0MUWSFPU8MPRO8K5P83 BYJ045314 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 03.000 FGPC G08741 G N/A 3128MJZF0 2047-01-01 3 N/A 384996.00 71781.73 Agency Mortgage-Backed Securities 1.80 FCOR 21-35 AP N/A 3133ELE91 2035-06-04 1.8 N/A 109000.00 88073.09 Agency Debentures and Agency Strips FEPC 03.500 CLSD8255 N/A 3132DWE41 2052-10-01 3.5 N/A 1130972.00 873052.31 Agency Mortgage-Backed Securities FEPC 06.000 CLZI0882 N/A 3131WC6T0 2033-11-01 6 N/A 3790.00 45.50 Agency Mortgage-Backed Securities FMAR 842105 G N/A 31288RKS6 2050-06-01 6.204 N/A 62549.00 65258.10 Agency Mortgage-Backed Securities FMAR 848841 G N/A 31300LZE8 2042-08-01 6.423 N/A 4348990.00 81912.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBV1666 N/A 3140MEZ82 2055-05-01 4.5 N/A 1000.00 960.27 Agency Mortgage-Backed Securities FNMS 06.000 CLDE2693 N/A 3140BE7F9 2055-07-01 6 N/A 1240418.00 1177689.95 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8535 N/A 3140XQPV3 2054-06-01 6 N/A 41760.00 33478.45 Agency Mortgage-Backed Securities FNRA CL046SL R25F046 N/A 3136BV7B8 2055-06-25 1.33279 N/A 46670124.00 1052517.03 Agency Collateralized Mortgage Obligation FNRM RC003CE R26F003 N/A 3136BYUC4 2048-04-25 4.5 N/A 1081216.00 1079940.92 Agency Collateralized Mortgage Obligation GNAR AF 082794 M N/A 36225FC80 2041-04-20 5.625 N/A 925000.00 21564.00 Agency Mortgage-Backed Securities GNAR AF MB0695 M N/A 3618N5XZ7 2055-10-20 4.5 N/A 1024.00 1032.96 Agency Mortgage-Backed Securities GNAR AF MB0879 M N/A 3618N56R5 2056-01-20 3.5 N/A 13222447.00 12993120.49 Agency Mortgage-Backed Securities GNAR AF MB0947 M N/A 3618N6BR7 2056-02-20 4.5 N/A 4160.00 4220.44 Agency Mortgage-Backed Securities GNAR AT 082594 M N/A 36225E3C4 2040-08-20 5.375 N/A 1001.00 26.91 Agency Mortgage-Backed Securities GNAR AT 082614 M N/A 36225E3Y6 2040-09-20 5.375 N/A 1000.00 24.79 Agency Mortgage-Backed Securities GNAR AT MA3825 M N/A 36179SHA8 2046-07-20 5.375 N/A 262311.00 12744.80 Agency Mortgage-Backed Securities GNAR AT MA3959 M N/A 36179SMG9 2046-09-20 5.375 N/A 1000.00 53.45 Agency Mortgage-Backed Securities GNAR WK 787723 M N/A 3622ADPG7 2048-05-20 5.392 N/A 1829410.00 1502367.98 Agency Mortgage-Backed Securities GNII SF 003953 M N/A 36202EMA4 2037-02-20 5.5 N/A 1000.00 10.58 Agency Mortgage-Backed Securities GNII SF 763054 C N/A 36176DQF3 2041-04-20 4.5 N/A 1000.00 93.32 Agency Mortgage-Backed Securities GNII SF 763326 C N/A 36176DYX5 2041-05-20 4.5 N/A 694998.00 41303.39 Agency Mortgage-Backed Securities GNII SF 766711 C N/A 36176HR89 2042-05-20 4 N/A 1000.00 109.78 Agency Mortgage-Backed Securities GNII SF BR8836 C N/A 3617M7Y93 2050-02-20 4 N/A 4988000.00 1548621.92 Agency Mortgage-Backed Securities GNII SF BT3672 C N/A 3617MSCH3 2050-04-20 4 N/A 1000.00 170.62 Agency Mortgage-Backed Securities GNII SF BT5935 C N/A 3617MUSY4 2050-05-20 5 N/A 1000.00 194.30 Agency Mortgage-Backed Securities GNII SF BZ7364 C N/A 3617U3FD5 2050-11-20 4 N/A 2002.00 1076.42 Agency Mortgage-Backed Securities GNII SF CB4292 C N/A 3617UPXV6 2051-03-20 4 N/A 1000.00 694.02 Agency Mortgage-Backed Securities GNII SF CZ1150 C N/A 3618GCH39 2054-02-20 7.5 N/A 7045.00 7570.06 Agency Mortgage-Backed Securities GNII SF CZ2469 C N/A 3618GDW63 2054-01-20 7.5 N/A 1000.00 670.20 Agency Mortgage-Backed Securities GNII SF CZ3119 C N/A 3618GEPC6 2053-12-20 7.5 N/A 392065.00 421572.75 Agency Mortgage-Backed Securities GNII SF DA8867 C N/A 3618GYZ80 2054-03-20 5 N/A 5384520.00 5292224.88 Agency Mortgage-Backed Securities GNII SF DG1265 C N/A 3618JWMN2 2055-04-20 6.5 N/A 1000.00 1056.88 Agency Mortgage-Backed Securities GNII SF DG7336 C N/A 3618K4EH4 2055-03-20 6.5 N/A 4396464.00 4258620.48 Agency Mortgage-Backed Securities GNII SF DH4052 C N/A 3618KCQD2 2055-03-20 6.5 N/A 1000.00 1042.35 Agency Mortgage-Backed Securities GNII SF DH7030 C N/A 3618KFY38 2055-01-20 7 N/A 34954.00 34230.29 Agency Mortgage-Backed Securities GNII SF DH7130 C N/A 3618KF4P2 2055-01-20 6.5 N/A 1000.00 1051.25 Agency Mortgage-Backed Securities GNII SF DI1014 C N/A 3618NJDT3 2055-07-20 5.5 N/A 1000.00 1019.55 Agency Mortgage-Backed Securities GNII SF DJ4784 C N/A 3618KRJ54 2055-03-20 7.5 N/A 1000.00 966.68 Agency Mortgage-Backed Securities GNII SF DN8931 C N/A 3618MB4Q7 2056-02-20 5.5 N/A 1000.00 1027.21 Agency Mortgage-Backed Securities GNII SF DP0886 C N/A 3618ME6X4 2056-01-20 7.5 N/A 1000.00 1089.48 Agency Mortgage-Backed Securities GNII SF MA0089 M N/A 36179MC24 2042-05-20 4 N/A 2619912.00 142366.42 Agency Mortgage-Backed Securities GNII SF MA0155 M N/A 36179ME48 2042-06-20 4 N/A 4803939.00 268336.55 Agency Mortgage-Backed Securities GNII SF MA0317 M N/A 36179MK66 2042-08-20 3 N/A 1000.00 96.93 Agency Mortgage-Backed Securities GNII SF MA1601 M N/A 36179NX60 2044-01-20 4 N/A 1188000.00 71095.39 Agency Mortgage-Backed Securities GNII SF MA2305 M N/A 36179QR29 2044-10-20 4.5 N/A 1000.00 64.24 Agency Mortgage-Backed Securities GNII SF MA2520 M N/A 36179QYR6 2045-01-20 3 N/A 1000.00 87.73 Agency Mortgage-Backed Securities GNII SF MA2521 M N/A 36179QYS4 2045-01-20 3.5 N/A 1028000.00 70687.16 Agency Mortgage-Backed Securities GNII SF MA2679 M N/A 36179Q6Q9 2045-03-20 4 N/A 2272000.00 220364.87 Agency Mortgage-Backed Securities GNII SF MA3033 M N/A 36179RLN7 2045-08-20 3 N/A 2000.00 251.34 Agency Mortgage-Backed Securities GNII SF MA3040 M N/A 36179RLV9 2034-10-20 6.5 N/A 246000.00 22971.41 Agency Mortgage-Backed Securities GNII SF MA3107 M N/A 36179RNY1 2045-08-20 4.5 N/A 282997.00 20511.82 Agency Mortgage-Backed Securities GNII SF MA3172 M N/A 36179RQZ5 2045-10-20 3 N/A 1000.00 107.76 Agency Mortgage-Backed Securities GNII SF MA3249 M N/A 36179RTE9 2037-12-20 6 N/A 1000.00 72.69 Agency Mortgage-Backed Securities GNII SF MA3526 M N/A 36179R4K2 2038-11-20 6 N/A 1000.00 110.61 Agency Mortgage-Backed Securities GNII SF MA3666 M N/A 36179SCB1 2046-05-20 5 N/A 255245.00 22086.93 Agency Mortgage-Backed Securities GNII SF MA3735 M N/A 36179SEG8 2046-06-20 3 N/A 1000.00 114.01 Agency Mortgage-Backed Securities GNII SF MA3809 M N/A 36179SGS0 2039-01-20 6.5 N/A 64000.00 9217.31 Agency Mortgage-Backed Securities GNII SF MA4068 M N/A 36179SQV2 2046-10-20 3 N/A 1000.00 132.19 Agency Mortgage-Backed Securities GNII SF MA4074 M N/A 36179SQ34 2039-03-20 6 N/A 291000.00 35577.83 Agency Mortgage-Backed Securities GNII SF MA4170 M N/A 36179ST31 2032-01-20 3 N/A 1056770.00 96341.10 Agency Mortgage-Backed Securities GNII SF MA4194 M N/A 36179SUT2 2047-01-20 2.5 N/A 7697980.00 1238626.46 Agency Mortgage-Backed Securities GNII SF MA4195 M N/A 36179SUU9 2047-01-20 3 N/A 149000.00 20675.89 Agency Mortgage-Backed Securities GNII SF MA4261 M N/A 36179SWW3 2047-02-20 3 N/A 1000.00 151.39 Agency Mortgage-Backed Securities GNII SF MA4264 M N/A 36179SWZ6 2047-02-20 4.5 N/A 806623.00 76154.02 Agency Mortgage-Backed Securities GNII SF MA4267 M N/A 36179SW45 2034-09-20 6 N/A 1003.00 109.17 Agency Mortgage-Backed Securities GNII SF MA4456 M N/A 36179S5R4 2037-10-20 6 N/A 1145733.00 131207.21 Agency Mortgage-Backed Securities GNII SF MA4511 M N/A 36179TAL9 2047-06-20 4 N/A 1001.00 96.39 Agency Mortgage-Backed Securities GNII SF MA4514 M N/A 36179TAP0 2047-06-20 5.5 N/A 526000.00 44871.29 Agency Mortgage-Backed Securities GNII SF MA4589 M N/A 36179TC29 2047-06-20 5 N/A 180000.00 16744.76 Agency Mortgage-Backed Securities GNII SF MA4591 M N/A 36179TC45 2047-07-20 6 N/A 504000.00 70300.34 Agency Mortgage-Backed Securities GNII SF MA4592 M N/A 36179TC52 2038-12-20 6.5 N/A 55000.00 8138.54 Agency Mortgage-Backed Securities GNII SF MA4653 M N/A 36179TE27 2047-08-20 4 N/A 1000.00 107.56 Agency Mortgage-Backed Securities GNII SF MA4724 M N/A 36179TG90 2047-09-20 6 N/A 788000.00 91150.88 Agency Mortgage-Backed Securities GNII SF MA4778 M N/A 36179TJX4 2047-10-20 3.5 N/A 39783998.00 4772821.49 Agency Mortgage-Backed Securities GNII SF MA4840 M N/A 36179TLV5 2047-11-20 5 N/A 813782.00 85894.87 Agency Mortgage-Backed Securities GNII SF MA4903 M N/A 36179TNU5 2047-11-20 5 N/A 153000.00 16972.66 Agency Mortgage-Backed Securities GNII SF MA5023 M N/A 36179TSL0 2048-02-20 5.5 N/A 1000.00 123.38 Agency Mortgage-Backed Securities GNII SF MA5078 M N/A 36179TUB9 2048-03-20 4 N/A 3172000.00 284508.56 Agency Mortgage-Backed Securities GNII SF MA5081 M N/A 36179TUE3 2048-03-20 5.5 N/A 1001.00 113.90 Agency Mortgage-Backed Securities GNII SF MA5193 M N/A 36179TXW0 2048-05-20 4.5 N/A 1000.00 73.54 Agency Mortgage-Backed Securities GNII SF MA5196 M N/A 36179TXZ3 2048-05-20 6 N/A 1000.00 128.97 Agency Mortgage-Backed Securities GNII SF MA5597 M N/A 36179UGE6 2048-11-20 5 N/A 1000.00 59.25 Agency Mortgage-Backed Securities GNII SF MA5711 M N/A 36179UKY7 2049-01-20 4.5 N/A 1000.00 64.44 Agency Mortgage-Backed Securities GNII SF MA5712 M N/A 36179UKZ4 2049-01-20 5 N/A 1000.00 57.71 Agency Mortgage-Backed Securities GNII SF MA5820 M N/A 36179UPD8 2049-03-20 5.5 N/A 1000.00 77.63 Agency Mortgage-Backed Securities GNII SF MA6042 M N/A 36179UWB4 2049-06-20 5 N/A 9999184.00 884703.69 Agency Mortgage-Backed Securities GNII SF MA6090 M N/A 36179UXT4 2049-08-20 3.5 N/A 1000.00 118.79 Agency Mortgage-Backed Securities GNII SF MA6158 M N/A 36179UZX3 2049-09-20 5.5 N/A 1000.00 134.04 Agency Mortgage-Backed Securities GNII SF MA6224 M N/A 36179U4H2 2049-09-20 6 N/A 1000.00 213.13 Agency Mortgage-Backed Securities GNII SF MA6344 M N/A 36179VBM1 2038-10-20 6 N/A 215999.00 38408.06 Agency Mortgage-Backed Securities GNII SF MA6415 M N/A 36179VDU1 2049-10-20 6 N/A 1000.00 148.76 Agency Mortgage-Backed Securities GNII SF MA6481 M N/A 36179VFW5 2038-03-20 6.5 N/A 184000.00 31151.92 Agency Mortgage-Backed Securities GNII SF MA6710 M N/A 36179VN30 2050-06-20 3 N/A 1606696.00 401207.62 Agency Mortgage-Backed Securities GNII SF MA7001 M N/A 36179VX62 2049-02-20 5.5 N/A 123999.00 35459.28 Agency Mortgage-Backed Securities GNII SF MA7366 M N/A 36179WFF0 2051-05-20 2 N/A 1001.00 533.77 Agency Mortgage-Backed Securities GNII SF MA7423 M N/A 36179WG85 2051-06-20 5 N/A 2000.00 664.06 Agency Mortgage-Backed Securities GNII SF MA7471 M N/A 36179WJQ2 2051-07-20 2 N/A 1000.00 556.71 Agency Mortgage-Backed Securities GNII SF MA7472 M N/A 36179WJR0 2051-07-20 2.5 N/A 1000.00 565.51 Agency Mortgage-Backed Securities GNII SF MA7479 M N/A 36179WJY5 2051-07-20 6 N/A 1001.00 246.67 Agency Mortgage-Backed Securities GNII SF MA7533 M N/A 36179WLN6 2051-08-20 2 N/A 14068960.00 7915640.64 Agency Mortgage-Backed Securities GNII SF MA7588 M N/A 36179WND6 2051-09-20 2 N/A 1001.00 577.58 Agency Mortgage-Backed Securities GNII SF MA7648 M N/A 36179WP93 2051-10-20 2 N/A 1001.00 589.90 Agency Mortgage-Backed Securities GNII SF MA7655 M N/A 36179WQG6 2051-10-20 5.5 N/A 50000.00 16690.43 Agency Mortgage-Backed Securities GNII SF MA7767 M N/A 36179WTY4 2051-12-20 2.5 N/A 1000.00 618.15 Agency Mortgage-Backed Securities GNII SF MA7880 M N/A 36179WXH6 2052-02-20 2 N/A 1024.00 637.91 Agency Mortgage-Backed Securities GNII SF MA8044 M N/A 36179W5D6 2052-05-20 3.5 N/A 2838068.00 1975519.93 Agency Mortgage-Backed Securities GNII SF MA8096 M N/A 36179W7H5 2052-06-20 2 N/A 1000.00 646.62 Agency Mortgage-Backed Securities GNII SF MA8098 M N/A 36179W7K8 2052-06-20 3 N/A 47059.00 31639.03 Agency Mortgage-Backed Securities GNII SF MA8425 M N/A 36179XLE4 2052-10-20 3.5 N/A 8000.00 6027.16 Agency Mortgage-Backed Securities GNII SF MA8426 M N/A 36179XLF1 2052-11-20 4 N/A 1000.00 758.58 Agency Mortgage-Backed Securities GNII SF MA8491 M N/A 36179XNG7 2052-12-20 5.5 N/A 6863030.00 4466329.29 Agency Mortgage-Backed Securities GNII SF MA8726 M N/A 36179XVT0 2053-03-20 5.5 N/A 1000.00 668.88 Agency Mortgage-Backed Securities GNII SF MA8727 M N/A 36179XVU7 2053-03-20 6 N/A 1024.00 505.38 Agency Mortgage-Backed Securities GNII SF MA8801 M N/A 36179XX68 2053-04-20 5.5 N/A 1000.00 686.96 Agency Mortgage-Backed Securities GNII SF MA8879 M N/A 36179X2L9 2053-05-20 5.5 N/A 129900.00 93798.42 Agency Mortgage-Backed Securities GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 N/A 1000.00 727.59 Agency Mortgage-Backed Securities GNII SF MA9172 M N/A 36179YFM1 2053-08-20 6 N/A 1024.00 580.19 Agency Mortgage-Backed Securities GNII SF MA9459 M N/A 36179YQL1 2039-07-20 6 N/A 40000.00 20659.17 Agency Mortgage-Backed Securities GNII SF MA9539 M N/A 36179YS47 2054-03-20 4.5 N/A 1000.00 912.78 Agency Mortgage-Backed Securities GNII SF MA9781 M N/A 36179Y2N3 2054-07-20 6.5 N/A 23986408.00 11500043.53 Agency Mortgage-Backed Securities GNII SF MA9963 M N/A 36180AB85 2054-10-20 4.5 N/A 1013.00 931.58 Agency Mortgage-Backed Securities GNII SF MB0091 M N/A 3618N5C56 2054-12-20 5 N/A 1000.00 931.94 Agency Mortgage-Backed Securities GNII SF MB0205 M N/A 3618N5GP8 2055-02-20 5.5 N/A 42986.00 35050.82 Agency Mortgage-Backed Securities GNII SF MB0365 M N/A 3618N5MP1 2055-05-20 5 N/A 2984230.00 2888342.36 Agency Mortgage-Backed Securities GNII SF MB0424 M N/A 3618N5PJ2 2055-05-20 5.5 N/A 1000.00 970.20 Agency Mortgage-Backed Securities GNII SF MB0556 M N/A 3618N5TN9 2055-06-20 5.5 N/A 1000.00 1000.82 Agency Mortgage-Backed Securities GNII SF MB0686 M N/A 3618N5XQ7 2055-09-20 5.5 N/A 1000.00 1006.77 Agency Mortgage-Backed Securities GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 N/A 1024.00 1031.47 Agency Mortgage-Backed Securities GNMI SF 793219 X N/A 36177MSH6 2042-03-15 3.5 N/A 1000.00 128.60 Agency Mortgage-Backed Securities GNMI SF CU0300 X N/A 3618BHKM7 2053-05-15 7 N/A 3771848.00 3490195.42 Agency Mortgage-Backed Securities GNRA 2017-192 DZ N/A 38380UAR4 2047-12-20 2.5 N/A 1045087.00 990263.09 Agency Collateralized Mortgage Obligation GNRA 2023-082 KF N/A 38384AT94 2053-06-20 4.81154 N/A 1023.00 696.96 Agency Collateralized Mortgage Obligation MNAR XX.XXX HYBL1276 N/A 3140HSM24 2029-01-01 3.79 N/A 200000.00 200531.24 Agency Mortgage-Backed Securities Y Fitch F1 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Bank of America Securities, Inc. 3.68000000 N/A 549300HN4UKV1E2R3U73 BYJ0452U1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FERA 5235SN 06/25/52 N/A 3137H7S20 2052-06-25 0 N/A 50000000.00 489504.05 Agency Collateralized Mortgage Obligation FERA 5411SB 05/25/54 N/A 3137HCS29 2054-05-25 2.93279 N/A 179168256.00 4291758.01 Agency Collateralized Mortgage Obligation FERA 5491SA 01/25/55 N/A 3137HHVZ1 2055-01-25 1.53279 N/A 173756160.00 3873486.17 Agency Collateralized Mortgage Obligation FERA 5526MK 12/25/54 N/A 3137HKT95 2054-12-25 11.01721 N/A 4384360.00 4221135.32 Agency Collateralized Mortgage Obligation FERA RP4611 10/25/53 N/A 3142G5YH5 2053-10-25 3.53279 N/A 50000000.00 2182967.03 Agency Collateralized Mortgage Obligation FGRA 4760SA 02/15/48 N/A 3137FEAK6 2048-02-15 2.42733 N/A 32491072.00 1255782.78 Agency Collateralized Mortgage Obligation FNRA CL001TP R25F001 N/A 3136BUZY9 2055-02-25 1 N/A 6149970.00 71414.67 Agency Collateralized Mortgage Obligation FNRA CL023ST R22F023 N/A 3136BMYW2 2050-03-25 0.73279 N/A 201469952.00 5378374.35 Agency Collateralized Mortgage Obligation FNRA CL057SA R22F057 N/A 3136BN3D6 2052-09-25 1.63279 N/A 200000000.00 8080928.39 Agency Collateralized Mortgage Obligation FNRA CL069PS R22F069 N/A 3136BPEK3 2052-10-25 0.88279 N/A 75000000.00 2075580.42 Agency Collateralized Mortgage Obligation FNRA CL105SL R24F105 N/A 3136BURY8 2055-01-25 0.63279 N/A 75000000.00 1078192.32 Agency Collateralized Mortgage Obligation FNRA RC041SD R21F041 N/A 3136BHT90 2051-07-25 0 N/A 57319424.00 30864.47 Agency Collateralized Mortgage Obligation GNRA 2005-68 SI N/A 38374L3V1 2035-09-20 2.51828 N/A 326801918.00 438457.98 Agency Collateralized Mortgage Obligation GNRA 2014-021 SA N/A 38378YZ28 2044-02-16 1.77587 N/A 124834176.00 1026609.95 Agency Collateralized Mortgage Obligation GNRA 2016-07 SN N/A 38379YZA9 2046-04-20 2.31828 N/A 49999200.00 1057132.60 Agency Collateralized Mortgage Obligation GNRA 2017-141 JS N/A 38380HLR1 2047-09-20 2.41828 N/A 20658816.00 581656.69 Agency Collateralized Mortgage Obligation GNRA 2018-13 SB N/A 38380X2M8 2048-08-20 0.81828 N/A 70000000.00 1083680.28 Agency Collateralized Mortgage Obligation GNRA 2021-142 SE N/A 38382XMP7 2051-08-20 0 N/A 50000000.00 166663.26 Agency Collateralized Mortgage Obligation GNRA 2023-170 MS N/A 38384DT49 2053-11-20 1.88846 N/A 66666624.00 2493653.18 Agency Collateralized Mortgage Obligation GNRA 2024-001 SW N/A 38384H4P0 2054-01-20 1.63846 N/A 100000000.00 2146284.84 Agency Collateralized Mortgage Obligation GNRA 2024-027 SB N/A 38384JFC3 2054-02-20 2.32846 N/A 53589300.00 3438022.87 Agency Collateralized Mortgage Obligation GNRA 2024-160 SX N/A 38384YQE4 2054-10-20 2.38846 N/A 56238976.00 2643962.80 Agency Collateralized Mortgage Obligation GNRA 2025-001 SG N/A 38385CHC5 2055-01-20 2.88846 N/A 259000000.00 7942058.30 Agency Collateralized Mortgage Obligation GNRA 2025-025 SG N/A 38385DJN7 2055-02-20 1.73846 N/A 496964000.00 10412044.34 Agency Collateralized Mortgage Obligation GNRA 2025-081 TM N/A 38385F6Q9 2053-12-20 1 N/A 4613680.00 86791.00 Agency Collateralized Mortgage Obligation GNRA 2025-152 JS N/A 38381UPW6 2055-09-20 3.53846 N/A 46330240.00 3952899.05 Agency Collateralized Mortgage Obligation GNRA 2025-170 SN N/A 38385HN60 2055-03-20 2.33846 N/A 275846144.00 11560681.84 Agency Collateralized Mortgage Obligation GNRA 2025-170 SP N/A 38385HP84 2054-04-20 2.23846 N/A 232841216.00 13092128.66 Agency Collateralized Mortgage Obligation GNRM 2025-066 IO N/A 38385ET61 2055-04-20 5.5 N/A 2597664.00 397285.43 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0368 91000000.00 91000000.00 0.0005 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.67000000 N/A 549300HN4UKV1E2R3U73 BYJ0452V9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 N/A 7276855.76 2040001.02 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 2000000.00 2000000.00 0.0000 N Y Y N Bank of America Securities, Inc. 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3136BB4J8 2050-10-25 3 N/A 15224105.00 1264521.89 Agency Collateralized Mortgage Obligation FNMA_20-71C N/A 3136BCDU1 2050-10-25 3 N/A 20532238.00 1508174.06 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCHS2 2050-11-25 4 N/A 50000000.00 3639560.61 Agency Collateralized Mortgage Obligation FNMA_20-77K N/A 3136BCVE7 2050-11-25 2.5 N/A 45000000.00 3625546.28 Agency Collateralized Mortgage Obligation FNMA_20-80F N/A 3136BCYT1 2049-04-25 2.5 N/A 34683500.00 3068019.51 Agency Collateralized Mortgage Obligation FNMA_20-92 N/A 3136BCK33 2050-02-25 2.5 N/A 18471708.00 1497216.58 Agency Collateralized Mortgage Obligation FNMA_21-3 N/A 3136BDYC6 2051-02-25 2.5 N/A 20385395.00 2482685.28 Agency Collateralized Mortgage Obligation FNMA_21-42H N/A 3136BGAW1 2051-03-25 2 N/A 12011000.00 1237608.02 Agency Collateralized Mortgage Obligation FNMA_21-46A N/A 3136BH3S6 2051-07-25 3 N/A 5355094.00 688669.87 Agency Collateralized Mortgage Obligation FNMA_21-56 N/A 3136BGP47 2051-07-25 3 N/A 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Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAN7 2028-11-25 0.1 N/A 831028000.00 1840253.37 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB76 N/A 30315EAE6 2030-05-25 1.04316 N/A 98317319.00 1366693.98 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 N/A 30316KAE1 2040-06-25 1.03272 N/A 61500000.00 1678522.91 Agency Collateralized Mortgage Obligation FRESB_19-SB63 N/A 30298BAK9 2039-04-25 1.81261 N/A 17964000.00 226788.36 Agency Collateralized Mortgage Obligation FRESB_19-SB65 N/A 30298LAF8 2039-06-25 1.37768 N/A 10944000.00 168816.33 Agency Collateralized Mortgage Obligation FRESB_22-S104 N/A 30329QAE3 2042-09-25 0.11582 N/A 396528763.00 3571692.01 Agency Collateralized Mortgage Obligation FRESB_23-S111 N/A 30334CAE7 2043-09-25 0.39756 N/A 214000000.00 4054750.68 Agency Collateralized Mortgage Obligation GNMA_11-81D N/A 38376LZG7 2040-10-20 5 N/A 35163077.00 7974.19 Agency 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2.51828 N/A 43783865.00 1685046.06 Agency Collateralized Mortgage Obligation GNMA_21-59B N/A 38382RQH4 2051-04-20 2.51828 N/A 48010223.00 2680602.71 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RC48 2051-04-20 4 N/A 13335146.00 1039194.10 Agency Collateralized Mortgage Obligation GNMA_21-97G N/A 38382VET2 2051-06-20 0 N/A 293394414.00 1742011.85 Agency Collateralized Mortgage Obligation GNMA_21-98G N/A 38382TQ80 2051-06-20 3 N/A 41950213.00 2968651.33 Agency Collateralized Mortgage Obligation GNMA_22-100E N/A 38383THN6 2050-01-20 2.26828 N/A 54720340.00 4539463.33 Agency Collateralized Mortgage Obligation GNMA_22-10M N/A 38383GGP0 2052-01-20 4.5 N/A 27218978.00 3296414.14 Agency Collateralized Mortgage Obligation GNMA_22-136 N/A 38383UQL7 2050-10-20 3 N/A 39920014.00 4572438.06 Agency Collateralized Mortgage Obligation GNMA_22-139D N/A 38383M4C9 2052-08-20 0.28846 N/A 80454641.00 1996432.33 Agency Collateralized Mortgage Obligation GNMA_22-140B N/A 38383M4R6 2050-06-20 4 N/A 46845778.00 6439590.11 Agency Collateralized Mortgage Obligation GNMA_22-158 N/A 38383YKB7 2064-08-16 0.88722 N/A 101861842.00 6928775.88 Agency Collateralized Mortgage Obligation GNMA_22-159T N/A 38383YNH1 2052-06-20 1.78846 N/A 31039714.00 2162678.85 Agency Collateralized Mortgage Obligation GNMA_22-1C N/A 38383GRR4 2052-01-20 0 N/A 65765005.00 279730.14 Agency Collateralized Mortgage Obligation GNMA_22-1L N/A 38383GSQ5 2051-06-20 3 N/A 173016666.00 8973210.05 Agency Collateralized Mortgage Obligation GNMA_22-207D N/A 38383HFW4 2048-04-20 2.41828 N/A 6873765.00 621865.61 Agency Collateralized Mortgage Obligation GNMA_22-22 N/A 38383MRW0 2051-08-20 3 N/A 2500000.00 1161024.37 Agency Collateralized Mortgage Obligation GNMA_22-34A N/A 38383MDB1 2052-02-20 3.5 N/A 56943429.00 4648724.13 Agency Collateralized Mortgage Obligation GNMA_22-47H N/A 38383MY51 2052-03-20 0 N/A 31000000.00 66806.13 Agency Collateralized Mortgage Obligation GNMA_22-47J N/A 38383MY77 2052-03-20 0 N/A 20000000.00 34888.52 Agency Collateralized Mortgage Obligation GNMA_22-63 N/A 38383RFE2 2052-03-20 3.5 N/A 1000000.00 685177.00 Agency Collateralized Mortgage Obligation GNMA_22-63D N/A 38383RAU1 2050-10-20 0 N/A 30000000.00 138401.13 Agency Collateralized Mortgage Obligation GNMA_22-63T N/A 38383RDW4 2050-08-20 4.5 N/A 8980929.00 819467.89 Agency Collateralized Mortgage Obligation GNMA_22-68B N/A 38383PA35 2049-02-20 3.5 N/A 443571.00 22437.88 Agency Collateralized Mortgage Obligation GNMA_22-6B N/A 38383GJG7 2052-01-20 0 N/A 97543246.00 1299765.79 Agency Collateralized Mortgage Obligation GNMA_22-6E N/A 38383GJW2 2052-01-20 0 N/A 54600000.00 699614.80 Agency Collateralized Mortgage Obligation GNMA_22-76B N/A 38383RQK6 2052-04-20 4 N/A 2000000.00 1588659.86 Agency Collateralized Mortgage Obligation GNMA_22-9G N/A 38383FQ30 2052-01-20 3.5 N/A 172000000.00 10329478.00 Agency Collateralized Mortgage Obligation GNMA_23-105 N/A 38381JMD6 2065-07-16 0.98192 N/A 33296039.00 2336286.15 Agency Collateralized Mortgage Obligation GNMA_23-114F N/A 38384EAU9 2051-03-20 2.58846 N/A 25548986.00 3058666.45 Agency Collateralized Mortgage Obligation GNMA_23-116J N/A 38384EEX9 2053-08-20 6.5 N/A 3461538.00 489965.60 Agency Collateralized Mortgage Obligation GNMA_23-123E N/A 38384CRU5 2051-02-20 4 N/A 45264805.00 7563744.65 Agency Collateralized Mortgage Obligation GNMA_23-123F N/A 38384CSP5 2049-07-20 2.26828 N/A 33283888.00 3086348.66 Agency Collateralized Mortgage Obligation GNMA_23-128A N/A 38384CPP8 2053-08-20 2.13846 N/A 99272728.00 4283936.61 Agency Collateralized Mortgage Obligation GNMA_23-131L N/A 38384EZJ7 2063-09-20 2.68846 N/A 10000000.00 152819.14 Agency Collateralized Mortgage Obligation GNMA_23-146F N/A 38384DAV9 2053-10-20 2.03846 N/A 62979008.00 1145412.26 Agency Collateralized Mortgage Obligation GNMA_23-146G N/A 38384DAY3 2053-10-20 2.68846 N/A 138461541.00 6110075.30 Agency Collateralized Mortgage Obligation GNMA_23-149E N/A 38384DGH4 2053-10-20 2.73846 N/A 183098828.00 8207029.99 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Y7 2053-10-20 2.66846 N/A 200000000.00 3378795.81 Agency Collateralized Mortgage Obligation GNMA_23-164F N/A 38384D5C7 2053-11-20 3.43846 N/A 71250000.00 3606080.15 Agency Collateralized Mortgage Obligation GNMA_23-165F N/A 38384D6M4 2050-07-20 2.36828 N/A 28890599.00 3016832.03 Agency Collateralized Mortgage Obligation GNMA_23-166B N/A 38384GAE0 2053-11-20 2.33846 N/A 150000000.00 2378389.31 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JD46 2065-05-16 1.28758 N/A 37994480.00 3339144.34 Agency Collateralized Mortgage Obligation GNMA_23-185A N/A 38384GTT7 2053-12-20 2.73846 N/A 150000000.00 2716694.24 Agency Collateralized Mortgage Obligation GNMA_23-185B N/A 38384GTV2 2053-12-20 2.03846 N/A 100000000.00 1317651.96 Agency Collateralized Mortgage Obligation GNMA_23-192F N/A 38384GD72 2053-12-20 7 N/A 10665013.00 1624874.86 Agency Collateralized Mortgage Obligation GNMA_23-195A N/A 38384HPE2 2053-12-20 2.48846 N/A 50000000.00 1457401.45 Agency Collateralized Mortgage Obligation GNMA_23-1A N/A 38383VAH1 2053-01-20 3.48846 N/A 55620961.00 2631898.67 Agency Collateralized Mortgage Obligation GNMA_23-23A N/A 38383V7Y8 2053-02-20 2.58846 N/A 28362691.00 855753.63 Agency Collateralized Mortgage Obligation GNMA_23-24K N/A 38383WBX3 2052-02-20 3.5 N/A 28000000.00 3450180.98 Agency Collateralized Mortgage Obligation GNMA_23-48L N/A 38383WUM6 2053-03-20 1.93846 N/A 100000000.00 1666175.46 Agency Collateralized Mortgage Obligation GNMA_23-54B N/A 38383XLM4 2053-04-20 2.48846 N/A 51071341.00 1839157.57 Agency Collateralized Mortgage Obligation GNMA_23-58A N/A 38383XTC8 2053-04-20 1.89846 N/A 100000000.00 2756985.82 Agency Collateralized Mortgage Obligation GNMA_23-60D N/A 38383XPD0 2053-04-20 1.93846 N/A 200000000.00 5056962.52 Agency Collateralized Mortgage Obligation GNMA_23-75D N/A 38384AWZ2 2050-06-20 4 N/A 56718489.00 8640827.29 Agency Collateralized Mortgage Obligation GNMA_23-76C N/A 38383X4Y7 2053-05-20 2.48846 N/A 37500000.00 1675960.82 Agency Collateralized Mortgage Obligation GNMA_23-83K N/A 38384BSJ1 2063-06-20 2.33846 N/A 16623169.00 304271.38 Agency Collateralized Mortgage Obligation GNMA_23-89G N/A 38384BPA3 2051-06-20 2.26828 N/A 42604540.00 4078803.43 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BXZ9 2053-07-20 2.33846 N/A 71769230.00 1442093.44 Agency Collateralized Mortgage Obligation GNMA_24-109A N/A 38384QM21 2054-07-20 2.78846 N/A 150000000.00 6665260.32 Agency Collateralized Mortgage Obligation GNMA_24-111D N/A 38384QV88 2054-07-20 2.33846 N/A 72100000.00 2246193.79 Agency Collateralized Mortgage Obligation GNMA_24-113C N/A 38384QQV3 2054-07-20 7 N/A 25071526.00 3332286.52 Agency Collateralized Mortgage Obligation GNMA_24-117C N/A 38384Q2X5 2054-07-20 2.88846 N/A 1257482.00 82752.58 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4M7 2047-05-20 2.26828 N/A 151753785.00 15066142.04 Agency 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80000000.00 2719453.15 Agency Collateralized Mortgage Obligation GNMA_24-159M N/A 38384YCY5 2054-10-20 1.73846 N/A 100000000.00 1698756.71 Agency Collateralized Mortgage Obligation GNMA_24-162A N/A 38384YM81 2054-10-20 1.83846 N/A 129491602.00 4135507.21 Agency Collateralized Mortgage Obligation GNMA_24-167D N/A 38384YYT2 2054-10-20 1.78846 N/A 67782608.00 3013812.82 Agency Collateralized Mortgage Obligation GNMA_24-171B N/A 38384XQG1 2054-10-20 1.18846 N/A 100000000.00 1920400.97 Agency Collateralized Mortgage Obligation GNMA_24-173J N/A 38384VRM1 2054-10-20 1.83846 N/A 17300000.00 733023.40 Agency Collateralized Mortgage Obligation GNMA_24-174A N/A 38384VRX7 2054-10-20 1.26493 N/A 170000000.00 3098270.05 Agency Collateralized Mortgage Obligation GNMA_24-174J N/A 38384VSR9 2051-04-20 2.89328 N/A 1197472.00 163538.61 Agency Collateralized Mortgage Obligation GNMA_24-181C N/A 38384X3X9 2054-11-20 0.78846 N/A 50000000.00 529825.51 Agency Collateralized Mortgage Obligation GNMA_24-183A N/A 38384XVV2 2054-11-20 0.83846 N/A 149900000.00 2062865.94 Agency Collateralized Mortgage Obligation GNMA_24-183C N/A 38384XWD1 2054-11-20 0.78846 N/A 50000000.00 517294.44 Agency Collateralized Mortgage Obligation GNMA_24-183D N/A 38384XWF6 2054-11-20 0.53846 N/A 250000000.00 2029706.60 Agency Collateralized Mortgage Obligation GNMA_24-183E N/A 38384XWH2 2054-11-20 0.56846 N/A 100000000.00 876395.76 Agency Collateralized Mortgage Obligation GNMA_24-184H N/A 38384XZX4 2054-11-20 2.23846 N/A 100000000.00 2347608.70 Agency Collateralized Mortgage Obligation GNMA_24-184T N/A 38384XG31 2054-11-20 0.93846 N/A 70000000.00 2542755.41 Agency Collateralized Mortgage Obligation GNMA_24-186A N/A 38384XUW1 2054-11-20 0.73846 N/A 100000000.00 1020673.63 Agency Collateralized Mortgage Obligation GNMA_24-188D N/A 38384VWE3 2054-11-20 2.33846 N/A 100000000.00 3571942.81 Agency Collateralized Mortgage Obligation GNMA_24-206C N/A 38385AKF8 2051-10-20 2.5 N/A 74872830.00 6488408.44 Agency Collateralized Mortgage Obligation GNMA_24-22F N/A 38384JF66 2050-08-20 4 N/A 30879976.00 5001145.93 Agency Collateralized Mortgage Obligation GNMA_24-23C N/A 38384J2G8 2054-02-20 2.88846 N/A 100000000.00 1857411.96 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX74 2046-05-20 4 N/A 23484380.00 2942133.60 Agency Collateralized Mortgage Obligation GNMA_24-26C N/A 38384J5U4 2054-02-20 1.53846 N/A 100000000.00 1496360.89 Agency Collateralized Mortgage Obligation GNMA_24-43A N/A 38384KPT2 2054-03-20 1.60846 N/A 50000000.00 1569953.59 Agency Collateralized Mortgage Obligation GNMA_24-46N N/A 38384MCZ8 2053-09-20 2.83846 N/A 49423840.00 3929839.25 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 3.28846 N/A 136017000.00 4771947.65 Agency Collateralized Mortgage Obligation GNMA_24-51R N/A 38384KWA5 2054-03-20 0.2 N/A 195000000.00 543335.02 Agency Collateralized Mortgage Obligation GNMA_24-58R N/A 38384NGB5 2054-04-20 2.23846 N/A 75000000.00 2224750.01 Agency Collateralized Mortgage Obligation GNMA_24-59F N/A 38384MG76 2054-04-20 2.33846 N/A 92914366.00 3622611.29 Agency Collateralized Mortgage Obligation GNMA_24-77B N/A 38384NPL3 2054-05-20 2.13846 N/A 45000000.00 1596781.35 Agency Collateralized Mortgage Obligation GNMA_24-77G N/A 38384NQH1 2054-05-20 3.53846 N/A 80603656.00 4993566.23 Agency Collateralized Mortgage Obligation GNMA_24-78E N/A 38384NK61 2054-05-20 1.58846 N/A 93073105.00 2827013.35 Agency Collateralized Mortgage Obligation GNMA_24-79B N/A 38384PFE5 2054-05-20 1.53846 N/A 450000000.00 7089140.22 Agency Collateralized Mortgage Obligation GNMA_24-83E N/A 38384NND3 2054-05-20 1.51346 N/A 120000000.00 1909765.26 Agency Collateralized Mortgage Obligation GNMA_24-84B N/A 38384NTU9 2064-05-20 2.18846 N/A 11232602.00 164308.34 Agency Collateralized Mortgage Obligation GNMA_24-97D N/A 38384PQK9 2054-06-20 3.63846 N/A 50000000.00 4287101.18 Agency Collateralized Mortgage Obligation GNMA_24-97M N/A 38384PRW2 2054-06-20 1.58846 N/A 250000000.00 6619624.37 Agency Collateralized Mortgage Obligation GNMA_25-100C N/A 38385GS59 2055-05-20 1.48846 N/A 106176411.00 2204572.10 Agency Collateralized Mortgage Obligation GNMA_25-102B N/A 38385G4G1 2055-06-20 5 N/A 200000.00 187486.18 Agency Collateralized Mortgage Obligation GNMA_25-102C N/A 38385G4K2 2050-01-20 2.26828 N/A 60176659.00 6872788.64 Agency Collateralized Mortgage Obligation GNMA_25-104H N/A 38385GJ67 2055-06-20 2.23846 N/A 100000000.00 5859300.50 Agency Collateralized Mortgage Obligation GNMA_25-113C N/A 38381NY51 2055-07-20 2.23846 N/A 145036036.00 6843132.35 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PAR4 2055-07-20 0.83846 N/A 300000000.00 4173476.21 Agency Collateralized Mortgage Obligation GNMA_25-116H N/A 38381PZL0 2055-07-20 1.53846 N/A 25758393.00 1378800.41 Agency Collateralized Mortgage Obligation GNMA_25-116U N/A 38381PE25 2050-09-20 2.93846 N/A 4807468.00 769056.47 Agency Collateralized Mortgage Obligation GNMA_25-116V N/A 38381PE41 2050-08-20 2.93846 N/A 10191270.00 1642479.07 Agency Collateralized Mortgage Obligation GNMA_25-119A N/A 38381NZA9 2055-07-20 0 N/A 783000.00 466937.21 Agency Collateralized Mortgage Obligation GNMA_25-122C N/A 38381PMW0 2055-07-20 0 N/A 636364.00 362485.85 Agency Collateralized Mortgage Obligation GNMA_25-124K N/A 38381PHK2 2055-07-20 1.48846 N/A 11000000.00 441608.62 Agency Collateralized Mortgage Obligation GNMA_25-125 N/A 38381MVX5 2065-05-16 5 N/A 4271740.00 4244308.88 Agency Collateralized Mortgage Obligation GNMA_25-131N N/A 38381QPL9 2055-08-20 2.88846 N/A 7000000.00 410412.34 Agency Collateralized Mortgage Obligation GNMA_25-133C N/A 38381QLA7 2055-08-20 0.63846 N/A 151513329.00 3631774.70 Agency Collateralized Mortgage Obligation GNMA_25-134H N/A 38381UCJ9 2065-08-20 2.28846 N/A 21992814.00 877158.19 Agency Collateralized Mortgage Obligation GNMA_25-139E N/A 38381QYA3 2055-08-20 1.52846 N/A 84147941.00 3236121.74 Agency Collateralized Mortgage Obligation GNMA_25-139H N/A 38381QYN5 2055-08-20 2.26846 N/A 25900000.00 1397313.81 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MJ84 2057-09-16 0.25 N/A 2000000.00 18349.19 Agency Collateralized Mortgage Obligation GNMA_25-159D N/A 38381U6M9 2055-09-20 0.93846 N/A 120000000.00 4180095.85 Agency Collateralized Mortgage Obligation GNMA_25-168E N/A 38385H2E6 2055-10-20 3.53846 N/A 87581142.00 8173307.81 Agency Collateralized Mortgage Obligation GNMA_25-173A N/A 38383BZD7 2055-10-20 1.00929 N/A 60000000.00 2581529.26 Agency Collateralized Mortgage Obligation GNMA_25-173Q N/A 38383BA85 2050-01-20 2.26828 N/A 46183570.00 5455666.88 Agency Collateralized Mortgage Obligation GNMA_25-173S N/A 38383BB43 2055-08-20 0.48846 N/A 303311770.00 3617702.05 Agency Collateralized Mortgage Obligation GNMA_25-173T N/A 38383BB50 2055-04-20 5.99999 N/A 8214781.00 1080635.83 Agency Collateralized Mortgage Obligation GNMA_25-173U N/A 38383BB76 2055-01-20 6.5 N/A 13126281.00 1835295.47 Agency Collateralized Mortgage Obligation GNMA_25-175K N/A 38385HFN2 2055-10-20 1.73846 N/A 100000000.00 4359971.29 Agency Collateralized Mortgage Obligation GNMA_25-178B N/A 38383BR95 2055-10-20 1.08846 N/A 100000000.00 1822586.94 Agency Collateralized Mortgage Obligation GNMA_25-196C N/A 38385JDB6 2055-11-20 2.93846 N/A 50000000.00 4099432.99 Agency Collateralized Mortgage Obligation GNMA_25-196K N/A 38385JEQ2 2055-11-20 2.93846 N/A 43030535.00 4934842.00 Agency Collateralized Mortgage Obligation GNMA_25-196N N/A 38385JFA6 2065-11-20 4.75 N/A 983802.00 871354.95 Agency Collateralized Mortgage Obligation GNMA_25-196Q N/A 38385JFG3 2055-11-20 1.18846 N/A 100000000.00 3185793.57 Agency Collateralized Mortgage Obligation GNMA_25-1E N/A 38385CDL9 2055-01-20 2.93846 N/A 78965220.00 2089542.79 Agency Collateralized Mortgage Obligation GNMA_25-1J N/A 38385CEK0 2055-01-20 0.68846 N/A 100000000.00 2976808.98 Agency Collateralized Mortgage Obligation GNMA_25-208B N/A 38385KLL2 2055-12-20 1.83846 N/A 100000000.00 6604008.68 Agency Collateralized Mortgage Obligation GNMA_25-208C N/A 38385KHM5 2065-12-20 6 N/A 1763220.00 1784588.66 Agency Collateralized Mortgage Obligation GNMA_25-208D N/A 38385KHP8 2055-12-20 5.5 N/A 1282487.00 1288022.92 Agency Collateralized Mortgage Obligation GNMA_25-208E N/A 38385KHU7 2055-12-20 4 N/A 500000.00 35777.43 Agency Collateralized Mortgage Obligation GNMA_25-208E N/A 38385KKL3 2055-12-20 0.33846 N/A 270000000.00 3147256.59 Agency Collateralized Mortgage Obligation GNMA_25-221 N/A 38381SEB9 2067-09-16 0.95805 N/A 49500505.00 3976653.46 Agency Collateralized Mortgage Obligation GNMA_25-22E N/A 38385CR42 2055-02-20 7 N/A 14655955.00 2728336.94 Agency Collateralized Mortgage Obligation GNMA_25-23B N/A 38385DYE0 2055-02-20 2.28846 N/A 115612010.00 2469711.87 Agency Collateralized Mortgage Obligation GNMA_25-23C N/A 38385DYS9 2050-07-20 2.33846 N/A 17658206.00 2234002.94 Agency Collateralized Mortgage Obligation GNMA_25-23J N/A 38385DZQ2 2055-02-20 1.58846 N/A 102234978.00 1791863.43 Agency Collateralized Mortgage Obligation GNMA_25-25A N/A 38385DAB2 2055-02-20 1.53846 N/A 250000000.00 3575487.12 Agency Collateralized Mortgage Obligation GNMA_25-25F N/A 38385DBY1 2055-02-20 2.28846 N/A 210000000.00 5056808.63 Agency Collateralized Mortgage Obligation GNMA_25-25H N/A 38385DDM5 2055-02-20 1.51846 N/A 25972177.00 1515302.70 Agency Collateralized Mortgage Obligation GNMA_25-25Y N/A 38385DGC4 2055-02-20 1.58846 N/A 200000000.00 2931941.36 Agency Collateralized Mortgage Obligation GNMA_25-2N N/A 38385BX39 2055-01-20 2.93846 N/A 40000000.00 2847309.37 Agency Collateralized Mortgage Obligation GNMA_25-41C N/A 38385ELS1 2055-03-20 1.78846 N/A 100000000.00 2023693.98 Agency Collateralized Mortgage Obligation GNMA_25-41D N/A 38385ELZ5 2055-03-20 3.53846 N/A 25924608.00 1819733.08 Agency Collateralized Mortgage Obligation GNMA_25-41F N/A 38385EMN1 2055-03-20 3.53846 N/A 37500000.00 3973167.63 Agency Collateralized 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3593020.00 3754661.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NNKU3 2055-07-20 6.5 N/A 1685371.00 1762226.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YS54 2054-03-20 5 N/A 31000.00 26565.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618V0EH0 2055-12-20 6.5 N/A 1452116.00 1526522.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180AAC7 2054-09-20 4 N/A 11564868.00 10637848.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLF1 2052-11-20 4 N/A 94884.00 71977.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU93 2054-04-20 7 N/A 421111.00 151275.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N53X5 2055-12-20 5 N/A 20726716.00 20791197.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MFNQ7 2056-02-20 6 N/A 23816541.00 24667847.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5MQ9 2055-05-20 5.5 N/A 1844992.00 1677980.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NXQ43 2055-11-20 6.5 N/A 1751898.00 1787873.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XDC7 2052-08-20 3.5 N/A 113391451.00 79315377.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E4J5 2039-04-20 5.5 N/A 1201064.00 23919.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UMM1 2049-02-20 4.5 N/A 6781548.00 488690.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QDZ1 2044-05-20 4 N/A 3516040.00 199253.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WDT2 2051-04-20 3.5 N/A 309983.00 128385.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YYV0 2054-06-20 5 N/A 70550.00 64798.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MPTB2 2056-02-20 6 N/A 6775398.00 6938409.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MNAB7 2056-02-20 5 N/A 4741374.00 4794297.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACR28 2053-07-20 6 N/A 1428452.00 1043869.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MCZ1 2042-05-20 3.5 N/A 560000.00 39683.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618V33P8 2056-01-20 6 N/A 2576472.00 2660903.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617A8RB7 2045-08-20 4 N/A 10254000.00 1748185.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36195UWR9 2046-11-20 3.5 N/A 743190.00 226066.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69 N/A 38373MM31 2049-03-16 4.5 N/A 3310000.00 1357708.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 N/A 38379K4K1 2056-01-16 0.28342 N/A 186465000.00 374915.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153 N/A 38382BUQ4 2049-12-20 4 N/A 6021688.00 435884.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-15 N/A 38382MY37 2051-01-20 3.5 N/A 39654744.00 3873929.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-23 N/A 38382NVT1 2051-02-20 2.5 N/A 25536887.00 2293676.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A N/A 38382TBX1 2051-05-20 3 N/A 37945748.00 2939879.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9 N/A 38382MF61 2051-01-20 2.5 N/A 71997207.00 6314291.58 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-03-02 2026-03-06 2026-03-06 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 BYJ05KSJ4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 33332864.00 32241279.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833RY8 2028-02-15 0 N/A 77.35 72.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833WQ9 2028-05-15 0 N/A 128.00 118.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 59779306.45 54458529.72 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 85000000.00 85000000.00 0.0004 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 0.00000000 N/A AC28XWWI3WIBK2824319 BRYAC9P76 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC_5639E N/A 3137HQS85 2056-03-25 5.5 N/A 346103707.00 341351780.02 Agency Collateralized Mortgage Obligation GNMA_26-30L N/A 38385MGC4 2066-02-20 6.5 N/A 289629346.00 298429862.40 Agency Collateralized Mortgage Obligation GNMA_26-30Q N/A 38385MGR1 2056-02-20 4.3902 N/A 217592432.00 215148357.65 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-03-02 2026-04-03 2026-04-03 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 Barclays Capital, Inc. Barclays Capital, Inc. 3.67000000 N/A AC28XWWI3WIBK2824319 BYJ0452W7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FANNIE MAE FNMA_00-32 N/A 31358SNY3 2030-10-18 4.22267 N/A 200000.00 84.71 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_01-38 N/A 313920QJ2 2031-08-25 4.28169 N/A 5998099.00 756.14 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_02-91 N/A 31392HAK9 2033-01-25 4.33169 N/A 1500000.00 3927.62 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-66 N/A 31394EKS6 2035-07-25 4.03169 N/A 2400000.00 8153.50 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-119 N/A 31396LM56 2036-12-25 3.41831 N/A 125000000.00 207921.68 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-76 N/A 31396KBZ4 2036-08-25 4.18169 N/A 4769000.00 94344.54 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-82 N/A 31396KYS5 2036-09-25 4.35169 N/A 18691166.00 25725.33 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-103 N/A 3136A8C57 2042-09-25 4.18169 N/A 226474.00 21266.40 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_14-70 N/A 3136ALTK7 2041-04-25 3 N/A 640000.00 59732.18 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-30A N/A 3136ANRY5 2045-05-25 1.81831 N/A 41575000.00 358038.28 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-35B N/A 3136ANM46 2045-06-25 1.80427 N/A 53140421.00 545953.05 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_17-68 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 1103814.80 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-32 N/A 3136B1C69 2048-05-25 2.82136 N/A 3000000.00 668599.33 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-25 N/A 3136B4ZB7 2049-06-25 2.26831 N/A 118240000.00 4003556.85 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_24-93 N/A 3136BTJ53 2054-12-25 5.16721 N/A 5500000.00 3491322.88 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_24-94 N/A 3136BTK44 2054-09-01 5.08721 N/A 1605000.00 1187677.81 Agency Collateralized Mortgage Obligation FANNIE MAE REMICS FNMA_24-96 N/A 3136BTK85 2054-12-25 5.06721 N/A 2430000.00 1540540.27 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_20-M1 N/A 3136B75M9 2029-10-25 2.444 N/A 10400000.00 9957314.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_43-84 N/A 3137BDKG0 2043-08-15 3.5 N/A 9400000.00 4439821.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5050 N/A 3137F7Q40 2050-10-25 3 N/A 1816856.00 171476.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482 N/A 3137HHLU3 2054-12-25 5.11721 N/A 7925000.00 5273796.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482 N/A 3137HHLV1 2054-12-25 5.16721 N/A 1170377.00 1034346.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5508 N/A 3137HJGG6 2055-02-25 5.26721 N/A 1155000.00 762347.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5515 N/A 3137HKJ62 2055-03-25 5.06721 N/A 789000.00 597032.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLH3 2055-06-25 5.16721 N/A 1054000.00 810207.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLC4 2055-06-25 5.16721 N/A 789000.00 604420.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLF7 2055-06-25 5.16721 N/A 789000.00 611423.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_KJ50 N/A 3137HDV31 2034-10-25 4.228 N/A 960000.00 968054.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M8 N/A 3136BQSN0 2033-04-25 4.476 N/A 7660916.00 7865107.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-95 N/A 3136BTQ22 2054-12-25 5.06721 N/A 316000.00 239499.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-18 N/A 3136BVAP3 2054-08-25 5.06721 N/A 564000.00 413546.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-2 N/A 3136BUXZ8 2055-02-25 5.11721 N/A 1833741.00 1495379.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-35J N/A 3136BVN46 2055-05-25 5.26721 N/A 1277000.00 962562.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42 N/A 3136BWKS4 2055-06-25 5.16721 N/A 734000.00 569517.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42 N/A 3136BWLP9 2055-06-25 5.21721 N/A 1320000.00 1061359.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-69 N/A 3136BWC20 2055-08-25 5 N/A 2500000.00 2395420.49 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.740535 N/A 4357000.00 478059.84 Agency Collateralized Mortgage Obligation FHLK_15-20 N/A 3137FYTX4 2036-02-25 2.438 N/A 250000.00 212361.19 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.08065 N/A 4474000.00 84931.57 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS-K1522 N/A 3137H4RF9 2035-11-25 1.912 N/A 4300000.00 3513558.14 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104 N/A 3137FREL1 2047-02-25 1.893285 N/A 7599992.00 516961.92 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K098 N/A 3137FPHJ7 2029-04-25 2.046 N/A 1050000.00 607350.47 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156 N/A 3137HA2B1 2033-02-25 4.43 N/A 1200000.00 1229182.13 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159 N/A 3137FKKP0 2033-11-25 3.95 N/A 100000.00 98801.28 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014 N/A 3137F72J3 2055-10-25 2.736163 N/A 4539000.00 569485.64 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K083 N/A 3137FJXV6 2028-09-25 4.05 N/A 2520000.00 2544877.44 Agency Collateralized Mortgage Obligation FHLMC_2314 N/A 3133TTPX3 2029-06-15 4.17267 N/A 15000000.00 8242.00 Agency Collateralized Mortgage Obligation FHLMC_2395D N/A 31339LME7 2029-05-15 4.37267 N/A 15000000.00 9731.57 Agency Collateralized Mortgage Obligation FHLMC_2449 N/A 31392KU46 2032-03-15 4.42267 N/A 35000000.00 34269.79 Agency Collateralized Mortgage Obligation FHLMC_2538 N/A 31393G5S9 2032-12-15 4.22267 N/A 57916989.00 76832.06 Agency Collateralized Mortgage Obligation FHLMC_3232 N/A 31397BP39 2036-10-15 4.22267 N/A 750000.00 4971.37 Agency Collateralized Mortgage Obligation FHLMC_3471D N/A 31397WVW2 2035-08-15 2.27733 N/A 200000000.00 186035.01 Agency Collateralized Mortgage Obligation FHLMC_3531 N/A 31398CUX4 2039-05-15 4.47267 N/A 1745000.00 20887.12 Agency Collateralized Mortgage Obligation FHLMC_3702 N/A 3137A1G98 2032-08-15 4.22267 N/A 790000.00 19615.22 Agency Collateralized Mortgage Obligation FHLMC_3762 N/A 3137A3QW2 2040-11-15 2.82733 N/A 21863608.00 266082.10 Agency Collateralized Mortgage Obligation FHLMC_3792B N/A 3137A65K4 2040-11-15 4.5 N/A 44435904.00 364842.36 Agency Collateralized Mortgage Obligation FHLMC_38-1 N/A 3137A6KN1 2031-02-15 1.29826 N/A 6000000.00 1060155.99 Agency Collateralized Mortgage Obligation FHLMC_38-38 N/A 3137AA3G6 2041-04-15 2.77733 N/A 21899370.00 306351.16 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 2.82733 N/A 74504333.00 156685.26 Agency Collateralized Mortgage Obligation FHLMC_3864 N/A 3137ABE23 2039-03-15 2.22733 N/A 135757553.00 251492.83 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 2.70237 N/A 119039665.00 921982.16 Agency Collateralized Mortgage Obligation FHLMC_40 10 N/A 3137AMTR8 2042-01-15 4.5 N/A 22049000.00 75025.78 Agency Collateralized Mortgage Obligation FHLMC_40 19 N/A 3137AN2X2 2041-12-15 4.5 N/A 87085000.00 174913.98 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 2.67733 N/A 62000000.00 262855.89 Agency Collateralized Mortgage Obligation FHLMC_40-76 N/A 3137ASG40 2042-07-15 2.92733 N/A 23218083.00 170906.46 Agency Collateralized Mortgage Obligation FHLMC_4016 N/A 3137ANAR6 2042-03-15 2.72733 N/A 120553652.00 740543.09 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 2.77733 N/A 88571428.00 820845.01 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 2.32733 N/A 110603899.00 513502.00 Agency Collateralized Mortgage Obligation FHLMC_4094 N/A 3137ASVS0 2042-08-15 2.27733 N/A 15661571.00 330686.81 Agency Collateralized Mortgage Obligation FHLMC_4194A N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1040345.21 Agency Collateralized Mortgage Obligation FHLMC_42-40 N/A 3137B3VY1 2043-08-15 2.22733 N/A 300300000.00 4540446.72 Agency Collateralized Mortgage Obligation FHLMC_4257G N/A 3137B5A45 2028-10-15 4.5 N/A 21404100.00 142.84 Agency Collateralized Mortgage Obligation FHLMC_4274A N/A 3137B5UW1 2036-02-15 5 N/A 10368000.00 2345.16 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 2.22733 N/A 14600000.00 93198.03 Agency Collateralized Mortgage Obligation FHLMC_4321C N/A 3137B8GM3 2044-03-15 3 N/A 9218577.00 12214048.70 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 795781.30 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 2.27733 N/A 52600000.00 1007086.47 Agency Collateralized Mortgage Obligation FHLMC_4427 N/A 3137BGBD0 2045-01-15 1.82733 N/A 82000000.00 689176.07 Agency Collateralized Mortgage Obligation FHLMC_4473 N/A 3137BJAS2 2045-05-15 1.82733 N/A 36726000.00 333473.87 Agency Collateralized Mortgage Obligation FHLMC_4491 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 79397.38 Agency Collateralized Mortgage Obligation FHLMC_4601B N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 193782.61 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 319893.65 Agency Collateralized Mortgage Obligation FHLMC_4621A N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 662767.57 Agency Collateralized Mortgage Obligation FHLMC_4631D N/A 3137BT2F7 2046-11-15 2.22733 N/A 107147046.00 4143136.10 Agency Collateralized Mortgage Obligation FHLMC_4698E N/A 3137F1XP8 2047-07-15 6 N/A 6841485.00 181022.20 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0.17733 N/A 100864805.00 746348.02 Agency Collateralized Mortgage Obligation FHLMC_4745E N/A 3137FDCZ3 2047-09-15 4 N/A 2153949.00 2893783.65 Agency Collateralized Mortgage Obligation FHLMC_4753L N/A 3137FDWB4 2048-02-15 2.42733 N/A 20000000.00 577366.57 Agency Collateralized Mortgage Obligation FHLMC_4754D N/A 3137FDU42 2048-02-15 2.37733 N/A 11000000.00 303972.88 Agency Collateralized Mortgage Obligation FHLMC_4818K N/A 3137FGXY6 2048-04-15 2.42733 N/A 2500000.00 43852.16 Agency Collateralized Mortgage Obligation FHLMC_4820C N/A 3137FHHV8 2048-03-15 2.42733 N/A 25941382.00 420288.52 Agency Collateralized Mortgage Obligation FHLMC_4845B N/A 3137FK2D7 2048-12-15 4.07267 N/A 566758.00 158307.93 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.82733 N/A 26168899.00 735176.91 Agency Collateralized Mortgage Obligation FHLMC_4877D N/A 3137FLXC3 2049-04-15 4 N/A 5931012.00 130551.05 Agency Collateralized Mortgage Obligation FHLMC_4898A N/A 3137FMPL0 2049-07-15 2.32733 N/A 56459014.00 1254394.18 Agency Collateralized Mortgage Obligation FHLMC_4906F N/A 3137FNWB2 2049-09-25 2.26831 N/A 550000.00 20708.60 Agency Collateralized Mortgage Obligation FHLMC_4908A N/A 3137FNDY3 2049-08-25 2.26831 N/A 28287714.00 848845.03 Agency Collateralized Mortgage Obligation FHLMC_4918B N/A 3137FP3P8 2049-10-25 2.26831 N/A 37957596.00 748697.87 Agency Collateralized Mortgage Obligation FHLMC_4923K N/A 3137FPZS7 2049-11-25 2.21831 N/A 24148291.00 1419787.11 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 2.21831 N/A 40777284.00 1517317.38 Agency Collateralized Mortgage Obligation FHLMC_4937 N/A 3137FQAD5 2049-12-25 2.26831 N/A 345612857.00 11035397.01 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 2.21831 N/A 46553866.00 2268510.25 Agency Collateralized Mortgage Obligation FHLMC_4941S N/A 3137FQSS3 2049-07-25 4.5 N/A 32180993.00 1325025.11 Agency Collateralized Mortgage Obligation FHLMC_4942G N/A 3137FQW90 2050-01-25 2.21831 N/A 23332918.00 952032.89 Agency Collateralized Mortgage Obligation FHLMC_4954A N/A 3137FR3C3 2050-02-25 2.26831 N/A 136016008.00 4102265.85 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 903919.84 Agency Collateralized Mortgage Obligation FHLMC_4962A N/A 3137FRK34 2050-03-25 2.26831 N/A 16977500.00 603245.92 Agency Collateralized Mortgage Obligation FHLMC_4975D N/A 3137FT2T3 2050-05-25 2.21831 N/A 16666666.00 787610.38 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3232474.57 Agency Collateralized Mortgage Obligation FHLMC_4983D N/A 3137FTWU7 2050-06-25 2.26831 N/A 23147541.00 2027619.10 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 2.31831 N/A 29142400.00 2032736.89 Agency Collateralized Mortgage Obligation FHLMC_4990G N/A 3137FUYM0 2050-07-25 2.31831 N/A 20581257.00 1105104.67 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 2.48279 N/A 25942664.00 1632918.68 Agency Collateralized Mortgage Obligation FHLMC_4999N N/A 3137FV4P4 2044-03-25 2.16831 N/A 43898226.00 1268270.72 Agency Collateralized Mortgage Obligation FHLMC_5007M N/A 3137FVLY6 2050-08-25 2.31831 N/A 4500000.00 295286.95 Agency Collateralized Mortgage Obligation FHLMC_5070D N/A 3137FFBT3 2051-02-25 3.5 N/A 55000000.00 3871575.46 Agency Collateralized Mortgage Obligation FHLMC_5083C N/A 3137FFP92 2051-03-25 3.5 N/A 1980418.00 1064030.14 Agency Collateralized Mortgage Obligation FHLMC_5084E N/A 3137FFL96 2044-10-25 4 N/A 39870250.00 3455002.64 Agency Collateralized Mortgage Obligation FHLMC_5103E N/A 3137H0BF4 2051-05-25 4 N/A 18000000.00 2136427.32 Agency Collateralized Mortgage Obligation FHLMC_5104F N/A 3137H0GJ1 2049-06-25 3.5 N/A 54370798.00 4489256.82 Agency Collateralized Mortgage Obligation FHLMC_5114H N/A 3137H0QK7 2047-06-15 2.22733 N/A 62164503.00 3569386.65 Agency Collateralized Mortgage Obligation FHLMC_5115N N/A 3137H0X45 2050-12-25 4.5 N/A 8869000.00 1122362.89 Agency Collateralized Mortgage Obligation FHLMC_5121C N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 410248.49 Agency Collateralized Mortgage Obligation FHLMC_5128D N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1380636.60 Agency Collateralized Mortgage Obligation FHLMC_5138A N/A 3137H2JM7 2050-03-25 3.5 N/A 18863683.00 1538152.70 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 2.18279 N/A 17311159.00 1157541.36 Agency Collateralized Mortgage Obligation FHLMC_5210A N/A 3137H6WG6 2051-09-25 3 N/A 6489000.00 3469869.66 Agency Collateralized Mortgage Obligation FHLMC_5228J N/A 3137H7VH3 2047-01-25 2.185401 N/A 300000.00 21597.57 Agency Collateralized Mortgage Obligation FHLMC_5305B N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 3788230.49 Agency Collateralized Mortgage Obligation FHLMC_5326 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 946199.32 Agency Collateralized Mortgage Obligation FHLMC_5363E N/A 3137HBB86 2053-12-25 3.38279 N/A 25288459.00 1439888.32 Agency Collateralized Mortgage Obligation FHLMC_5386C N/A 3137HBXV1 2054-03-25 4.91721 N/A 2289000.00 1354715.95 Agency Collateralized Mortgage Obligation FHLMC_5410H N/A 3137HCUH3 2054-05-25 1.33279 N/A 50000000.00 1251929.07 Agency Collateralized Mortgage Obligation FHLMC_5437A N/A 3137HF6J9 2054-08-25 1.38279 N/A 51662435.00 1017502.31 Agency Collateralized Mortgage Obligation FHLMC_5441B N/A 3137HF2X2 2054-08-25 1.36279 N/A 70000000.00 1673063.85 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRN3 2054-12-25 0.05 N/A 38010000.00 19506.57 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRM5 2054-12-25 0.05 N/A 38010000.00 19506.57 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRU7 2054-12-25 0.05 N/A 38010000.00 19506.57 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRP8 2054-12-25 0.05 N/A 38010000.00 19506.57 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRS2 2054-12-25 0.1 N/A 38010000.00 38822.05 Agency Collateralized Mortgage Obligation FHLMC_5483C N/A 3137HHNN7 2054-12-25 1.40279 N/A 98513675.00 1088836.23 Agency Collateralized Mortgage Obligation FHLMC_5490E N/A 3137HJ5H6 2055-01-25 3.48279 N/A 75000000.00 4547531.52 Agency Collateralized Mortgage Obligation FHLMC_5491A N/A 3137HHVQ1 2055-01-25 4.96721 N/A 4125000.00 2904143.11 Agency Collateralized Mortgage Obligation FHLMC_5502A N/A 3137HJTE7 2055-02-25 1.8696 N/A 132000000.00 3143917.13 Agency Collateralized Mortgage Obligation FHLMC_5502D N/A 3137HJSP3 2035-12-25 5.5 N/A 1200000.00 1140828.27 Agency Collateralized Mortgage Obligation FHLMC_5507A N/A 3137HJPB7 2035-11-25 6 N/A 5240167.00 539440.77 Agency Collateralized Mortgage Obligation FHLMC_5512B N/A 3137HK4H4 2055-03-25 5 N/A 5237000.00 5447128.16 Agency Collateralized Mortgage Obligation FHLMC_5531A N/A 3137HKS39 2055-04-25 1.43279 N/A 31500000.00 1016050.67 Agency Collateralized Mortgage Obligation FHLMC_5531F N/A 3137HKSE5 2050-01-15 2.22733 N/A 48543875.00 4931672.06 Agency Collateralized Mortgage Obligation FHLMC_5536A N/A 3137HL5B4 2055-04-25 4.96721 N/A 50000000.00 44534741.05 Agency Collateralized Mortgage Obligation FHLMC_5543A N/A 3137HLKX9 2055-06-25 0.1 N/A 27000000.00 37208.78 Agency Collateralized Mortgage Obligation FHLMC_5563A N/A 3137HMLG3 2055-08-25 1.48279 N/A 40625000.00 1363489.68 Agency Collateralized Mortgage Obligation FHLMC_5565D N/A 3137HMGJ3 2055-08-25 4.81721 N/A 1000000.00 905215.84 Agency Collateralized Mortgage Obligation FHLMC_5568A N/A 3137HMML1 2055-08-25 5 N/A 8978480.00 8678630.27 Agency Collateralized Mortgage Obligation FHLMC_5568C N/A 3137HMNF3 2055-08-25 2.13279 N/A 300000000.00 15802160.92 Agency Collateralized Mortgage Obligation FHLMC_5579A N/A 3137HMZR4 2045-09-25 4.5 N/A 14103305.00 12389070.16 Agency Collateralized Mortgage Obligation FHLMC_5579A N/A 3137HMZV5 2045-09-25 4.5 N/A 1870167.00 1745703.09 Agency Collateralized Mortgage Obligation FHLMC_5585C N/A 3137HNFK9 2055-10-25 1.73279 N/A 15000000.00 745996.46 Agency Collateralized Mortgage Obligation FHLMC_5596C N/A 3137HNTY4 2055-11-25 1.13279 N/A 61000000.00 2091001.21 Agency Collateralized Mortgage Obligation FHLMC_5606A N/A 3137HPC84 2055-12-25 1.13279 N/A 58962602.00 1964848.99 Agency Collateralized Mortgage Obligation FHLMC_5606B N/A 3137HPBZ5 2055-12-25 4.5 N/A 58061000.00 57236039.71 Agency Collateralized Mortgage Obligation FHLMC_5606C N/A 3137HPCA9 2055-12-25 1.13279 N/A 40426519.00 1116822.16 Agency Collateralized Mortgage Obligation FHLMC_5606E N/A 3137HPCB7 2055-12-25 1.08279 N/A 215250018.00 6727308.05 Agency Collateralized Mortgage Obligation FHLMC_5606E N/A 3137HPBC6 2055-12-25 1.13279 N/A 50000000.00 1626006.44 Agency Collateralized Mortgage Obligation FHLMC_5606F N/A 3137HPBN2 2054-10-25 0.036813 N/A 36159866.00 18936.09 Agency Collateralized Mortgage Obligation FHLMC_5606G N/A 3137HPBS1 2055-12-25 4.5 N/A 4569286.00 4526476.09 Agency Collateralized Mortgage Obligation FHLMC_5606H N/A 3137HPE74 2055-12-25 1.13279 N/A 50000000.00 1378663.03 Agency Collateralized Mortgage Obligation FHLMC_5617B N/A 3137HPN74 2056-01-25 4.5 N/A 2145882.00 2079218.09 Agency Collateralized Mortgage Obligation FHLMC_5617C N/A 3137HPNM1 2055-12-25 4.5 N/A 20000000.00 19825890.39 Agency Collateralized Mortgage Obligation FHLMC_5617C N/A 3137HPNN9 2056-01-25 4.5 N/A 232476.00 210633.49 Agency Collateralized Mortgage Obligation FHLMC_5617C N/A 3137HPNG4 2056-01-25 4.5 N/A 63266502.00 62678007.93 Agency Collateralized Mortgage Obligation FHLMC_5617D N/A 3137HPNJ8 2051-08-25 4 N/A 47489788.00 9512562.08 Agency Collateralized Mortgage Obligation FHLMC_5617E N/A 3137HPNR0 2050-02-25 2.26831 N/A 75167131.00 8752025.81 Agency Collateralized Mortgage Obligation FHLMC_5617F N/A 3137HPNK5 2049-09-25 4.5 N/A 423524.00 72221.89 Agency Collateralized Mortgage Obligation FHLMC_5617F N/A 3137HPNL3 2049-09-25 2.26831 N/A 64502160.00 6792366.73 Agency Collateralized Mortgage Obligation FHLMC_5617G N/A 3137HPNT6 2049-07-15 4.999995 N/A 718445.00 135344.45 Agency Collateralized Mortgage Obligation FHLMC_5617G N/A 3137HPNS8 2049-07-15 2.22733 N/A 66465405.00 7078155.65 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVJ9 2056-01-25 4.5 N/A 2431374.00 2306440.28 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVK6 2056-02-25 4.5 N/A 1698000.00 1517889.74 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVH3 2055-07-25 4.5 N/A 40000000.00 39919278.54 Agency Collateralized Mortgage Obligation FHLMC_5632B N/A 3137HPV67 2056-02-25 1.38279 N/A 107483620.00 3805689.24 Agency Collateralized Mortgage Obligation FHLMC_5632C N/A 3137HQBN0 2056-02-25 4.5 N/A 39083000.00 38915452.89 Agency Collateralized Mortgage Obligation FHLMC_5632C N/A 3137HQ3A7 2056-02-25 0.05 N/A 36321660.00 47053.39 Agency Collateralized Mortgage Obligation FHLMC_5639A N/A 3137HQMR9 2049-02-25 4.5 N/A 82809000.00 80446790.47 Agency Collateralized Mortgage Obligation FHLMC_5639A N/A 3137HQMZ1 2056-03-25 5.5 N/A 13000000.00 12757591.89 Agency Collateralized Mortgage Obligation FHLMC_5639B N/A 3137HQN56 2056-03-25 4.5102 N/A 3325000.00 3336237.06 Agency Collateralized Mortgage Obligation FHLMC_5639C N/A 3137HQN64 2056-03-25 4.55952 N/A 53357470.00 53583668.68 Agency Collateralized Mortgage Obligation FHLMC_5639C N/A 3137HQNW7 2056-03-25 1.44048 N/A 195518895.00 13944999.37 Agency Collateralized Mortgage Obligation FHLMC_5639C N/A 3137HQMN8 2056-03-25 4 N/A 65172966.00 61468201.51 Agency Collateralized Mortgage Obligation FHLMC_5639E N/A 3137HQSE2 2056-03-25 0.73579 N/A 30000000.00 706706.32 Agency Collateralized Mortgage Obligation FHLMC_5639F N/A 3137HQQC8 2052-01-25 4.5 N/A 55548000.00 54080699.58 Agency Collateralized Mortgage Obligation FHLMC_5639F N/A 3137HQQX2 2056-03-25 4.5 N/A 10728656.00 10454753.41 Agency Collateralized Mortgage Obligation FHLMC_5639F N/A 3137HQQW4 2056-03-25 4.5 N/A 7000000.00 6954892.00 Agency Collateralized Mortgage Obligation FHLMC_5639F N/A 3137HQSA0 2056-03-25 1.44048 N/A 183613310.00 8474126.38 Agency Collateralized Mortgage Obligation FHLMC_K-S15 N/A 3137HASD9 2033-08-25 5.264 N/A 500000.00 528772.39 Agency Collateralized Mortgage Obligation FHMS_K146 N/A 3137H7ZE6 2049-06-25 3.564516 N/A 6549068.00 1224625.78 Agency Collateralized Mortgage Obligation FHMS_K1508 N/A 3137FJY52 2030-07-25 3.9 N/A 9500000.00 6769936.27 Agency Collateralized Mortgage Obligation FHMS_K170 N/A 3137HLJ86 2063-02-25 5.588968 N/A 3531092.00 1341385.86 Agency Collateralized Mortgage Obligation FHMS_K522 N/A 3137HDJJ0 2029-05-25 4.803 N/A 63595000.00 63842451.53 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.481375 N/A 2992000.00 113346.30 Agency Collateralized Mortgage Obligation FHR_4924 N/A 3137FPEA9 2049-10-25 2.26831 N/A 45076729.00 1381970.23 Agency Collateralized Mortgage Obligation FHSTR_304 N/A 31325UN36 2042-12-15 4.5 N/A 36411804.00 543503.22 Agency Collateralized Mortgage Obligation FHSTR_326 N/A 3132HT3R5 2044-03-15 4.32267 N/A 1610000.00 189564.44 Agency Collateralized Mortgage Obligation FHSTR_402 N/A 3133Q3CY5 2053-09-25 5.01721 N/A 50000000.00 29741346.00 Agency Collateralized Mortgage Obligation FNMA_01-25A N/A 31359SS92 2031-06-25 4.48169 N/A 1000000.00 2310.87 Agency Collateralized Mortgage Obligation FNMA_02-41 N/A 31392DRQ7 2032-07-25 4.33169 N/A 3800000.00 2445.83 Agency Collateralized Mortgage Obligation FNMA_02-4D N/A 31392BXH4 2032-02-25 4.33169 N/A 3450000.00 2211.06 Agency Collateralized Mortgage Obligation FNMA_02-74 N/A 31392FRJ8 2032-11-25 4.23169 N/A 8400000.00 1837.75 Agency Collateralized Mortgage Obligation FNMA_03-33 N/A 31393BGV1 2033-05-25 4.53169 N/A 1125000.00 4228.72 Agency Collateralized Mortgage Obligation FNMA_03-7 N/A 31392HX40 2033-02-25 4.53169 N/A 14725164.00 24429.90 Agency Collateralized Mortgage Obligation FNMA_04-91B N/A 31394BYN8 2034-12-25 4.13169 N/A 700000.00 4360.91 Agency Collateralized Mortgage Obligation FNMA_05-110D N/A 31394UV82 2035-12-25 5.5 N/A 1491000.00 1499585.51 Agency Collateralized Mortgage Obligation FNMA_05-45E N/A 31394DS76 2035-06-25 5 N/A 6499030.00 457738.77 Agency Collateralized Mortgage Obligation FNMA_10-115 N/A 31398NPN8 2040-10-25 2.21831 N/A 33422321.00 282809.46 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 2.21831 N/A 50000000.00 277646.98 Agency Collateralized Mortgage Obligation FNMA_10-142 N/A 31398SKQ5 2040-07-25 4.18169 N/A 125000.00 3134.87 Agency Collateralized Mortgage Obligation FNMA_11-126 N/A 3136A2WU3 2041-12-25 2.16831 N/A 107252046.00 545511.76 Agency Collateralized Mortgage Obligation FNMA_11-146 N/A 3136A3KB6 2042-01-25 2.21831 N/A 128376008.00 820332.56 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 2.31831 N/A 36714285.00 228723.98 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9PU6 2042-11-25 2.36831 N/A 29250000.00 492533.79 Agency Collateralized Mortgage Obligation FNMA_12-134H N/A 3136AATF2 2042-12-25 2.36831 N/A 240214.00 2756.67 Agency Collateralized Mortgage Obligation FNMA_12-141 N/A 3136AAAP0 2042-12-25 2.91831 N/A 45267000.00 694432.69 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 2.16831 N/A 85000000.00 717781.50 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 2.66831 N/A 91164018.00 670701.60 Agency Collateralized Mortgage Obligation FNMA_12-30N N/A 3136A5WR3 2041-04-25 4.5 N/A 44297665.00 27792.98 Agency Collateralized Mortgage Obligation FNMA_12-31A N/A 3136A5HJ8 2040-10-25 4.5 N/A 21449334.00 1023.86 Agency Collateralized Mortgage Obligation FNMA_12-40G N/A 3136A5BY1 2032-04-25 4.5 N/A 41753556.00 95050.93 Agency Collateralized Mortgage Obligation FNMA_12-46F N/A 3136A5J98 2027-05-25 4.5 N/A 89800901.00 9.06 Agency Collateralized Mortgage Obligation FNMA_12-58B N/A 3136A6JP0 2042-06-25 4.28169 N/A 30284159.00 1137907.90 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7TZ5 2042-08-25 4.28169 N/A 150000.00 14235.36 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7UB6 2041-10-25 4.5 N/A 37388000.00 184700.15 Agency Collateralized Mortgage Obligation FNMA_12-82 N/A 3136A7NM0 2042-08-25 2.28831 N/A 68500000.00 310951.83 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 2.16831 N/A 123256386.00 2457194.31 Agency Collateralized Mortgage Obligation FNMA_13-115 N/A 3136AG5U2 2043-11-25 4.5 N/A 91659666.00 552088.57 Agency Collateralized Mortgage Obligation FNMA_13-20N N/A 3136ACWA5 2043-03-25 2.31831 N/A 13066000.00 229989.37 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 85945.08 Agency Collateralized Mortgage Obligation FNMA_13-44 N/A 3136ADA90 2043-05-25 2.96831 N/A 69433333.00 950024.65 Agency Collateralized Mortgage Obligation FNMA_13-70 N/A 3136AEZ67 2043-07-25 3 N/A 1400000.00 1910349.46 Agency Collateralized Mortgage Obligation FNMA_14-74 N/A 3136ALXU0 2044-11-25 2.31831 N/A 100000000.00 830276.99 Agency Collateralized Mortgage Obligation FNMA_14-74B N/A 3136ALWW7 2044-06-25 2.41831 N/A 32328000.00 243931.84 Agency Collateralized Mortgage Obligation FNMA_15-16C N/A 3136ANAH0 2045-04-25 4.5 N/A 50000000.00 966326.73 Agency Collateralized Mortgage Obligation FNMA_15-27C N/A 3136ANWP8 2045-05-25 1.81831 N/A 85000000.00 1217936.82 Agency Collateralized Mortgage Obligation FNMA_15-29 N/A 3136ANUF2 2045-05-25 1.86831 N/A 61902119.00 923685.78 Agency Collateralized Mortgage Obligation FNMA_15-35A N/A 3136ANL88 2045-06-25 1.81831 N/A 160000000.00 1356849.92 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 1.83831 N/A 59885082.00 743952.80 Agency Collateralized Mortgage Obligation FNMA_15-79 N/A 3136AQKZ2 2045-11-25 2.46831 N/A 24418550.00 343422.21 Agency Collateralized Mortgage Obligation FNMA_16-26D N/A 3136AR4L9 2042-11-25 0.9824 N/A 4820101.00 1494084.96 Agency Collateralized Mortgage Obligation FNMA_16-32A N/A 3136ASTL0 2042-11-25 0.9824 N/A 2724659.00 783347.66 Agency Collateralized Mortgage Obligation FNMA_16-45 N/A 3136ASXT8 2046-07-25 2.21831 N/A 20000000.00 622078.03 Agency Collateralized Mortgage Obligation FNMA_16-53A N/A 3136AS4Y9 2046-08-25 2.21831 N/A 38400349.00 1380023.86 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2X1 2046-10-25 2.21831 N/A 18582352.00 623121.08 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 2.31831 N/A 141990914.00 2826622.16 Agency Collateralized Mortgage Obligation FNMA_17-54 N/A 3136AXFG5 2046-05-25 3 N/A 9526000.00 2488240.38 Agency Collateralized Mortgage Obligation FNMA_17-66B N/A 3136AYAL7 2047-09-25 4.13169 N/A 3500000.00 1041462.00 Agency Collateralized Mortgage Obligation FNMA_18-1A N/A 3136B0XB7 2048-02-25 2.36831 N/A 50000000.00 745200.34 Agency Collateralized Mortgage Obligation FNMA_18-38B N/A 3136B1R63 2048-06-25 2.41831 N/A 80378666.00 1493569.83 Agency Collateralized Mortgage Obligation FNMA_18-60C N/A 3136B2D82 2048-08-25 1.91831 N/A 23967000.00 494367.80 Agency Collateralized Mortgage Obligation FNMA_19-31 N/A 3136B5NQ4 2049-07-25 2.26831 N/A 14527000.00 584418.61 Agency Collateralized Mortgage Obligation FNMA_19-38H N/A 3136B5ES0 2049-07-25 4.23169 N/A 31967403.00 7070572.17 Agency Collateralized Mortgage Obligation FNMA_19-41H N/A 3136B5D77 2059-08-25 4.28169 N/A 46675830.00 16315635.50 Agency Collateralized Mortgage Obligation FNMA_19-45B N/A 3136B5PP4 2049-08-25 2.26831 N/A 104126044.00 3637092.08 Agency Collateralized Mortgage Obligation FNMA_19-57E N/A 3136B6QK2 2049-10-25 2.26831 N/A 55888578.00 1264442.88 Agency Collateralized Mortgage Obligation FNMA_19-57J N/A 3136B6RW5 2049-10-25 2.21831 N/A 22607858.00 523568.09 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 2.26831 N/A 36516371.00 951222.91 Agency Collateralized Mortgage Obligation FNMA_19-68H N/A 3136B6N90 2049-11-25 2.21831 N/A 32999250.00 1231828.35 Agency Collateralized Mortgage Obligation FNMA_19-69C N/A 3136B7C66 2049-12-25 2.21831 N/A 4500000.00 149753.91 Agency Collateralized Mortgage Obligation FNMA_19-71D N/A 3136B6B69 2049-11-25 2.26831 N/A 33282680.00 1190584.16 Agency Collateralized Mortgage Obligation FNMA_19-83B N/A 3136B8BC2 2050-01-25 2.16831 N/A 6305000.00 335822.13 Agency Collateralized Mortgage Obligation FNMA_20-12B N/A 3136B8H51 2050-03-25 2.26831 N/A 110398000.00 4187546.81 Agency Collateralized Mortgage Obligation FNMA_20-26E N/A 3136B9YP6 2050-05-25 2.16831 N/A 11870512.00 557603.92 Agency Collateralized Mortgage Obligation FNMA_20-27G N/A 3136B87M5 2050-05-25 2.26831 N/A 22318291.00 1365569.83 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1106771.82 Agency Collateralized Mortgage Obligation FNMA_21-25B N/A 3136BHDU0 2050-07-25 3.5 N/A 26764306.00 2045513.95 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0.08279 N/A 25000000.00 676204.97 Agency Collateralized Mortgage Obligation FNMA_21-34L N/A 3136BHWJ4 2051-06-25 4 N/A 28110557.00 2350089.01 Agency Collateralized Mortgage Obligation FNMA_21-59C N/A 3136BGB75 2051-09-25 4 N/A 72771504.00 9421347.24 Agency Collateralized Mortgage Obligation FNMA_21-69F N/A 3136BJPS8 2051-10-25 2 N/A 5047000.00 3218847.62 Agency Collateralized Mortgage Obligation FNMA_21-70C N/A 3136BG5M9 2051-10-25 4 N/A 90846523.00 9284519.71 Agency Collateralized Mortgage Obligation FNMA_22-10 N/A 3136BL4A5 2040-05-25 2.25 N/A 250000.00 129152.93 Agency Collateralized Mortgage Obligation FNMA_22-20C N/A 3136BL7M6 2048-04-25 4.5 N/A 56886493.00 6190380.14 Agency Collateralized Mortgage Obligation FNMA_22-22A N/A 3136BMD70 2048-11-25 3.5 N/A 12580000.00 8450954.57 Agency Collateralized Mortgage Obligation FNMA_22-62B N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1576832.14 Agency Collateralized Mortgage Obligation FNMA_23-14B N/A 3136BPL33 2053-04-25 5.5 N/A 500000.00 602080.13 Agency Collateralized Mortgage Obligation FNMA_23-28D N/A 3136BQAQ2 2050-05-25 3.5 N/A 27569821.00 3770398.66 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTV1 2053-11-25 2.28279 N/A 74472971.00 2663293.74 Agency Collateralized Mortgage Obligation FNMA_23-57C N/A 3136BQQR3 2049-10-25 2.21831 N/A 54205919.00 4282194.55 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPC8 2055-01-25 2.18279 N/A 105302659.00 2918203.74 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPA2 2055-01-25 2.88279 N/A 74500000.00 2805677.50 Agency Collateralized Mortgage Obligation FNMA_24-47B N/A 3136BSGS8 2054-07-25 1.53279 N/A 30000000.00 418577.29 Agency Collateralized Mortgage Obligation FNMA_24-67 N/A 3136BSPM1 2054-09-25 4.83721 N/A 2345000.00 1627476.43 Agency Collateralized Mortgage Obligation FNMA_24-74F N/A 3136BS3U7 2054-10-25 4.56721 N/A 2231589.00 1990830.06 Agency Collateralized Mortgage Obligation FNMA_24-77B N/A 3136BTVX8 2053-10-25 6.6 N/A 15874000.00 13881836.87 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHA8 2050-03-25 2.21831 N/A 27901889.00 2628381.90 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHB6 2048-05-25 2.31831 N/A 82712887.00 8593594.14 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGZ4 2049-11-25 2.26831 N/A 96587793.00 8550730.88 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHC4 2049-11-25 2.21831 N/A 69606673.00 6291757.39 Agency Collateralized Mortgage Obligation FNMA_25-102A N/A 3136BYCL4 2055-12-25 4.5 N/A 1691000.00 1575587.56 Agency Collateralized Mortgage Obligation FNMA_25-102B N/A 3136BYCR1 2055-12-25 1.13279 N/A 123916130.00 4118888.46 Agency Collateralized Mortgage Obligation FNMA_25-102C N/A 3136BYCT7 2055-12-25 1.78279 N/A 164996762.00 8343977.99 Agency Collateralized Mortgage Obligation FNMA_25-102D N/A 3136BYCX8 2055-12-25 4.5 N/A 37905170.00 36762716.69 Agency Collateralized Mortgage Obligation FNMA_25-102E N/A 3136BYDE9 2055-12-25 1.78279 N/A 141430551.00 7253137.84 Agency Collateralized Mortgage Obligation FNMA_25-27C N/A 3136BVKQ0 2050-06-25 2.21831 N/A 88819952.00 9292569.81 Agency Collateralized Mortgage Obligation FNMA_25-27D N/A 3136BVKS6 2049-09-25 2.26831 N/A 70650117.00 7324105.15 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKV9 2049-08-25 4.5 N/A 535378.00 91605.43 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKU1 2049-08-25 2.21831 N/A 52006853.00 5041113.95 Agency Collateralized Mortgage Obligation FNMA_25-27F N/A 3136BVKW7 2049-03-25 2.16831 N/A 50544901.00 4446646.55 Agency Collateralized Mortgage Obligation FNMA_25-34E N/A 3136BVE38 2055-05-25 2.13279 N/A 100000000.00 3104652.95 Agency Collateralized Mortgage Obligation FNMA_25-45A N/A 3136BWEG7 2055-06-25 1.38279 N/A 222035474.00 7709997.47 Agency Collateralized Mortgage Obligation FNMA_25-6B N/A 3136BUVH0 2055-02-25 5.66721 N/A 4850000.00 3662282.40 Agency Collateralized Mortgage Obligation FNMA_25-70C N/A 3136BXKF0 2055-09-25 5.06721 N/A 1400000.00 1320560.05 Agency Collateralized Mortgage Obligation FNMA_25-7C N/A 3136BUVV9 2054-09-25 1.43279 N/A 101000000.00 1859416.10 Agency Collateralized Mortgage Obligation FNMA_25-83B N/A 3136BXWB6 2055-10-25 1.03279 N/A 85083933.00 2583769.80 Agency Collateralized Mortgage Obligation FNMA_25-8C N/A 3136BURC6 2055-02-25 1.43279 N/A 77000000.00 1513587.74 Agency Collateralized Mortgage Obligation FNMA_25-97B N/A 3136BX2T0 2055-11-25 1.72279 N/A 50000000.00 2603639.47 Agency Collateralized Mortgage Obligation FNMA_26-13A N/A 3136BYP63 2056-03-25 4.5102 N/A 1655000.00 1660598.15 Agency Collateralized Mortgage Obligation FNMA_26-13B N/A 3136BYR46 2056-03-25 4 N/A 29370094.00 27701311.37 Agency Collateralized Mortgage Obligation FNMA_26-8 N/A 3136BYYX4 2056-02-25 0.05 N/A 54174289.00 54695.20 Agency Collateralized Mortgage Obligation FNMA_26-8 N/A 3136BYZK1 2056-02-25 0.63279 N/A 324174289.00 6412535.35 Agency Collateralized Mortgage Obligation FNMA_26-8 N/A 3136BYZC9 2056-02-25 4.81721 N/A 10000000.00 9809455.95 Agency Collateralized Mortgage Obligation FNMA_98-46 N/A 31359ULD5 2028-05-18 4.29573 N/A 150000000.00 22838.75 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2266 N/A 3133TQFM4 2030-11-15 4.22267 N/A 17300000.00 70.79 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3780 N/A 3137A4T98 2040-12-15 2.72733 N/A 46000000.00 256991.87 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4631 N/A 3137BSZD8 2046-11-15 4.27267 N/A 10300000.00 1709060.73 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 90513.48 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4790 N/A 3137F5BX6 2043-10-15 3.96267 N/A 700000.00 204380.31 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4929 N/A 3137FPL29 2049-10-25 2.16831 N/A 50404811.00 3349885.36 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4940 N/A 3137FQMB6 2049-07-25 4 N/A 56566666.00 2101722.41 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H36E7 2051-10-25 3 N/A 11222368.00 1087271.25 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 6928597.16 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5479 N/A 3137HHMR9 2054-12-25 5.06721 N/A 789000.00 461650.11 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5480 N/A 3137HHKD2 2053-10-25 5.11721 N/A 3067000.00 1898695.10 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5483 N/A 3137HHNF4 2054-07-01 4.96721 N/A 15930000.00 11758411.12 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5539 N/A 3137HL3Y6 2055-05-25 5.16721 N/A 1049000.00 791685.86 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5570 N/A 3137HMM23 2055-05-25 5.06721 N/A 1081000.00 876000.96 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ49 N/A 3137HBPG3 2034-06-25 4.85 N/A 120000.00 124755.57 Agency Collateralized Mortgage Obligation FREMF_19-K735 N/A 30298FAL8 2026-06-25 0 N/A 21497542.00 20530496.57 Agency Collateralized Mortgage Obligation FRESB_20-SB78 N/A 30316KAF8 2040-07-25 9.21212 N/A 37640345.00 20981652.66 Agency Collateralized Mortgage Obligation GNMA_13-137 N/A 38378WD42 2043-06-20 3 N/A 500000.00 2723.99 Agency Collateralized Mortgage Obligation GNMA_16-002 N/A 38379UCK0 2057-04-16 0.503 N/A 31918479.00 163905.96 Agency Collateralized Mortgage Obligation GNMA_16-052 N/A 38379UNY8 2058-03-16 0.7348 N/A 27000000.00 178863.91 Agency Collateralized Mortgage Obligation GNMA_16-133 N/A 38379UR65 2057-12-16 0.65887 N/A 22500000.00 157024.09 Agency Collateralized Mortgage Obligation GNMA_16-177 N/A 38379RJQ7 2057-01-16 0.50064 N/A 23132788.00 124627.41 Agency Collateralized Mortgage Obligation GNMA_17-161A N/A 38380HZJ4 2047-10-20 4.03172 N/A 7790000.00 2259190.57 Agency Collateralized Mortgage Obligation GNMA_17-95A N/A 38380FMK9 2046-08-20 4 N/A 1048210.00 22299.97 Agency Collateralized Mortgage Obligation GNMA_19-140M N/A 38382A3N3 2049-11-20 4.23172 N/A 25931333.00 7152731.47 Agency Collateralized Mortgage Obligation GNMA_21-150 N/A 38381DB41 2062-07-16 1.4 N/A 8000000.00 5460923.96 Agency Collateralized Mortgage Obligation GNMA_23-110 N/A 38384B6B2 2054-04-16 4 N/A 4620881.00 4350003.50 Agency Collateralized Mortgage Obligation GNMA_23-19E N/A 38383V3J5 2051-02-20 2.5 N/A 29775000.00 3276368.06 Agency Collateralized Mortgage Obligation GNMA_25-131N N/A 38381QPL9 2055-08-20 2.88846 N/A 6000000.00 351782.02 Agency Collateralized Mortgage Obligation GNMA_25-208A N/A 38385KHA1 2055-12-20 4.5 N/A 1133333.00 1086881.08 Agency Collateralized Mortgage Obligation GNMA_25-208A N/A 38385KGZ7 2053-12-20 4.5 N/A 7000001.00 7006352.80 Agency Collateralized Mortgage Obligation GNMA_25-208A N/A 38385KKG4 2055-12-20 4.5 N/A 25000000.00 24932120.53 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MDH0 2067-01-16 5 N/A 328571.00 321728.55 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TPM8 2066-11-16 0.25 N/A 9246477.00 280515.52 Agency Collateralized Mortgage Obligation GNMA_26-2A N/A 38385LDC9 2056-01-20 4.5 N/A 41256139.00 41217954.28 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LJV1 2055-10-20 4.5 N/A 4167085.00 4171497.22 Agency Collateralized Mortgage Obligation GNMA_26-2K N/A 38385LFW3 2054-03-20 4.5 N/A 3437964.00 3444011.47 Agency Collateralized Mortgage Obligation GNMA_26-2K N/A 38385LLK2 2056-01-20 4.5 N/A 1101532.00 1064289.20 Agency Collateralized Mortgage Obligation GNMA_26-2K N/A 38385LLJ5 2056-01-20 4.5 N/A 28500000.00 28299900.90 Agency Collateralized Mortgage Obligation GNMA_26-2Q N/A 38385LGZ5 2056-01-20 5.5 N/A 11807000.00 11816840.46 Agency Collateralized Mortgage Obligation GNMA_26-2Q N/A 38385LGY8 2056-01-20 5.5 N/A 15793000.00 16072885.92 Agency Collateralized Mortgage Obligation GNMA_26-30A N/A 38385MAB2 2066-02-20 0.95 N/A 50000000.00 1403886.11 Agency Collateralized Mortgage Obligation GNMA_26-30A N/A 38385MAC0 2066-02-20 6 N/A 551006.00 552978.23 Agency Collateralized Mortgage Obligation GNMA_26-30B N/A 38385MEG7 2056-02-20 4.53559 N/A 25979276.00 26106910.11 Agency Collateralized Mortgage Obligation GNMA_26-30B N/A 38385MEB8 2056-02-20 4.5 N/A 33014000.00 32886103.76 Agency Collateralized Mortgage Obligation GNMA_26-30B N/A 38385MAK2 2056-02-20 1.96441 N/A 124759844.00 13034655.06 Agency Collateralized Mortgage Obligation GNMA_26-30C N/A 38385MEK8 2056-02-20 4.5 N/A 13995956.00 13936025.32 Agency Collateralized Mortgage Obligation GNMA_26-30C N/A 38385MAQ9 2056-02-20 2.54332 N/A 55983823.00 7092508.49 Agency Collateralized Mortgage Obligation GNMA_26-30E N/A 38385MAZ9 2056-02-20 1.95441 N/A 116613500.00 5174610.27 Agency Collateralized Mortgage Obligation GNMA_26-30F N/A 38385MBB1 2056-02-20 0.6758 N/A 75000000.00 1254330.42 Agency Collateralized Mortgage Obligation GNMA_26-30G N/A 38385MBE5 2056-02-20 1.34441 N/A 516684874.00 20745627.79 Agency Collateralized Mortgage Obligation GNMA_26-30G N/A 38385MBF2 2037-03-20 4.5 N/A 11113000.00 11331414.90 Agency Collateralized Mortgage Obligation GNMA_26-30H N/A 38385MBL9 2056-02-20 0.06 N/A 100000000.00 170966.67 Agency Collateralized Mortgage Obligation GNMA_26-30H N/A 38385MBM7 2056-02-20 1.38181 N/A 350000000.00 16893339.85 Agency Collateralized Mortgage Obligation GNMA_26-30J N/A 38385MFZ4 2056-02-20 1.39195 N/A 70000000.00 5758455.99 Agency Collateralized Mortgage Obligation GNMA_26-30J N/A 38385MFW1 2051-03-20 4.5 N/A 67719925.00 67578187.20 Agency Collateralized Mortgage Obligation GNMA_26-30J N/A 38385MBU9 2037-03-20 4.5 N/A 12610147.00 12858415.58 Agency Collateralized Mortgage Obligation GNMA_26-30K N/A 38385MBY1 2066-02-20 1.31875 N/A 68293333.00 2857900.03 Agency Collateralized Mortgage Obligation GNMA_26-30K N/A 38385MCA2 2066-02-20 4.5 N/A 170000.00 163425.08 Agency Collateralized Mortgage Obligation GNMA_26-30K N/A 38385MCB0 2066-02-20 5.5 N/A 10217297.00 10217810.13 Agency Collateralized Mortgage Obligation GNMA_26-30M N/A 38385MCN4 2056-02-20 0.69215 N/A 32000000.00 637682.71 Agency Collateralized Mortgage Obligation GNMA_26-30M N/A 38385MCJ3 2056-02-20 0.03 N/A 32000000.00 19354.67 Agency Collateralized Mortgage Obligation GNMA_26-30M N/A 38385MCK0 2056-02-20 0.05 N/A 10000000.00 9037.22 Agency Collateralized Mortgage Obligation GNMA_26-30M N/A 38385MGH3 2056-02-20 4.75785 N/A 10000000.00 10128731.38 Agency Collateralized Mortgage Obligation GNMA_26-30M N/A 38385MGG5 2056-02-20 5.5 N/A 73000000.00 74227146.22 Agency Collateralized Mortgage Obligation GNMA_26-30M N/A 38385MCL8 2056-02-20 0.69215 N/A 220000000.00 4385168.64 Agency Collateralized Mortgage Obligation GNMA_26-30N N/A 38385MGM2 2056-02-20 1.44181 N/A 200000000.00 10374670.39 Agency Collateralized Mortgage Obligation GNMA_26-30N N/A 38385MCV6 2056-02-20 4.5 N/A 21256576.00 21145276.57 Agency Collateralized Mortgage Obligation GNMA_26-30N N/A 38385MGL4 2056-02-20 4.5 N/A 22434238.00 22241572.76 Agency Collateralized Mortgage Obligation GNMA_26-30N N/A 38385MCW4 2056-02-20 2.04181 N/A 150000000.00 10528802.79 Agency Collateralized Mortgage Obligation GNMA_26-30P N/A 38385MGP5 2056-02-20 1.44247 N/A 106301607.00 4389138.10 Agency Collateralized Mortgage Obligation GNMA_26-31A N/A 38381SJL2 2065-10-16 0 N/A 28000000.00 26896072.00 Agency Collateralized Mortgage Obligation GNMA_26-31A N/A 38381SKB2 2065-10-16 0 N/A 52345178.00 50059473.46 Agency Collateralized Mortgage Obligation GNMA_26-31B N/A 38381SKF3 2068-05-16 0 N/A 38725203.00 36877778.47 Agency Collateralized Mortgage Obligation GNMA_26-31B N/A 38381SJY4 2068-05-16 0 N/A 217831233.00 20148299.90 Agency Collateralized Mortgage Obligation GNMA_26-31B N/A 38381SJT5 2067-09-16 4.25 N/A 14679085.00 14472791.67 Agency Collateralized Mortgage Obligation GNMA_26-31B N/A 38381SKE6 2040-09-16 4 N/A 30426945.00 29912878.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376G2R0 2051-07-16 3.73774 N/A 2200230.00 576323.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-163 N/A 38378NEU3 2046-02-16 1.00874 N/A 265344000.00 188159.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30 N/A 38378KBK4 2053-09-16 0.53341 N/A 100000000.00 169339.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-164 N/A 38381BDB7 2048-12-20 4.18172 N/A 10000000.00 1817982.02 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 2000000000.00 2000000000.00 0.0099 N Y Y N Citibank NA Citibank NA 3.66000000 N/A E57ODZWZ7FF32TWEFA76 BYJ0453G1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNS6 2035-07-15 1.875 N/A 100.00 103.03 U.S. Treasuries (including strips) UNITED STATES 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strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810EZ7 2027-02-15 6.625 N/A 3000.00 3095.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285M8 2028-11-15 3.125 N/A 38700.00 38713.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YG9 2026-09-30 1.625 N/A 400.00 397.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 4277700.00 4351583.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 400.00 401.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 100.00 106.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJM4 2030-11-30 4.375 N/A 200.00 209.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 400.00 409.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZQ6 2030-05-15 0.625 N/A 200.00 177.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810US5 2056-02-15 2.375 N/A 534200.00 526309.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SA6 2026-10-01 0 N/A 1000.00 979.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 100.00 74.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 800.00 808.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 900.00 1203.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFL0 2029-09-30 3.875 N/A 400.00 411.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286X3 2026-05-31 2.125 N/A 6900.00 6907.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 100.00 98.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 2000.00 2122.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 700.00 743.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 1100.00 1001.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SL3 2050-02-15 2 N/A 1100.00 669.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 5400.00 5193.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 52315100.00 52111227.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YU8 2026-11-30 1.625 N/A 100.00 98.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 500.00 1070.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 11086300.00 11262130.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 4300.00 3110.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 1500.00 1493.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZN3 2027-04-30 0.5 N/A 2400.00 2321.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828R36 2026-05-15 1.625 N/A 4800.00 4800.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 4400.00 4459.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287B0 2026-06-30 1.875 N/A 100.00 99.70 U.S. 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Citigroup Global Markets, Inc. 0.00000000 N/A MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA GNRA 2023-02O IA N/A BRYD8NR15 2073-01-20 0 N/A 269339702.00 11163179.54 Agency Mortgage-Backed Securities GNMA_10-158E N/A 38377RBW4 2040-12-20 2.43656 N/A 796960.00 223675.72 Agency Collateralized Mortgage Obligation GNMA_20-H20A N/A 38380QSW3 2070-04-20 1.99986 N/A 232125070.00 8032746.44 Agency Collateralized Mortgage Obligation GNMA_21-15J N/A 38382M3S6 2051-01-20 2.5 N/A 92839025.00 9343812.51 Agency Collateralized Mortgage Obligation GNMA_21-27R N/A 38382NLA3 2051-02-20 3.5 N/A 72836094.00 8190669.86 Agency Collateralized Mortgage Obligation GNMA_21-30B N/A 38382NYA9 2051-02-20 2.5 N/A 91634590.00 8693651.35 Agency Collateralized Mortgage Obligation GNMA_22-88G N/A 38383R4S3 2052-06-20 0 N/A 18287585.00 10680213.86 Agency Collateralized Mortgage Obligation 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Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 168749.00 84362.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 168748.00 79670.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 2678444.00 2566905.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834H84 2053-08-15 0 N/A 0.00 0.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834YK8 2055-02-15 0 N/A 7.00 1.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLY5 2026-11-30 4.25 N/A 6.00 6.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 6.00 6.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJQ5 2030-12-31 3.75 N/A 1256812.00 1273132.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GH0 2052-05-15 0 N/A 19.00 5.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLK5 2029-08-31 3.625 N/A 12.00 12.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 919250.00 1091982.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803HL0 2055-05-15 0 N/A 12.00 3.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RA8 2043-02-15 0.625 N/A 14900300.00 16184397.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 6.00 8.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 0.00 0.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 N/A 258050.00 74314.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RR1 2046-02-15 1 N/A 7316569.00 7812030.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 6.00 8.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828S50 2026-07-15 0.125 N/A 6.00 8.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 0.00 0.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 3393238.00 3914137.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLV1 2029-10-15 1.625 N/A 200.00 211.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 56.00 61.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LR7 2042-08-15 0 N/A 0.00 0.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 6.00 6.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0 N/A 89641.00 22187.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLP4 2026-09-30 3.5 N/A 12.00 12.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SG4 2049-02-15 1 N/A 15216256.00 14649205.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 6.00 4.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 25.00 20.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 6.00 5.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 0.00 0.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TY4 2054-02-15 2.125 N/A 7102294.00 6985192.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SM1 2050-02-15 0.25 N/A 15662006.00 11865426.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 42125.00 43739.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDJ7 2031-11-15 1.375 N/A 103312.00 91527.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834NP9 2044-05-15 0 N/A 0.00 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834YC6 2054-11-15 0 N/A 228350.00 57608.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SV0 2026-05-21 0 N/A 6.00 6.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 1.00 0.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RK6 2047-05-15 0 N/A 0.00 0.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNP2 2027-07-31 3.875 N/A 56.00 56.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 12.00 11.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LK2 2042-05-15 0 N/A 0.00 0.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RZ3 2047-11-15 2.75 N/A 6.00 4.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 62.00 63.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPJ4 2035-11-15 4 N/A 6.00 6.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNT4 2035-08-15 4.25 N/A 6.00 6.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 12450.00 12789.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797SU2 2026-11-27 0 N/A 38400.00 37403.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 14.00 6.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 977237.00 612656.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834NV6 2044-08-15 0 N/A 461329.00 188554.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPR6 2030-12-31 3.625 N/A 62.00 62.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834G93 2053-05-15 0 N/A 0.00 0.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834D47 2052-08-15 0 N/A 0.00 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 386075.00 439229.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 0.00 0.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834TF5 2048-02-15 0 N/A 0.00 0.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 18501.00 13200.33 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334X5 2034-02-15 0 N/A 0.00 0.11 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RV1 2026-03-05 0 N/A 6.00 6.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 12.00 13.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SB5 2048-02-15 1 N/A 13451819.00 13399396.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 5.00 2.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PH5 2045-02-15 0 N/A 1.00 0.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821TF2 2035-11-15 0 N/A 12.00 8.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 75.00 55.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPM7 2032-11-30 3.75 N/A 7848750.00 7910903.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 6466712.00 6497772.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SR0 2040-05-15 1.125 N/A 19.00 12.30 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SF6 2049-02-15 3 N/A 6.00 4.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAY7 2027-11-30 0.625 N/A 6.00 5.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 0.00 0.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 46.00 27.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJX0 2031-01-31 4 N/A 833919.00 851458.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RL4 2045-02-15 0.75 N/A 12.00 12.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMS7 2028-03-15 3.875 N/A 12.00 12.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLR0 2029-10-31 4.125 N/A 1340500.00 1386747.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 12.00 12.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 128806.00 159518.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNB3 2030-04-15 1.625 N/A 1370381.00 1430348.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RF7 2044-02-15 1.375 N/A 8130975.00 9780777.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEV9 2029-06-30 3.25 N/A 62.00 62.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 22068475.00 15540005.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 16100356.00 14215944.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDX6 2032-01-15 0.125 N/A 19.00 20.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGC9 2027-12-31 3.875 N/A 1766775.00 1790447.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 1.00 0.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 1.00 0.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834K56 2054-02-15 0 N/A 0.00 0.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 249319.00 267556.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFM8 2027-09-30 4.125 N/A 2464906.00 2530888.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 1.00 0.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNH0 2028-06-15 3.875 N/A 171325.00 174293.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 371288.00 496647.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CML2 2035-01-15 2.125 N/A 44.00 46.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 0.00 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282R0 2027-08-15 2.25 N/A 75.00 73.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 1.00 0.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PV4 2028-01-15 1.75 N/A 38.00 59.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 75.00 71.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TZ1 2044-02-15 4.5 N/A 12.00 12.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 6.00 4.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFU0 2027-10-31 4.125 N/A 125.00 127.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TK4 2042-08-15 3.375 N/A 31.00 27.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 6.00 6.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GS6 2053-05-15 0 N/A 6.00 1.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UR7 2049-05-15 0 N/A 0.00 0.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GX5 2043-11-15 0 N/A 6.00 2.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UJ5 2045-02-15 4.75 N/A 6.00 6.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 1.00 0.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCA7 2026-04-15 0.125 N/A 6.00 7.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TA5 2026-03-24 0 N/A 6.00 6.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 3833994.00 3937000.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 1505412.00 973319.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CME8 2026-12-31 4.25 N/A 25.00 25.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 656.00 172.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 6.00 6.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 6.00 6.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834TV0 2048-08-15 0 N/A 199358.00 66478.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 0.00 0.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 N/A 38.00 12.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834C55 2052-05-15 0 N/A 0.00 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RW0 2047-02-15 0.875 N/A 56.00 56.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 6.00 6.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 1727438.00 1700290.65 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834WZ7 2051-05-15 0 N/A 34.00 9.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834EP9 2039-08-15 0 N/A 0.00 0.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QF8 2040-02-15 2.125 N/A 12.00 19.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 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categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-01-20 2027-01-20 N N N 0.0378 520342588.75 520342588.75 0.0026 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.67499880 3133ETW94 254900C5LP6DN9OP9V83 US3133ETW940 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-05-20 2026-05-20 N N N 0.0365 39999538.00 39999538.00 0.0002 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.80000160 3133ETL21 254900C5LP6DN9OP9V83 US3133ETL216 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-10-22 2027-10-22 N N N 0.0383 93862056.93 93862056.93 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.76999920 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-06-24 2026-06-24 N N N 0.0375 95313264.81 95313264.81 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.75999840 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2028-02-09 2028-02-09 N N N 0.0383 125093297.46 125093297.46 0.0006 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.80999880 3133ERQ46 254900C5LP6DN9OP9V83 US3133ERQ466 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-12-30 2026-12-30 N N N 0.0381 110352592.14 110352592.14 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.75500160 3133ER3C3 254900C5LP6DN9OP9V83 US3133ER3C35 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-08-07 2026-08-07 N N N 0.0373 85026712.10 85026712.10 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71000160 3133ET2E6 254900C5LP6DN9OP9V83 US3133ET2E63 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-03-01 2027-03-01 N N N 0.0376 109995250.20 109995250.20 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.74500080 3133ETX36 254900C5LP6DN9OP9V83 US3133ETX369 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-04-19 2027-04-19 N N N 0.0380 79996670.40 79996670.40 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.70500120 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-11-19 2026-11-19 N N N 0.0376 151282537.01 151282537.01 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.73500000 3133ETAU1 254900C5LP6DN9OP9V83 US3133ETAU17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-03-26 2027-03-26 N N N 0.0372 157290375.25 157290375.25 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.80000160 3133ETB97 254900C5LP6DN9OP9V83 US3133ETB977 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-09-24 2027-09-24 N N N 0.0388 244939524.20 244939524.20 0.0012 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71499840 3133ET5N3 254900C5LP6DN9OP9V83 US3133ET5N36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-05-24 2027-05-24 N N N 0.0377 250241654.22 250241654.22 0.0012 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.75500160 3133ETUZ8 254900C5LP6DN9OP9V83 US3133ETUZ83 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-01-27 2027-01-27 N N N 0.0380 164938554.95 164938554.95 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.75999840 3133ER4V0 254900C5LP6DN9OP9V83 US3133ER4V07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-02-24 2027-02-24 N N N 0.0384 79994312.80 79994312.80 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71499840 3133ET5A1 254900C5LP6DN9OP9V83 US3133ET5A15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-04-19 2027-04-19 N N N 0.0377 80207843.15 80207843.15 0.0004 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71499840 3133ETR66 254900C5LP6DN9OP9V83 US3133ETR668 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-11-06 2026-11-06 N N N 0.0378 343195719.03 343195719.03 0.0017 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.67999920 3133ET3F2 254900C5LP6DN9OP9V83 US3133ET3F20 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-06-05 2026-06-05 N N N 0.0370 117598899.26 117598899.26 0.0006 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.76999920 3133ERJN2 254900C5LP6DN9OP9V83 US3133ERJN27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-06-26 2026-06-26 N N N 0.0371 230582423.78 230582423.78 0.0011 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.78500040 3133ER3G4 254900C5LP6DN9OP9V83 US3133ER3G49 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-02-10 2027-02-10 N N N 0.0378 430296454.90 430296454.90 0.0021 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.74500080 3133ETNT0 254900C5LP6DN9OP9V83 US3133ETNT07 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-02-01 2027-02-01 N N N 0.0381 422343990.99 422343990.99 0.0021 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.80499840 3133ERR94 254900C5LP6DN9OP9V83 US3133ERR944 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-01-08 2027-01-08 N N N 0.0371 99636534.90 99636534.90 0.0005 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.80499840 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-12-23 2026-12-23 N N N 0.0379 114967283.14 114967283.14 0.0006 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.75000120 3133ET5D5 254900C5LP6DN9OP9V83 US3133ET5D53 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-11-23 2027-11-23 N N N 0.0382 57938697.51 57938697.51 0.0003 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.80499840 3133ETB48 254900C5LP6DN9OP9V83 US3133ETB480 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-10-01 2027-10-01 N N N 0.0381 170155232.10 170155232.10 0.0008 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.71499840 3133ET4C8 254900C5LP6DN9OP9V83 US3133ET4C89 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-03-15 2027-03-15 N N N 0.0373 280463579.09 280463579.09 0.0014 N N N N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 3.50000000 3130B8WC2 2549001DPIFGXC1TOL40 US3130B8WC23 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-01-11 2027-01-11 2027-01-11 N N N 0.0359 1337300863.38 1337300863.38 0.0066 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 0.0364 858761754.95 858761754.95 0.0042 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 0.0343 194928989.97 194928989.97 0.0010 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385C79 2549001DPIFGXC1TOL40 US313385C794 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Agency Moody's P-1 Standard & Poor's A-1+ 2026-08-21 2026-08-21 2026-08-21 N N N 0.0363 75879022.31 75879022.31 0.0004 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385ZD1 2549001DPIFGXC1TOL40 US313385ZD16 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Agency Moody's P-1 Standard & Poor's A-1+ 2026-07-10 2026-07-10 2026-07-10 N N N 0.0362 849382605.28 849382605.28 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 0.0362 672908164.23 672908164.23 0.0033 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385ZB5 2549001DPIFGXC1TOL40 US313385ZB59 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Agency Moody's P-1 Standard & Poor's A-1+ 2026-07-08 2026-07-08 2026-07-08 N N N 0.0362 221324168.66 221324168.66 0.0011 N N N 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 0.0364 687534976.50 687534976.50 0.0034 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385F76 2549001DPIFGXC1TOL40 US313385F763 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Agency Moody's P-1 Standard & Poor's Agency 2026-09-14 2026-09-14 2026-09-14 N N N 0.0357 654929496.35 654929496.35 0.0032 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385A22 2549001DPIFGXC1TOL40 US313385A228 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Agency Moody's P-1 Standard & Poor's A-1+ 2026-07-31 2026-07-31 2026-07-31 N N N 0.0363 64167592.07 64167592.07 0.0003 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385ZL3 2549001DPIFGXC1TOL40 US313385ZL32 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2026-07-17 2026-07-17 2026-07-17 N N N 0.0362 972754816.83 972754816.83 0.0048 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385D60 2549001DPIFGXC1TOL40 US313385D602 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Agency Moody's P-1 Standard & Poor's A-1+ 2026-08-28 2026-08-28 2026-08-28 N N N 0.0363 100479514.21 100479514.21 0.0005 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.79500120 3130B4WF4 2549001DPIFGXC1TOL40 US3130B4WF40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-02-05 2027-02-05 N N N 0.0381 500284120.00 500284120.00 0.0025 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130B8QF2 2549001DPIFGXC1TOL40 US3130B8QF28 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-07-24 2026-07-24 N N N 0.0370 446953165.98 446953165.98 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130B8MR0 2549001DPIFGXC1TOL40 US3130B8MR02 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-04-17 2026-04-17 N N N 0.0363 221877705.76 221877705.76 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130B8S94 2549001DPIFGXC1TOL40 US3130B8S943 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-05-05 2026-05-05 N N N 0.0365 446754589.74 446754589.74 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.72499920 3130B5LU0 2549001DPIFGXC1TOL40 US3130B5LU01 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-12-18 2026-12-18 N N N 0.0378 100003973.00 100003973.00 0.0005 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.70000080 3130B7J21 2549001DPIFGXC1TOL40 US3130B7J217 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-04-17 2026-04-17 N N N 0.0364 437804807.04 437804807.04 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.76999920 3130B7TB0 2549001DPIFGXC1TOL40 US3130B7TB04 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-03-18 2027-03-18 N N N 0.0382 480838995.04 480838995.04 0.0024 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.79000080 3130B5VS4 2549001DPIFGXC1TOL40 US3130B5VS45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-04-09 2027-04-09 N N N 0.0380 185720232.89 185720232.89 0.0009 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67999920 3130B8Q88 2549001DPIFGXC1TOL40 US3130B8Q889 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-08-24 2026-08-24 N N N 0.0372 223475919.26 223475919.26 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130B9GT1 2549001DPIFGXC1TOL40 US3130B9GT15 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-06-16 2026-06-16 N N N 0.0369 445200774.65 445200774.65 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.70000080 3130B8ZS4 2549001DPIFGXC1TOL40 US3130B8ZS48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-01-04 2027-01-04 N N N 0.0379 224994080.25 224994080.25 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.76499880 3130B7YQ1 2549001DPIFGXC1TOL40 US3130B7YQ18 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-04-02 2027-04-02 N N N 0.0383 399973316.00 399973316.00 0.0020 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.69000000 3130B8ME9 2549001DPIFGXC1TOL40 US3130B8ME98 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-07-17 2026-07-17 N N N 0.0371 445253004.97 445253004.97 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130B7ZT4 2549001DPIFGXC1TOL40 US3130B7ZT48 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-04-07 2026-04-07 N N N 0.0363 437192886.76 437192886.76 0.0022 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.84999840 3130B84H2 2549001DPIFGXC1TOL40 US3130B84H22 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2027-10-15 2027-10-15 N N N 0.0392 399954208.00 399954208.00 0.0020 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.66999840 3130B8RB0 2549001DPIFGXC1TOL40 US3130B8RB05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-04-24 2026-04-24 N N N 0.0363 243297318.83 243297318.83 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.70000080 3130B8F56 2549001DPIFGXC1TOL40 US3130B8F569 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-03-02 2026-07-02 2026-07-02 N N N 0.0373 489163543.52 489163543.52 0.0024 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.67499880 3130B8PK2 2549001DPIFGXC1TOL40 US3130B8PK22 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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Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JQQV4 2056-01-01 5.5 N/A 6204763.00 6345753.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSV82 2054-04-01 6.5 N/A 1000.00 624.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRW91 2053-08-01 6.5 N/A 1024.00 800.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C0WF5 2053-04-01 6.5 N/A 2000.00 1095.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31346YKS1 2049-11-01 3.5 N/A 1000.00 459.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BNRY1 2052-10-01 5 N/A 1000.00 758.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JQ5F2 2056-01-01 6.5 N/A 5508660.00 5760289.52 Agency Mortgage-Backed 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MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WDDB5 2054-06-01 5.5 N/A 1019.00 911.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GV2H3 2055-11-01 6 N/A 56850537.00 55383759.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BWVC4 2053-02-01 4.5 N/A 1000.00 943.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1EW3 2053-10-01 6.5 N/A 1000.00 792.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YVGB9 2046-03-01 3.5 N/A 1000.00 252.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JPYR0 2049-05-01 4.5 N/A 1906650.00 633341.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JLCQ5 2049-02-01 5 N/A 1194160.00 219040.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXJW5 2052-08-01 5 N/A 1008.00 714.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WK3F0 2047-06-01 3.5 N/A 1000.00 212.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHF31 2046-06-01 3.5 N/A 1023.00 286.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHBB7 2046-05-01 3 N/A 1024.00 123.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6SJ2 2052-12-01 5 N/A 505000.00 448932.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQJ48 2052-10-01 5 N/A 38992.00 30279.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A3A45 2053-12-01 6.5 N/A 2005.00 781.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVAM6 2054-08-01 6 N/A 2391006.00 2084544.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9TS9 2054-03-01 7.5 N/A 1000.00 1054.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR3M3 2053-05-01 5.5 N/A 36988810.00 30906605.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQV69 2052-11-01 5.5 N/A 78545536.00 59920922.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHQ62 2054-07-01 6 N/A 1000.00 816.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSZU8 2053-09-01 6 N/A 1927612.00 1527603.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FPAB5 2048-11-01 4.5 N/A 1000.00 217.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403DVZ9 2036-11-01 6.5 N/A 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4E60 2053-02-01 5.5 N/A 17888.00 13962.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1WM1 2052-10-01 5 N/A 1000.00 739.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSSK8 2053-08-01 5.5 N/A 32330809.00 25602503.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409JC65 2036-05-01 6 N/A 1016.00 8.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTVC0 2054-01-01 6.5 N/A 6907888.00 3560587.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1XN8 2052-09-01 5 N/A 1000.00 961.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCPU7 2053-05-01 5.5 N/A 1000.00 833.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GNMG5 2047-04-01 4 N/A 1000.00 194.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2RP1 2055-02-01 6 N/A 1000.00 1038.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GSXK3 2047-06-01 4.5 N/A 1001.00 415.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NK2J9 2053-05-01 6 N/A 2002.00 872.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFMM8 2050-11-01 2 N/A 508935.00 273270.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K1X84 2049-11-01 3.5 N/A 1000.00 182.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QST43 2053-08-01 5.5 N/A 2000.00 1630.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8N87 2052-12-01 6 N/A 1000.00 990.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8S33 2052-12-01 5 N/A 1024.00 756.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NE2X2 2053-04-01 6.5 N/A 1175690.00 792592.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W7MR2 2043-04-01 4 N/A 1000.00 125.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQJ89 2052-10-01 5 N/A 1000.00 784.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N9SE7 2053-01-01 5.5 N/A 1634500.00 799266.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6T85 2053-02-01 4.5 N/A 1000.00 778.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF2N8 2050-12-01 2 N/A 19198300.00 10483700.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AP4C5 2055-04-01 5.5 N/A 1000.00 1020.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPDA2 2037-05-01 2.5 N/A 109559.00 68307.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXKB2 2054-12-01 5 N/A 1573364.00 1391617.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X0YW2 2043-07-01 3 N/A 1000.00 233.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7D61 2047-08-01 4 N/A 1023.00 199.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0X26 2052-08-01 4.5 N/A 1000.00 636.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXZD9 2052-08-01 5 N/A 2457217.00 1983637.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A94Q0 2054-04-01 6 N/A 2001.00 1332.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABG25 2054-05-01 6 N/A 1221888.00 937139.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JHKV4 2048-11-01 4 N/A 1000.00 266.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YT6V1 2045-11-01 3.5 N/A 1000.00 221.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QST76 2053-08-01 6 N/A 13349936.00 10396622.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JUTZ7 2049-06-01 3.5 N/A 968635.00 303446.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JJJ67 2048-10-01 4.5 N/A 2280872.00 699043.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLQR3 2053-06-01 5 N/A 1691546.00 1412141.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEA21 2053-04-01 5 N/A 1130028.00 625826.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6GJ0 2047-05-01 3.5 N/A 202037785.00 27545011.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXUR3 2052-07-01 5 N/A 1000.00 794.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BAP26 2055-05-01 5 N/A 1000.00 968.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6NR2 2055-04-01 5.5 N/A 1000.00 1019.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9YJ3 2054-04-01 7 N/A 250776.00 262654.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N5QM9 2052-11-01 5.5 N/A 8000.00 6523.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K8FA4 2050-02-01 3.5 N/A 1050438.00 468862.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSKM2 2053-04-01 5 N/A 523754.00 427801.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NN3U7 2053-08-01 6.5 N/A 1000.00 787.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B5FF9 2055-03-01 6.5 N/A 1000.00 370.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAQQ6 2034-02-01 4.5 N/A 2000.00 200.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKHG9 2053-06-01 4.5 N/A 825168.00 765982.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLX95 2053-06-01 6.5 N/A 20001.00 8092.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JSRY7 2049-06-01 3.5 N/A 1969430.00 687997.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MN7C8 2043-07-01 3.5 N/A 7014256.00 1407421.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B4P53 2055-03-01 5 N/A 1000.00 1006.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FDB0 2054-10-01 5.5 N/A 1366305.00 1142754.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BDDJ6 2055-06-01 5 N/A 1000.00 914.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MWYA8 2052-12-01 4.5 N/A 9000.00 8534.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FC5P9 2047-05-01 4 N/A 1941174.00 789557.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QER87 2050-08-01 2 N/A 2454319.00 1192046.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEG52 2054-05-01 7 N/A 1000.00 601.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSZ49 2053-09-01 6.5 N/A 3782.00 2869.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDDT8 2050-04-01 4 N/A 1027.00 343.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NDM79 2053-03-01 4.5 N/A 1099146.00 499311.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BVLA6 2055-11-01 5.5 N/A 2325908.00 2382782.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JULF9 2049-05-01 3.5 N/A 1427720.00 585602.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEZB1 2050-09-01 2.5 N/A 6289807.00 2584106.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AGFJ8 2054-06-01 6.5 N/A 1000.00 885.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTKL2 2053-11-01 6 N/A 3608344.00 2902927.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQK20 2052-10-01 5 N/A 1064.00 778.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATJV9 2054-11-01 6 N/A 1000.00 788.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXE40 2046-11-01 3.5 N/A 1000.00 160.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N7D64 2052-11-01 5.5 N/A 1000.00 617.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJHT4 2053-05-01 6 N/A 90086.00 88735.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEVA7 2050-09-01 2 N/A 7361536.00 3612121.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVLV4 2054-10-01 6 N/A 1002330.00 898594.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1PF4 2052-10-01 4.5 N/A 18394944.00 12387090.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QE3Z3 2050-09-01 2 N/A 74435416.00 37217589.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVMY7 2054-10-01 5.5 N/A 1139551.00 1075908.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKS90 2051-05-01 3.5 N/A 11610896.00 5862627.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NABJ1 2053-03-01 5.5 N/A 1000.00 770.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFEN5 2050-10-01 2 N/A 2177397.00 1145388.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KDMW7 2050-05-01 2 N/A 1024.00 445.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9AU5 2048-10-01 4.5 N/A 2000.00 522.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7K63 2047-09-01 3.5 N/A 1023.00 112.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDVK7 2050-06-01 2.5 N/A 7938413.00 3205560.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSAW1 2053-05-01 5.5 N/A 301000.00 238291.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMU69 2051-12-01 2.5 N/A 1000.00 686.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KAL87 2050-03-01 2.5 N/A 1000.00 233.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BUGF3 2055-11-01 6.5 N/A 1404560.00 1499271.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4PM3 2052-11-01 5.5 N/A 4341418.00 3145110.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FGX9 2055-02-01 5 N/A 115000.00 106508.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A5GV4 2053-12-01 6.5 N/A 1060294.00 621435.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1XQ1 2052-09-01 4.5 N/A 10218.00 7859.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFMV5 2045-09-01 3.5 N/A 2304.00 213.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B7RU9 2055-05-01 5.5 N/A 714944.00 723543.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQN84 2052-10-01 5.5 N/A 12800000.00 10582533.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSU78 2052-07-01 4.5 N/A 35883120.00 27920081.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGEZ0 2052-03-01 2.5 N/A 2723772.00 1836445.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409UXE0 2036-01-01 6 N/A 42963844.00 692875.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEHJ7 2053-04-01 6 N/A 1000.00 637.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLAW9 2053-06-01 6 N/A 1121500.00 1141728.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N7QH6 2052-12-01 6 N/A 1153368.00 746265.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H9TU7 2049-04-01 4.5 N/A 1000.00 327.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSH38 2053-06-01 6.5 N/A 2684830.00 1940291.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCTX4 2035-01-01 3 N/A 2178983.00 648838.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8FV2 2048-01-01 3.5 N/A 1024.00 124.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6YF3 2052-11-01 4.5 N/A 1268978.00 1194752.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MX3E2 2052-08-01 5 N/A 3000.00 2218.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRGL1 2053-02-01 6 N/A 40787.00 29392.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BRFX2 2055-10-01 5.5 N/A 1000.00 1029.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AUCX9 2054-11-01 5 N/A 6047822.00 5326820.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AJTG3 2039-07-01 6.5 N/A 2673.00 964.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQL45 2052-09-01 5.5 N/A 2096996.00 1800110.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLPR4 2053-06-01 5.5 N/A 2696300.00 1816123.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QC4B9 2050-03-01 3 N/A 1000.00 240.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJXN3 2047-02-01 3 N/A 1024.00 211.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBJC3 2049-07-01 3.5 N/A 603000.00 122746.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSU74 2053-08-01 5 N/A 2825880.00 2356076.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6MQ2 2052-12-01 6 N/A 1000.00 406.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QC4C7 2050-03-01 3.5 N/A 15832586.00 6475061.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NMJ40 2053-07-01 5 N/A 1000.00 866.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMJP7 2044-02-01 5 N/A 5766195.00 424748.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXE57 2046-10-01 4 N/A 68249728.00 17146382.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCFD1 2050-11-01 2.5 N/A 1024.00 730.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXET5 2057-03-01 3.5 N/A 1000.00 312.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHE65 2054-07-01 6 N/A 3177870.00 2924820.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QA2C3 2049-05-01 3.5 N/A 15895000.00 2771282.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5YH2 2053-12-01 6.5 N/A 1000.00 609.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR2W2 2053-05-01 5.5 N/A 4889280.00 4071835.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MKT85 2045-06-01 5.5 N/A 8010.00 7684.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGG57 2046-01-01 3.5 N/A 1025.00 73.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTDG1 2053-10-01 5.5 N/A 7169.00 6171.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404VFA1 2034-07-01 5.5 N/A 8483669.00 91423.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K6C52 2049-12-01 3.5 N/A 1000.00 399.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACJH7 2054-04-01 7 N/A 1000.00 432.14 Agency Mortgage-Backed 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NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9R88 2048-09-01 4.5 N/A 5222614.00 1555273.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETC53 2045-12-01 4 N/A 1000.00 182.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ASC71 2054-11-01 6 N/A 1000.00 907.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KEJL3 2040-08-01 2 N/A 1024.00 466.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MYD33 2052-08-01 5 N/A 2615516.00 1988772.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BRE88 2055-10-01 6 N/A 1950080.00 2002294.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N15A7 2052-09-01 5 N/A 4885120.00 3935740.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE 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B1V7KEBTPIMZEU4LTD58 3140N3B40 2052-09-01 5 N/A 1000.00 447.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A96N5 2054-03-01 5.5 N/A 1000.00 779.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A7EW0 2054-02-01 6.5 N/A 1000.00 1039.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9NJ5 2054-04-01 6 N/A 91349952.00 67321718.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSPS4 2053-06-01 5 N/A 1690236.00 1495028.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPVK3 2053-08-01 5.5 N/A 1528.00 1508.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSNH4 2052-10-01 4.5 N/A 230192129.00 181430019.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFUX2 2045-10-01 3.5 N/A 2048.00 307.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRWR0 2053-04-01 5 N/A 10221960.00 7601768.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31368HL76 2034-03-01 5.5 N/A 1924.00 12.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JJCA5 2048-09-01 4.5 N/A 1000.00 418.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A85T5 2054-01-01 7.5 N/A 1241776.00 873760.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2ND9 2052-09-01 5 N/A 1018806.00 449392.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FK6T2 2046-12-01 3 N/A 1000.00 197.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEVZ2 2050-09-01 2.5 N/A 172178688.00 72725350.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JPH81 2049-05-01 4.5 N/A 1000.00 478.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAA73 2049-02-01 4.5 N/A 1024.00 194.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NQA65 2053-07-01 5.5 N/A 111226752.00 92904818.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBCR7 2049-06-01 4.5 N/A 174000.00 41763.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WDZJ3 2045-01-01 3.5 N/A 6000.00 610.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU6P6 2054-08-01 5 N/A 1000.00 939.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFMH9 2050-11-01 2 N/A 19692054.00 10422565.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXGG1 2040-11-01 4 N/A 4185000.00 785363.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVLG7 2054-10-01 5.5 N/A 1079092.00 1006939.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADYV7 2054-05-01 4.5 N/A 1070118.00 901949.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AMBA2 2041-07-01 4.5 N/A 1000.00 36.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HNZF2 2048-08-01 4.5 N/A 1023.00 183.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B1GS9 2055-01-01 5.5 N/A 1000.00 807.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J9SA0 2048-03-01 3.5 N/A 37018225.00 10722163.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKWQ4 2047-05-01 4 N/A 66486663.00 11589206.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N06N0 2052-08-01 5 N/A 1000.00 962.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6NE8 2052-11-01 5.5 N/A 21000.00 12106.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N9XL5 2053-03-01 5.5 N/A 1000.00 710.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUZ74 2054-07-01 6.5 N/A 1001.00 857.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N5GV0 2052-10-01 5 N/A 1012266.00 651826.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MTBQ5 2053-03-01 4.5 N/A 1000.00 683.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MP7D7 2052-06-01 3.5 N/A 1000.00 700.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JUT38 2049-06-01 3.5 N/A 1000.00 242.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N3B73 2052-09-01 5 N/A 1000.00 727.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YELY1 2045-01-01 4 N/A 1000.00 182.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K4X96 2050-01-01 3.5 N/A 1000.00 419.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K0ET1 2049-11-01 3 N/A 1024.00 363.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKXW6 2053-06-01 5 N/A 1000.00 800.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSAT1 2053-08-01 6.5 N/A 1039100.00 715126.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MS2X2 2052-07-01 5 N/A 1000.00 855.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FC6F0 2047-06-01 4 N/A 2000.00 725.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MYCF7 2052-08-01 5 N/A 1000.00 632.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHS37 2046-08-01 3 N/A 43823576.00 4829776.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K3UK6 2049-12-01 4 N/A 3000.00 1319.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8DV4 2048-01-01 4 N/A 2086029.00 298954.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JMT36 2049-02-01 5.5 N/A 1010.00 17.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUJF4 2054-04-01 6.5 N/A 66030592.00 43443389.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8HX9 2053-03-01 6 N/A 1000.00 648.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MDZ88 2042-10-01 4 N/A 1000.00 109.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNGS1 2055-10-01 5.5 N/A 1000.00 1016.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JLJR6 2049-04-01 4 N/A 1000.00 129.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEVM1 2050-09-01 2.5 N/A 31414211.00 15051444.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138NYVC6 2042-12-01 4 N/A 1036632.00 182054.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W0RU5 2043-03-01 3.5 N/A 1000.00 170.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N5HT4 2052-11-01 5 N/A 1000.00 753.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WZKS0 2043-07-01 4 N/A 5797736.00 687188.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QESA1 2050-08-01 2.5 N/A 223621888.00 94369985.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JNCB4 2049-01-01 4.5 N/A 1481186.00 471889.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVCL6 2054-08-01 4.5 N/A 88809.00 82796.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A46V2 2040-12-01 4 N/A 1000.00 40.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KFLF0 2050-11-01 2 N/A 337578496.00 181535033.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUJB3 2054-04-01 6.5 N/A 8149888.00 5701455.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2KN0 2052-09-01 5 N/A 2000.00 1859.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BQRS2 2055-10-01 6 N/A 1434135.00 1491261.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATFX9 2054-11-01 5 N/A 7334896.00 5986824.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUY91 2054-07-01 5.5 N/A 39703599.00 35257111.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FNM5 2055-07-01 7 N/A 6214938.00 5412906.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFD78 2045-07-01 3.5 N/A 2049.00 198.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N3A90 2052-09-01 5 N/A 11001.00 6603.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCAZ7 2053-07-01 4 N/A 1076.00 774.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4Q59 2052-09-01 5 N/A 1000.00 678.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WLBJ1 2047-07-01 3.5 N/A 1024.00 241.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QELP5 2050-08-01 2 N/A 7436861.00 3635473.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AFBC9 2054-07-01 5.5 N/A 1024.00 823.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR5T6 2053-05-01 5.5 N/A 55373760.00 44752823.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GQ4E3 2047-08-01 3.5 N/A 1025.00 155.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXVW1 2052-07-01 4.5 N/A 1000.00 896.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AKMT9 2054-08-01 7 N/A 376998.00 396410.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQPL3 2052-10-01 6 N/A 1000.00 746.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHKK0 2051-02-01 3 N/A 9319200.00 5150161.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B8PE5 2055-04-01 6 N/A 1000.00 829.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MYB27 2052-08-01 5 N/A 3486900.00 1651864.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QERW4 2050-08-01 2.5 N/A 1074.00 445.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J7Z24 2033-01-01 3.5 N/A 1012.00 184.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AWFV6 2055-01-01 6 N/A 1018.00 917.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1VN4 2053-10-01 6 N/A 470611.00 326128.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM4X9 2052-01-01 2.5 N/A 693000.00 444758.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4GZ4 2053-05-01 6.5 N/A 263144.00 226129.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE 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254900HROIFWPRGM1V77 912828ZB9 2027-02-28 1.125 N/A 7333800.00 7202099.05 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 3836000000.00 3836000000.00 0.0189 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 3.67000000 N/A 549300H47WTHXPU08X20 BYJ05GLX9 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 96.51 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 10482700.00 10086559.80 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 21363900.00 20441306.79 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 532000.00 506572.58 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 533900.00 507993.53 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 100.00 88.86 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 N/A 18947600.00 17958611.80 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 499500.00 499669.58 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 65436300.00 59294550.11 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 200.00 189.10 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 N/A 5305300.00 3963258.33 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 9572000.00 9065024.78 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 23631400.00 17979626.77 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 70754900.00 69253138.97 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 12707000.00 12251157.58 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 41271800.00 40987435.93 U.S. Treasuries (including strips) 3 1/2 NOTE AK 29 N/A 91282CQA2 2029-02-15 3.5 N/A 3599700.00 3613458.85 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 4500000.00 4440560.49 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 187868300.00 188523490.18 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 4008600.00 4025810.91 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 18253700.00 14539125.00 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 900.00 901.49 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 80000.00 80399.73 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 10507200.00 10667648.60 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 31741900.00 32347470.57 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 N/A 35727000.00 36172978.76 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 155183700.00 157403802.60 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 N/A 319900.00 326190.89 U.S. Treasuries (including strips) 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 N/A 4110300.00 4137093.64 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 12061800.00 12266230.48 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 48990200.00 49685055.61 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 8029300.00 8092864.20 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 N/A 1203300.00 1234675.33 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 36478600.00 37344951.72 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 19715700.00 20173073.20 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 42596600.00 43942574.66 U.S. Treasuries (including strips) 4 1/2 BOND 38 N/A 912810PX0 2038-05-15 4.5 N/A 12684900.00 13352445.11 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 35969000.00 33744923.06 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 27921200.00 28828733.72 U.S. Treasuries (including strips) 4 1/4 NOTE E 35 N/A 91282CNT4 2035-08-15 4.25 N/A 44123100.00 45249776.29 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 N/A 30889400.00 32092941.99 U.S. Treasuries (including strips) 4 1/4 NOTE H 31 N/A 91282CKC4 2031-02-28 4.25 N/A 506700.00 533571.62 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 29062800.00 30360907.30 U.S. Treasuries (including strips) 4 1/8 BOND 44 N/A 912810UD8 2044-08-15 4.125 N/A 14454700.00 13707311.11 U.S. Treasuries (including strips) 4 1/8 NOTE AG 29 N/A 91282CMA6 2029-11-30 4.125 N/A 93120000.00 96208869.71 U.S. Treasuries (including strips) 4 1/8 NOTE J 32 N/A 91282CMT5 2032-03-31 4.125 N/A 197669200.00 206094973.46 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 N/A 22978900.00 23791729.22 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 5774000.00 6037312.01 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 43079800.00 44368549.83 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 10605900.00 10984754.58 U.S. Treasuries (including strips) 4 3/8 NOTE AQ 27 N/A 91282CKZ3 2027-07-15 4.375 N/A 9217900.00 9377699.88 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 N/A 5000000.00 5031010.61 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 N/A 16442400.00 16814003.05 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625 N/A 513600.00 524447.13 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 613500.00 627994.23 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 2125000.00 2180547.08 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 15574800.00 16586503.64 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 14734500.00 15637332.60 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 100.00 106.55 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 111306800.00 116961934.45 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 12851100.00 13080203.66 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 55282900.00 59366180.82 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 16888900.00 15371596.37 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 166620900.00 173172350.94 U.S. Treasuries (including strips) 4 NOTE M 32 N/A 91282CNJ6 2032-06-30 4 N/A 13393200.00 13722295.56 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 3050400.00 3306642.04 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 30000.00 33118.94 U.S. Treasuries (including strips) 5 BOND 45 N/A 912810UL0 2045-05-15 5 N/A 18485200.00 19806515.46 U.S. Treasuries (including strips) 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 N/A 400100.00 424856.06 U.S. Treasuries (including strips) BILL 03/05/26 N/A 912797RV1 2026-03-05 0 N/A 259000.00 258922.30 U.S. Treasuries (including strips) BILL 03/19/26 N/A 912797PV3 2026-03-19 0 N/A 42200.00 42128.01 U.S. Treasuries (including strips) BILL 03/26/26 N/A 912797SC2 2026-03-26 0 N/A 2283500.00 2278005.90 U.S. Treasuries (including strips) BILL 04/14/26 N/A 912797TH0 2026-04-14 0 N/A 6042200.00 6016055.40 U.S. Treasuries (including strips) BILL 04/16/26 N/A 912797QD2 2026-04-16 0 N/A 1210800.00 1205317.50 U.S. Treasuries (including strips) BILL 06/04/26 N/A 912797SX6 2026-06-04 0 N/A 464000.00 459683.87 U.S. Treasuries (including strips) BILL 06/23/26 N/A 912797UB1 2026-06-23 0 N/A 354000.00 350019.27 U.S. Treasuries (including strips) BILL 09/03/26 N/A 912797RS8 2026-09-03 0 N/A 1336800.00 1312894.01 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 3.804876599 N/A 72712600.00 72960968.03 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 2000000000.00 2000000000.00 0.0099 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 3.68000000 N/A 549300H47WTHXPU08X20 BYJ05GN74 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 02.500 FGPC J29029 G N/A 31307JA60 2029-08-01 2.5 N/A 1000.00 43.28 Agency Mortgage-Backed Securities 03.500 FGPC C04038 G N/A 31292LPX7 2042-06-01 3.5 N/A 1000.00 119.84 Agency Mortgage-Backed Securities 03.500 FGPC C09042 G N/A 31292SBK5 2043-05-01 3.5 N/A 246572.00 26802.79 Agency Mortgage-Backed Securities 03.500 FGPC G08788 G N/A 3128MJ2W9 2047-11-01 3.5 N/A 4964912.00 603882.35 Agency Mortgage-Backed Securities 03.500 FGPC G15855 G N/A 3128MEWQ0 2031-01-01 3.5 N/A 2011.00 147.16 Agency Mortgage-Backed Securities 03.500 FGPC G61430 G N/A 31335BST4 2044-02-01 3.5 N/A 69327881.00 19503484.45 Agency Mortgage-Backed Securities 03.500 FGPC Q04537 G N/A 3132GKV60 2041-11-01 3.5 N/A 1001.00 71.99 Agency Mortgage-Backed Securities 03.500 FGPC Q50241 G N/A 3132XSHT0 2047-08-01 3.5 N/A 1000.00 314.36 Agency Mortgage-Backed Securities 03.500 FGPC T65257 G N/A 31322YZW4 2044-12-01 3.5 N/A 2991860.00 130990.32 Agency Mortgage-Backed Securities 03.500 FGPC U90828 G N/A 3132H34M2 2043-02-01 3.5 N/A 1000.00 184.29 Agency Mortgage-Backed Securities 04.000 FGPC G07786 G N/A 3128M96X5 2044-08-01 4 N/A 6731.00 1046.18 Agency Mortgage-Backed Securities 04.000 FGPC G08618 G N/A 3128MJVL1 2044-12-01 4 N/A 1294.00 96.53 Agency Mortgage-Backed Securities 04.000 FGPC G16557 G N/A 3128MFQJ0 2033-07-01 4 N/A 1000.00 128.91 Agency Mortgage-Backed Securities 04.000 FGPC Q42605 G N/A 3132WF3P2 2046-08-01 4 N/A 17307200.00 2695252.93 Agency Mortgage-Backed Securities 04.000 FGPC V81756 G N/A 3132L65R8 2045-05-01 4 N/A 1018.00 371.99 Agency Mortgage-Backed Securities 04.500 FGPC G30670 G N/A 3128CUW77 2033-12-01 4.5 N/A 1000.00 61.39 Agency Mortgage-Backed Securities 05.875 FRPC G80376 G N/A 31335PMZ5 2038-12-20 5.875 N/A 2018060.00 200401.14 Agency Mortgage-Backed Securities 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 N/A 2570816.00 372742.87 Agency Mortgage-Backed Securities 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 456500.00 434349.22 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 200.00 103.06 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 341100.00 339581.77 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 10632500.00 10580256.45 U.S. Treasuries (including strips) 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 1333800.00 1208611.60 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 N/A 1392300.00 1383973.32 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125 N/A 100.00 100.12 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RZ3 2047-11-15 2.75 N/A 100.00 74.70 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 100.00 98.60 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 12200.00 9282.20 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 53424000.00 51507503.14 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 1571500.00 1592569.93 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 200.00 202.86 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 N/A 96100.00 94723.28 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 N/A 699700.00 713837.57 U.S. Treasuries (including strips) 3 7/8 NOTE AG 27 N/A 91282CFZ9 2027-11-30 3.875 N/A 100.00 101.69 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 2171300.00 2202096.77 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 36700.00 29532.08 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 8397700.00 6261681.81 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 1182200.00 1109100.84 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 6790600.00 7011317.54 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 N/A 4445800.00 4619021.46 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 13249200.00 13840983.42 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 2169400.00 2263201.88 U.S. Treasuries (including strips) 4 1/8 NOTE L 32 N/A 91282CNF4 2032-05-31 4.125 N/A 904000.00 935977.06 U.S. Treasuries (including strips) 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 N/A 100.00 102.65 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 4563900.00 4700430.93 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 2933500.00 3038287.89 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 N/A 6000800.00 6038017.69 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 N/A 200.00 204.52 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 100.00 102.61 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 100.00 105.08 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 N/A 500.00 526.45 U.S. Treasuries (including strips) 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 N/A 100.00 103.17 U.S. Treasuries (including strips) 5 BOND 45 N/A 912810UL0 2045-05-15 5 N/A 200.00 214.30 U.S. Treasuries (including strips) BILL 04/21/26 N/A 912797TJ6 2026-04-21 0 N/A 100.00 99.50 U.S. Treasuries (including strips) BILL 11/27/26 N/A 912797SU2 2026-11-27 0 N/A 8982500.00 8753374.39 U.S. Treasuries (including strips) FEPC 01.500 CISB1784 N/A 3132CX6V9 2036-06-01 1.5 N/A 7239726.00 6560040.98 Agency Mortgage-Backed Securities FEPC 01.500 CNRD5057 N/A 3133LPTN7 2031-05-01 1.5 N/A 1000.00 351.15 Agency Mortgage-Backed Securities FEPC 02.000 CISB8509 N/A 3132D6N22 2036-01-01 2 N/A 85470.00 38109.40 Agency Mortgage-Backed Securities FEPC 02.000 CISB8511 N/A 3132D6N48 2036-05-01 2 N/A 14967.00 7172.61 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5262 N/A 3133B2Z36 2052-01-01 2 N/A 35456.00 23772.84 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5117 N/A 3133KLVJ3 2051-05-01 2 N/A 1000.00 568.54 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5258 N/A 3133KLZX8 2051-05-01 2 N/A 129206.00 76372.50 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6534 N/A 3133KNHK2 2051-12-01 2 N/A 1008.00 603.72 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6820 N/A 3133KNSH7 2052-02-01 2 N/A 1001.00 646.03 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8121 N/A 3132DWAW3 2050-12-01 2 N/A 1008.00 549.46 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8160 N/A 3132DWB51 2051-08-01 2 N/A 1000.00 618.34 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8172 N/A 3132DWCH4 2051-10-01 2 N/A 272628.00 171796.54 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8182 N/A 3132DWCT8 2051-12-01 2 N/A 1000.00 642.32 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8188 N/A 3132DWCZ4 2052-01-01 2 N/A 1000.00 646.23 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8218 N/A 3132DWDX8 2052-06-01 2 N/A 1000.00 686.53 Agency Mortgage-Backed Securities FEPC 02.000 CLSL0414 N/A 31427MN80 2052-03-01 2 N/A 100000.00 78661.02 Agency Mortgage-Backed Securities FEPC 02.000 CNRD5071 N/A 3133LPT49 2031-10-01 2 N/A 1000.00 382.54 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0406 N/A 3132D9NX8 2041-12-01 2 N/A 1000.00 714.05 Agency Mortgage-Backed Securities FEPC 02.500 3MZA3002 N/A 31329LKP6 2029-12-01 2.5 N/A 1005.00 5.43 Agency Mortgage-Backed Securities FEPC 02.500 CISB0732 N/A 3132CWY57 2037-06-01 2.5 N/A 1000.00 663.51 Agency Mortgage-Backed Securities FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 N/A 1000.00 606.13 Agency Mortgage-Backed Securities FEPC 02.500 CISB8020 N/A 3132D54D1 2034-12-01 2.5 N/A 1000.00 168.14 Agency Mortgage-Backed Securities FEPC 02.500 CLQC5830 N/A 3133AQPP6 2051-08-01 2.5 N/A 1000.00 612.82 Agency Mortgage-Backed Securities FEPC 02.500 CLQD3220 N/A 3133B0SH7 2051-12-01 2.5 N/A 1000.00 634.35 Agency Mortgage-Backed Securities FEPC 02.500 CLQD6079 N/A 3133B3XG7 2052-02-01 2.5 N/A 1000.00 659.81 Agency Mortgage-Backed Securities FEPC 02.500 CLQE1356 N/A 3133BAQH7 2052-04-01 2.5 N/A 1000.00 659.23 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4070 N/A 3133KKQX0 2050-11-01 2.5 N/A 574000.00 273011.05 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0578 N/A 3132DMUB9 2051-03-01 2.5 N/A 2000.00 1118.70 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0625 N/A 3132DMVS1 2051-05-01 2.5 N/A 1396000.00 820423.03 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1151 N/A 3132DNH48 2051-01-01 2.5 N/A 1000.00 682.57 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1658 N/A 3132DNZX4 2052-04-01 2.5 N/A 1000.00 711.26 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 N/A 2000.00 1480.26 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 N/A 1000.00 751.79 Agency Mortgage-Backed Securities FEPC 02.500 CLSD5368 N/A 3132DS6D9 2052-07-01 2.5 N/A 1000.00 781.01 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 N/A 1105.00 683.04 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8089 N/A 3132DV7A7 2050-07-01 2.5 N/A 19000.00 6752.51 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8151 N/A 3132DWBU6 2051-06-01 2.5 N/A 4000.00 2319.01 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8167 N/A 3132DWCC5 2051-09-01 2.5 N/A 1000.00 610.14 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8205 N/A 3132DWDJ9 2052-04-01 2.5 N/A 12159424.00 8246045.09 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8224 N/A 3132DWD59 2052-07-01 2.5 N/A 2024.00 1447.04 Agency Mortgage-Backed Securities FEPC 02.500 CLSL4036 N/A 31427RPW4 2053-10-01 2.5 N/A 1023.00 885.91 Agency Mortgage-Backed Securities FEPC 03.000 3UZM9916 N/A 3131Y5AR2 2028-04-01 3 N/A 1360.00 12.72 Agency Mortgage-Backed Securities FEPC 03.000 3UZM9919 N/A 3131Y5AU5 2028-04-01 3 N/A 3387.00 77.34 Agency Mortgage-Backed Securities FEPC 03.000 3XZT0983 N/A 3132ADCU0 2028-08-01 3 N/A 1747612.00 60717.28 Agency Mortgage-Backed Securities FEPC 03.000 CISB0712 N/A 3132CWYH1 2037-07-01 3 N/A 1000.00 579.19 Agency Mortgage-Backed Securities FEPC 03.000 CIZK8962 N/A 3131XC5X1 2032-09-01 3 N/A 1000.00 167.92 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8606 N/A 3132A9R33 2031-04-01 3 N/A 1000.00 82.24 Agency Mortgage-Backed Securities FEPC 03.000 CLQA1790 N/A 31334X7B9 2049-08-01 3 N/A 1000.00 165.35 Agency Mortgage-Backed Securities FEPC 03.000 CLQC4794 N/A 3133APKF5 2051-08-01 3 N/A 2997.00 1973.61 Agency Mortgage-Backed Securities FEPC 03.000 CLQE0399 N/A 3133B9NQ3 2052-04-01 3 N/A 1000.00 663.07 Agency Mortgage-Backed Securities FEPC 03.000 CLQE0764 N/A 3133B9Z56 2052-04-01 3 N/A 640000.00 460456.63 Agency Mortgage-Backed Securities FEPC 03.000 CLQG2979 N/A 3133C3JY3 2053-05-01 3 N/A 35000.00 26809.92 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3078 N/A 3133KJM33 2050-07-01 3 N/A 202387.00 93242.41 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3484 N/A 3133KJ2R2 2050-09-01 3 N/A 1000.00 369.21 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5917 N/A 3133KMSE6 2051-09-01 3 N/A 413000.00 260763.11 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6844 N/A 3133KNS95 2052-02-01 3 N/A 2003.00 1189.80 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0499 N/A 3132DMRU1 2050-08-01 3 N/A 5147000.00 2522804.49 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0781 N/A 3132DM2N4 2051-11-01 3 N/A 48759.00 27965.33 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0818 N/A 3132DM4B8 2051-12-01 3 N/A 166048.00 101669.29 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2537 N/A 3132DPZA9 2052-08-01 3 N/A 2000.00 1417.93 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4422 N/A 3132E04F6 2052-02-01 3 N/A 2000.00 1480.20 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4811 N/A 3132DSKY7 2052-05-01 3 N/A 1000.00 766.89 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7507 N/A 3132DVKU8 2049-11-01 3 N/A 23001.00 8309.78 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7518 N/A 3132DVK79 2050-06-01 3 N/A 1000.00 394.30 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7531 N/A 3132DVLL7 2050-12-01 3 N/A 1000.00 461.46 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7556 N/A 3132DVMD4 2052-08-01 3 N/A 1024.00 699.39 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8030 N/A 3132DV4P7 2049-12-01 3 N/A 1000.00 173.96 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8206 N/A 3132DWDK6 2052-04-01 3 N/A 10270.00 7189.54 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8220 N/A 3132DWDZ3 2052-06-01 3 N/A 33014.00 23971.10 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8242 N/A 3132DWEP4 2052-09-01 3 N/A 1160000.00 849384.80 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8254 N/A 3132DWE33 2052-10-01 3 N/A 2000.00 1510.00 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 N/A 1000.00 741.15 Agency Mortgage-Backed Securities FEPC 03.000 CLSL1607 N/A 31427NYD5 2047-04-01 3 N/A 1014.00 888.76 Agency Mortgage-Backed Securities FEPC 03.000 CLSL2688 N/A 31427P7A6 2052-06-01 3 N/A 4032.00 3564.69 Agency Mortgage-Backed Securities FEPC 03.000 CLSL3427 N/A 31427QYZ9 2050-08-01 3 N/A 1062.00 945.75 Agency Mortgage-Backed Securities FEPC 03.000 CLSL4347 N/A 31427RZM5 2050-04-01 3 N/A 1008.00 929.10 Agency Mortgage-Backed Securities FEPC 03.000 CLSL4349 N/A 31427RZP8 2052-05-01 3 N/A 1008.00 928.41 Agency Mortgage-Backed Securities FEPC 03.000 CLZM1990 N/A 3131XVF75 2046-11-01 3 N/A 4395000.00 744248.11 Agency Mortgage-Backed Securities FEPC 03.000 CLZS9826 N/A 3132AA4K7 2046-10-01 3 N/A 1000.00 228.15 Agency Mortgage-Backed Securities FEPC 03.000 CTQK0071 N/A 3133D3CG8 2039-10-01 3 N/A 1000.00 448.25 Agency Mortgage-Backed Securities FEPC 03.000 CTZA2424 N/A 31329KVR2 2036-09-01 3 N/A 2000.00 304.79 Agency Mortgage-Backed Securities FEPC 03.500 CLQD8778 N/A 3133B6XF2 2052-03-01 3.5 N/A 39490.00 26610.21 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2057 N/A 3133BBJA8 2052-05-01 3.5 N/A 57999.00 44217.76 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 97999.00 73131.19 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 N/A 2000.00 1365.92 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 N/A 601874.00 398073.98 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 N/A 3132DNQD8 2052-07-01 3.5 N/A 2000.00 1390.65 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1549 N/A 3132DNWJ8 2052-04-01 3.5 N/A 40000.00 27744.85 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 N/A 1000.00 196.37 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 N/A 2000.00 366.20 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7508 N/A 3132DVKV6 2049-10-01 3.5 N/A 1000.00 295.48 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 N/A 3017.00 270.62 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8175 N/A 3132DWCL5 2051-10-01 3.5 N/A 1000.00 524.20 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8185 N/A 3132DWCW1 2051-12-01 3.5 N/A 1000.00 609.36 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8236 N/A 3132DWEH2 2052-08-01 3.5 N/A 4000.00 3048.57 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 N/A 7000.00 5377.47 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3527 N/A 31427Q4M1 2048-04-01 3.5 N/A 32915446.00 30903696.62 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 N/A 4930.00 519.99 Agency Mortgage-Backed Securities FEPC 03.500 CLZL3304 N/A 3131XJU59 2042-07-01 3.5 N/A 1615.00 445.66 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3684 N/A 3132A4CV8 2043-02-01 3.5 N/A 1000.00 103.15 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4642 N/A 3132A5EP6 2045-12-01 3.5 N/A 1000.00 106.72 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4739 N/A 3132A5HQ1 2047-10-01 3.5 N/A 1000.00 123.15 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4759 N/A 3132A5JC0 2048-03-01 3.5 N/A 947413.00 110223.76 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1502 N/A 3132ADU30 2048-11-01 3.5 N/A 3387.00 906.87 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0668 N/A 3131Y6W54 2043-04-01 4 N/A 1000.00 144.08 Agency Mortgage-Backed Securities FEPC 04.000 CIRR0065 N/A 3142JCCB4 2041-02-01 4 N/A 2048.00 2033.44 Agency Mortgage-Backed Securities FEPC 04.000 CISB8232 N/A 3132D6ED8 2038-06-01 4 N/A 40000.00 26836.56 Agency Mortgage-Backed Securities FEPC 04.000 CLQD1761 N/A 3133AX5W8 2051-11-01 4 N/A 1000.00 511.33 Agency Mortgage-Backed Securities FEPC 04.000 CLQE4075 N/A 3133BDQ40 2052-06-01 4 N/A 4000.00 3240.48 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7559 N/A 3133KPMG0 2052-06-01 4 N/A 96000.00 67225.83 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7772 N/A 3133KPT57 2052-08-01 4 N/A 9000.00 7051.08 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7922 N/A 3133KPYT9 2052-09-01 4 N/A 1000.00 797.04 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1524 N/A 3132DNVR1 2052-08-01 4 N/A 1000.00 725.40 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2238 N/A 3132DPPX0 2053-02-01 4 N/A 1000.00 815.67 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2549 N/A 3132DPZN1 2052-07-01 4 N/A 99000.00 60616.80 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5323 N/A 3132DS4G4 2054-01-01 4 N/A 1001.00 852.27 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 1200.00 881.37 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8237 N/A 3132DWEJ8 2052-08-01 4 N/A 49999.00 38969.68 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 N/A 57000.00 44621.56 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 N/A 5000.00 3927.01 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8375 N/A 3132DWJU8 2053-09-01 4 N/A 1000.00 850.14 Agency Mortgage-Backed Securities FEPC 04.000 CLZM6072 N/A 3131Y0W99 2048-04-01 4 N/A 1000.00 187.67 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4656 N/A 3132A5E50 2046-03-01 4 N/A 213652.00 22639.01 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6444 N/A 3133A1ER9 2050-01-01 4.5 N/A 1000.00 581.51 Agency Mortgage-Backed Securities FEPC 04.500 CLQE6679 N/A 3133BGM47 2052-08-01 4.5 N/A 1000.00 716.57 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7747 N/A 3133BHTC0 2052-08-01 4.5 N/A 1008.00 749.67 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8510 N/A 3133BJN32 2052-08-01 4.5 N/A 1024.00 709.46 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8596 N/A 3133BJRR5 2052-09-01 4.5 N/A 3024.00 2485.76 Agency Mortgage-Backed Securities FEPC 04.500 CLQI1181 N/A 3133W7J22 2054-03-01 4.5 N/A 6000.00 5374.60 Agency Mortgage-Backed Securities FEPC 04.500 CLQJ9071 N/A 3133D1CG2 2054-11-01 4.5 N/A 1000.00 875.22 Agency Mortgage-Backed Securities FEPC 04.500 CLQX1606 N/A 31425VYC1 2054-12-01 4.5 N/A 1000.00 982.06 Agency Mortgage-Backed Securities FEPC 04.500 CLQY0421 N/A 31426JPF0 2055-03-01 4.5 N/A 26343.00 25867.45 Agency Mortgage-Backed Securities FEPC 04.500 CLQY4500 N/A 31426PAA3 2055-06-01 4.5 N/A 1000.00 984.65 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7500 N/A 3133KPKM9 2052-07-01 4.5 N/A 1023.00 718.08 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7557 N/A 3133KPME5 2052-06-01 4.5 N/A 1000.00 776.06 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 N/A 2034200.00 1485780.10 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8714 N/A 3133KQVF0 2053-04-01 4.5 N/A 1000.00 847.95 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ1375 N/A 3142GRQ52 2054-02-01 4.5 N/A 6000.00 5226.53 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5060 N/A 3142GVTS0 2055-10-01 4.5 N/A 1010.00 998.19 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5064 N/A 3142GVTW1 2055-10-01 4.5 N/A 1019.00 1004.82 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5214 N/A 3142GVYL9 2055-11-01 4.5 N/A 18565110.00 18220276.90 Agency Mortgage-Backed Securities FEPC 04.500 CLRQ0038 N/A 3142J6BG7 2055-08-01 4.5 N/A 1000.00 962.78 Agency Mortgage-Backed Securities FEPC 04.500 CLSD0615 N/A 3132DMVG7 2051-01-01 4.5 N/A 1000.00 328.15 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1272 N/A 3132DNMV2 2052-07-01 4.5 N/A 963567.00 654385.97 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2251 N/A 3132DPQC5 2052-11-01 4.5 N/A 196000.00 141600.51 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2954 N/A 3132DQH74 2053-04-01 4.5 N/A 1000.00 687.54 Agency Mortgage-Backed Securities FEPC 04.500 CLSD4837 N/A 3132DSLS9 2053-05-01 4.5 N/A 1000.00 844.87 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 N/A 65905.00 59643.63 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8231 N/A 3132DWEC3 2052-07-01 4.5 N/A 235000.00 178601.95 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8257 N/A 3132DWE66 2052-10-01 4.5 N/A 65000.00 50398.11 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8360 N/A 3132DWJD6 2053-09-01 4.5 N/A 1000.00 859.66 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8393 N/A 3132DWKE2 2054-01-01 4.5 N/A 4000.00 3530.72 Agency Mortgage-Backed Securities FEPC 04.500 CLSL1403 N/A 31427NRZ4 2054-12-01 4.5 N/A 1000.00 917.19 Agency Mortgage-Backed Securities FEPC 04.500 CLSL2246 N/A 31427PP81 2053-09-01 4.5 N/A 5693395.00 5488241.17 Agency Mortgage-Backed Securities FEPC 04.500 CLTA0291 N/A 3142JNKD7 2055-11-01 4.5 N/A 1000.00 991.95 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 12763894.00 2254402.74 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 N/A 1000.00 155.43 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 1489.00 387.91 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 18206530.00 5192302.78 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4720 N/A 3132A5G58 2047-05-01 4.5 N/A 1001.00 92.32 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0343 N/A 3132ACLY4 2048-06-01 4.5 N/A 1008.00 230.62 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 1025.00 215.06 Agency Mortgage-Backed Securities FEPC 05.000 CISB0862 N/A 3132CW5X8 2037-12-01 5 N/A 4000.00 2381.76 Agency Mortgage-Backed Securities FEPC 05.000 CISB8327 N/A 3132D6HC7 2039-09-01 5 N/A 2000.00 1329.26 Agency Mortgage-Backed Securities FEPC 05.000 CISB8334 N/A 3132D6HK9 2039-10-01 5 N/A 40000.00 28408.16 Agency Mortgage-Backed Securities FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 N/A 1195875.00 911429.81 Agency Mortgage-Backed Securities FEPC 05.000 CLQA1175 N/A 31334XJU4 2049-07-01 5 N/A 1000.00 203.21 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9219 N/A 3133BKG45 2052-09-01 5 N/A 1024.00 684.22 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9895 N/A 3133BK7G8 2052-09-01 5 N/A 16458210.00 12896553.74 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9955 N/A 3133BLBY2 2052-09-01 5 N/A 1000.00 657.48 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9973 N/A 3133BLCJ4 2052-09-01 5 N/A 1000.00 735.43 Agency Mortgage-Backed Securities FEPC 05.000 CLQF2390 N/A 3133BPUP1 2052-10-01 5 N/A 41000000.00 29801442.81 Agency Mortgage-Backed Securities FEPC 05.000 CLQF7094 N/A 3133BU3B1 2053-02-01 5 N/A 2000.00 1557.02 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 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2051-02-01 2 N/A 2048.00 1155.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1020 N/A 3140QLD29 2051-07-01 2 N/A 156225.00 93287.25 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1102 N/A 3140QLGL4 2051-07-01 2 N/A 1000.00 601.59 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1113 N/A 3140QLGX8 2051-07-01 2 N/A 1000.00 630.33 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1273 N/A 3140QLMX1 2051-08-01 2 N/A 1099000.00 676165.56 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2848 N/A 3140QNEW8 2052-02-01 2 N/A 66049.00 40693.96 Agency Mortgage-Backed Securities FNMS 02.000 CLFA1274 N/A 3140W1MY6 2052-02-01 2 N/A 2012.00 1586.03 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4969 N/A 3140X8QX8 2050-12-01 2 N/A 1200008.00 637508.50 Agency Mortgage-Backed Securities FNMS 02.000 CLFM5021 N/A 3140X8SK4 2050-11-01 2 N/A 1000.00 531.36 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6053 N/A 3140X9WP6 2051-02-01 2 N/A 1008.00 604.87 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6184 N/A 3140X92S3 2051-03-01 2 N/A 1000.00 507.16 Agency Mortgage-Backed Securities FNMS 02.000 CLFM7152 N/A 3140XA5N8 2051-05-01 2 N/A 1001.00 460.56 Agency Mortgage-Backed Securities FNMS 02.000 CLFM8433 N/A 3140XCLP1 2051-08-01 2 N/A 10000.00 5852.93 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0350 N/A 3140XFL82 2052-01-01 2 N/A 64554.00 40470.31 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3655 N/A 3140XKBZ2 2052-01-01 2 N/A 34000.00 22891.84 Agency Mortgage-Backed Securities FNMS 02.000 CLFS8105 N/A 3140XQAF4 2052-10-01 2 N/A 1000.00 739.40 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4100 N/A 31418DRW4 2050-08-01 2 N/A 180486.00 82944.99 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 N/A 3003.00 1541.35 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4182 N/A 31418DUG5 2050-11-01 2 N/A 1000.00 524.87 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4281 N/A 31418DXK3 2051-03-01 2 N/A 177760.00 100838.24 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 N/A 3252616.00 1899478.34 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4355 N/A 31418DZV7 2051-06-01 2 N/A 1000.00 606.63 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4378 N/A 31418D2L5 2051-07-01 2 N/A 1000.00 612.30 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4398 N/A 31418D3G5 2051-08-01 2 N/A 22013.00 13547.72 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4465 N/A 31418D6B3 2051-11-01 2 N/A 1000.00 639.41 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 N/A 24548.00 15803.11 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4547 N/A 31418EBR0 2052-02-01 2 N/A 1005.00 664.83 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4474 N/A 31418D6L1 2041-11-01 2 N/A 1000.00 596.91 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4570 N/A 31418ECG3 2042-03-01 2 N/A 1080.00 684.06 Agency Mortgage-Backed Securities FNMS 02.000 ZLFP0025 N/A 3140XTA35 2050-08-25 2 N/A 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02.500 CLCB3050 N/A 3140QNL83 2052-03-01 2.5 N/A 19000.00 13458.05 Agency Mortgage-Backed Securities FNMS 02.500 CLFA4248 N/A 3140W4WJ2 2052-09-01 2.5 N/A 1000.00 867.43 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3778 N/A 3140X7FU8 2050-08-01 2.5 N/A 190000.00 84075.89 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4545 N/A 3140X8BP1 2050-10-01 2.5 N/A 1594000.00 817107.28 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8361 N/A 3140XCJF6 2051-08-01 2.5 N/A 1000.00 517.21 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8422 N/A 3140XCLC0 2051-08-01 2.5 N/A 4000.00 2562.47 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8786 N/A 3140XCXQ6 2051-10-01 2.5 N/A 200000.00 126493.93 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8954 N/A 3140XC5Q7 2051-10-01 2.5 N/A 1000.00 497.52 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8980 N/A 3140XC6S2 2051-09-01 2.5 N/A 548000.00 372252.44 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9515 N/A 3140XDSD9 2051-11-01 2.5 N/A 2592148.00 1729229.70 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0024 N/A 3140XFA27 2051-09-01 2.5 N/A 1000.00 537.49 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0835 N/A 3140XF4V0 2052-03-01 2.5 N/A 98000.00 65033.74 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0879 N/A 3140XF6R7 2052-03-01 2.5 N/A 153000.00 99071.42 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2317 N/A 3140XHSF5 2052-04-01 2.5 N/A 1000.00 672.57 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3368 N/A 3140XJW66 2052-03-01 2.5 N/A 1000.00 677.45 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3615 N/A 3140XKAR1 2051-07-01 2.5 N/A 3531284.00 2406366.10 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3806 N/A 3140XKGQ7 2052-07-01 2.5 N/A 1000.00 719.37 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4862 N/A 3140XLML9 2051-10-01 2.5 N/A 42000.00 30497.03 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5125 N/A 3140XLVT2 2051-10-01 2.5 N/A 1000.00 726.47 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6037 N/A 3140XMV78 2053-07-01 2.5 N/A 23312.00 17602.06 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6620 N/A 3140XNLA0 2052-03-01 2.5 N/A 1000.00 743.31 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6631 N/A 3140XNLM4 2052-07-01 2.5 N/A 18000.00 13779.15 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6925 N/A 3140XNVT8 2051-12-01 2.5 N/A 1001.00 758.22 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8027 N/A 3140XP4M8 2052-03-01 2.5 N/A 1000.00 756.55 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8686 N/A 3140XQUL9 2053-07-01 2.5 N/A 81000.00 63682.36 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4055 N/A 31418DQH8 2050-06-01 2.5 N/A 1000.00 337.00 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4256 N/A 31418DWS7 2050-01-01 2.5 N/A 600000.00 283351.28 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4326 N/A 31418DYY2 2051-05-01 2.5 N/A 171000.00 95029.98 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4493 N/A 31418D7F3 2051-12-01 2.5 N/A 3002.00 1919.09 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4548 N/A 31418EBS8 2052-02-01 2.5 N/A 12990.00 8561.41 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4578 N/A 31418ECQ1 2052-04-01 2.5 N/A 348000.00 237203.16 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4910 N/A 31418EN48 2053-01-01 2.5 N/A 199312.00 138129.62 Agency Mortgage-Backed Securities FNMS 02.500 CTCB0100 N/A 3140QKDE5 2041-04-01 2.5 N/A 98000.00 57849.24 Agency Mortgage-Backed Securities FNMS 02.500 CTCB2113 N/A 3140QMK37 2041-11-01 2.5 N/A 1039000.00 661464.27 Agency Mortgage-Backed Securities FNMS 02.500 CTFM3123 N/A 3140X6PH8 2038-03-01 2.5 N/A 1000.00 240.87 Agency Mortgage-Backed Securities FNMS 02.500 CTFS0697 N/A 3140XFX30 2042-02-01 2.5 N/A 3000.00 1804.88 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4177 N/A 31418DUB6 2040-11-01 2.5 N/A 1000.00 434.39 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4587 N/A 31418ECZ1 2042-04-01 2.5 N/A 137480.00 89628.21 Agency Mortgage-Backed Securities FNMS 02.500 CWAB6466 N/A 31417DFG3 2027-10-01 2.5 N/A 2197993.00 67949.49 Agency Mortgage-Backed Securities FNMS 02.500 CWAB9717 N/A 31417GYP5 2028-06-01 2.5 N/A 1804747.00 37918.72 Agency Mortgage-Backed Securities FNMS 02.500 CWMA1335 N/A 31418APV4 2027-12-01 2.5 N/A 1704136.00 40176.69 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0408 N/A 3140FXN24 2046-08-01 2.5 N/A 1000.00 364.95 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1499000.00 104393.03 Agency Mortgage-Backed Securities FNMS 02.500 ZLFP0034 N/A 3140XTBC4 2050-10-25 2.5 N/A 3000.00 2180.45 Agency Mortgage-Backed Securities FNMS 02.500 ZLFP0038 N/A 3140XTBG5 2052-01-25 2.5 N/A 4925461.00 3586717.85 Agency Mortgage-Backed Securities FNMS 03.000 CI890867 N/A 31410LW40 2032-06-01 3 N/A 498998.00 62420.93 Agency Mortgage-Backed Securities FNMS 03.000 CIAB4277 N/A 31417AXF1 2027-01-01 3 N/A 4258293.00 27760.50 Agency Mortgage-Backed Securities FNMS 03.000 CIAS4206 N/A 3138WDU82 2030-01-01 3 N/A 6498584.00 337595.86 Agency Mortgage-Backed Securities FNMS 03.000 CIAW0938 N/A 3138XQBG5 2029-04-01 3 N/A 7107995.00 287572.61 Agency Mortgage-Backed Securities FNMS 03.000 CIBE3795 N/A 3140FPGD5 2032-07-01 3 N/A 3000.00 360.23 Agency Mortgage-Backed Securities FNMS 03.000 CIFA4170 N/A 3140W4T49 2035-06-01 3 N/A 1020.00 946.62 Agency Mortgage-Backed Securities FNMS 03.000 CIFM3422 N/A 3140X6YU9 2035-05-01 3 N/A 83260.00 25139.43 Agency Mortgage-Backed Securities FNMS 03.000 CIFM9063 N/A 3140XDB96 2035-05-01 3 N/A 320203.00 120269.65 Agency Mortgage-Backed Securities FNMS 03.000 CIFS1492 N/A 3140XGUS6 2033-11-01 3 N/A 1000.00 412.52 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3125 N/A 31418CPK4 2032-09-01 3 N/A 1000.00 109.36 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3155 N/A 31418CQH0 2032-10-01 3 N/A 483703.00 52052.61 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3409 N/A 31418CYF5 2033-07-01 3 N/A 352449.00 37588.42 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3516 N/A 31418C4A9 2033-11-01 3 N/A 1000.00 88.91 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3798 N/A 31418DGG1 2034-10-01 3 N/A 1001.00 121.46 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3828 N/A 31418DHE5 2034-11-01 3 N/A 305000.00 41081.02 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3897 N/A 31418DKK7 2035-01-01 3 N/A 764137.00 112862.51 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3956 N/A 31418DME9 2035-03-01 3 N/A 262916.00 43025.65 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4014 N/A 31418DN81 2035-05-01 3 N/A 1000.00 206.82 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4604 N/A 31418EDJ6 2037-05-01 3 N/A 47005.00 27013.51 Agency Mortgage-Backed Securities FNMS 03.000 CJAK5617 N/A 3138EAG35 2027-03-01 3 N/A 5000.00 90.46 Agency Mortgage-Backed Securities FNMS 03.000 CJMA0964 N/A 31418ACA4 2027-01-01 3 N/A 7290406.00 23645.94 Agency Mortgage-Backed Securities FNMS 03.000 CKMA3811 N/A 31418DGV8 2049-10-01 3 N/A 1000.00 80.97 Agency Mortgage-Backed Securities FNMS 03.000 CLAB8700 N/A 31417FU22 2043-03-01 3 N/A 658000.00 129182.84 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9241 N/A 31417GHT6 2043-05-01 3 N/A 4032.00 722.68 Agency Mortgage-Backed Securities FNMS 03.000 CLAQ7185 N/A 3138MN6X3 2043-06-01 3 N/A 7081488.00 626993.40 Agency Mortgage-Backed Securities FNMS 03.000 CLAS5165 N/A 3138WEW39 2045-06-01 3 N/A 402000.00 92794.10 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7003 N/A 3138WGX90 2046-04-01 3 N/A 1000.00 136.99 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 N/A 3138WHER9 2046-06-01 3 N/A 36129664.00 5181223.19 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7882 N/A 3138WHXL1 2046-09-01 3 N/A 1024.00 237.70 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7904 N/A 3138WHYA4 2046-09-01 3 N/A 2370596.00 393986.01 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8109 N/A 3138WJAK4 2046-10-01 3 N/A 136992320.00 29817469.81 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8419 N/A 3138WJK98 2046-12-01 3 N/A 1000.00 302.68 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8483 N/A 3138WJM96 2046-12-01 3 N/A 10514524.00 2051657.42 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 N/A 30756000.00 6354461.01 Agency Mortgage-Backed Securities FNMS 03.000 CLAT5993 N/A 3138WTUT1 2043-05-01 3 N/A 3625200.00 457251.95 Agency Mortgage-Backed Securities FNMS 03.000 CLAY2259 N/A 3138YFQM9 2045-04-01 3 N/A 10996900.00 1928041.43 Agency Mortgage-Backed Securities FNMS 03.000 CLBC1493 N/A 3140EVUT2 2046-08-01 3 N/A 47205618.00 8917455.29 Agency Mortgage-Backed Securities FNMS 03.000 CLBD3278 N/A 3140FAUC4 2046-09-01 3 N/A 1000.00 192.38 Agency Mortgage-Backed Securities FNMS 03.000 CLBD6249 N/A 3140FD5K8 2046-11-01 3 N/A 1000.00 300.66 Agency Mortgage-Backed Securities FNMS 03.000 CLBD8064 N/A 3140FF6A4 2046-10-01 3 N/A 1024.00 205.00 Agency Mortgage-Backed Securities FNMS 03.000 CLBE0468 N/A 3140FKQW3 2046-10-01 3 N/A 1000.00 222.19 Agency Mortgage-Backed Securities FNMS 03.000 CLBH8154 N/A 3140GXBY6 2047-11-01 3 N/A 301485.00 69259.74 Agency Mortgage-Backed Securities FNMS 03.000 CLBO4645 N/A 3140K0ET1 2049-11-01 3 N/A 1280.00 454.32 Agency Mortgage-Backed Securities FNMS 03.000 CLBO7245 N/A 3140K3BP6 2050-01-01 3 N/A 1000.00 257.34 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5487 N/A 3140KDCZ1 2050-06-01 3 N/A 398000.00 99406.06 Agency Mortgage-Backed Securities FNMS 03.000 CLBP6345 N/A 3140KEBP2 2050-06-01 3 N/A 1000.00 457.93 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4197 N/A 3140MHUX5 2052-04-01 3 N/A 10000.00 6204.68 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8477 N/A 3140MNM37 2052-05-01 3 N/A 223000.00 142351.46 Agency Mortgage-Backed Securities FNMS 03.000 CLBV8515 N/A 3140MNN93 2052-05-01 3 N/A 674868.00 481624.08 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6427 N/A 3140QED90 2050-07-01 3 N/A 728171.00 245429.80 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0397 N/A 3140QKNP9 2051-05-01 3 N/A 1000.00 530.02 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0912 N/A 3140QLAN6 2051-07-01 3 N/A 673124.00 457887.28 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1150 N/A 3140QLH41 2051-07-01 3 N/A 2000.00 1232.63 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 N/A 1024.00 740.67 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 N/A 697810.00 458713.56 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2170 N/A 3140QMMU5 2051-11-01 3 N/A 59000.00 36511.15 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2899 N/A 3140QNGH9 2052-02-01 3 N/A 478000.00 284630.24 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3237 N/A 3140QNS37 2052-03-01 3 N/A 70929.00 47725.53 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3833 N/A 3140QPHK6 2052-06-01 3 N/A 408000.00 295676.00 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3996 N/A 3140QPNN3 2052-06-01 3 N/A 1000.00 716.94 Agency Mortgage-Backed Securities FNMS 03.000 CLFA1417 N/A 3140W1SF1 2047-12-01 3 N/A 11786360.00 9992191.69 Agency Mortgage-Backed Securities FNMS 03.000 CLFA2523 N/A 3140W2YV7 2052-08-01 3 N/A 34140544.00 29887442.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFA4174 N/A 3140W4T80 2052-02-01 3 N/A 1008.00 907.45 Agency Mortgage-Backed Securities FNMS 03.000 CLFM0076 N/A 3140X3CN6 2050-03-01 3 N/A 101355.00 32170.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1429 N/A 3140X4ST4 2046-12-01 3 N/A 332170.00 122507.73 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2582 N/A 3140X52Q5 2050-03-01 3 N/A 2589000.00 768044.45 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2870 N/A 3140X6FL0 2050-03-01 3 N/A 164000.00 60574.30 Agency Mortgage-Backed Securities FNMS 03.000 CLFM3951 N/A 3140X7L98 2050-07-01 3 N/A 149916.00 63959.46 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6063 N/A 3140X9WZ4 2051-02-01 3 N/A 65974.00 35226.22 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6293 N/A 3140X97F6 2051-01-01 3 N/A 3000.00 1467.87 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8613 N/A 3140XCSB5 2050-11-01 3 N/A 178089.00 72535.98 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9134 N/A 3140XDEG7 2051-06-01 3 N/A 1000.00 553.02 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9242 N/A 3140XDHU3 2051-10-01 3 N/A 18685140.00 11360440.65 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9765 N/A 3140XDZ74 2051-11-01 3 N/A 49000.00 34825.34 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9919 N/A 3140XEAV6 2051-12-01 3 N/A 1000.00 644.63 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0331 N/A 3140XFLM1 2052-01-01 3 N/A 797000.00 512918.67 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0563 N/A 3140XFTV3 2051-06-01 3 N/A 536080.00 319711.80 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0631 N/A 3140XFVZ1 2052-02-01 3 N/A 44000.00 28703.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0894 N/A 3140XF7G0 2051-10-01 3 N/A 589259.00 385718.73 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0957 N/A 3140XGB32 2052-03-01 3 N/A 2004.00 1370.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1097 N/A 3140XGGF0 2052-04-01 3 N/A 19000.00 13098.41 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 N/A 20534387.00 13339763.76 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1374 N/A 3140XGQ44 2052-03-01 3 N/A 166762.00 117136.76 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1820 N/A 3140XHAW7 2051-08-01 3 N/A 128000.00 83898.08 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1838 N/A 3140XHBG1 2051-12-01 3 N/A 73984.00 47210.80 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2122 N/A 3140XHLC9 2052-03-01 3 N/A 104000.00 70888.80 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2463 N/A 3140XHWZ6 2052-02-01 3 N/A 1100.00 761.86 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3040 N/A 3140XJLW1 2051-12-01 3 N/A 1000.00 688.58 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3275 N/A 3140XJT94 2052-04-01 3 N/A 205999.00 149190.81 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3756 N/A 3140XKE63 2051-05-01 3 N/A 1000.00 699.93 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4515 N/A 3140XLAR9 2052-02-01 3 N/A 5442788.00 3892495.84 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5171 N/A 3140XLW95 2051-12-01 3 N/A 1000.00 747.34 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5491 N/A 3140XMC53 2052-07-01 3 N/A 482506.00 354472.13 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6428 N/A 3140XNEA8 2051-08-01 3 N/A 1000.00 759.46 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6731 N/A 3140XNPR9 2052-06-01 3 N/A 141000.00 103195.61 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7983 N/A 3140XP2R9 2053-10-01 3 N/A 1865790.00 1481025.24 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8874 N/A 3140XQ2G1 2052-06-01 3 N/A 11083.00 9084.92 Agency Mortgage-Backed Securities FNMS 03.000 CLFS9174 N/A 3140XRFQ3 2052-08-01 3 N/A 1990.00 1626.47 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2670 N/A 31418B6G6 2046-07-01 3 N/A 7992000.00 1196584.79 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3425 N/A 31418CYX6 2048-06-01 3 N/A 192997.00 33716.34 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3508 N/A 31418C3S1 2048-09-01 3 N/A 1000.00 141.34 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3774 N/A 31418DFQ0 2049-09-01 3 N/A 560629.00 72007.02 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4020 N/A 31418DPE6 2050-05-01 3 N/A 1569980.00 390202.88 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4079 N/A 31418DQ96 2050-07-01 3 N/A 1000.00 283.38 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4357 N/A 31418DZX3 2051-06-01 3 N/A 1000.00 496.87 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4579 N/A 31418ECR9 2052-04-01 3 N/A 2000.00 1387.08 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4698 N/A 31418EGG9 2052-08-01 3 N/A 206000.00 151690.51 Agency Mortgage-Backed Securities FNMS 03.000 CNMA2915 N/A 31418CGZ1 2027-02-01 3 N/A 1993460.00 27340.37 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3221 N/A 31418CSK1 2027-12-01 3 N/A 1000.00 40.97 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3900 N/A 31418DKN1 2030-01-01 3 N/A 7832112.00 804815.70 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3954 N/A 31418DMC3 2030-03-01 3 N/A 343741.00 35997.10 Agency Mortgage-Backed Securities FNMS 03.000 CQAY5608 N/A 3138YKGS6 2035-06-01 3 N/A 1422188.00 418430.77 Agency Mortgage-Backed Securities FNMS 03.000 CRMA2796 N/A 31418CDA9 2046-10-01 3 N/A 157722.00 37634.23 Agency Mortgage-Backed Securities FNMS 03.000 CTAB8857 N/A 31417FZX9 2033-04-01 3 N/A 2099000.00 243349.84 Agency Mortgage-Backed Securities FNMS 03.000 CTBJ2544 N/A 3140H3ZJ8 2037-12-01 3 N/A 1000.00 162.53 Agency Mortgage-Backed Securities FNMS 03.000 CTFM7607 N/A 3140XBNZ9 2038-04-01 3 N/A 455000.00 162884.35 Agency Mortgage-Backed Securities FNMS 03.000 CTMA1561 N/A 31418AWX2 2033-09-01 3 N/A 1000.00 116.98 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2087 N/A 31418BJ98 2034-11-01 3 N/A 4000.00 301.97 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2176 N/A 31418BM29 2035-02-01 3 N/A 3000.00 247.11 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2579 N/A 31418B2M7 2036-04-01 3 N/A 799972.00 85677.40 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2707 N/A 31418CAH7 2036-08-01 3 N/A 499006.00 68318.61 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2773 N/A 31418CCK8 2036-10-01 3 N/A 1000.00 152.96 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2832 N/A 31418CEE0 2036-12-01 3 N/A 1000.00 160.26 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3151 N/A 31418CQD9 2037-10-01 3 N/A 1491000.00 192462.86 Agency Mortgage-Backed Securities FNMS 03.000 CTMA3988 N/A 31418DNE8 2040-04-01 3 N/A 3025.00 645.59 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4632 N/A 31418EEE6 2042-06-01 3 N/A 2000.00 1423.80 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4643 N/A 31418EER7 2042-05-01 3 N/A 898000.00 619564.47 Agency Mortgage-Backed Securities FNMS 03.000 CWMA1635 N/A 31418AY93 2028-09-01 3 N/A 2399928.00 118161.63 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0167 N/A 3140FXFH0 2057-02-01 3 N/A 1000.00 321.68 Agency Mortgage-Backed Securities FNMS 03.000 I4BM7362 N/A 3140JCFC3 2060-01-01 3 N/A 1088.00 787.47 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 675000.00 194981.54 Agency Mortgage-Backed Securities FNMS 03.500 CIAK5545 N/A 3138EAET0 2027-03-01 3.5 N/A 1028.00 13.20 Agency Mortgage-Backed Securities FNMS 03.500 CIAV2078 N/A 3138XDJY7 2028-11-01 3.5 N/A 862857.00 35763.01 Agency Mortgage-Backed Securities FNMS 03.500 CICA3278 N/A 3140QAUC2 2034-04-01 3.5 N/A 193999.00 28113.75 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3090 N/A 3140X6NG2 2035-04-01 3.5 N/A 150000.00 28056.03 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3340 N/A 3140X6WA5 2035-05-01 3.5 N/A 881129.00 96144.01 Agency Mortgage-Backed Securities FNMS 03.500 CIFS6166 N/A 3140XMZ82 2036-12-01 3.5 N/A 1000.00 662.72 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3410 N/A 31418CYG3 2033-07-01 3.5 N/A 694000.00 54349.52 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3540 N/A 31418C5A8 2033-12-01 3.5 N/A 1000.00 73.88 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3898 N/A 31418DKL5 2035-01-01 3.5 N/A 292028.00 38613.19 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4930 N/A 31418EPQ7 2038-01-01 3.5 N/A 127706.00 77410.34 Agency Mortgage-Backed Securities FNMS 03.500 CLAB4430 N/A 31417A4Q9 2042-02-01 3.5 N/A 1000.00 140.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAB8725 N/A 31417FVT2 2043-03-01 3.5 N/A 1024.00 197.25 Agency Mortgage-Backed Securities FNMS 03.500 CLAK9435 N/A 3138EEPV5 2042-03-01 3.5 N/A 24529861.00 2044103.63 Agency Mortgage-Backed Securities FNMS 03.500 CLAL6954 N/A 3138EPWQ3 2045-06-01 3.5 N/A 1000.00 164.69 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9565 N/A 3138ERTX8 2046-09-01 3.5 N/A 1024.00 263.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8866 N/A 3138W6Z82 2043-06-01 3.5 N/A 663428.00 150933.27 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4770 N/A 3138WEJQ3 2045-04-01 3.5 N/A 84735488.00 7449201.93 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4996 N/A 3138WERS0 2045-05-01 3.5 N/A 43782272.00 3766715.22 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6339 N/A 3138WGBH6 2045-12-01 3.5 N/A 22633327.00 4470800.65 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 1039.00 261.12 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8583 N/A 3138WJRD2 2047-01-01 3.5 N/A 1024.00 146.13 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8689 N/A 3138WJUP1 2047-01-01 3.5 N/A 3000.00 681.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8922 N/A 3138WJ4G0 2047-03-01 3.5 N/A 2972868.00 607769.90 Agency Mortgage-Backed Securities FNMS 03.500 CLAY4198 N/A 3138YHUY4 2045-05-01 3.5 N/A 2650280.00 246505.12 Agency Mortgage-Backed Securities FNMS 03.500 CLAY5612 N/A 3138YKGW7 2045-06-01 3.5 N/A 1000.00 197.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ0862 N/A 3138YR5Y0 2045-07-01 3.5 N/A 249000.00 31729.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2078 N/A 3138YTJY1 2045-09-01 3.5 N/A 29363680.00 9566744.50 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2108 N/A 3138YTKW3 2045-10-01 3.5 N/A 1008.00 271.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ4775 N/A 3138YWJV0 2045-10-01 3.5 N/A 241999.00 25412.44 Agency Mortgage-Backed Securities FNMS 03.500 CLBD3833 N/A 3140FBHK9 2046-07-01 3.5 N/A 7550280.00 3018040.38 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2620 N/A 3140GQ4E3 2047-08-01 3.5 N/A 1023.00 154.90 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3775 N/A 3140H5FR7 2048-01-01 3.5 N/A 1000.00 148.51 Agency Mortgage-Backed Securities FNMS 03.500 CLBM2000 N/A 3140J6GJ0 2047-05-01 3.5 N/A 1000.00 136.34 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4897 N/A 3140J9NP2 2046-12-01 3.5 N/A 98991.00 26625.33 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5833 N/A 3140JAPT9 2047-05-01 3.5 N/A 385000.00 141156.97 Agency Mortgage-Backed Securities FNMS 03.500 CLBN0508 N/A 3140JGR64 2048-09-01 3.5 N/A 1000.00 91.15 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5409 N/A 3140JNAK6 2049-04-01 3.5 N/A 1000.00 188.28 Agency Mortgage-Backed Securities FNMS 03.500 CLBO5384 N/A 3140K06W3 2049-12-01 3.5 N/A 1153000.00 240557.77 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0687 N/A 3140Q7XR3 2042-11-01 3.5 N/A 638088.00 64916.09 Agency Mortgage-Backed Securities FNMS 03.500 CLCA0995 N/A 3140Q8C94 2048-01-01 3.5 N/A 387000.00 111939.32 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3797 N/A 3140QBGF9 2049-07-01 3.5 N/A 2123840.00 788461.54 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 N/A 377003.00 43511.48 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3872 N/A 3140QBJS8 2049-07-01 3.5 N/A 274000.00 26745.62 Agency Mortgage-Backed Securities FNMS 03.500 CLCA4429 N/A 3140QB4P0 2049-10-01 3.5 N/A 2055000.00 529281.79 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5354 N/A 3140QC5Q5 2050-03-01 3.5 N/A 475000.00 230057.04 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5847 N/A 3140QDP99 2049-12-01 3.5 N/A 1008.00 378.66 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7390 N/A 3140QFF87 2050-10-01 3.5 N/A 1000.00 522.92 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3126 N/A 3140QNPL0 2052-03-01 3.5 N/A 1297000.00 841934.27 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3174 N/A 3140QNQ47 2052-03-01 3.5 N/A 2000.00 1269.08 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3175 N/A 3140QNQ54 2052-03-01 3.5 N/A 1100028.00 734840.33 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3253 N/A 3140QNTK8 2052-04-01 3.5 N/A 1000.00 669.33 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 5879274.00 4330120.27 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 N/A 17000.00 12405.90 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4053 N/A 3140QPQF7 2052-07-01 3.5 N/A 939800.00 774458.65 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 N/A 102803.00 74466.77 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4113 N/A 3140QPSB4 2052-07-01 3.5 N/A 42000.00 30750.19 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4115 N/A 3140QPSD0 2052-07-01 3.5 N/A 33000.00 24402.80 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4361 N/A 3140QPZ34 2052-08-01 3.5 N/A 2000.00 1533.81 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4598 N/A 3140QQDC6 2052-09-01 3.5 N/A 396000.00 287651.54 Agency Mortgage-Backed Securities FNMS 03.500 CLFA1219 N/A 3140W1K93 2049-08-01 3.5 N/A 1008.00 895.35 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3829 N/A 3140W4HF7 2049-08-01 3.5 N/A 3000.00 2811.35 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1010 N/A 3140X4DQ6 2048-07-01 3.5 N/A 1008.00 183.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2178 N/A 3140X5M42 2050-01-01 3.5 N/A 159000.00 38768.40 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2333 N/A 3140X5SX2 2050-02-01 3.5 N/A 146026.00 32321.25 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2523 N/A 3140X5YV9 2050-03-01 3.5 N/A 150999.00 29332.78 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4251 N/A 3140X7WM7 2049-12-01 3.5 N/A 303000.00 45361.72 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 N/A 29000.00 9684.16 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9993 N/A 3140XEC77 2051-07-01 3.5 N/A 533800.00 269568.47 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1093 N/A 3140XGGB9 2052-04-01 3.5 N/A 1000.00 661.22 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1186 N/A 3140XGJ83 2050-01-01 3.5 N/A 198000.00 127214.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1419 N/A 3140XGSH3 2052-01-01 3.5 N/A 354000.00 226086.92 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1425 N/A 3140XGSP5 2052-05-01 3.5 N/A 99000.00 71797.60 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1603 N/A 3140XGX95 2052-05-01 3.5 N/A 399000.00 283135.50 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2126 N/A 3140XHLG0 2052-06-01 3.5 N/A 699000.00 520219.96 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3236 N/A 3140XJS20 2052-06-01 3.5 N/A 49530.00 36247.38 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3501 N/A 3140XJ3K7 2052-12-01 3.5 N/A 1000.00 720.86 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3508 N/A 3140XJ3S0 2048-02-01 3.5 N/A 19663.00 13571.94 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 N/A 1000.00 765.30 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4495 N/A 3140XK7H7 2052-03-01 3.5 N/A 1000.00 710.33 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4928 N/A 3140XLPN2 2050-06-01 3.5 N/A 151430.00 114966.89 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4943 N/A 3140XLP51 2048-01-01 3.5 N/A 1000.00 779.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5134 N/A 3140XLV47 2049-12-01 3.5 N/A 3000.00 2226.10 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5452 N/A 3140XMBW5 2052-06-01 3.5 N/A 4000.00 3032.04 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5563 N/A 3140XMFD3 2050-08-01 3.5 N/A 1024.00 783.83 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5716 N/A 3140XMK62 2049-04-01 3.5 N/A 1000.00 756.42 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5985 N/A 3140XMUK0 2047-02-01 3.5 N/A 2052.00 1547.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6076 N/A 3140XMXE1 2052-04-01 3.5 N/A 1000.00 764.47 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8339 N/A 3140XQHR1 2053-07-01 3.5 N/A 1000.00 880.83 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9324 N/A 3140XRLE3 2052-09-01 3.5 N/A 1000.00 870.79 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 N/A 31418CR89 2047-12-01 3.5 N/A 2995.00 383.31 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3414 N/A 31418CYL2 2048-07-01 3.5 N/A 742840.00 80340.67 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3520 N/A 31418C4E1 2048-11-01 3.5 N/A 1000.00 93.54 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3745 N/A 31418DET5 2049-08-01 3.5 N/A 124988.00 12538.56 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3775 N/A 31418DFR8 2049-09-01 3.5 N/A 1000.00 112.91 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3872 N/A 31418DJS2 2049-12-01 3.5 N/A 2000.00 270.71 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3939 N/A 31418DLV2 2050-02-01 3.5 N/A 2007.00 276.96 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4049 N/A 31418DQB1 2050-06-01 3.5 N/A 1000.00 218.24 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4258 N/A 31418DWU2 2050-01-01 3.5 N/A 1000.00 378.65 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4468 N/A 31418D6E7 2051-11-01 3.5 N/A 4000.00 2030.80 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 N/A 6002.00 4102.91 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 N/A 68000.00 48656.83 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 N/A 48000.00 35326.68 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4654 N/A 31418EE48 2052-07-01 3.5 N/A 10000.00 7511.58 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4731 N/A 31418EHH6 2052-09-01 3.5 N/A 1000.00 770.40 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3656 N/A 31418DB27 2029-05-01 3.5 N/A 397000.00 21695.85 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7335 N/A 31417EEH0 2042-12-01 3.5 N/A 4095.00 460.31 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1604376.00 273748.04 Agency Mortgage-Backed Securities FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 N/A 1000.00 178.66 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1213 N/A 31418AK31 2042-10-01 3.5 N/A 405000.00 49644.98 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1283 N/A 31418AM96 2042-11-01 3.5 N/A 268476.00 38899.69 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 N/A 79584365.00 11298033.94 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1463 N/A 31418ATV0 2043-06-01 3.5 N/A 212997.00 33084.22 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1546 N/A 31418AWG9 2043-08-01 3.5 N/A 1000.00 169.01 Agency Mortgage-Backed Securities FNMS 03.500 CTMA1608 N/A 31418AYE2 2033-10-01 3.5 N/A 2000.00 187.74 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2138 N/A 31418BLU8 2035-01-01 3.5 N/A 445999.00 40046.74 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3243 N/A 31418CS96 2038-01-01 3.5 N/A 1000.00 137.65 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3621 N/A 31418DAX0 2039-03-01 3.5 N/A 1000.00 94.83 Agency Mortgage-Backed Securities FNMS 03.500 CTMA4661 N/A 31418EFB1 2042-07-01 3.5 N/A 1000.00 693.32 Agency Mortgage-Backed Securities FNMS 03.500 CW890725 N/A 31410LSN3 2030-12-01 3.5 N/A 2081.00 171.23 Agency Mortgage-Backed Securities FNMS 03.500 CWAL3441 N/A 3138EKZF5 2028-04-01 3.5 N/A 1000.00 19.61 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 N/A 7818608.00 2671011.86 Agency Mortgage-Backed Securities FNMS 03.500 REAE7780 N/A 31419JUE6 2040-12-01 3.5 N/A 1499000.00 107175.72 Agency Mortgage-Backed Securities FNMS 03.500 ZLFP0044 N/A 3140XTBN0 2050-10-25 3.5 N/A 36000.00 29232.26 Agency Mortgage-Backed Securities FNMS 04.000 CIBJ6881 N/A 3140H8UF0 2033-06-01 4 N/A 2206584.00 264895.10 Agency Mortgage-Backed Securities FNMS 04.000 CIBM4787 N/A 3140J9J93 2033-10-01 4 N/A 498000.00 81107.19 Agency Mortgage-Backed Securities FNMS 04.000 CICA2527 N/A 3140Q9YZ0 2033-10-01 4 N/A 923835.00 171460.18 Agency Mortgage-Backed Securities FNMS 04.000 CICA4070 N/A 3140QBQY7 2034-08-01 4 N/A 1633334.00 266695.65 Agency Mortgage-Backed Securities FNMS 04.000 CIFS2401 N/A 3140XHU39 2035-03-01 4 N/A 1756000.00 33893.41 Agency Mortgage-Backed Securities FNMS 04.000 CIMA3353 N/A 31418CWP5 2033-04-01 4 N/A 671998.00 42881.57 Agency Mortgage-Backed Securities FNMS 04.000 CIMA4776 N/A 31418EJW1 2037-10-01 4 N/A 1154990.00 642321.08 Agency Mortgage-Backed Securities FNMS 04.000 CKMA0626 N/A 31417YVU8 2041-01-01 4 N/A 1000.00 14.33 Agency Mortgage-Backed Securities FNMS 04.000 CKMA3524 N/A 31418C4J0 2048-11-01 4 N/A 2029.00 72.39 Agency Mortgage-Backed Securities FNMS 04.000 CLAK9847 N/A 3138EE5H8 2042-05-01 4 N/A 4087549.00 220673.39 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8191 N/A 3138ETC53 2045-12-01 4 N/A 1000.00 182.65 Agency Mortgage-Backed Securities FNMS 04.000 CLAO0306 N/A 3138LQKU7 2042-04-01 4 N/A 1000.00 147.15 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2976 N/A 3138WCJW4 2044-08-01 4 N/A 1000.00 95.53 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5314 N/A 3138WE3Y3 2045-07-01 4 N/A 394000.00 83030.34 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9453 N/A 3138WKQF5 2047-04-01 4 N/A 200000.00 31199.57 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9585 N/A 3138WKUK9 2047-05-01 4 N/A 1000.00 208.68 Agency Mortgage-Backed Securities FNMS 04.000 CLBC1452 N/A 3140EVTJ6 2046-07-01 4 N/A 1000.00 161.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBD7081 N/A 3140FE2P8 2047-03-01 4 N/A 3872956.00 429606.98 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ9215 N/A 3140HBGZ5 2048-06-01 4 N/A 1280.00 130.42 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 N/A 3140J6GR2 2048-09-01 4 N/A 1231997.00 107409.02 Agency Mortgage-Backed Securities FNMS 04.000 CLBM3083 N/A 3140J7M93 2045-06-01 4 N/A 1000.00 194.90 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4341 N/A 3140J8ZF3 2048-02-01 4 N/A 1024.00 302.16 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4484 N/A 3140J86W8 2047-05-01 4 N/A 1024.00 198.16 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5482 N/A 3140JACU0 2049-02-01 4 N/A 4001.00 363.25 Agency Mortgage-Backed Securities FNMS 04.000 CLBN7664 N/A 3140JQQS5 2049-07-01 4 N/A 1000.00 158.27 Agency Mortgage-Backed Securities FNMS 04.000 CLBU0034 N/A 3140M1BC7 2051-08-01 4 N/A 579000.00 272304.70 Agency Mortgage-Backed Securities FNMS 04.000 CLBU8948 N/A 3140MA5J9 2052-04-01 4 N/A 2000.00 1372.10 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1241 N/A 3140MSLX1 2052-10-01 4 N/A 1000.00 808.31 Agency Mortgage-Backed Securities FNMS 04.000 CLBW9363 N/A 3140N2MM0 2052-09-01 4 N/A 1000.00 915.16 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0549 N/A 3140Q7TF4 2047-10-01 4 N/A 1000.00 71.41 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1692 N/A 3140Q83A1 2048-05-01 4 N/A 1501000.00 266069.46 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2184 N/A 3140Q9NA7 2048-08-01 4 N/A 1003.00 209.85 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3336 N/A 3140QAV64 2049-04-01 4 N/A 4503969.00 1039816.32 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3828 N/A 3140QBHE1 2049-07-01 4 N/A 1000.00 199.69 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3320 N/A 3140QNVN9 2052-04-01 4 N/A 16029.00 11657.27 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 N/A 11884199.00 8492191.60 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 44117.00 34039.27 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3914 N/A 3140QPK48 2052-06-01 4 N/A 57000.00 41792.13 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4121 N/A 3140QPSK4 2052-07-01 4 N/A 168999.00 129704.62 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4156 N/A 3140QPTN7 2047-07-01 4 N/A 225000.00 140443.43 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4666 N/A 3140QQFG5 2052-09-01 4 N/A 25988384.00 19399271.09 Agency Mortgage-Backed Securities FNMS 04.000 CLCB8464 N/A 3140QUMN3 2054-05-01 4 N/A 1000.00 883.68 Agency Mortgage-Backed Securities FNMS 04.000 CLFA1115 N/A 3140W1GZ0 2053-04-01 4 N/A 9461360.00 8484224.87 Agency Mortgage-Backed Securities FNMS 04.000 CLFA1122 N/A 3140W1G80 2053-07-01 4 N/A 4600136.00 4018730.48 Agency Mortgage-Backed Securities FNMS 04.000 CLFA2771 N/A 3140W3CH0 2053-09-01 4 N/A 4379157.00 4131288.16 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3007 N/A 3140W3KV0 2052-06-01 4 N/A 1024.00 965.31 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3077 N/A 3140W3M30 2054-03-01 4 N/A 3270864.00 3130383.06 Agency Mortgage-Backed Securities FNMS 04.000 CLFA3664 N/A 3140W4CA3 2054-04-01 4 N/A 1280.00 1224.61 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1626 N/A 3140X4YY6 2048-11-01 4 N/A 302000.00 29470.37 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3664 N/A 3140X7CA5 2049-03-01 4 N/A 172001.00 25910.82 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5530 N/A 3140X9EC5 2050-11-01 4 N/A 5015.00 1521.45 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7777 N/A 3140XBUB4 2050-11-01 4 N/A 2593000.00 1160391.09 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7786 N/A 3140XBUL2 2049-01-01 4 N/A 2000.00 817.46 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7796 N/A 3140XBUW8 2048-06-01 4 N/A 319000.00 149255.96 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1448 N/A 3140XGTE9 2052-04-01 4 N/A 180000.00 112367.30 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1675 N/A 3140XG2H1 2052-04-01 4 N/A 1024.00 699.36 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1891 N/A 3140XHC54 2050-01-01 4 N/A 2011.00 1295.29 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2050 N/A 3140XHH42 2051-02-01 4 N/A 311633.00 198992.93 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2066 N/A 3140XHJL2 2052-06-01 4 N/A 64000.00 45783.36 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2190 N/A 3140XHNG8 2052-06-01 4 N/A 1000.00 717.33 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6257 N/A 3140XM5T9 2053-06-01 4 N/A 1000.00 805.61 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7107 N/A 3140XN3R3 2051-08-01 4 N/A 809000.00 653100.62 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7751 N/A 3140XPTH2 2053-03-01 4 N/A 19000.00 16384.05 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7968 N/A 3140XP2A6 2049-02-01 4 N/A 4612504.00 3693374.96 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2017 N/A 31418BG34 2044-08-01 4 N/A 258707.00 25890.34 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2835 N/A 31418CEH3 2046-12-01 4 N/A 1000.00 147.88 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3088 N/A 31418CNE0 2047-08-01 4 N/A 987427.00 103500.67 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3121 N/A 31418CPF5 2047-09-01 4 N/A 1029.00 115.75 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 N/A 2000.00 233.25 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3687 N/A 31418DCZ3 2049-06-01 4 N/A 3000.00 279.17 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4626 N/A 31418ED80 2052-06-01 4 N/A 12000.00 8926.12 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 N/A 31418EHJ2 2052-09-01 4 N/A 186000.00 143512.98 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4783 N/A 31418EJ50 2052-10-01 4 N/A 4523433.00 3512356.14 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4804 N/A 31418EKS8 2052-11-01 4 N/A 297424.00 237534.02 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4866 N/A 31418EMQ0 2053-01-01 4 N/A 2000.00 1572.87 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4962 N/A 31418EQQ6 2053-03-01 4 N/A 160048.00 132493.35 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5027 N/A 31418ESR2 2053-05-01 4 N/A 1000.00 830.79 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5089 N/A 31418EUP3 2053-07-01 4 N/A 19000.00 15709.61 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5127 N/A 31418EVV9 2053-08-01 4 N/A 52001.00 43617.86 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5135 N/A 31418EV56 2053-09-01 4 N/A 530996.00 444444.06 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5177 N/A 31418EXF2 2053-10-01 4 N/A 94000.00 79108.17 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5236 N/A 31418EZA1 2053-12-01 4 N/A 5000.00 4076.49 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5611 N/A 31418FGV3 2055-02-01 4 N/A 7000.00 6461.07 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5789 N/A 31418FNF0 2055-08-01 4 N/A 4000.00 3778.04 Agency Mortgage-Backed Securities FNMS 04.000 CNMA3550 N/A 31418C5L4 2028-12-01 4 N/A 575003.00 29112.73 Agency Mortgage-Backed Securities FNMS 04.000 CNMA5115 N/A 31418EVH0 2033-06-01 4 N/A 242400.00 153410.92 Agency Mortgage-Backed Securities FNMS 04.000 CNMA5348 N/A 31418E5J5 2034-03-01 4 N/A 818947.00 507597.70 Agency Mortgage-Backed Securities FNMS 04.000 CQBM7117 N/A 3140JB4B9 2045-09-01 4 N/A 1000.00 693.64 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1146 N/A 31418AHY7 2042-07-01 4 N/A 1000.00 92.64 Agency Mortgage-Backed Securities FNMS 04.000 CTAE4096 N/A 31419ERS0 2030-09-01 4 N/A 3215534.00 90904.61 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6041 N/A 3138ENWB1 2033-08-01 4 N/A 613000.00 51181.63 Agency Mortgage-Backed Securities FNMS 04.000 CTCA1343 N/A 3140Q8P58 2038-03-01 4 N/A 1009.00 141.80 Agency Mortgage-Backed Securities FNMS 04.000 CTFA4528 N/A 3140W5A61 2043-05-01 4 N/A 1000.00 1003.78 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0908 N/A 31418AAJ7 2031-11-01 4 N/A 5664452.00 247091.11 Agency Mortgage-Backed Securities FNMS 04.000 CTMA0920 N/A 31418AAW8 2031-12-01 4 N/A 3228496.00 152029.67 Agency Mortgage-Backed Securities FNMS 04.000 CTMA1764 N/A 31418A6A1 2034-01-01 4 N/A 867126.00 81165.84 Agency Mortgage-Backed Securities FNMS 04.000 CTMA2366 N/A 31418BTY2 2035-08-01 4 N/A 7074040.00 886961.67 Agency Mortgage-Backed Securities FNMS 04.000 CTMA4697 N/A 31418EGF1 2042-08-01 4 N/A 4000.00 2699.34 Agency Mortgage-Backed Securities FNMS 04.000 CV890615 N/A 31410LN81 2029-06-01 4 N/A 1000.00 38.04 Agency Mortgage-Backed Securities FNMS 04.000 GL932168 N/A 31412QTZ2 2039-09-01 4 N/A 1000.00 57.20 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0319 N/A 3140FXK92 2048-07-01 4 N/A 1606000.00 516696.10 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0104 N/A 3140FXDJ8 2056-02-01 4 N/A 272959.00 80993.07 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0656 N/A 3140FXWS7 2062-06-01 4 N/A 1024.00 732.76 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 1000.00 302.50 Agency Mortgage-Backed Securities FNMS 04.000 ZLFP0057 N/A 3140XTB34 2050-08-25 4 N/A 1000.00 725.39 Agency Mortgage-Backed Securities FNMS 04.500 CI890882 N/A 31410LXK3 2034-02-01 4.5 N/A 3126.00 293.12 Agency Mortgage-Backed Securities FNMS 04.500 CI890897 N/A 31410LX23 2034-04-01 4.5 N/A 1005000.00 152402.91 Agency Mortgage-Backed Securities FNMS 04.500 CICB4514 N/A 3140QQAQ8 2037-09-01 4.5 N/A 364946.00 192530.95 Agency Mortgage-Backed Securities FNMS 04.500 CICB4990 N/A 3140QQRL1 2037-11-01 4.5 N/A 110823.00 64108.90 Agency Mortgage-Backed Securities FNMS 04.500 CICB4991 N/A 3140QQRM9 2037-10-01 4.5 N/A 169837.00 85873.54 Agency Mortgage-Backed Securities FNMS 04.500 CIFA3110 N/A 3140W3N47 2040-10-01 4.5 N/A 1000.00 960.88 Agency Mortgage-Backed Securities FNMS 04.500 CIFM7184 N/A 3140XA6W7 2034-01-01 4.5 N/A 1491180.00 343820.45 Agency Mortgage-Backed Securities FNMS 04.500 CIFS7113 N/A 3140XN3X0 2039-02-01 4.5 N/A 3004.00 2182.41 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5950 N/A 31418FTG2 2041-01-01 4.5 N/A 1008.00 990.01 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5977 N/A 31418FUB1 2041-02-01 4.5 N/A 1000.00 994.35 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0898 N/A 31417Y7L5 2041-10-01 4.5 N/A 998000.00 54642.14 Agency Mortgage-Backed Securities FNMS 04.500 CLAA6652 N/A 31416QMA0 2039-06-01 4.5 N/A 13140600.00 762351.46 Agency Mortgage-Backed Securities FNMS 04.500 CLAA6853 N/A 31416QTK1 2039-05-01 4.5 N/A 11347652.00 871151.31 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7936 N/A 3138EQZA3 2045-09-01 4.5 N/A 65227.00 11109.26 Agency Mortgage-Backed Securities FNMS 04.500 CLAS4354 N/A 3138WDZU8 2045-01-01 4.5 N/A 1000.00 158.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9284 N/A 3140GYJ67 2048-02-01 4.5 N/A 1000.00 256.97 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3280 N/A 3140J7UE3 2047-11-01 4.5 N/A 1000.00 138.71 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5568 N/A 3140JAFJ2 2049-02-01 4.5 N/A 278000.00 87938.83 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6710 N/A 3140JPN43 2049-06-01 4.5 N/A 1057.00 306.65 Agency Mortgage-Backed Securities FNMS 04.500 CLBO1766 N/A 3140JV6C1 2049-07-01 4.5 N/A 1000.00 141.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2615 N/A 3140MF3Z4 2052-07-01 4.5 N/A 43000.00 27827.69 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2623 N/A 3140MF4H3 2052-07-01 4.5 N/A 99000.00 71848.43 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0035 N/A 3140MRBD8 2052-07-01 4.5 N/A 74000.00 44863.79 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1442 N/A 3140MSS89 2052-06-01 4.5 N/A 7776408.00 5382042.52 Agency Mortgage-Backed Securities FNMS 04.500 CLBW9774 N/A 3140N22G5 2053-06-01 4.5 N/A 149981.00 142659.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0507 N/A 3140N4R58 2052-10-01 4.5 N/A 1104.00 880.73 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1558 N/A 3140Q8WU5 2048-04-01 4.5 N/A 187504384.00 36534182.57 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2580 N/A 3140Q92N2 2048-11-01 4.5 N/A 1000.00 274.45 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2956 N/A 3140QAJA9 2049-01-01 4.5 N/A 1024.00 141.60 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3685 N/A 3140QBCX4 2049-06-01 4.5 N/A 1000.00 332.83 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4386 N/A 3140QP2U0 2052-08-01 4.5 N/A 3000.00 2151.48 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 N/A 47000.00 37451.66 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5534 N/A 3140QREG4 2053-01-01 4.5 N/A 1000.00 807.96 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6509 N/A 3140QSGT2 2053-06-01 4.5 N/A 2024.00 1768.46 Agency Mortgage-Backed Securities FNMS 04.500 CLCB8656 N/A 3140QUTN6 2054-06-01 4.5 N/A 779040.00 701638.80 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1188 N/A 3140Y7KA5 2055-10-01 4.5 N/A 29291040.00 28946832.92 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1665 N/A 3140Y7Z76 2055-12-01 4.5 N/A 18870273.00 18473122.43 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1796 N/A 3140Y77J1 2056-01-01 4.5 N/A 1136.00 1125.92 Agency Mortgage-Backed Securities FNMS 04.500 CLCC1812 N/A 3140Y8AN6 2056-01-01 4.5 N/A 1000.00 988.54 Agency Mortgage-Backed Securities FNMS 04.500 CLDC0453 N/A 3140AMQF1 2054-10-01 4.5 N/A 586324.00 447160.21 Agency Mortgage-Backed Securities FNMS 04.500 CLDF3808 N/A 3140BUGS5 2055-12-01 4.5 N/A 1000.00 991.13 Agency Mortgage-Backed Securities FNMS 04.500 CLDF6429 N/A 3140BXEB8 2055-12-01 4.5 N/A 2000.00 1988.45 Agency Mortgage-Backed Securities FNMS 04.500 CLDF9889 N/A 3140U17B5 2056-01-01 4.5 N/A 1000.00 989.81 Agency Mortgage-Backed Securities FNMS 04.500 CLFA0655 N/A 3140W0WR2 2055-02-01 4.5 N/A 1024.00 957.87 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4638 N/A 3140W5EL4 2051-03-01 4.5 N/A 895850.00 896568.47 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1671 N/A 3140X42D7 2049-10-01 4.5 N/A 2299000.00 512497.33 Agency Mortgage-Backed Securities FNMS 04.500 CLFM2745 N/A 3140X6BP5 2050-03-01 4.5 N/A 398999.00 76933.96 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5839 N/A 3140X9PZ2 2050-05-01 4.5 N/A 199000.00 46560.94 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2157 N/A 3140XHMF1 2052-06-01 4.5 N/A 1000.00 691.31 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2583 N/A 3140XH2R7 2052-08-01 4.5 N/A 1024.00 866.82 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3043 N/A 3140XJLZ4 2052-10-01 4.5 N/A 70299.00 52759.90 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3836 N/A 3140XKHN3 2053-01-01 4.5 N/A 98999.00 70741.05 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5865 N/A 3140XMQT6 2053-01-01 4.5 N/A 1000.00 852.07 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7284 N/A 3140XPCW7 2053-12-01 4.5 N/A 10699872.00 8799666.46 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7338 N/A 3140XPEL9 2053-09-01 4.5 N/A 4495740.00 4039119.90 Agency Mortgage-Backed Securities FNMS 04.500 CLFS8813 N/A 3140XQYK7 2053-06-01 4.5 N/A 84000.00 74977.45 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3945 N/A 31418DL34 2050-02-01 4.5 N/A 3419264.00 438157.78 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4656 N/A 31418EE63 2052-07-01 4.5 N/A 1000.00 753.30 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4701 N/A 31418EGK0 2052-08-01 4.5 N/A 64973458.00 49174330.68 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4733 N/A 31418EHK9 2052-09-01 4.5 N/A 33418125.00 25525945.60 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4784 N/A 31418EJ68 2052-10-01 4.5 N/A 6388587.00 4843097.17 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 N/A 1908883.00 1503937.00 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4977 N/A 31418EQ78 2053-04-01 4.5 N/A 1000.00 814.45 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5105 N/A 31418EU73 2053-08-01 4.5 N/A 394000.00 333748.71 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5188 N/A 31418EXS4 2053-11-01 4.5 N/A 135000.00 117410.49 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5293 N/A 31418E3B4 2054-03-01 4.5 N/A 5000.00 4399.77 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5495 N/A 31418FC96 2054-10-01 4.5 N/A 118000.00 109342.29 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 N/A 324000.00 305209.40 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5851 N/A 31418FQD2 2055-10-01 4.5 N/A 1017012.00 991578.33 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5877 N/A 31418FQ75 2055-11-01 4.5 N/A 87850.00 85962.54 Agency Mortgage-Backed Securities FNMS 04.500 CNMA5024 N/A 31418ESN1 2033-05-01 4.5 N/A 412249.00 192660.18 Agency Mortgage-Backed Securities FNMS 04.500 CNMA5288 N/A 31418E2W9 2034-02-01 4.5 N/A 789382.00 584669.31 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0115 N/A 31417YDV6 2029-07-01 4.5 N/A 46775482.00 361502.21 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0200 N/A 31417YGJ0 2029-10-01 4.5 N/A 4006.00 46.62 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0734 N/A 31417YY84 2031-05-01 4.5 N/A 982979.00 26175.28 Agency Mortgage-Backed Securities FNMS 04.500 CTMA0776 N/A 31417Y2J5 2031-06-01 4.5 N/A 5339685.00 149796.01 Agency Mortgage-Backed Securities FNMS 04.500 CTMA2169 N/A 31418BMT0 2034-12-01 4.5 N/A 1317670.00 176576.77 Agency Mortgage-Backed Securities FNMS 04.500 CTMA3591 N/A 31418C7D0 2039-02-01 4.5 N/A 1000.00 106.91 Agency Mortgage-Backed Securities FNMS 04.500 GLAB2959 N/A 31416YJD1 2040-07-01 4.5 N/A 1005.00 68.68 Agency Mortgage-Backed Securities FNMS 04.500 GLBM6653 N/A 3140JBMB9 2040-07-01 4.5 N/A 483091.00 207677.94 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0118 N/A 3140FXDY5 2056-06-01 4.5 N/A 1000.00 212.33 Agency Mortgage-Backed Securities FNMS 04.500 ZL310167 N/A 31374CQU3 2044-02-01 4.5 N/A 1000.00 108.47 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5507 N/A 31418FDM6 2039-10-01 5 N/A 136449.00 96979.87 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5590 N/A 31418FF85 2040-01-01 5 N/A 1000.00 756.32 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5617 N/A 31418FG35 2040-02-01 5 N/A 10000.00 6967.49 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5916 N/A 31418FSE8 2040-12-01 5 N/A 222400.00 217457.87 Agency Mortgage-Backed Securities FNMS 05.000 CKMA4718 N/A 31418EG46 2052-07-01 5 N/A 120999.00 97274.09 Agency Mortgage-Backed Securities FNMS 05.000 CL888344 N/A 31410F5D3 2035-10-01 5 N/A 6498995.00 74137.10 Agency Mortgage-Backed Securities FNMS 05.000 CL995245 N/A 31416BTA6 2039-01-01 5 N/A 10200000.00 84634.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5098 N/A 3140J9UY5 2048-12-01 5 N/A 529000.00 98511.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4303 N/A 3140JLX90 2048-12-01 5 N/A 1642000.00 263765.96 Agency Mortgage-Backed Securities FNMS 05.000 CLBP1925 N/A 3140K9D71 2050-04-01 5 N/A 1724558.00 293704.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBP9142 N/A 3140KHEQ0 2050-07-01 5 N/A 1000.00 349.36 Agency Mortgage-Backed Securities FNMS 05.000 CLBP9186 N/A 3140KHF48 2050-08-01 5 N/A 1777942.00 374828.94 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9858512.00 8901909.09 Agency Mortgage-Backed Securities FNMS 05.000 CLBU4913 N/A 3140M6N74 2054-08-01 5 N/A 65345.00 54952.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 N/A 231000.00 153520.94 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4925 N/A 3140MWPK6 2053-04-01 5 N/A 267472.00 210644.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6307 N/A 3140MYAH5 2052-08-01 5 N/A 290000.00 184629.92 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9389 N/A 3140N2NF4 2052-09-01 5 N/A 1032.00 754.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9855 N/A 3140N25R8 2052-09-01 5 N/A 1000.00 714.68 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9916 N/A 3140N3AS8 2052-10-01 5 N/A 393000.00 270478.44 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6086 N/A 3140NAXQ1 2053-03-01 5 N/A 159428.00 94384.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7581 N/A 3140NCM71 2053-03-01 5 N/A 117613.00 93904.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9135 N/A 3140NEEH4 2053-04-01 5 N/A 1000.00 741.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9144 N/A 3140NEES0 2053-04-01 5 N/A 31727.00 30518.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0545 N/A 3140NGTB6 2053-05-01 5 N/A 1000.00 798.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0945 N/A 3140NHBP2 2053-05-01 5 N/A 1000.00 804.13 Agency Mortgage-Backed Securities FNMS 05.000 CLBY2247 N/A 3140NJP99 2053-05-01 5 N/A 430774.00 345450.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBY2251 N/A 3140NJQD9 2053-05-01 5 N/A 1000.00 730.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4181 N/A 3140NLUF4 2053-06-01 5 N/A 386859.00 296589.32 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2652 N/A 3140Q95N9 2048-11-01 5 N/A 1000.00 114.49 Agency Mortgage-Backed Securities FNMS 05.000 CLCA3985 N/A 3140QBNB0 2049-08-01 5 N/A 1000.00 149.21 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3929 N/A 3140QPLK1 2052-06-01 5 N/A 1000.00 716.15 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4621 N/A 3140QQD36 2052-09-01 5 N/A 330260.00 253487.28 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4782 N/A 3140QQJ48 2052-10-01 5 N/A 1040.00 807.63 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4834 N/A 3140QQLQ6 2052-10-01 5 N/A 50893.00 39746.08 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5276 N/A 3140QQ2J3 2052-12-01 5 N/A 11373136.00 8112857.91 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5450 N/A 3140QRBU6 2053-01-01 5 N/A 5000.00 4135.73 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6177 N/A 3140QR2K8 2053-05-01 5 N/A 2112.00 1811.43 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6691 N/A 3140QSNH0 2053-07-01 5 N/A 39618112.00 29177016.97 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8974 N/A 3140QU6L5 2054-08-01 5 N/A 238660.00 222801.72 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9373 N/A 3140QVMX9 2054-10-01 5 N/A 1000.00 957.67 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9473 N/A 3140QVQ31 2054-11-01 5 N/A 2013.00 1838.25 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9476 N/A 3140QVQ64 2054-11-01 5 N/A 18138.00 17206.91 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9645 N/A 3140QVWF7 2054-12-01 5 N/A 1027.00 974.36 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9646 N/A 3140QVWG5 2054-12-01 5 N/A 1000.00 950.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0233 N/A 3140Y6HK9 2055-04-01 5 N/A 1024.00 997.17 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0833 N/A 3140Y64T4 2055-08-01 5 N/A 1024.00 1019.85 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0981 N/A 3140Y7CT3 2055-09-01 5 N/A 2048.00 2029.45 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0996 N/A 3140Y7DA3 2055-09-01 5 N/A 1024.00 1013.55 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1199 N/A 3140Y7KM9 2055-10-01 5 N/A 1000.00 1009.96 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1914 N/A 3140Y8DU7 2056-02-01 5 N/A 12532695.00 12689803.43 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2012 N/A 3140Y8GW0 2056-01-01 5 N/A 3024.00 3059.98 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0804 N/A 3140A93N8 2054-04-01 5 N/A 1000.00 956.55 Agency Mortgage-Backed Securities FNMS 05.000 CLDB4898 N/A 3140AENQ8 2055-01-01 5 N/A 2720951.00 2713675.13 Agency Mortgage-Backed Securities FNMS 05.000 CLDC5602 N/A 3140ATGL4 2054-10-01 5 N/A 1704070.00 1656396.34 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6993 N/A 3140AUXX6 2054-12-01 5 N/A 2000.00 1903.79 Agency Mortgage-Backed Securities FNMS 05.000 CLDD3220 N/A 3140B3SJ2 2055-02-01 5 N/A 684079.00 689884.32 Agency Mortgage-Backed Securities FNMS 05.000 CLDF0421 N/A 3140BQPF2 2055-10-01 5 N/A 1000.00 1008.50 Agency Mortgage-Backed Securities FNMS 05.000 CLDF1881 N/A 3140BSCT2 2055-10-01 5 N/A 1009.00 1007.28 Agency Mortgage-Backed Securities FNMS 05.000 CLDF2432 N/A 3140BSV20 2055-11-01 5 N/A 1000.00 1018.84 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 N/A 11314567.00 11321420.88 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4374 N/A 3140BU2G6 2055-11-01 5 N/A 1000.00 997.13 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4746 N/A 3140BVHY9 2055-12-01 5 N/A 2016.00 2045.03 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4769 N/A 3140BVJP6 2055-12-01 5 N/A 1001.00 1017.10 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5367 N/A 3140BV6D7 2055-12-01 5 N/A 1000.00 1016.84 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6316 N/A 3140BXAS5 2055-12-01 5 N/A 1000.00 1010.22 Agency Mortgage-Backed Securities FNMS 05.000 CLDF7366 N/A 3140BYFG4 2055-12-01 5 N/A 2002.00 2035.34 Agency Mortgage-Backed Securities FNMS 05.000 CLDF9214 N/A 3140U1GY5 2056-01-01 5 N/A 1000.00 954.11 Agency Mortgage-Backed Securities FNMS 05.000 CLDF9693 N/A 3140U1XX8 2056-01-01 5 N/A 1000.00 1006.46 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1026 N/A 3140U4D89 2056-02-01 5 N/A 2017100.00 2032450.36 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1028 N/A 3140U4EA3 2056-02-01 5 N/A 2000.00 2013.31 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1638 N/A 3140U4ZC6 2056-02-01 5 N/A 1003.00 1020.83 Agency Mortgage-Backed Securities FNMS 05.000 CLFA0035 N/A 3140W0BD6 2054-12-01 5 N/A 1024.00 961.04 Agency Mortgage-Backed Securities FNMS 05.000 CLFA1953 N/A 3140W2E31 2053-11-01 5 N/A 1000.00 926.51 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2198 N/A 3140W2NQ0 2055-07-01 5 N/A 1024.00 985.84 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3408 N/A 3140W3YE3 2055-06-01 5 N/A 1024.00 1010.25 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3751 N/A 3140W4EZ6 2055-12-01 5 N/A 1024.00 1031.56 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3851 N/A 3140W4H59 2055-12-01 5 N/A 2051.00 2064.15 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4000 N/A 3140W4NS2 2055-06-01 5 N/A 1040.00 1045.67 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4162 N/A 3140W4TU1 2056-01-01 5 N/A 1040.00 1043.97 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4231 N/A 3140W4VZ7 2056-01-01 5 N/A 1009.00 1021.11 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4437 N/A 3140W44X2 2056-02-01 5 N/A 1024.00 1032.79 Agency Mortgage-Backed Securities FNMS 05.000 CLFS1446 N/A 3140XGTC3 2051-01-01 5 N/A 149000.00 82671.95 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2620 N/A 3140XH4E4 2052-08-01 5 N/A 19000.00 14118.07 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2906 N/A 3140XJGQ0 2052-09-01 5 N/A 111000.00 75562.44 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3941 N/A 3140XKLX6 2053-02-01 5 N/A 1000.00 732.05 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5179 N/A 3140XLXH6 2053-06-01 5 N/A 1000.00 691.14 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5302 N/A 3140XL3L0 2053-07-01 5 N/A 1000.00 811.43 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5772 N/A 3140XMMW3 2053-06-01 5 N/A 198999.00 154747.72 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6468 N/A 3140XNFJ8 2053-10-01 5 N/A 1000.00 701.19 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7131 N/A 3140XN4R2 2054-02-01 5 N/A 5000.00 4358.42 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7227 N/A 3140XPA58 2054-03-01 5 N/A 1000.00 888.73 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 N/A 1000.00 855.89 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7303 N/A 3140XPDH9 2053-07-01 5 N/A 1000.00 899.20 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8880 N/A 3140XQ2N6 2054-06-01 5 N/A 2191000.00 2020373.53 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9102 N/A 3140XRDG7 2054-02-01 5 N/A 98999.00 85227.53 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9798 N/A 3140XR3G8 2054-11-01 5 N/A 40000.00 37232.58 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9840 N/A 3140XR5A9 2054-06-01 5 N/A 1024.00 902.37 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9944 N/A 3140XSBN2 2054-08-01 5 N/A 29929024.00 26623082.65 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4146 N/A 31418DTC6 2050-09-01 5 N/A 225213.00 40497.01 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4709 N/A 31418EGT1 2052-07-01 5 N/A 165000.00 119021.65 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4737 N/A 31418EHP8 2052-08-01 5 N/A 135769.00 96701.81 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4761 N/A 31418EJF8 2052-09-01 5 N/A 97000.00 71288.94 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4785 N/A 31418EJ76 2052-10-01 5 N/A 333016.00 242337.19 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4806 N/A 31418EKU3 2052-11-01 5 N/A 1024.00 785.31 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4841 N/A 31418ELX6 2052-12-01 5 N/A 64000.00 49768.55 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 N/A 556323.00 455054.75 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 N/A 2747430.00 2263553.16 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5137 N/A 31418EV72 2053-09-01 5 N/A 7000.00 5844.66 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 N/A 1000.00 876.18 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5530 N/A 31418FEC7 2054-11-01 5 N/A 2024.00 1845.21 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 N/A 13066445.00 12019301.01 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5613 N/A 31418FGX9 2055-02-01 5 N/A 36999.00 34266.90 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5672 N/A 31418FJS7 2055-04-01 5 N/A 145000.00 138634.69 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5852 N/A 31418FQE0 2055-10-01 5 N/A 1000.00 989.78 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-02-01 5 N/A 1024.00 1031.99 Agency Mortgage-Backed Securities FNMS 05.000 CNCB5952 N/A 3140QRTJ2 2033-03-01 5 N/A 1253406.00 574491.66 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5100 N/A 31418EU24 2033-07-01 5 N/A 104994.00 47955.23 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0243 N/A 31417YHV2 2029-11-01 5 N/A 2518798.00 30991.85 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0268 N/A 31417YJN8 2029-12-01 5 N/A 4002.00 67.02 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5740 N/A 31418FLW5 2045-06-01 5 N/A 1024875.00 883092.47 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5955 N/A 31418FTM9 2046-01-01 5 N/A 2027.00 2032.95 Agency Mortgage-Backed Securities FNMS 05.000 CTMA6008 N/A 31418FVA2 2046-02-01 5 N/A 4096.00 4154.68 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 123878.00 75938.23 Agency Mortgage-Backed Securities FNMS 05.150 CAAC4312 N/A 31417NYJ4 2039-09-01 5.15 N/A 98269.00 45895.36 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5219 N/A 31418EYR5 2038-12-01 5.5 N/A 412500.00 212707.03 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5300 N/A 31418E3J7 2039-03-01 5.5 N/A 1000.00 530.08 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5330 N/A 31418E4Q0 2039-04-01 5.5 N/A 18000.00 10196.13 Agency Mortgage-Backed Securities FNMS 05.500 CIMA5952 N/A 31418FTJ6 2041-01-01 5.5 N/A 1000.00 1001.29 Agency Mortgage-Backed Securities FNMS 05.500 CL735141 N/A 31402QWA5 2035-01-01 5.5 N/A 1001.00 7.99 Agency Mortgage-Backed Securities FNMS 05.500 CL888099 N/A 31410FUY9 2035-08-01 5.5 N/A 8824993.00 96737.13 Agency Mortgage-Backed Securities FNMS 05.500 CL889465 N/A 31410KFE9 2038-03-01 5.5 N/A 4975000.00 71401.82 Agency Mortgage-Backed Securities FNMS 05.500 CL985530 N/A 31415PY36 2038-06-01 5.5 N/A 9211824.00 57171.98 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4842 N/A 3140M6LY7 2054-08-01 5.5 N/A 1003.00 855.27 Agency Mortgage-Backed Securities FNMS 05.500 CLBV6028 N/A 3140MKVW9 2055-09-01 5.5 N/A 1000.00 1015.72 Agency Mortgage-Backed Securities FNMS 05.500 CLBW9810 N/A 3140N23U3 2052-10-01 5.5 N/A 1001.00 789.69 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0553 N/A 3140N4TK3 2052-10-01 5.5 N/A 99000.00 66917.08 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4219 N/A 3140N8VM7 2053-01-01 5.5 N/A 136920.00 92407.98 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5166 N/A 3140N9W44 2053-03-01 5.5 N/A 1000.00 840.51 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8626 N/A 3140NDSQ1 2053-04-01 5.5 N/A 199000.00 152917.33 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0630 N/A 3140NGVY3 2053-04-01 5.5 N/A 63423.00 62963.64 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2603 N/A 3140NJ3M4 2053-08-01 5.5 N/A 211944.00 154508.78 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3269 N/A 3140NKT35 2053-06-01 5.5 N/A 48250.00 47763.50 Agency Mortgage-Backed Securities FNMS 05.500 CLBY9175 N/A 3140NSFR0 2053-09-01 5.5 N/A 1000.00 875.60 Agency Mortgage-Backed Securities FNMS 05.500 CLCA3257 N/A 3140QATP5 2049-03-01 5.5 N/A 284012.00 70817.54 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4418 N/A 3140QP4C8 2052-08-01 5.5 N/A 1000.00 660.09 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4911 N/A 3140QQN50 2052-10-01 5.5 N/A 12000000.00 8717700.04 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5137 N/A 3140QQV77 2052-11-01 5.5 N/A 35516288.00 26787524.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5462 N/A 3140QRB85 2053-01-01 5.5 N/A 392168.00 264533.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 N/A 7551873.00 6295398.18 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5774 N/A 3140QRMY6 2053-02-01 5.5 N/A 1024840.00 896340.53 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5991 N/A 3140QRUR2 2053-01-01 5.5 N/A 1000.00 718.89 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6867 N/A 3140QSTZ4 2053-08-01 5.5 N/A 41000.00 33332.03 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 N/A 1024.00 838.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8323 N/A 3140QUG91 2054-04-01 5.5 N/A 6000.00 5241.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8685 N/A 3140QUUK0 2054-06-01 5.5 N/A 1000.00 921.72 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 N/A 201868.00 190848.62 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9365 N/A 3140QVMP6 2054-10-01 5.5 N/A 1024.00 973.50 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9437 N/A 3140QVPX6 2054-11-01 5.5 N/A 1024.00 950.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9659 N/A 3140QVWV2 2054-12-01 5.5 N/A 5411352.00 5064063.54 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9666 N/A 3140QVW42 2054-12-01 5.5 N/A 1000.00 955.75 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9730 N/A 3140QVY40 2055-01-01 5.5 N/A 1983807.00 1980133.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0247 N/A 3140Y6HZ6 2055-04-01 5.5 N/A 1000.00 1007.65 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0393 N/A 3140Y6NK2 2055-05-01 5.5 N/A 1024.00 1003.09 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0432 N/A 3140Y6PS3 2055-05-01 5.5 N/A 2048.00 2018.17 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0525 N/A 3140Y6SP6 2055-06-01 5.5 N/A 1000.00 1013.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0573 N/A 3140Y6T75 2055-06-01 5.5 N/A 5354015.00 5312990.94 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0710 N/A 3140Y6YG9 2055-07-01 5.5 N/A 1024.00 921.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0848 N/A 3140Y65J5 2055-08-01 5.5 N/A 2309824.00 2316918.42 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0861 N/A 3140Y65X4 2055-08-01 5.5 N/A 1024.00 947.14 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1168 N/A 3140Y7JN9 2055-10-01 5.5 N/A 1008.00 1025.74 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1219 N/A 3140Y7K98 2055-10-01 5.5 N/A 15326896.00 15510609.00 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1223 N/A 3140Y7LD8 2055-10-01 5.5 N/A 34680767.00 34106112.58 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1440 N/A 3140Y7S66 2055-11-01 5.5 N/A 8734780.00 8447828.72 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1693 N/A 3140Y73B2 2055-12-01 5.5 N/A 1008.00 1030.82 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1694 N/A 3140Y73C0 2055-12-01 5.5 N/A 1044.00 1070.95 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1699 N/A 3140Y73H9 2055-12-01 5.5 N/A 18192589.00 18471554.69 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2046 N/A 3140Y8HY5 2056-02-01 5.5 N/A 1008.00 1035.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9466 N/A 3140YXQU8 2054-02-01 5.5 N/A 2000.00 1401.19 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9954 N/A 3140YYBY4 2054-02-01 5.5 N/A 3000.00 2600.38 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0430 N/A 3140A9PQ7 2054-04-01 5.5 N/A 1000.00 963.10 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3709 N/A 3140ADDP3 2054-07-01 5.5 N/A 2000.00 1715.89 Agency Mortgage-Backed Securities FNMS 05.500 CLDB5276 N/A 3140AE2J7 2054-06-01 5.5 N/A 941608.00 758804.75 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6913 N/A 3140AGVF8 2054-07-01 5.5 N/A 1000.00 941.90 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6969 N/A 3140AGW75 2054-08-01 5.5 N/A 2390028.00 2153283.68 Agency Mortgage-Backed Securities FNMS 05.500 CLDD5429 N/A 3140B6A70 2055-05-01 5.5 N/A 2000.00 1946.52 Agency Mortgage-Backed Securities FNMS 05.500 CLDF0775 N/A 3140BQ2H3 2055-10-01 5.5 N/A 1000.00 1017.21 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1674 N/A 3140BR2G3 2055-10-01 5.5 N/A 1000.00 1020.03 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1792 N/A 3140BR7E3 2055-10-01 5.5 N/A 1000.00 1017.56 Agency Mortgage-Backed Securities FNMS 05.500 CLDF2449 N/A 3140BSWK9 2055-12-01 5.5 N/A 256680.00 263207.48 Agency Mortgage-Backed Securities FNMS 05.500 CLDF4646 N/A 3140BVEU0 2055-11-01 5.5 N/A 1000.00 1014.12 Agency Mortgage-Backed Securities FNMS 05.500 CLDF5952 N/A 3140BWTJ7 2055-12-01 5.5 N/A 2000.00 2064.90 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6090 N/A 3140BWXU7 2056-01-01 5.5 N/A 1000.00 1028.54 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6417 N/A 3140BXDX1 2055-12-01 5.5 N/A 1001.00 1027.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6418 N/A 3140BXDY9 2055-12-01 5.5 N/A 1001.00 1025.96 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6439 N/A 3140BXEM4 2055-12-01 5.5 N/A 7247641.00 7424575.60 Agency Mortgage-Backed Securities FNMS 05.500 CLDF6916 N/A 3140BXVJ2 2055-12-01 5.5 N/A 1010.00 1036.80 Agency Mortgage-Backed Securities FNMS 05.500 CLDF7410 N/A 3140BYGU2 2055-12-01 5.5 N/A 1008.00 1013.57 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8582 N/A 3140U0RC3 2056-01-01 5.5 N/A 1019.00 1051.56 Agency Mortgage-Backed Securities FNMS 05.500 CLDF8786 N/A 3140U0XQ5 2056-01-01 5.5 N/A 1000.00 1029.86 Agency Mortgage-Backed Securities FNMS 05.500 CLDG2966 N/A 3140U6JL9 2056-02-01 5.5 N/A 1000.00 1039.88 Agency Mortgage-Backed Securities FNMS 05.500 CLDG3095 N/A 3140U6NM2 2056-02-01 5.5 N/A 1000.00 1039.88 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4142 N/A 3140U7S86 2056-03-01 5.5 N/A 1018.00 1058.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0243 N/A 3140W0HV0 2054-12-01 5.5 N/A 469947.00 446127.74 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0501 N/A 3140W0RX5 2055-01-01 5.5 N/A 1000.00 968.80 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0502 N/A 3140W0RY3 2055-02-01 5.5 N/A 6225152.00 6061845.58 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0863 N/A 3140W05Z4 2055-03-01 5.5 N/A 1024.00 957.86 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0907 N/A 3140W1AH6 2054-09-01 5.5 N/A 5240.00 4994.08 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1736 N/A 3140W14W0 2054-06-01 5.5 N/A 1024.00 927.01 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1856 N/A 3140W2B26 2055-06-01 5.5 N/A 1024.00 964.94 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2127 N/A 3140W2LH2 2055-06-01 5.5 N/A 1024.00 915.62 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2295 N/A 3140W2RR4 2055-07-01 5.5 N/A 1024.00 1007.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2710 N/A 3140W3AL3 2055-09-01 5.5 N/A 21763130.00 21750113.76 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3261 N/A 3140W3TT6 2055-10-01 5.5 N/A 1040.00 1037.98 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3507 N/A 3140W33R8 2055-11-01 5.5 N/A 2023.00 2077.25 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3847 N/A 3140W4HZ3 2055-10-01 5.5 N/A 431680.00 443014.77 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4302 N/A 3140W4X85 2055-12-01 5.5 N/A 1026.00 1052.73 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4039 N/A 3140XKPZ7 2053-02-01 5.5 N/A 1000.00 731.29 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4527 N/A 3140XLA57 2053-04-01 5.5 N/A 634000.00 470366.58 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4776 N/A 3140XLJW9 2053-03-01 5.5 N/A 85000.00 56760.12 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4872 N/A 3140XLMW5 2053-06-01 5.5 N/A 1000.00 794.63 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5235 N/A 3140XLY93 2053-07-01 5.5 N/A 408000.00 322112.25 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5270 N/A 3140XL2C1 2053-07-01 5.5 N/A 99000.00 79730.98 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5589 N/A 3140XMF76 2053-07-01 5.5 N/A 54480.00 37113.70 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5590 N/A 3140XMF84 2053-07-01 5.5 N/A 179000.00 113093.35 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6501 N/A 3140XNGK4 2053-11-01 5.5 N/A 1000.00 815.02 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6671 N/A 3140XNMV3 2053-06-01 5.5 N/A 37999.00 30091.31 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6837 N/A 3140XNS39 2053-07-01 5.5 N/A 1000.00 822.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6838 N/A 3140XNS47 2053-11-01 5.5 N/A 81008.00 65987.13 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7079 N/A 3140XN2M5 2053-03-01 5.5 N/A 21000.00 17388.90 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7684 N/A 3140XPRE1 2054-04-01 5.5 N/A 1024.00 818.48 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9349 N/A 3140XRL78 2054-10-01 5.5 N/A 40415795.00 37245054.94 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9534 N/A 3140XRSY2 2054-10-01 5.5 N/A 1040.00 947.30 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9715 N/A 3140XRYM1 2054-11-01 5.5 N/A 20000000.00 19118466.41 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9832 N/A 3140XR4S1 2053-07-01 5.5 N/A 7410225.00 6296279.14 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9833 N/A 3140XR4T9 2054-05-01 5.5 N/A 1024.00 897.14 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9877 N/A 3140XR6P5 2054-06-01 5.5 N/A 1000.00 904.78 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 6101378.00 4502881.49 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 N/A 174925.00 130473.28 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4869 N/A 31418EMT4 2053-01-01 5.5 N/A 1000.00 714.17 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4919 N/A 31418EPD6 2053-02-01 5.5 N/A 454002.00 322829.72 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4941 N/A 31418EP38 2053-03-01 5.5 N/A 5804890.00 4216999.19 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4979 N/A 31418EQ94 2053-04-01 5.5 N/A 1200.00 880.99 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 N/A 745236.00 552993.82 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 N/A 60062249.00 46272386.78 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 N/A 17869938.00 13628119.88 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5165 N/A 31418EW30 2053-10-01 5.5 N/A 13507496.00 10347348.80 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5190 N/A 31418EXU9 2053-11-01 5.5 N/A 5325599.00 4270140.23 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5246 N/A 31418EZL7 2054-01-01 5.5 N/A 401014.00 327462.50 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5271 N/A 31418E2D1 2054-02-01 5.5 N/A 7567.00 5914.54 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5296 N/A 31418E3E8 2054-03-01 5.5 N/A 2024.00 1583.24 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5331 N/A 31418E4R8 2054-04-01 5.5 N/A 168409.00 134646.27 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5353 N/A 31418E5P1 2054-05-01 5.5 N/A 2032.00 1627.98 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5420 N/A 31418FAW7 2054-07-01 5.5 N/A 1032.00 827.05 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5700 N/A 31418FKN6 2055-05-01 5.5 N/A 708293.00 621342.24 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5735 N/A 31418FLR6 2055-06-01 5.5 N/A 1024.00 942.36 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5792 N/A 31418FNJ2 2055-08-01 5.5 N/A 4746038.00 4470009.26 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5822 N/A 31418FPG6 2055-09-01 5.5 N/A 29187289.00 27982832.44 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5853 N/A 31418FQF7 2055-10-01 5.5 N/A 4229365.00 4122887.23 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5879 N/A 31418FQ91 2055-11-01 5.5 N/A 1017.00 1004.46 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5910 N/A 31418FR82 2055-12-01 5.5 N/A 4042101.00 4038107.83 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5998 N/A 31418FUY1 2056-02-01 5.5 N/A 1024.00 1044.78 Agency Mortgage-Backed Securities FNMS 05.500 CTFS2490 N/A 3140XHXU6 2038-10-01 5.5 N/A 311999.00 27772.34 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5339 N/A 31418E4Z0 2044-04-01 5.5 N/A 1000000.00 710361.12 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5834 N/A 31418FPU5 2045-09-01 5.5 N/A 1008.00 958.78 Agency Mortgage-Backed Securities FNMS 05.500 PLAA3303 N/A 31416LU53 2038-06-01 5.5 N/A 1300000.00 42412.14 Agency Mortgage-Backed Securities FNMS 05.600 CA913105 N/A 31411RNW4 2037-02-01 5.6 N/A 1000.00 65.44 Agency Mortgage-Backed Securities FNMS 05.900 CA906944 N/A 31411FS96 2036-12-01 5.9 N/A 1000.00 28.37 Agency Mortgage-Backed Securities FNMS 06.000 CIFS8493 N/A 3140XQNK9 2038-07-01 6 N/A 1050000.00 673719.05 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5202 N/A 31418EX88 2038-11-01 6 N/A 10002.00 4634.09 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5220 N/A 31418EYS3 2038-12-01 6 N/A 43031.00 18979.27 Agency Mortgage-Backed Securities FNMS 06.000 CL735502 N/A 31402RDF3 2035-04-01 6 N/A 1016.00 7.24 Agency Mortgage-Backed Securities FNMS 06.000 CL745256 N/A 31403C5R8 2036-02-01 6 N/A 8602000.00 85032.39 Agency Mortgage-Backed Securities FNMS 06.000 CL796097 N/A 31405QNN4 2034-10-01 6 N/A 24405174.00 477642.47 Agency Mortgage-Backed Securities FNMS 06.000 CL852448 N/A 31408JBR1 2035-12-01 6 N/A 1879439.00 30373.47 Agency Mortgage-Backed Securities FNMS 06.000 CL865885 N/A 31409A6W4 2036-03-01 6 N/A 7019.00 60.44 Agency Mortgage-Backed Securities FNMS 06.000 CL947216 N/A 31413JYM0 2037-10-01 6 N/A 3909680.00 66755.15 Agency Mortgage-Backed Securities FNMS 06.000 CL967144 N/A 31414H5D5 2038-01-01 6 N/A 7100884.00 116244.28 Agency Mortgage-Backed Securities FNMS 06.000 CLAA2524 N/A 31416KYW2 2039-03-01 6 N/A 1000000.00 29737.73 Agency Mortgage-Backed Securities FNMS 06.000 CLAL3598 N/A 3138EK7L3 2039-07-01 6 N/A 1000.00 69.07 Agency Mortgage-Backed Securities FNMS 06.000 CLBV5991 N/A 3140MKUR1 2055-08-01 6 N/A 732000.00 687442.59 Agency Mortgage-Backed Securities FNMS 06.000 CLBV6086 N/A 3140MKXQ0 2055-09-01 6 N/A 1044.00 1082.17 Agency Mortgage-Backed Securities FNMS 06.000 CLBW2524 N/A 3140MTYW7 2056-02-01 6 N/A 1010.00 1070.73 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4593 N/A 3140N9C79 2053-08-01 6 N/A 5840293.00 4134166.88 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0716 N/A 3140NGYN4 2053-04-01 6 N/A 1001.00 634.22 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5839 N/A 3140NNPZ2 2053-07-01 6 N/A 1024.00 688.94 Agency Mortgage-Backed Securities FNMS 06.000 CLBY6343 N/A 3140NPBM1 2053-07-01 6 N/A 143765.00 144569.93 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 N/A 13880416.00 9717574.57 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5777 N/A 3140QRM34 2053-02-01 6 N/A 50192001.00 37054868.17 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6540 N/A 3140QSHS3 2053-06-01 6 N/A 1000.00 773.21 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6753 N/A 3140QSQF1 2053-07-01 6 N/A 400000.00 298970.86 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6873 N/A 3140QST76 2053-08-01 6 N/A 9023576.00 7027353.28 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7271 N/A 3140QTCH0 2053-10-01 6 N/A 1120.00 942.68 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7273 N/A 3140QTCK3 2053-10-01 6 N/A 8929750.00 6288452.29 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7863 N/A 3140QTWZ8 2054-01-01 6 N/A 1024.00 864.11 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8005 N/A 3140QT3P2 2054-02-01 6 N/A 12309272.00 9413632.62 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9004 N/A 3140QVAE4 2054-08-01 6 N/A 1024.00 904.65 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9345 N/A 3140QVL36 2054-10-01 6 N/A 1008.00 880.19 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9988 N/A 3140QWC26 2055-02-01 6 N/A 1000.00 931.44 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0374 N/A 3140Y6MY3 2055-05-01 6 N/A 2400.00 2261.20 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0436 N/A 3140Y6PW4 2055-05-01 6 N/A 1008.00 994.87 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0526 N/A 3140Y6SQ4 2055-06-01 6 N/A 1256.00 1222.99 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0578 N/A 3140Y6UC2 2055-06-01 6 N/A 1000.00 986.05 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0588 N/A 3140Y6UN8 2055-05-01 6 N/A 1008.00 1020.54 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0874 N/A 3140Y66L9 2055-08-01 6 N/A 841265.00 828262.24 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1164 N/A 3140Y7JJ8 2055-10-01 6 N/A 1024.00 1036.48 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1725 N/A 3140Y74K1 2055-12-01 6 N/A 1024.00 1057.96 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1726 N/A 3140Y74L9 2055-12-01 6 N/A 1002.00 1014.11 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1875 N/A 3140Y8CM6 2056-01-01 6 N/A 1024.00 1069.85 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0022 N/A 3140A0AY5 2053-09-01 6 N/A 411000.00 262529.08 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7832712.00 7021203.14 Agency Mortgage-Backed Securities FNMS 06.000 CLDA5151 N/A 3140A5WM6 2053-12-01 6 N/A 1000.00 750.79 Agency Mortgage-Backed Securities FNMS 06.000 CLDC2271 N/A 3140APQZ0 2054-09-01 6 N/A 1279000.00 527553.60 Agency Mortgage-Backed Securities FNMS 06.000 CLDD2425 N/A 3140B2VT8 2055-02-01 6 N/A 1000.00 904.40 Agency Mortgage-Backed Securities FNMS 06.000 CLDD3010 N/A 3140B3KY7 2055-02-01 6 N/A 1000.00 973.06 Agency Mortgage-Backed Securities FNMS 06.000 CLDD5368 N/A 3140B56E2 2055-04-01 6 N/A 1000.00 958.00 Agency Mortgage-Backed Securities FNMS 06.000 CLDE3965 N/A 3140BGMP5 2055-08-01 6 N/A 1024.00 937.10 Agency Mortgage-Backed Securities FNMS 06.000 CLDE5892 N/A 3140BJRN9 2055-08-01 6 N/A 1008.00 1026.51 Agency Mortgage-Backed Securities FNMS 06.000 CLDE8967 N/A 3140BM6D7 2055-10-01 6 N/A 12057856.00 11811765.94 Agency Mortgage-Backed Securities FNMS 06.000 CLDE9793 N/A 3140BN3B2 2055-09-01 6 N/A 1000.00 835.03 Agency Mortgage-Backed Securities FNMS 06.000 CLDF0460 N/A 3140BQQN4 2055-10-01 6 N/A 1000.00 1037.82 Agency Mortgage-Backed Securities FNMS 06.000 CLDF0932 N/A 3140BRBA6 2055-09-01 6 N/A 1000.00 1034.42 Agency Mortgage-Backed Securities FNMS 06.000 CLDF4762 N/A 3140BVJG6 2055-12-01 6 N/A 1008.00 1046.47 Agency Mortgage-Backed Securities FNMS 06.000 CLDF4778 N/A 3140BVJY7 2055-12-01 6 N/A 2000.00 2080.69 Agency Mortgage-Backed Securities FNMS 06.000 CLDF5415 N/A 3140BWAR9 2055-11-01 6 N/A 1000.00 1044.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDF5514 N/A 3140BWDU9 2055-11-01 6 N/A 2191500.00 2270308.60 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6053 N/A 3140BWWP9 2055-12-01 6 N/A 1001.00 1045.05 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6637 N/A 3140BXLT1 2055-11-01 6 N/A 1000.00 1042.18 Agency Mortgage-Backed Securities FNMS 06.000 CLDF7248 N/A 3140BYBS2 2055-12-01 6 N/A 1000.00 1046.12 Agency Mortgage-Backed Securities FNMS 06.000 CLDF8374 N/A 3140U0JU2 2056-02-01 6 N/A 1016841.00 1068441.51 Agency Mortgage-Backed Securities FNMS 06.000 CLDF9093 N/A 3140U1C78 2056-01-01 6 N/A 1000.00 1034.15 Agency Mortgage-Backed Securities FNMS 06.000 CLDF9949 N/A 3140U2BT9 2056-02-01 6 N/A 1000.00 1029.69 Agency Mortgage-Backed Securities FNMS 06.000 CLDG1089 N/A 3140U4F79 2056-02-01 6 N/A 1000.00 1048.28 Agency Mortgage-Backed Securities FNMS 06.000 CLDG2778 N/A 3140U6CQ5 2056-02-01 6 N/A 1008.00 1048.43 Agency Mortgage-Backed Securities FNMS 06.000 CLFA0987 N/A 3140W1CZ4 2055-03-01 6 N/A 2000.00 1858.99 Agency Mortgage-Backed Securities FNMS 06.000 CLFA1486 N/A 3140W1UL5 2055-05-01 6 N/A 1024.00 924.69 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3108 N/A 3140W3N21 2054-10-01 6 N/A 1024.00 912.33 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3190 N/A 3140W3RL5 2055-10-01 6 N/A 992711.00 1013315.79 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3611 N/A 3140W4AM9 2055-09-01 6 N/A 4300089.00 4273146.59 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3641 N/A 3140W4BK2 2055-08-01 6 N/A 2108.00 2110.25 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3795 N/A 3140W4GD3 2055-12-01 6 N/A 1024.00 1051.26 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4010 N/A 3140W4N45 2055-10-01 6 N/A 2417226.00 2461254.61 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4149 N/A 3140W4TF4 2054-09-01 6 N/A 1024.00 1011.61 Agency Mortgage-Backed Securities FNMS 06.000 CLFA4505 N/A 3140W5AF1 2056-02-01 6 N/A 1040.00 1054.90 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3256 N/A 3140XJTN3 2052-11-01 6 N/A 266000.00 159860.62 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3821 N/A 3140XKG79 2053-02-01 6 N/A 1024.00 723.74 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3880 N/A 3140XKJ27 2053-02-01 6 N/A 1024.00 722.81 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5909 N/A 3140XMR73 2053-09-01 6 N/A 1000.00 811.95 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6202 N/A 3140XM3L8 2053-11-01 6 N/A 1000.00 780.77 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6241 N/A 3140XM5B8 2053-11-01 6 N/A 1000.00 810.44 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6577 N/A 3140XNJX3 2053-12-01 6 N/A 1120.00 892.95 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6717 N/A 3140XNPB4 2053-04-01 6 N/A 116000.00 84935.88 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6825 N/A 3140XNSP0 2053-12-01 6 N/A 1024.00 842.27 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7246 N/A 3140XPBQ1 2054-02-01 6 N/A 1000.00 813.08 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7865 N/A 3140XPW39 2054-04-01 6 N/A 1000.00 889.47 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8153 N/A 3140XQBX4 2054-06-01 6 N/A 6105001.00 5186070.57 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8995 N/A 3140XQ7H4 2054-07-01 6 N/A 1000.00 867.08 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9057 N/A 3140XRB38 2054-09-01 6 N/A 1000.00 994.59 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9203 N/A 3140XRGM1 2054-09-01 6 N/A 1024.00 818.85 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4876 N/A 31418EM23 2052-12-01 6 N/A 10000.00 6879.57 Agency Mortgage-Backed Securities FNMS 06.000 CLMA4894 N/A 31418ENL0 2053-01-01 6 N/A 1135.00 675.92 Agency Mortgage-Backed 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22065451.80 Agency Collateralized Mortgage Obligation FHLMC_5538A N/A 3137HKXV1 2055-03-25 5 N/A 10311360.00 10710450.17 Agency Collateralized Mortgage Obligation FHLMC_5544B N/A 3137HLPJ5 2055-06-25 5 N/A 42204032.00 43457603.12 Agency Collateralized Mortgage Obligation FHLMC_5546A N/A 3137HLN32 2055-06-25 5 N/A 8756832.00 9017396.65 Agency Collateralized Mortgage Obligation FHLMC_5563E N/A 3137HMKV1 2055-08-25 2.13279 N/A 68503936.00 5122634.54 Agency Collateralized Mortgage Obligation FHLMC_5564C N/A 3137HMCT5 2055-08-25 5 N/A 13733776.00 14008627.00 Agency Collateralized Mortgage Obligation FHLMC_5575A N/A 3137HN3N6 2055-09-25 1.58279 N/A 65177344.00 2068023.51 Agency Collateralized Mortgage Obligation FHLMC_5592D N/A 3137HNMW5 2055-09-25 3.43279 N/A 46595456.00 3707751.49 Agency Collateralized Mortgage Obligation FHLMC_5626J N/A 3137HQB26 2056-01-25 1.98279 N/A 88418304.00 6999471.91 Agency Collateralized Mortgage Obligation FHLMC_5634B N/A 3137HQGH8 2054-08-25 1.90773 N/A 216584960.00 15126290.36 Agency Collateralized Mortgage Obligation FHLMC_5634C N/A 3137HQGE5 2054-12-25 4.75 N/A 30410.00 27703.43 Agency Collateralized Mortgage Obligation FHLMC_5634C N/A 3137HQFX4 2054-12-25 6 N/A 12530976.00 12563473.00 Agency Collateralized Mortgage Obligation FHLMC_5634D N/A 3137HQFZ9 2055-03-25 5.5 N/A 22410720.00 22400841.85 Agency Collateralized Mortgage Obligation FHLMC_5634E N/A 3137HQGN5 2056-03-25 6 N/A 9034000.00 9021906.48 Agency Collateralized Mortgage Obligation FHLS_23-7 N/A 31282YFC8 2036-05-15 3.97733 N/A 163946496.00 88779.75 Agency Collateralized Mortgage Obligation FHMS K1502 N/A 3137BPVQ9 2034-04-25 4.272738 N/A 7312000.00 1382417.91 Agency Collateralized Mortgage Obligation FHMS_K055 N/A 3137BPW47 2044-04-25 1.63949 N/A 25541000.00 56096.21 Agency Collateralized Mortgage Obligation FHMS_K063 N/A 3137BVZB5 2027-02-25 2.077959 N/A 24839000.00 496784.69 Agency Collateralized Mortgage Obligation FHMS_K083 N/A 3137FJXY0 2028-10-25 2.293197 N/A 16102460.00 949372.02 Agency Collateralized Mortgage Obligation FHMS_K119 N/A 3137FXQS0 2053-09-25 2.727016 N/A 28000000.00 3106587.79 Agency Collateralized Mortgage Obligation FHMS_K124 N/A 3137F9Z20 2049-02-25 2.619072 N/A 29818000.00 3265297.62 Agency Collateralized Mortgage Obligation FHMS_K150 N/A 3137H9CC1 2054-10-25 4.435162 N/A 30607000.00 7271370.58 Agency Collateralized Mortgage Obligation FHMS_K153 N/A 3137H9PE3 2055-01-25 4.681628 N/A 7217320.00 1859919.02 Agency Collateralized Mortgage Obligation FHMS_KSG1 N/A 3137FXLZ9 2030-09-25 2.932432 N/A 3532000.00 386534.89 Agency Collateralized Mortgage Obligation FHMS_Q016 N/A 3137H2NW0 2051-05-25 0.892 N/A 160520448.00 2120939.63 Agency Collateralized Mortgage Obligation FHSTR_386 N/A 31325X4K3 2052-03-15 2.736111 N/A 130979.00 11327.01 Agency Collateralized Mortgage Obligation FNMA_00-14 N/A 31359X2M0 2031-05-04 0.61 N/A 32500000.00 544175.52 Agency Collateralized Mortgage Obligation FNMA_05-40 N/A 31394DQS2 2035-06-25 4.28169 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1826903.09 Agency Collateralized Mortgage Obligation FNMA_14-70 N/A 3136ALVX6 2044-11-25 4.5 N/A 16495552.00 407524.84 Agency Collateralized Mortgage Obligation FNMA_14-87 N/A 3136AMKT5 2045-01-25 2.46831 N/A 134349000.00 1370940.25 Agency Collateralized Mortgage Obligation FNMA_15-5 N/A 3136AMMK2 2045-02-25 2.31831 N/A 64500000.00 1733143.13 Agency Collateralized Mortgage Obligation FNMA_15-53C N/A 3136APQZ8 2042-03-25 2.11831 N/A 41307072.00 576051.36 Agency Collateralized Mortgage Obligation FNMA_15-56F N/A 3136APUJ9 2045-08-25 6 N/A 97250000.00 2051675.23 Agency Collateralized Mortgage Obligation FNMA_15-62A N/A 3136APYF3 2045-08-25 4 N/A 10000000.00 14955909.54 Agency Collateralized Mortgage Obligation FNMA_15-72 N/A 3136AQAN0 2045-10-25 3 N/A 2337000.00 1223548.98 Agency Collateralized Mortgage Obligation FNMA_16-103B N/A 3136AUW98 2047-01-25 2.21831 N/A 39259968.00 976932.55 Agency Collateralized Mortgage Obligation FNMA_16-84B N/A 3136AUKK6 2046-11-25 2.31831 N/A 147449856.00 2853823.62 Agency Collateralized Mortgage Obligation FNMA_17-111C N/A 3136B0KV7 2048-01-25 2.46831 N/A 55174464.00 1207171.40 Agency Collateralized Mortgage Obligation FNMA_17-12C N/A 3136AVTY5 2047-03-25 3.5 N/A 3000000.00 3865813.63 Agency Collateralized Mortgage Obligation FNMA_17-1B N/A 3136AVAF6 2046-07-25 4 N/A 9366750.00 28412.04 Agency Collateralized Mortgage Obligation FNMA_17-21 N/A 3136AV2Z1 2047-04-25 3.5 N/A 4753512.00 5096960.25 Agency Collateralized Mortgage Obligation FNMA_17-33A N/A 3136AWFD4 2039-05-25 2.31831 N/A 244333312.00 3525828.74 Agency Collateralized Mortgage Obligation FNMA_17-45 N/A 3136AWA98 2047-06-25 3.5 N/A 1425000.00 1185802.17 Agency Collateralized Mortgage Obligation FNMA_17-63A N/A 3136AXUK9 2047-08-25 0.16831 N/A 100000000.00 661478.28 Agency Collateralized Mortgage Obligation FNMA_17-8 N/A 3136AU4D0 2047-02-25 3 N/A 1944000.00 1056319.77 Agency Collateralized Mortgage Obligation FNMA_17-88A N/A 3136AYE58 2047-11-25 3 N/A 19870000.00 605482.38 Agency Collateralized Mortgage Obligation FNMA_17-9A N/A 3136AVWQ8 2047-03-25 5.5 N/A 65493632.00 1429850.34 Agency Collateralized Mortgage Obligation FNMA_18-2B N/A 3136B0ZE9 2048-02-25 2.36831 N/A 43627776.00 1324927.80 Agency Collateralized Mortgage Obligation FNMA_18-30 N/A 3136B1J47 2048-05-25 3.5 N/A 8478880.00 8678630.77 Agency Collateralized Mortgage Obligation FNMA_18-33 N/A 3136B1ZF4 2048-05-25 2.41831 N/A 102568448.00 1702056.98 Agency Collateralized Mortgage Obligation FNMA_18-45 N/A 3136B2GE6 2048-06-25 3.5 N/A 24798000.00 8842579.98 Agency Collateralized Mortgage Obligation FNMA_19-14B N/A 3136B4FR4 2049-04-25 2.26831 N/A 17752256.00 503889.04 Agency Collateralized Mortgage Obligation FNMA_19-25A N/A 3136B4YR3 2046-10-25 2.26831 N/A 78461952.00 2685023.59 Agency Collateralized Mortgage Obligation FNMA_19-67F N/A 3136B65F6 2040-05-25 2.31831 N/A 54965920.00 1663677.90 Agency Collateralized Mortgage Obligation FNMA_19-67G N/A 3136B65H2 2041-10-25 2.51831 N/A 133024000.00 4735121.20 Agency Collateralized Mortgage Obligation FNMA_19-67J N/A 3136B65M1 2044-04-25 2.26831 N/A 116892288.00 3304653.07 Agency Collateralized Mortgage Obligation FNMA_19-81B N/A 3136B8GA1 2050-01-25 2.21831 N/A 100824704.00 5429738.17 Agency Collateralized Mortgage Obligation FNMA_19-9L N/A 3136B35E6 2049-03-25 2.26831 N/A 17306336.00 174275.26 Agency Collateralized Mortgage Obligation FNMA_21-56D N/A 3136BGV99 2051-09-25 2.5 N/A 74461200.00 3040078.03 Agency Collateralized Mortgage Obligation FNMA_21-69 N/A 3136BJJW6 2051-10-25 2 N/A 40346.00 24705.87 Agency Collateralized Mortgage Obligation FNMA_21-78F N/A 3136BJVX0 2051-11-25 3 N/A 44997376.00 4433328.19 Agency Collateralized Mortgage Obligation FNMA_21-7B N/A 3136BDJ33 2051-02-25 2.5 N/A 10000000.00 840961.99 Agency Collateralized Mortgage Obligation FNMA_22-28B N/A 3136BMN20 2052-06-25 0 N/A 30000000.00 281767.60 Agency Collateralized Mortgage Obligation FNMA_22-3C N/A 3136BLDC1 2052-01-25 2 N/A 54000000.00 37968637.97 Agency Collateralized Mortgage Obligation FNMA_22-43E N/A 3136BNTL0 2046-11-25 0.378254 N/A 26071488.00 112919.14 Agency Collateralized Mortgage Obligation FNMA_22-56D N/A 3136BN4P8 2052-09-25 0.98279 N/A 61672480.00 1848923.96 Agency Collateralized Mortgage Obligation FNMA_22-76C N/A 3136BPKT7 2052-11-25 5 N/A 5000000.00 5689281.36 Agency Collateralized Mortgage Obligation FNMA_22-80 N/A 3136BPKF7 2052-11-25 5.5 N/A 3912236.00 4806778.69 Agency Collateralized Mortgage Obligation FNMA_23-18B N/A 3136BP2K6 2053-05-25 1.83279 N/A 48859712.00 1357221.13 Agency Collateralized Mortgage Obligation FNMA_23-51C N/A 3136BQPL7 2053-11-25 2.33279 N/A 31508096.00 881193.25 Agency Collateralized Mortgage Obligation FNMA_23-M6 N/A 3136BQDF3 2028-07-25 0 N/A 724996096.00 657229.92 Agency Collateralized Mortgage Obligation FNMA_24-19A N/A 3136BRLS4 2054-01-25 6.5 N/A 14601376.00 1855509.85 Agency Collateralized Mortgage Obligation FNMA_24-33A N/A 3136BSFD2 2054-01-25 0.05 N/A 64999424.00 47416.77 Agency Collateralized Mortgage Obligation FNMA_24-33A N/A 3136BSFB6 2054-01-25 0.1 N/A 56775200.00 82834.47 Agency Collateralized Mortgage Obligation FNMA_24-33B N/A 3136BSEG6 2054-06-25 2.08279 N/A 50000000.00 1422975.86 Agency Collateralized Mortgage Obligation FNMA_24-39C N/A 3136BSDC6 2047-11-25 3 N/A 6000000.00 5318868.50 Agency Collateralized Mortgage Obligation FNMA_24-52H N/A 3136BSVT9 2054-08-25 1.43279 N/A 100000000.00 3841405.24 Agency Collateralized Mortgage Obligation FNMA_24-60C N/A 3136BSQ99 2054-09-25 1.48279 N/A 87591168.00 1685203.85 Agency Collateralized Mortgage Obligation FNMA_24-60G N/A 3136BSS55 2054-09-25 1.58279 N/A 66098048.00 1918546.31 Agency Collateralized Mortgage Obligation FNMA_24-70G N/A 3136BTAT0 2052-03-25 3 N/A 17864608.00 14312145.38 Agency Collateralized Mortgage Obligation FNMA_24-98G N/A 3136BUDW7 2055-01-25 2.43279 N/A 15000000.00 590146.51 Agency Collateralized Mortgage Obligation FNMA_25-19A N/A 3136BVCD8 2055-03-25 5 N/A 14785792.00 15493071.68 Agency Collateralized Mortgage Obligation FNMA_25-28A N/A 3136BVLC0 2055-04-25 5 N/A 6504752.00 6770922.70 Agency Collateralized Mortgage Obligation FNMA_25-33A N/A 3136BVVA3 2055-02-25 0.68279 N/A 100000000.00 1476900.49 Agency Collateralized Mortgage Obligation FNMA_25-33C N/A 3136BVVJ4 2054-08-25 5 N/A 3643980.00 3781912.83 Agency Collateralized Mortgage Obligation FNMA_25-33F N/A 3136BVT40 2054-08-25 0.1 N/A 75000000.00 109211.55 Agency Collateralized Mortgage Obligation FNMA_25-41B N/A 3136BV5H7 2055-06-25 5 N/A 30553080.00 31665232.30 Agency Collateralized Mortgage Obligation FNMA_25-41C N/A 3136BV5N4 2055-06-25 5 N/A 14028720.00 14539738.77 Agency Collateralized Mortgage Obligation FNMA_25-42A N/A 3136BWMD5 2055-06-25 5 N/A 6000000.00 6182146.21 Agency Collateralized Mortgage Obligation FNMA_25-42E N/A 3136BWLT1 2055-06-25 5 N/A 6715040.00 6938342.52 Agency Collateralized Mortgage Obligation FNMA_25-48 N/A 3136BV6Q6 2055-06-25 5 N/A 12747080.00 13125768.08 Agency Collateralized Mortgage Obligation FNMA_25-54B N/A 3136BWNX0 2055-07-25 2.23279 N/A 106385408.00 5144901.61 Agency Collateralized Mortgage Obligation FNMA_25-65B N/A 3136BWV37 2054-10-25 1.53279 N/A 64787712.00 2245718.25 Agency Collateralized Mortgage Obligation FNMA_25-85A N/A 3136BXRV8 2055-09-25 5 N/A 3177490.00 2282254.60 Agency Collateralized Mortgage Obligation FNMA_25-85B N/A 3136BXSB1 2055-09-25 1.63279 N/A 276034560.00 17892788.81 Agency Collateralized Mortgage Obligation FNMA_25-85B N/A 3136BXRX4 2055-09-25 1.63279 N/A 47048896.00 2852277.44 Agency Collateralized Mortgage Obligation FNMA_25-85C N/A 3136BXSF2 2055-10-25 1.33279 N/A 300000000.00 7787790.98 Agency Collateralized Mortgage Obligation FNMA_25-85D N/A 3136BXSJ4 2053-05-25 3.48279 N/A 57052480.00 4232261.93 Agency Collateralized Mortgage Obligation FNMA_25-85F N/A 3136BXXT6 2055-10-25 1.03279 N/A 188985600.00 5305630.19 Agency Collateralized Mortgage Obligation FNMA_25-95A N/A 3136BXM92 2055-10-25 1.63279 N/A 293681664.00 19044845.17 Agency Collateralized Mortgage Obligation FNMA_25-95B N/A 3136BXN59 2055-10-25 1.68279 N/A 55920448.00 3467135.80 Agency Collateralized Mortgage Obligation FNMA_25-M2 N/A 3136BV4U9 2030-04-25 0.036 N/A 440751000.00 1537780.24 Agency Collateralized Mortgage Obligation FNMA_25-M5 N/A 3136BXM76 2031-11-25 1.783 N/A 31641440.00 29047780.16 Agency Collateralized Mortgage Obligation FNMA_26-12B N/A 3136BYK84 2056-03-25 1.9898 N/A 62964928.00 3955994.77 Agency Collateralized Mortgage Obligation FNMA_26-12D N/A 3136BYL59 2046-01-25 3.5 N/A 2530612.00 2037359.73 Agency Collateralized Mortgage Obligation FNR_19-33 N/A 3136B46V5 2049-07-25 0.03 N/A 96772096.00 31319.06 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3621 N/A 31398LZZ4 2040-01-15 5 N/A 6000000.00 956841.35 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4585A N/A 3137BPFF1 2046-05-15 2.32733 N/A 130080960.00 1921300.34 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHLMC_4206 N/A 3137B2G38 2043-05-15 3.5 N/A 1600000.00 2370786.05 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_16-KS N/A 3137BS5P4 2026-08-25 0.962789 N/A 25616384.00 14150.73 Agency Collateralized Mortgage Obligation FREMF_17-K63 N/A 30300HAY2 2027-02-25 0.1 N/A 235679744.00 214049.53 Agency Collateralized Mortgage Obligation FREMF_17-K68 N/A 30305EAC2 2027-08-25 0.1 N/A 226049024.00 317875.11 Agency Collateralized Mortgage Obligation FREMF_19-K100 N/A 30313PAQ6 2052-11-25 0.1 N/A 255243008.00 809942.99 Agency Collateralized Mortgage Obligation FREMF_19-K95 N/A 30311MAQ5 2030-01-25 0.1 N/A 234310912.00 712826.05 Agency Collateralized Mortgage Obligation FREMF_19-K97 N/A 30298PAQ5 2051-09-25 0.1 N/A 202808320.00 615771.08 Agency Collateralized Mortgage Obligation FREMF_19-KG02 N/A 30298RAL2 2029-08-25 0.1 N/A 54414000.00 173919.23 Agency Collateralized Mortgage Obligation FREMF_19-KG02 N/A 30298RAJ7 2029-08-25 0.1 N/A 489726000.00 1266497.24 Agency Collateralized Mortgage Obligation FREMF_K-059 N/A 3137BSRH8 2026-11-25 1.908868 N/A 14981000.00 184065.96 Agency Collateralized Mortgage Obligation FREMF_K-064 N/A 3137BXR38 2027-05-25 2.143676 N/A 11760000.00 293967.19 Agency Collateralized Mortgage Obligation FREMF_K-082 N/A 3137FJKH1 2028-10-25 2.213974 N/A 14982528.00 837628.03 Agency Collateralized Mortgage Obligation FREMF_K-W01 N/A 3137BPCS6 2029-03-25 4.323446 N/A 24117248.00 6013.58 Agency Collateralized Mortgage Obligation FREMF_K065 N/A 3137F1G77 2045-07-25 2.188022 N/A 8530000.00 239085.91 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 N/A 30296KAH8 2038-01-25 0.47449 N/A 427593728.00 328848.76 Agency Collateralized Mortgage Obligation FRESB_19-SB65 N/A 30298LAF8 2039-06-25 1.37768 N/A 15000000.00 231382.03 Agency Collateralized Mortgage Obligation FRMFK_11-3 N/A 30315KAC6 2030-06-25 0.1 N/A 121286400.00 468192.43 Agency Collateralized Mortgage Obligation GNMA GNRM 2023-003 EZ N/A BRYDCELM0 2053-01-20 0 N/A 1038796.00 1192888.71 Agency Mortgage-Backed Securities GNMA_05-52 N/A 38373MQW3 2047-04-16 0.57199 N/A 144572411.00 11717.38 Agency Collateralized Mortgage Obligation GNMA_05-86 N/A 38374MEL9 2047-04-16 0.21349 N/A 292814848.00 5505.22 Agency Collateralized Mortgage Obligation GNMA_08-80 N/A 38373M2F6 2050-04-16 2.56865 N/A 160880000.00 1387407.06 Agency Collateralized Mortgage Obligation GNMA_09-51 N/A 38373M7T1 2051-02-16 0 N/A 170168320.00 135286.43 Agency Collateralized Mortgage Obligation GNMA_09-66 N/A 38376FRH7 2039-08-16 5.5 N/A 60320064.00 5157688.80 Agency Collateralized Mortgage Obligation GNMA_09-80 N/A 38373M8P8 2051-09-16 1.56198 N/A 152254720.00 661025.07 Agency Collateralized Mortgage Obligation GNMA_09-93 N/A 38376KLC3 2039-09-16 6 N/A 229277696.00 26959.51 Agency Collateralized Mortgage Obligation GNMA_09-96 N/A 38376C7C7 2038-07-16 2.52587 N/A 42024960.00 14696.74 Agency Collateralized Mortgage Obligation GNMA_10-113 N/A 38377J3E1 2040-09-16 2.82587 N/A 54710960.00 446430.13 Agency Collateralized Mortgage Obligation GNMA_10-149 N/A 38377MQ25 2040-11-16 4.5 N/A 50000000.00 17226694.82 Agency Collateralized Mortgage Obligation GNMA_10-22 N/A 38376GDW7 2052-03-16 0 N/A 130072576.00 39311.51 Agency Collateralized Mortgage Obligation GNMA_10-25 N/A 38376V4H7 2040-02-16 0 N/A 4166664.00 199308.39 Agency Collateralized Mortgage Obligation GNMA_10-35 N/A 38376WM85 2040-03-20 5 N/A 85000000.00 446555.90 Agency Collateralized Mortgage Obligation GNMA_10-4 N/A 38376TX64 2035-05-20 2.41828 N/A 16790688.00 22142.76 Agency Collateralized Mortgage Obligation GNMA_10-47 N/A 38376YT43 2037-11-16 2.47587 N/A 63076736.00 125524.36 Agency Collateralized Mortgage Obligation GNMA_10-9 N/A 38375AP24 2040-01-16 3.02587 N/A 496144640.00 1945077.23 Agency Collateralized Mortgage Obligation GNMA_11-1 N/A 38376GZQ6 2052-11-16 0 N/A 214466560.00 46697.46 Agency Collateralized Mortgage Obligation GNMA_11-141 N/A 38377YH86 2041-10-16 2.32587 N/A 9535168.00 132322.60 Agency Collateralized Mortgage Obligation GNMA_11-38 N/A 38376GL32 2053-04-16 0.53013 N/A 177569792.00 24995.56 Agency Collateralized Mortgage Obligation GNMA_12-132 N/A 38378BX95 2054-06-16 0.21076 N/A 94732288.00 26586.90 Agency Collateralized Mortgage Obligation GNMA_12-143 N/A 38378GRV2 2042-06-16 2.5 N/A 29338944.00 5339495.25 Agency Collateralized Mortgage Obligation GNMA_12-16 N/A 38378DHZ1 2042-02-16 2.32587 N/A 32671744.00 174204.99 Agency Collateralized Mortgage Obligation GNMA_12-21 N/A 38378C6T9 2042-02-20 3.5 N/A 8444576.00 2749806.07 Agency Collateralized Mortgage Obligation GNMA_12-61 N/A 38378EK93 2042-05-16 2.82587 N/A 20000000.00 737270.60 Agency Collateralized Mortgage Obligation GNMA_12-6E N/A 38378CTC1 2040-02-20 2.31828 N/A 24395776.00 7580.42 Agency Collateralized Mortgage Obligation GNMA_13-040 N/A 38378KCX5 2054-06-16 0.24316 N/A 107782560.00 382062.78 Agency Collateralized Mortgage Obligation GNMA_13-113 N/A 38378WMX8 2043-08-20 3 N/A 15463000.00 12775844.38 Agency Collateralized Mortgage Obligation GNMA_13-152 N/A 38378UYD3 2043-06-20 2.36828 N/A 64075000.00 532684.98 Agency Collateralized Mortgage Obligation GNMA_13-156 N/A 38378NER0 2055-06-16 0.21408 N/A 87560192.00 60530.68 Agency Collateralized Mortgage Obligation GNMA_13-158 N/A 38378NFN8 2053-08-16 1.02461 N/A 21000000.00 68833.55 Agency Collateralized Mortgage Obligation GNMA_13-175 N/A 38378NHQ9 2055-05-16 0.12811 N/A 155451392.00 19083.96 Agency Collateralized Mortgage Obligation GNMA_13-2 N/A 38378B3Z0 2054-05-16 2.78437 N/A 375000.00 444321.16 Agency Collateralized Mortgage Obligation GNMA_13-26 N/A 38378JAC6 2043-02-16 1.77587 N/A 35091584.00 178433.88 Agency Collateralized Mortgage Obligation GNMA_14-120 N/A 38378XMD0 2056-04-16 0.38919 N/A 157089792.00 118667.28 Agency Collateralized Mortgage Obligation GNMA_14-138 N/A 38378XRJ2 2056-04-16 0.50199 N/A 134575360.00 276086.52 Agency Collateralized Mortgage Obligation GNMA_14-147C N/A 38379GQ91 2039-01-16 6.5 N/A 14003984.00 110996.62 Agency Collateralized Mortgage Obligation GNMA_14-148 N/A 38378XTX9 2056-10-16 0.39831 N/A 112730752.00 237591.65 Agency Collateralized Mortgage Obligation GNMA_14-169 N/A 38378XYD7 2056-10-16 0.58543 N/A 186330000.00 920943.94 Agency Collateralized Mortgage Obligation GNMA_14-183E N/A 38379HXG5 2044-12-20 2.11418 N/A 16131168.00 92729.27 Agency Collateralized Mortgage Obligation GNMA_14-31 N/A 38378NZX4 2055-09-16 0.21658 N/A 125943808.00 61011.64 Agency Collateralized Mortgage Obligation GNMA_14-36 N/A 38379AWV8 2044-03-20 2.41828 N/A 215529728.00 1050824.54 Agency Collateralized Mortgage Obligation GNMA_14-51 N/A 38379A6N5 2044-03-20 1.81828 N/A 46718592.00 230785.45 Agency Collateralized Mortgage Obligation GNMA_14-55 N/A 38379BGA0 2044-04-16 2.42587 N/A 314560960.00 2366119.30 Agency Collateralized Mortgage Obligation GNMA_14-96 N/A 38379CY34 2044-07-16 5.5 N/A 109284992.00 810348.25 Agency Collateralized Mortgage Obligation GNMA_15-085 N/A 38379KTL2 2057-07-16 0.28897 N/A 135005000.00 370280.53 Agency Collateralized Mortgage Obligation GNMA_15-111G N/A 38379MNX8 2045-08-20 2.81828 N/A 27887040.00 144010.18 Agency Collateralized Mortgage Obligation GNMA_15-115 N/A 38379KC97 2057-07-16 0.4618 N/A 97075840.00 746921.90 Agency Collateralized Mortgage Obligation GNMA_15-130 N/A 38379KJ74 2057-07-16 0.67531 N/A 128725000.00 1395721.79 Agency Collateralized Mortgage Obligation GNMA_15-157 N/A 38379FBW8 2045-10-20 1.91828 N/A 54851264.00 566886.51 Agency Collateralized Mortgage Obligation GNMA_15-170A N/A 38379FXC8 2045-11-20 1.91828 N/A 25515744.00 522074.28 Agency Collateralized Mortgage Obligation GNMA_15-180G N/A 38379THG7 2045-12-20 1.89828 N/A 44885440.00 445201.67 Agency Collateralized Mortgage Obligation GNMA_15-181 N/A 38379RBA0 2057-08-16 0.66495 N/A 114995000.00 544371.70 Agency Collateralized Mortgage Obligation GNMA_15-185C N/A 38379F3Y3 2045-05-20 3.5 N/A 2500000.00 2184754.95 Agency Collateralized Mortgage Obligation GNMA_15-49E N/A 38379LTN6 2043-08-20 5.5 N/A 5471470.00 6195.22 Agency Collateralized Mortgage Obligation GNMA_15-62 N/A 38379LR73 2045-05-20 4.5 N/A 17715744.00 461379.88 Agency Collateralized Mortgage Obligation GNMA_15-99 N/A 38379NT77 2045-07-20 3.5 N/A 1000000.00 916718.85 Agency Collateralized Mortgage Obligation GNMA_16-052 N/A 38379UNY8 2058-03-16 0.7348 N/A 104532320.00 692483.69 Agency Collateralized Mortgage Obligation GNMA_16-109 N/A 38380AAR8 2036-09-16 5.5 N/A 19473888.00 469906.21 Agency Collateralized Mortgage Obligation GNMA_16-117 N/A 38380ANZ6 2046-08-20 3.5 N/A 25414560.00 214225.64 Agency Collateralized Mortgage Obligation GNMA_16-126E N/A 38380BAZ8 2046-09-20 2.31828 N/A 20257568.00 579895.49 Agency Collateralized Mortgage Obligation GNMA_16-127 N/A 38379UJ98 2058-05-16 0.87744 N/A 151204000.00 1627034.48 Agency Collateralized Mortgage Obligation GNMA_16-12C N/A 38379TJ75 2046-01-20 1.85828 N/A 30193344.00 323185.93 Agency Collateralized Mortgage Obligation GNMA_16-135D N/A 38380AK71 2046-10-16 3 N/A 11224848.00 11444115.70 Agency Collateralized Mortgage Obligation GNMA_16-140 N/A 38379UQ25 2058-05-16 0.73017 N/A 116062720.00 1605353.46 Agency Collateralized Mortgage Obligation GNMA_16-149C N/A 38380BUY9 2046-11-16 5.5 N/A 20049824.00 556357.12 Agency Collateralized Mortgage Obligation GNMA_16-156 N/A 38380BC37 2046-11-20 3 N/A 1469526.00 841756.92 Agency Collateralized Mortgage Obligation GNMA_16-163C N/A 38380TDC7 2046-11-20 3.5 N/A 17994000.00 5110923.84 Agency Collateralized Mortgage Obligation GNMA_16-169 N/A 38379U3N4 2058-06-16 0.51408 N/A 74964480.00 628841.83 Agency Collateralized Mortgage Obligation GNMA_16-86 N/A 38379UWM4 2058-03-16 0.98776 N/A 104827008.00 1307071.27 Agency Collateralized Mortgage Obligation GNMA_16-98 N/A 38379UXP6 2058-05-16 0.85674 N/A 123138048.00 1224767.54 Agency Collateralized Mortgage Obligation GNMA_17-1 N/A 38379RLS0 2058-12-16 0.34788 N/A 149111000.00 580412.15 Agency Collateralized Mortgage Obligation GNMA_17-113B N/A 38380FWR3 2047-07-16 2.47587 N/A 52958656.00 1185782.65 Agency Collateralized Mortgage Obligation GNMA_17-131 N/A 38379R3J0 2058-12-16 0.65855 N/A 61467328.00 758212.51 Agency Collateralized Mortgage Obligation GNMA_17-154A N/A 38380JCQ9 2058-12-16 0.61897 N/A 72822912.00 1443090.68 Agency Collateralized Mortgage Obligation GNMA_17-155A N/A 38380HF72 2047-10-16 6 N/A 16765696.00 488530.39 Agency Collateralized Mortgage Obligation GNMA_17-163G N/A 38380KNA9 2041-05-16 0 N/A 9932752.00 1627211.87 Agency Collateralized Mortgage Obligation GNMA_17-179F N/A 38380ULB7 2047-12-20 2.41828 N/A 23428544.00 788746.34 Agency Collateralized Mortgage Obligation GNMA_17-51 N/A 38379RUE1 2059-05-16 0.63549 N/A 162972416.00 1350136.37 Agency Collateralized Mortgage Obligation GNMA_17-52D N/A 38376UQM4 2047-04-20 5 N/A 16400000.00 335928.34 Agency Collateralized Mortgage Obligation GNMA_18-105B N/A 38380YRS6 2048-08-20 2.41828 N/A 11563344.00 175115.20 Agency Collateralized Mortgage Obligation GNMA_18-112D N/A 38380YBS3 2048-08-20 2.41418 N/A 34400000.00 961042.60 Agency Collateralized Mortgage Obligation GNMA_18-126B N/A 38380YM69 2048-09-20 1.36828 N/A 50000000.00 986931.34 Agency Collateralized Mortgage Obligation GNMA_18-12D N/A 38380UQ89 2048-01-20 2.41828 N/A 24520704.00 750486.28 Agency Collateralized Mortgage Obligation GNMA_18-134C N/A 38381ASE7 2048-10-20 2.41828 N/A 39736704.00 806306.27 Agency Collateralized Mortgage Obligation GNMA_18-135E N/A 38381AJW7 2048-09-20 4.25 N/A 20000000.00 538193.39 Agency Collateralized Mortgage Obligation GNMA_18-154K N/A 38381AWV4 2048-11-20 2.41828 N/A 38751424.00 767479.34 Agency Collateralized Mortgage Obligation GNMA_18-154Q N/A 38381AXN1 2048-11-20 2.41828 N/A 52186688.00 1335919.86 Agency Collateralized Mortgage Obligation GNMA_18-168G N/A 38381BFG4 2048-12-20 2.26418 N/A 72000000.00 2170919.83 Agency Collateralized Mortgage Obligation GNMA_18-38D N/A 38380V3J8 2048-03-20 5 N/A 15067800.00 293920.04 Agency Collateralized Mortgage Obligation GNMA_18-70B N/A 38380WB32 2048-05-16 0.86587 N/A 58188096.00 687631.63 Agency Collateralized Mortgage Obligation GNMA_18-72C N/A 38380WG60 2048-05-20 2.46828 N/A 77205000.00 815142.87 Agency Collateralized Mortgage Obligation GNMA_18-90 N/A 38380XES2 2048-06-20 2.46828 N/A 14500000.00 307897.42 Agency Collateralized Mortgage Obligation GNMA_19-101 N/A 38380NKY4 2061-07-16 0.69744 N/A 38018720.00 779056.53 Agency Collateralized Mortgage Obligation GNMA_19-110E N/A 38381YWZ3 2049-09-20 0 N/A 30000000.00 56486.71 Agency Collateralized Mortgage Obligation GNMA_19-111G N/A 38381YLR3 2049-09-20 0 N/A 41711360.00 174649.64 Agency Collateralized Mortgage Obligation GNMA_19-122 N/A 38380NRV3 2061-07-16 1.00453 N/A 75398528.00 1470728.19 Agency Collateralized Mortgage Obligation GNMA_19-128 N/A 38382AGA7 2043-08-20 2.34828 N/A 64086528.00 655071.96 Agency Collateralized Mortgage Obligation GNMA_19-128M N/A 38382AFY6 2040-04-16 2.27587 N/A 43921728.00 947369.87 Agency Collateralized Mortgage Obligation GNMA_19-128M N/A 38382AFZ3 2040-04-16 0.25187 N/A 35232384.00 76066.07 Agency Collateralized Mortgage Obligation GNMA_19-128P N/A 38382AGC3 2043-07-16 2.22587 N/A 39134080.00 1137369.94 Agency Collateralized Mortgage Obligation GNMA_19-132F N/A 38381Y5K6 2049-10-20 1 N/A 39756544.00 358137.74 Agency Collateralized Mortgage Obligation GNMA_19-139 N/A 38380NTH2 2061-11-16 0.67069 N/A 91023616.00 1687334.72 Agency Collateralized Mortgage Obligation GNMA_19-151B N/A 38382BAB9 2045-03-20 3 N/A 497262.00 7322.48 Agency Collateralized Mortgage Obligation GNMA_19-26 N/A 38380MS44 2060-11-16 0.6508 N/A 137614336.00 1142720.78 Agency Collateralized Mortgage Obligation GNMA_19-29R N/A 38381TNB7 2049-03-20 2.26828 N/A 79855360.00 868036.72 Agency Collateralized Mortgage Obligation GNMA_19-45A N/A 38381TYF6 2049-04-20 0.03 N/A 22691840.00 6806.36 Agency Collateralized Mortgage Obligation GNMA_19-50 N/A 38380M5Z0 2060-12-16 0.6959 N/A 127549440.00 1515537.97 Agency Collateralized Mortgage Obligation GNMA_19-59D N/A 38381VL32 2049-05-20 2.31828 N/A 25000000.00 449991.57 Agency Collateralized Mortgage Obligation GNMA_19-6J N/A 38381BP32 2049-01-20 2.31828 N/A 45476720.00 650827.05 Agency Collateralized Mortgage Obligation GNMA_19-86F N/A 38381WC97 2049-03-20 2.31828 N/A 19007904.00 414460.93 Agency Collateralized Mortgage Obligation GNMA_19-97C N/A 38381YHQ0 2049-08-20 0 N/A 150000000.00 261454.49 Agency Collateralized Mortgage Obligation GNMA_19-99L N/A 38381XUM6 2049-08-20 2.31828 N/A 35619720.00 486943.30 Agency Collateralized Mortgage Obligation GNMA_20-019 N/A 38380N3D9 2061-12-16 0.71963 N/A 145655552.00 2990226.89 Agency Collateralized Mortgage Obligation GNMA_20-109 N/A 38380PWC4 2060-05-16 0.83507 N/A 11800000.00 569848.60 Agency Collateralized Mortgage Obligation GNMA_20-115E N/A 38382HC99 2049-02-20 0.41 N/A 74186560.00 346030.49 Agency Collateralized Mortgage Obligation GNMA_20-121 N/A 38380PW83 2060-08-16 0.87774 N/A 11700000.00 538708.61 Agency Collateralized Mortgage Obligation GNMA_20-129G N/A 38382JYE0 2050-09-20 2.5 N/A 41239936.00 4616116.60 Agency Collateralized Mortgage Obligation GNMA_20-131 N/A 38380P3C6 2062-10-16 0.69451 N/A 285230080.00 11261446.82 Agency Collateralized Mortgage Obligation GNMA_20-132 N/A 38380P5Q3 2062-09-16 0.85087 N/A 12200000.00 579331.78 Agency Collateralized Mortgage Obligation GNMA_20-134D N/A 38382JAZ9 2050-09-20 0 N/A 26381440.00 270878.26 Agency Collateralized Mortgage Obligation GNMA_20-134T N/A 38382JEX0 2050-09-20 0 N/A 41515456.00 523743.69 Agency Collateralized Mortgage Obligation GNMA_20-134V N/A 38382JFF8 2050-07-20 3.14975 N/A 25439080.00 918885.15 Agency Collateralized Mortgage Obligation GNMA_20-138B N/A 38382JR65 2050-09-20 0 N/A 50000000.00 569355.43 Agency Collateralized Mortgage Obligation GNMA_20-148H N/A 38382KZS5 2050-10-20 0 N/A 26781600.00 424656.92 Agency Collateralized Mortgage Obligation GNMA_20-149D N/A 38382KAQ6 2050-10-20 0 N/A 33333312.00 439383.72 Agency Collateralized Mortgage Obligation GNMA_20-151 N/A 38382J3S3 2050-10-20 3 N/A 5000000.00 426661.61 Agency Collateralized Mortgage Obligation GNMA_20-155 N/A 38380P8N7 2060-09-16 1.27109 N/A 121710336.00 9437586.71 Agency Collateralized Mortgage Obligation GNMA_20-164B N/A 38382LEE7 2050-11-20 0 N/A 63717888.00 567139.08 Agency Collateralized Mortgage Obligation GNMA_20-164N N/A 38382LEV9 2050-11-20 0 N/A 73687296.00 323094.41 Agency Collateralized Mortgage Obligation GNMA_20-164P N/A 38382LEX5 2050-11-20 0 N/A 70867584.00 594022.70 Agency Collateralized Mortgage Obligation GNMA_20-167L N/A 38382LBL4 2050-11-20 3.5 N/A 44701056.00 3931528.99 Agency Collateralized Mortgage Obligation GNMA_20-175D N/A 38382LLM1 2050-11-20 2 N/A 146731776.00 9898400.54 Agency Collateralized Mortgage Obligation GNMA_20-176E N/A 38382LHL8 2050-11-20 0 N/A 52620032.00 1006456.81 Agency Collateralized Mortgage Obligation GNMA_20-181E N/A 38382LWB3 2049-03-20 0.49 N/A 34196864.00 301056.56 Agency Collateralized Mortgage Obligation GNMA_20-187L N/A 38382LD81 2050-12-20 0.96828 N/A 19338304.00 122393.15 Agency Collateralized Mortgage Obligation GNMA_20-189G N/A 38382MAL3 2050-12-20 0 N/A 37291200.00 562027.65 Agency Collateralized Mortgage Obligation GNMA_20-191F N/A 38382MHG7 2050-12-20 0 N/A 25000000.00 394627.59 Agency Collateralized Mortgage Obligation GNMA_20-3 N/A 38382BN66 2062-02-16 0.61552 N/A 90575360.00 1674231.79 Agency Collateralized Mortgage Obligation GNMA_20-34G N/A 38382DH51 2050-03-20 0 N/A 169999999.00 265393.54 Agency Collateralized Mortgage Obligation GNMA_20-40 N/A 38380N8S1 2062-01-16 0.87512 N/A 17000000.00 483965.14 Agency Collateralized Mortgage Obligation GNMA_20-49 N/A 38380PDL5 2062-07-16 1.05002 N/A 65512064.00 2052591.25 Agency Collateralized Mortgage Obligation GNMA_20-61L N/A 38382EV20 2050-05-20 5 N/A 17101800.00 358610.75 Agency Collateralized Mortgage Obligation GNMA_20-63E N/A 38382FFX7 2046-04-20 3 N/A 30556160.00 29284.00 Agency Collateralized Mortgage Obligation GNMA_20-81 N/A 38380PPL2 2062-07-16 0.87196 N/A 245000000.00 11541597.18 Agency Collateralized Mortgage Obligation GNMA_20-98C N/A 38382GQM7 2050-07-20 3 N/A 16729600.00 1485093.53 Agency Collateralized Mortgage Obligation GNMA_21-10 N/A 38380RQU7 2063-05-16 0.98662 N/A 13500000.00 852785.23 Agency Mortgage-Backed Securities GNMA_21-102 N/A 38381DQT0 2062-10-16 0.84578 N/A 20750000.00 1067927.72 Agency Collateralized Mortgage Obligation GNMA_21-118A N/A 38382UZ38 2051-07-20 3 N/A 22158080.00 2431223.99 Agency Collateralized Mortgage Obligation GNMA_21-120 N/A 38381DXT2 2063-02-16 0.98758 N/A 15875000.00 1036577.56 Agency Collateralized Mortgage Obligation GNMA_21-124 N/A 38381DUJ7 2062-10-16 0.98881 N/A 9350000.00 490525.98 Agency Collateralized Mortgage Obligation GNMA_21-139D N/A 38382XGD1 2051-08-20 0 N/A 9000000.00 87001.17 Agency Collateralized Mortgage Obligation GNMA_21-155G N/A 38383AJE5 2051-09-20 2.51828 N/A 25000000.00 2518964.60 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 2.51828 N/A 17500000.00 1643270.26 Agency Collateralized Mortgage Obligation GNMA_21-158K N/A 38382XY74 2051-09-20 0 N/A 73814272.00 882300.06 Agency Collateralized Mortgage Obligation GNMA_21-160E N/A 38383AUE2 2051-09-20 0.05 N/A 105852928.00 80976.48 Agency Collateralized Mortgage Obligation GNMA_21-170 N/A 38381DW22 2063-05-16 0.99342 N/A 15050000.00 978652.92 Agency Collateralized Mortgage Obligation GNMA_21-175D N/A 38383CE30 2051-10-20 0 N/A 250000000.00 272847.90 Agency Collateralized Mortgage Obligation GNMA_21-175D N/A 38383CE63 2051-10-20 0 N/A 104000000.00 119279.42 Agency Collateralized Mortgage Obligation GNMA_21-175P N/A 38383CM49 2051-10-20 0.08846 N/A 38997824.00 665774.66 Agency Collateralized Mortgage Obligation GNMA_21-193A N/A 38383DRT7 2051-11-20 0 N/A 24993792.00 13795.49 Agency Collateralized Mortgage Obligation GNMA_21-193C N/A 38383DRY6 2051-11-20 0 N/A 60000000.00 251689.67 Agency Collateralized Mortgage Obligation GNMA_21-194D N/A 38383DDA3 2051-11-20 0 N/A 50000000.00 414855.64 Agency Collateralized Mortgage Obligation GNMA_21-194F N/A 38383DDK1 2051-11-20 0 N/A 50000000.00 362796.78 Agency Collateralized Mortgage Obligation GNMA_21-20 N/A 38380RYD6 2062-08-16 1.14444 N/A 12700000.00 749921.64 Agency Collateralized Mortgage Obligation GNMA_21-211 N/A 38381EJK5 2063-01-16 0.96962 N/A 6800000.00 436684.99 Agency Collateralized Mortgage Obligation GNMA_21-213F N/A 38383FKZ5 2051-12-20 0 N/A 334389248.00 152732.44 Agency Collateralized Mortgage Obligation GNMA_21-22 N/A 38380RUJ7 2063-05-16 0.97296 N/A 14450000.00 839127.81 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FA52 2051-12-20 3.5 N/A 32966720.00 9733728.21 Agency Collateralized Mortgage Obligation GNMA_21-30F N/A 38382NYS0 2051-02-20 2.5 N/A 4858500.00 678077.42 Agency Collateralized Mortgage Obligation GNMA_21-36 N/A 38380RXJ4 2063-03-16 1.27948 N/A 17950000.00 1149375.47 Agency Collateralized Mortgage Obligation GNMA_21-46 N/A 38382P3D2 2051-03-20 0 N/A 10998848.00 40381.92 Agency Collateralized Mortgage Obligation GNMA_21-46A N/A 38382P2Y7 2051-03-20 0 N/A 8519824.00 25589.39 Agency Collateralized Mortgage Obligation GNMA_21-47 N/A 38380RA75 2061-03-16 0.99236 N/A 18625000.00 1131414.22 Agency Collateralized Mortgage Obligation GNMA_21-63 N/A 38380R2L3 2061-04-16 0.81555 N/A 26286112.00 1389435.56 Agency Collateralized Mortgage Obligation GNMA_21-77E N/A 38382QR36 2051-05-20 0 N/A 32216832.00 281973.55 Agency Collateralized Mortgage Obligation GNMA_21-77F N/A 38382QS43 2051-05-20 0 N/A 51312256.00 67375.80 Agency Collateralized Mortgage Obligation GNMA_21-84 N/A 38381DFX3 2061-04-16 0.79077 N/A 12200000.00 620079.24 Agency Collateralized Mortgage Obligation GNMA_21-8S N/A 38382MZM4 2051-01-20 2 N/A 2295000.00 134362.77 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VKL2 2051-06-20 3 N/A 67833216.00 5665942.56 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VLK3 2050-10-20 3 N/A 30072832.00 1125424.43 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VAV1 2051-06-20 0.13846 N/A 12000000.00 312658.93 Agency Collateralized Mortgage Obligation GNMA_21-98F N/A 38382TQ72 2051-06-20 3 N/A 30000000.00 3353505.32 Agency Collateralized Mortgage Obligation GNMA_22-103A N/A 38383TDZ3 2052-05-20 0 N/A 53074624.00 512729.37 Agency Collateralized Mortgage Obligation GNMA_22-103F N/A 38383TEN9 2052-06-20 0 N/A 84992000.00 47720.20 Agency Collateralized Mortgage Obligation GNMA_22-120D N/A 38383TZR7 2052-07-20 2.41846 N/A 30500000.00 2222541.30 Agency Collateralized Mortgage Obligation GNMA_22-139D N/A 38383M3T3 2052-08-20 0.05 N/A 30000000.00 46702.45 Agency Collateralized Mortgage Obligation GNMA_22-153D N/A 38383YGC0 2052-09-20 0.05 N/A 100000000.00 126913.02 Agency Collateralized Mortgage Obligation GNMA_22-161B N/A 38383YSU7 2052-09-20 1.73846 N/A 85500000.00 2136298.33 Agency Collateralized Mortgage Obligation GNMA_22-163 N/A 38381HRM5 2064-07-16 0.43279 N/A 175000000.00 6873834.30 Agency Collateralized Mortgage Obligation GNMA_22-189A N/A 38383LCN8 2052-11-20 0.05 N/A 117633024.00 109248.24 Agency Collateralized Mortgage Obligation GNMA_22-190E N/A 38383LAQ3 2049-02-20 2.31828 N/A 54609408.00 4133442.85 Agency Collateralized Mortgage Obligation GNMA_22-1A N/A 38383GRF0 2052-01-20 0 N/A 143237120.00 85300.18 Agency Collateralized Mortgage Obligation GNMA_22-1C N/A 38383GTX9 2052-01-20 0 N/A 174133248.00 155633.08 Agency Collateralized Mortgage Obligation GNMA_22-2 N/A 38383GQV6 2062-04-16 0.81712 N/A 375000000.00 17933278.13 Agency Collateralized Mortgage Obligation GNMA_22-208A N/A 38383LY53 2052-12-20 0.1 N/A 24997888.00 17975.45 Agency Collateralized Mortgage Obligation GNMA_22-212B N/A 38383LWU0 2052-12-20 5 N/A 16308704.00 19272859.76 Agency Collateralized Mortgage Obligation GNMA_22-22H N/A 38383MUG1 2051-09-20 3.5 N/A 10000000.00 5971202.48 Agency Collateralized Mortgage Obligation GNMA_22-22R N/A 38383MUC0 2050-12-20 3.5 N/A 714285.00 64274.10 Agency Collateralized Mortgage Obligation GNMA_22-45G N/A 38383ME95 2052-03-20 0 N/A 29999104.00 15573.20 Agency Collateralized Mortgage Obligation GNMA_22-45T N/A 38383MT32 2050-05-20 0 N/A 61177216.00 606622.95 Agency Collateralized Mortgage Obligation GNMA_22-63J N/A 38383RBW6 2052-04-20 0.13846 N/A 16525696.00 279183.15 Agency Collateralized Mortgage Obligation GNMA_22-63R N/A 38383RDR5 2050-03-20 0.68846 N/A 25000000.00 549919.40 Agency Collateralized Mortgage Obligation GNMA_22-7 N/A 38381EPF9 2064-02-16 0.1 N/A 120230528.00 544824.00 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWS2 2052-05-20 0 N/A 49999872.00 48951.47 Agency Collateralized Mortgage Obligation GNMA_22-81P N/A 38383RXE2 2048-03-20 5.5 N/A 46903424.00 3335516.44 Agency Collateralized Mortgage Obligation GNMA_22-92 N/A 38381HET4 2064-02-16 0.80806 N/A 15100000.00 783515.59 Agency Collateralized Mortgage Obligation GNMA_23-101D N/A 38384CBE8 2051-01-20 0 N/A 1170000.00 645407.43 Agency Collateralized Mortgage Obligation GNMA_23-107A N/A 38384BJ93 2053-07-20 2.28846 N/A 100000000.00 1945562.02 Agency Collateralized Mortgage Obligation GNMA_23-115J N/A 38384CJ26 2053-08-20 2.93846 N/A 32691776.00 1224840.73 Agency Collateralized Mortgage Obligation GNMA_23-133A N/A 38384ENL5 2053-09-20 6 N/A 13543456.00 16503120.27 Agency Collateralized Mortgage Obligation GNMA_23-133H N/A 38384END3 2053-09-20 1.93846 N/A 115921152.00 4464235.42 Agency Collateralized Mortgage Obligation GNMA_23-133L N/A 38384ENV3 2053-09-20 2.03846 N/A 25514784.00 1123911.08 Agency Collateralized Mortgage Obligation GNMA_23-148J N/A 38384DPM3 2053-10-20 6 N/A 9000000.00 10832003.51 Agency Collateralized Mortgage Obligation GNMA_23-149B N/A 38384DEC7 2053-07-20 2.03846 N/A 71201536.00 2892183.31 Agency Collateralized Mortgage Obligation GNMA_23-152B N/A 38384DUU9 2053-10-20 1.94846 N/A 50396544.00 2147089.62 Agency Collateralized Mortgage Obligation GNMA_23-158B N/A 38381JVM6 2065-06-16 0.76286 N/A 100000000.00 5981385.43 Agency Collateralized Mortgage Obligation GNMA_23-166D N/A 38384GAJ9 2053-11-20 1.83846 N/A 50000000.00 571930.99 Agency Collateralized Mortgage Obligation GNMA_23-169C N/A 38384DJ99 2053-11-20 2.73846 N/A 50000000.00 1263183.12 Agency Collateralized Mortgage Obligation GNMA_23-173L N/A 38384GDD9 2053-11-20 1.83846 N/A 56784640.00 2636524.92 Agency Collateralized Mortgage Obligation GNMA_23-182A N/A 38384GNP1 2053-12-20 2.03846 N/A 40000000.00 527619.14 Agency Collateralized Mortgage Obligation GNMA_23-182B N/A 38384GNR7 2053-12-20 1.98846 N/A 25000000.00 1262437.65 Agency Collateralized Mortgage Obligation GNMA_23-182C N/A 38384GNT3 2053-12-20 2.03846 N/A 27777760.00 768009.57 Agency Collateralized Mortgage Obligation GNMA_23-189F N/A 38384GMJ6 2053-12-20 2.13846 N/A 100000000.00 1371743.93 Agency Collateralized Mortgage Obligation GNMA_23-20E N/A 38383VWT1 2053-02-20 0.05 N/A 112956160.00 115519.58 Agency Collateralized Mortgage Obligation GNMA_23-20H N/A 38383VXD5 2053-02-20 0.11 N/A 5000000.00 7582.35 Agency Collateralized Mortgage Obligation GNMA_23-20H N/A 38383VYU6 2053-02-20 0.06 N/A 135438336.00 115206.91 Agency Collateralized Mortgage Obligation GNMA_23-27 N/A 38381HY21 2064-07-16 1.00209 N/A 200000000.00 13777891.49 Agency Collateralized Mortgage Obligation GNMA_23-35D N/A 38383VM21 2053-02-20 2.63846 N/A 17642144.00 778441.17 Agency Collateralized Mortgage Obligation GNMA_23-40M N/A 38383WRK4 2048-12-20 4.5 N/A 23158240.00 1499962.24 Agency Collateralized Mortgage Obligation GNMA_23-53D N/A 38383XXP4 2053-04-20 0.05 N/A 96972800.00 65485.41 Agency Collateralized Mortgage Obligation GNMA_23-53P N/A 38383XA95 2053-04-20 0.05 N/A 101780800.00 107470.37 Agency Collateralized Mortgage Obligation GNMA_23-63A N/A 38384ABQ5 2053-05-20 1.83846 N/A 60452480.00 1935372.46 Agency Collateralized Mortgage Obligation GNMA_23-63H N/A 38384ABZ5 2053-05-20 0.05 N/A 122572800.00 109910.61 Agency Collateralized Mortgage Obligation GNMA_23-71A N/A 38381JGS0 2065-02-16 0.7786 N/A 116691712.00 7123291.34 Agency Collateralized Mortgage Obligation GNMA_23-80C N/A 38384BPK1 2053-06-20 6 N/A 2142320.00 2631795.50 Agency Collateralized Mortgage Obligation GNMA_24-108B N/A 38384UEW5 2054-07-20 2.33846 N/A 75000000.00 3683245.20 Agency Collateralized Mortgage Obligation GNMA_24-108G N/A 38384UFN4 2054-07-20 4.81154 N/A 3552400.00 3089342.49 Agency Collateralized Mortgage Obligation GNMA_24-108G N/A 38384UFP9 2054-07-20 2.18846 N/A 50000000.00 2699669.93 Agency Collateralized Mortgage Obligation GNMA_24-108H N/A 38384UHN2 2054-07-20 0.1 N/A 42396224.00 98144.83 Agency Collateralized Mortgage Obligation GNMA_24-125C N/A 38384VLX3 2054-08-20 2.98846 N/A 45220096.00 1619773.20 Agency Collateralized Mortgage Obligation GNMA_24-125D N/A 38384VLZ8 2064-08-20 1.48846 N/A 75000000.00 965814.10 Agency Collateralized Mortgage Obligation GNMA_24-146A N/A 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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 0.387 N/A 68497124.00 147005.63 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-RC 20380825 FLT N/A 302966AP1 2038-08-25 0.291 N/A 76718426.00 387318.23 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-SA 20381125 FLT N/A 302966AQ9 2038-11-25 0.3602 N/A 143846917.00 346492.09 Agency Collateralized Mortgage Obligation FGRA 03451S 02/15/37 N/A 31397TP71 2037-02-15 2.2573 N/A 2000000.00 585.00 Agency Collateralized Mortgage Obligation FGRA 04104S 09/15/42 N/A 3137ATU42 2042-09-15 2.3273 N/A 21428571.00 376604.17 Agency Collateralized Mortgage Obligation FGRA 3667SB 05/15/40 N/A 31398QG35 2040-05-15 2.6773 N/A 5000000.00 1724.66 Agency Collateralized Mortgage Obligation FGRA 3967SK 12/15/41 N/A 3137AJUJ1 2041-12-15 2.6773 N/A 81740982.00 438213.09 Agency Collateralized Mortgage Obligation FGRA 4091ES 08/15/42 N/A 3137ATDJ8 2042-08-15 2.7773 N/A 22372053.00 479676.46 Agency Collateralized Mortgage Obligation FGRA 4161SP 02/15/43 N/A 3137AYNW7 2043-02-15 2.3773 N/A 20500000.00 551719.86 Agency Collateralized Mortgage Obligation FGRA 4279SA 12/15/43 N/A 3137B6G96 2043-12-15 2.3273 N/A 35692773.00 381177.63 Agency Collateralized Mortgage Obligation FGRA 4301SD 07/15/37 N/A 3137B8CC9 2037-07-15 2.3273 N/A 77000000.00 515957.07 Agency Collateralized Mortgage Obligation FGRA 4351AS 06/15/44 N/A 3137BBPE4 2044-06-15 2.4273 N/A 50000000.00 284173.78 Agency Collateralized Mortgage Obligation FGRA 4417NS 12/15/43 N/A 3137BFWP2 2043-12-15 0.7043 N/A 22473927.00 75126.56 Agency Collateralized Mortgage Obligation FGRA 4564SI 04/15/43 N/A 3137BNGB4 2043-04-15 0.2273 N/A 26456473.00 97980.99 Agency Collateralized Mortgage Obligation FGRA 4584SI 05/15/44 N/A 3137BPUR8 2044-05-15 0.7273 N/A 4814646.00 42730.29 Agency Collateralized Mortgage Obligation FGRA 4698ES 07/15/47 N/A 3137F1XH6 2047-07-15 0.1773 N/A 50000000.00 362778.33 Agency Collateralized Mortgage Obligation FGRA 4707SB 08/15/47 N/A 3137F2MZ6 2047-08-15 0.1773 N/A 103816691.00 683293.88 Agency Collateralized Mortgage Obligation FGRA 4795WS 03/15/48 N/A 3137F5S67 2048-03-15 2.3773 N/A 21176438.00 385083.86 Agency Collateralized Mortgage Obligation FGRA 4833IM 04/15/44 N/A 3137FJBD0 2044-04-15 0.05 N/A 34129268.00 11505.50 Agency Collateralized Mortgage Obligation FGRA 4935AI 03/15/43 N/A 3137FQ6B4 2043-03-15 0.06 N/A 13906717.00 7066.44 Agency Collateralized Mortgage Obligation FGRA 4935BI 08/15/41 N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 57439.73 Agency Collateralized Mortgage Obligation FGRA 4935CI 06/15/42 N/A 3137FQ6J7 2042-06-15 0.65 N/A 5451206.00 40792.61 Agency Collateralized Mortgage Obligation FGRA 5121TA 09/15/40 N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 99110.68 Agency Collateralized Mortgage Obligation FGRA 5121TC 09/15/41 N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 2533.06 Agency Collateralized Mortgage Obligation FGRA 5121TD 10/15/41 N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 12542.42 Agency Collateralized Mortgage Obligation FGRA 5331TH 08/15/44 N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 16090.96 Agency Collateralized Mortgage Obligation FGRA 5352LI 10/15/46 N/A 3137HAWW2 2046-10-15 2.3883 N/A 14260417.00 1380325.06 Agency Collateralized Mortgage Obligation FGRA 5444IT 11/15/48 N/A 3137HFDA0 2048-11-15 0.1 N/A 6237243.00 23108.03 Agency Collateralized Mortgage Obligation FGRA 5444SJ 11/15/48 N/A 3137HFDH5 2048-11-15 2.2273 N/A 58554444.00 4992639.26 Agency Collateralized Mortgage Obligation FGRA 5444TI 08/15/44 N/A 3137HFDJ1 2044-08-15 0.05 N/A 29762511.00 38033.92 Agency Collateralized Mortgage Obligation FGRA S17020 11/15/52 N/A 31325YYR3 2052-11-15 4.5645 N/A 2624331.00 344365.87 Agency Collateralized Mortgage Obligation FGRM 4010QI 01/15/42 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 297984.74 Agency Collateralized Mortgage Obligation FGRM 4046IM 05/15/42 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 270332.08 Agency Collateralized Mortgage Obligation FGRM 4121MI 10/15/42 N/A 3137AV6J1 2042-10-15 4 N/A 42374111.00 745064.15 Agency Collateralized Mortgage Obligation FGRM 4215EI 07/15/32 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 51244.38 Agency Collateralized Mortgage Obligation FGRM 4299JI 07/15/43 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 23772.54 Agency Collateralized Mortgage Obligation FGRM 4472WI 05/15/45 N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 515906.45 Agency Collateralized Mortgage Obligation FGRM 4524CI 05/15/41 N/A 3137BM5V4 2041-05-15 5 N/A 33500000.00 452442.54 Agency Collateralized Mortgage Obligation FGRM 4533JI 12/15/45 N/A 3137BMFN1 2045-12-15 5 N/A 28061628.00 549295.61 Agency Collateralized Mortgage Obligation FGRM 4544AI 11/15/44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 1953221.78 Agency Collateralized Mortgage Obligation FGRM 4701DI 01/15/36 N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 636348.49 Agency Collateralized Mortgage Obligation FGRM 4701EI 04/15/40 N/A 3137F1K49 2040-04-15 5 N/A 25803798.00 547060.23 Agency Collateralized Mortgage Obligation FGRM 4733GI 07/15/38 N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 194572.61 Agency Collateralized Mortgage Obligation FGRM 4783JI 07/15/33 N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 243001.11 Agency Collateralized Mortgage Obligation FGRM 5060DI 04/15/41 N/A 3137F86R9 2041-04-15 5 N/A 7685360.00 231982.82 Agency Collateralized Mortgage Obligation FGRM 5394PO 02/15/43 N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 3236165.03 Agency Collateralized Mortgage Obligation FHLMC MSCR TRUST MN3 M-2 20511127 FLT N/A 35563GAB5 2051-11-27 7.6672 N/A 11000000.00 11389058.52 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-1516 X3 20381025 FLT N/A 3137FUZL1 2038-10-25 3.4555 N/A 7800000.00 1932681.40 Agency Collateralized Mortgage Obligation FHLMC REMIC K-512 A-2 20281125 5.00000 N/A 3137HBCF9 2028-11-25 5 N/A 10000000.00 9519816.27 Agency Collateralized Mortgage Obligation FHLMC REMIC SEIRES K-142 X3 20490425 FLT N/A 3137H73S0 2049-04-25 3.0969 N/A 23700000.00 3685340.83 Agency Collateralized Mortgage Obligation FHLMC REMIC SEIRES K-F110 AS 20310325 FLT N/A 3137FYZC3 2031-03-25 3.9192 N/A 30000000.00 10407175.73 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIES K-102 X3 20461225 FLT N/A 3137FQKF9 2046-12-25 1.8915 N/A 25000000.00 1668376.02 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIS K-114 X3 20480825 FLT N/A 3137FVNK4 2048-08-25 2.7345 N/A 10500000.00 1065865.80 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES 5083 BX 20501125 FLT N/A 3137FFNG8 2050-11-25 5.0033 N/A 4100000.00 2586187.34 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-070 X3 20271225 FLT N/A 3137FCJN5 2027-12-25 2.042 N/A 13000000.00 459871.82 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 40742015.77 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-097 X3 20460925 FLT N/A 3137FNX88 2046-09-25 2.0186 N/A 17926832.00 1154413.60 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-105 X3 20480325 FLT N/A 3137FRUM1 2048-03-25 1.9184 N/A 34625000.00 2515490.36 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-107 X1 20300125 FLT N/A 3137FRZC8 2030-01-25 1.5837 N/A 65000000.00 3397639.01 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 X3 20480525 FLT N/A 3137FTG35 2048-05-25 3.3828 N/A 20000000.00 2496919.90 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-110 X3 20480625 FLT N/A 3137FTZT7 2048-06-25 3.3749 N/A 9600000.00 1197416.54 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-113 X3 20480525 FLT N/A 3137FV5R9 2048-05-25 2.9751 N/A 108643404.00 12726355.04 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-117 A-2 20300825 1.40600 N/A 3137FX3Q9 2030-08-25 1.406 N/A 22100000.00 19977481.61 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-118 A-2 20300925 1.49300 N/A 3137F62M8 2030-09-25 1.493 N/A 16400000.00 14857010.54 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-119 A-2 20300925 1.56600 N/A 3137F63Z8 2030-09-25 1.566 N/A 14505000.00 13180127.80 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-122 X3 20490125 FLT N/A 3137F84K6 2049-01-25 2.6295 N/A 9700000.00 1033458.63 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-128 X3 20490425 FLT N/A 3137FYUM6 2049-04-25 2.7806 N/A 13400000.00 1606887.96 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-130 X-3 20480825 FLT N/A 3137H1YY6 2048-08-25 3.0964 N/A 13487621.00 1927302.12 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 2.9465 N/A 20902000.00 2853919.07 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-138 X3 20500125 FLT N/A 3137H5XX0 2050-01-25 2.9796 N/A 4493000.00 666010.63 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-143 X3 20500425 FLT N/A 3137H74D2 2050-04-25 3.1396 N/A 7000000.00 1107662.64 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-148 X3 20540825 FLT N/A 3137H8UC3 2054-08-25 4.1462 N/A 5300000.00 1171265.26 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-150 X3 20541025 FLT N/A 3137H9CC1 2054-10-25 4.4352 N/A 15000000.00 3563582.15 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-152 X3 20551125 FLT N/A 3137H9MB2 2055-11-25 4.3342 N/A 9800000.00 2318652.94 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 34747805.53 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-154 X3 20560325 FLT N/A 3137H9UG2 2056-03-25 5.1035 N/A 12000000.00 3400090.36 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-163 X3 20570225 FLT N/A 3137HCXN7 2057-02-25 5.6872 N/A 15327418.00 5570679.54 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 5619279.27 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-518 A-2 20290125 FLT N/A 3137HC2L5 2029-01-25 5.4 N/A 7500000.00 7847490.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-743 X3 20490625 FLT N/A 3137H14E3 2049-06-25 2.9531 N/A 9500000.00 582709.46 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-748 X3 20500225 FLT N/A 3137H5YF8 2050-02-25 2.691 N/A 14432000.00 1014115.94 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-756 X3 20570725 FLT N/A 3137HDVD9 2057-07-25 5.6147 N/A 5000000.00 1281475.48 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-F101 AS 20310127 FLT N/A 3137FFNQ6 2031-01-27 3.8792 N/A 30000000.00 8318173.06 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G03 X3 20330725 FLT N/A 3137FVEF5 2033-07-25 2.9649 N/A 7733000.00 815857.98 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.6115 N/A 1625000.00 172953.78 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-IR3 A-2 20270825 3.28100 N/A 3137FBAJ5 2027-08-25 3.281 N/A 19544000.00 19429366.84 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-X04 X-FX 20340125 FLT N/A 3137FWHN3 2034-01-25 1.3271 N/A 19940000.00 389550.72 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-025 X 20340227 FLT N/A 3137HCKT8 2034-02-27 0.3636 N/A 324636000.00 9893000.62 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-033 X 20350325 FLT N/A 3137HLJE3 2035-03-25 0.4437 N/A 373283616.00 11651918.17 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-034 A-PT2 20540725 FLT N/A 3137HLY30 2054-07-25 2.9378 N/A 500000.00 459939.93 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 3608.14 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 193253.67 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 192748.91 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 A-2 20281025 FLT N/A 3137FK4M5 2028-10-25 4.06 N/A 25510000.00 25773830.08 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 X3 20451225 FLT N/A 3137FKJF4 2045-12-25 2.3141 N/A 4265750.00 248617.69 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 5454515.37 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2002-26B A1 20480125 7.00000 N/A 31392CR30 2048-01-25 7 N/A 49841000.00 985345.89 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2003-W1 2A 20421225 FLT N/A 31392GWB7 2042-12-25 5.0446 N/A 124273360.00 2888402.10 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2014-2 AI 20440225 FLT N/A 3136AJCJ3 2044-02-25 6 N/A 21709187.00 263237.80 Agency Collateralized Mortgage Obligation FNRA CL006BI R24F006 N/A 3136BQ2W8 2043-07-25 2.9114 N/A 6098639.00 863911.45 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 3.3528 N/A 63668669.00 3209249.30 Agency Collateralized Mortgage Obligation FNRA CL006ST R24F006 N/A 3136BQ2S7 2047-09-25 0.1 N/A 17892014.00 65101.77 Agency Collateralized Mortgage Obligation FNRA CL006TS R24F006 N/A 3136BQ2T5 2042-07-25 0.5 N/A 15645496.00 239833.65 Agency Collateralized Mortgage Obligation FNRA CL009SC R24F009 N/A 3136BRFV4 2054-03-25 2.4387 N/A 85000000.00 2679173.37 Agency Collateralized Mortgage Obligation FNRA CL015SC R13F015 N/A 3136ACN49 2033-03-25 0.9051 N/A 18391622.00 3431036.40 Agency Collateralized Mortgage Obligation FNRA CL022S R21F022 N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 2580.08 Agency Collateralized Mortgage Obligation FNRA CL023SC R13F023 N/A 3136ADAK5 2033-03-25 0.9051 N/A 7025000.00 1856279.68 Agency Collateralized Mortgage Obligation FNRA CL024JS R12F024 N/A 3136A4DV8 2042-03-25 2.6683 N/A 13150872.00 163821.26 Agency Collateralized Mortgage Obligation FNRA CL026TI R16F026 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 25172.83 Agency Collateralized Mortgage Obligation FNRA CL030SA R25F030 N/A 3136BVP85 2055-05-25 1.3828 N/A 200000000.00 4601571.80 Agency Collateralized Mortgage Obligation FNRA CL034LS R15F034 N/A 3136AN2A4 2045-06-25 2.3183 N/A 120580856.00 1871163.90 Agency Collateralized Mortgage Obligation FNRA CL037SA R24F037 N/A 3136BR7B7 2054-06-25 3.3528 N/A 50000000.00 2297237.82 Agency Collateralized Mortgage Obligation FNRA CL041T R22F041 N/A 3136BNJG2 2049-05-25 0.05 N/A 7193861.00 8538.69 Agency Collateralized Mortgage Obligation FNRA CL042CS R24F042 N/A 3136BSHD0 2054-07-25 3.4128 N/A 30000000.00 1268093.34 Agency Collateralized Mortgage Obligation FNRA CL043FI R12F043 N/A 3136A5YL4 2041-07-25 3.7817 N/A 7000000.00 4569.81 Agency Collateralized Mortgage Obligation FNRA CL045SD R18F045 N/A 3136B2FT4 2044-05-25 2.1283 N/A 41331973.00 760797.84 Agency Collateralized Mortgage Obligation FNRA CL049SG R22F049 N/A 3136BNA63 2052-08-25 1.6328 N/A 30000000.00 1613441.71 Agency Collateralized Mortgage Obligation FNRA CL050ST R23F050 N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 53283.03 Agency Collateralized Mortgage Obligation FNRA CL050TS R23F050 N/A 3136BQLS6 2044-04-25 0.05 N/A 1254090.00 1699.48 Agency Collateralized Mortgage Obligation FNRA CL052PS R12F052 N/A 3136A6AM6 2042-05-25 2.7983 N/A 104663303.00 1119248.92 Agency Collateralized Mortgage Obligation FNRA CL055SB R21F055 N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 1785540.28 Agency Collateralized Mortgage Obligation FNRA CL055SG R18F055 N/A 3136B2TM4 2048-08-25 2.4683 N/A 58135875.00 1200400.78 Agency Collateralized Mortgage Obligation FNRA CL059TA R20F059 N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 10232.25 Agency Collateralized Mortgage 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3136BXAY0 2055-09-25 2.2328 N/A 50000000.00 2859865.33 Agency Collateralized Mortgage Obligation FNRA CL071SC R25F071 N/A 3136BXBD5 2055-09-25 1.4828 N/A 100000000.00 2969551.99 Agency Collateralized Mortgage Obligation FNRA CL085SC R17F085 N/A 3136AYSU8 2047-11-25 2.4183 N/A 39003748.00 687179.42 Agency Collateralized Mortgage Obligation FNRA CL086IC R24F086 N/A 3136BTZY2 2054-12-25 0.05 N/A 93100000.00 113535.82 Agency Collateralized Mortgage Obligation FNRA CL093SI R13F093 N/A 3136AGKY7 2043-09-25 1.3743 N/A 49800000.00 834268.73 Agency Collateralized Mortgage Obligation FNRA CL096SC R17F096 N/A 3136B0AB2 2057-12-25 2.3183 N/A 48519741.00 1732663.85 Agency Collateralized Mortgage Obligation FNRA CL096TD R24F096 N/A 3136BTM34 2054-12-25 0.25 N/A 100617472.00 378112.17 Agency Collateralized Mortgage Obligation FNRA CL099IA R24F099 N/A 3136BUKB5 2055-01-25 0.07 N/A 41742981.00 66191.60 Agency Collateralized Mortgage Obligation FNRA CL103SD R12F103 N/A 3136A8A42 2042-09-25 2.2683 N/A 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FNRM WL003PO R07W003 N/A 31396VPT9 2037-04-25 0 N/A 8074073.00 69551.09 Agency Collateralized Mortgage Obligation FNST TR0427 C55 RC N/A 31423XPH8 2037-08-25 1.5 N/A 139000000.00 4933446.38 Agency Collateralized Mortgage Obligation FNST TR0428 C27 RC N/A 31423YKB4 2037-11-01 1.5 N/A 80158597.00 2678441.29 Agency Collateralized Mortgage Obligation FNST TR0440 C46 RC N/A 31424U8A7 2053-10-01 4 N/A 35945000.00 6406142.30 Agency Collateralized Mortgage Obligation FNST TR0440 C56 RC N/A 31424U8L3 2053-11-01 5.5 N/A 189204201.00 25799084.93 Agency Collateralized Mortgage Obligation FNST TR0440 C59 RC N/A 31424U8P4 2053-11-01 6.5 N/A 49796960.00 5055451.17 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2021-MN2 M-2 20410725 FLT N/A 35563JAB9 2041-07-25 7.0172 N/A 12250000.00 9924074.06 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2022-MN4 M-2 20520528 FLT N/A 35563HAB3 2052-05-28 10.1672 N/A 12000000.00 13211302.14 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2023-MN6 M-2 20430526 FLT N/A 355920AA7 2043-05-26 10.4172 N/A 11000000.00 12531428.07 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-KF72 C 20261125 FLT N/A 30314JAC0 2026-11-25 9.7937 N/A 58664060.00 15018444.89 Agency Collateralized Mortgage Obligation FREMF 2022-KF140 MORTGAGE TR CS 20290725 FLT N/A 30328BAE7 2029-07-25 8.9292 N/A 70480000.00 52434424.55 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K56 D 20490625 0.00000 N/A 30289UAW2 2049-06-25 0 N/A 61470190.00 54432037.66 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K59 D 20491125 0.00000 N/A 30295RAW1 2049-11-25 0 N/A 7000000.00 4372074.00 Agency Collateralized Mortgage Obligation FREMF MTG TR 2017-K62 D 20500125 0.00000 N/A 302949AU6 2050-01-25 0 N/A 108305106.00 77327905.59 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KF65 C 20290725 FLT N/A 30298JAJ5 2029-07-25 9.7937 N/A 62395000.00 28703611.69 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KLU2 B-FX 20290825 0.00000 N/A 302974AW0 2029-08-25 0 N/A 28913000.00 13966567.30 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF80 C 20300625 FLT N/A 30315FAG8 2030-06-25 12.7937 N/A 75910000.00 15294356.36 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF81 C 20270625 FLT N/A 30317LAG3 2027-06-25 12.7937 N/A 67165464.00 14702108.13 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KX04 B-FL 20300325 FLT N/A 30315WAC0 2030-03-25 8.7937 N/A 19798253.00 5893812.59 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF108 CS 20310225 FLT N/A 30319WAE2 2031-02-25 9.9292 N/A 76047000.00 12541131.54 Agency Collateralized Mortgage Obligation FRESB 2023-SB107 MTG TR X1 20430625 FLT N/A 30332EAF2 2043-06-25 0.1506 N/A 242892125.00 4848025.16 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 B 20390625 FLT N/A 30298DAA7 2039-06-25 6.1398 N/A 44262383.00 27335285.42 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 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2018-SB45 X1-RC 20371125 FLT N/A 30308AAK9 2037-11-25 0 N/A 66534907.00 56778.32 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB48 X1 20380225 FLT N/A 30296RAR1 2038-02-25 0.2708 N/A 243903642.00 375416.91 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-AR 20380325 FLT N/A 302961AF4 2038-03-25 0.1812 N/A 168448788.00 376678.56 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-SA 20380425 FLT N/A 302961AG2 2038-04-25 0.5216 N/A 79334227.00 390045.07 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB50 X1 20380525 FLT N/A 30306RAT5 2038-05-25 0 N/A 220277834.00 238401.19 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 B-RC 20380625 FLT N/A 30297CAA0 2038-06-25 11.6075 N/A 33961065.00 15049636.16 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-RC 20380625 FLT N/A 30297CAL6 2038-06-25 0 N/A 148083821.00 246555.19 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-SA 20380725 FLT N/A 30297CAM4 2038-07-25 0 N/A 96789390.00 83451.82 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB53 X1 20380625 FLT N/A 30297DAQ3 2038-06-25 0 N/A 256952913.00 280889.90 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB55 X1 20380825 FLT N/A 30297PAL7 2038-08-25 0 N/A 177390777.00 424194.77 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB57 X1 20380925 FLT N/A 30308LAF6 2038-09-25 0 N/A 251299455.00 420009.56 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB58 B 20381125 FLT N/A 30308MAA5 2038-11-25 4.9444 N/A 62248000.00 23194657.62 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB62 X1 20390325 FLT N/A 30298AAT2 2039-03-25 1.1233 N/A 623416713.00 7854877.51 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB67 X1 20390825 FLT N/A 30314KAX1 2039-08-25 0 N/A 529411508.00 6739551.37 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB70 B 20391025 FLT N/A 302987AJ1 2039-10-25 8.2559 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Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPBF6 2053-07-01 5.5 N/A 19975264.00 15732783.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M7UK5 2051-10-01 2 N/A 1172636.00 877251.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ARR36 2054-10-01 5.5 N/A 2554392.00 2285021.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQV93 2052-11-01 5.5 N/A 125000.00 101877.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUG26 2054-04-01 5 N/A 255209.00 226006.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LPN57 2051-07-01 2 N/A 199001.00 81525.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WVY62 2043-07-01 3 N/A 65705472.00 12161079.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZ98 2048-09-01 4 N/A 1000.00 71.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTDG1 2053-10-01 5.5 N/A 7475.00 6434.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U6GF5 2056-01-01 4.5 N/A 4061288.00 4045436.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MTSB0 2052-08-01 5 N/A 1992774.00 1916778.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9C68 2048-06-01 4 N/A 55091584.00 5312205.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDTS3 2050-06-01 2.5 N/A 200000.00 95549.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N74D9 2055-10-01 6 N/A 3099060.00 2196432.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B2HL1 2055-01-01 6.5 N/A 5000.00 5309.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KEK80 2050-08-01 2.5 N/A 6230000.00 2999904.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MPVG3 2052-04-01 3.5 N/A 984740.00 681512.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXE73 2046-08-01 4 N/A 139000.00 25950.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YEGQ4 2045-04-01 3 N/A 63149440.00 9989763.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXGY2 2052-02-01 3.5 N/A 939000.00 315101.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKSR0 2051-05-01 3 N/A 2441142.00 1406011.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LW7E1 2053-04-01 5.5 N/A 336435.00 292031.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJQD9 2053-05-01 5 N/A 1755110.00 1281430.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M6LY7 2054-08-01 5.5 N/A 143774.00 122598.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFKQ1 2035-10-01 3 N/A 757115.00 304899.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJAS7 2046-10-01 3 N/A 249994496.00 38493971.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXUW2 2052-07-01 4.5 N/A 198203.00 163769.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHH6 2052-09-01 3.5 N/A 75000.00 57780.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q2AE8 2031-01-01 4.02 N/A 42587.00 42921.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EQF49 2045-10-01 3.5 N/A 59076208.00 11037237.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ3J2 2052-12-01 5.5 N/A 337000.00 265759.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8Q81 2048-03-01 4 N/A 102110080.00 14654887.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVSE5 2054-11-01 6.5 N/A 410617.00 358429.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVAY0 2054-08-01 6.5 N/A 16930368.00 13928529.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCVQ6 2050-02-01 3 N/A 328000.00 112724.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQN0 2040-09-01 5 N/A 5355723.00 4896788.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7TF4 2047-10-01 4 N/A 1147000.00 81909.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YUHS3 2045-09-01 3.5 N/A 61229056.00 6898939.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FV4L7 2047-03-01 4 N/A 765696.00 317910.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371J6B5 2031-06-01 6.5 N/A 37996244.00 62103.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WKUN3 2047-05-01 4 N/A 1350180.00 238126.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FNK9 2055-08-01 6 N/A 10318431.00 9304537.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9BV1 2054-03-01 5 N/A 100162.00 44218.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5QB4 2053-07-01 6.5 N/A 11864594.00 8786429.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BAQD1 2055-05-01 6.5 N/A 1143763.00 887421.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7D38 2047-08-01 4 N/A 125033920.00 28591852.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTCH0 2053-10-01 6 N/A 8891.00 7483.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y6PK4 2044-12-01 3.5 N/A 3822596.00 379557.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NH4D7 2053-05-01 6 N/A 11429456.00 7309783.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPQW3 2053-07-01 5.5 N/A 2605652.00 2294775.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MMY28 2052-08-01 4.5 N/A 41310.00 30092.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YNLB1 2045-08-01 3.5 N/A 82479872.00 15015072.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A3W82 2053-11-01 6.5 N/A 3609924.00 1992168.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EKZA6 2042-10-01 3.5 N/A 45988480.00 6539676.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M65V1 2054-12-01 4 N/A 2516248.00 2103087.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM4F8 2052-01-01 2.5 N/A 1910038.00 1205299.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKJG4 2036-04-01 2 N/A 2173480.00 1085985.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X9RM9 2048-01-01 3.5 N/A 484000.00 213618.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AR4Z0 2054-11-01 4.5 N/A 1161000.00 1132629.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W7HB3 2043-03-01 3 N/A 224000.00 50910.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AYDD4 2054-12-01 6 N/A 1738998.00 1180793.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NHPY8 2054-02-01 5.5 N/A 1746884.00 1679512.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BXCU8 2055-12-01 5.5 N/A 463524.00 461343.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVAM6 2054-08-01 6 N/A 20962496.00 18275682.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJKJ6 2031-11-01 3 N/A 3748000.00 478152.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0U78 2047-12-01 3.5 N/A 417178.00 360855.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSEA8 2053-08-01 5 N/A 2510820.00 2455152.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACK69 2054-05-01 6 N/A 2196750.00 2223528.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKVQ8 2036-05-01 1.5 N/A 149676.00 71542.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B9AF6 2055-04-01 5.5 N/A 2006384.00 1200925.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M7J85 2055-03-01 5.5 N/A 35557.00 31366.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXY97 2063-06-01 3.5 N/A 6569792.00 4963112.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQKJ3 2052-10-01 5 N/A 15785904.00 12062841.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NKC33 2053-06-01 6 N/A 2412223.00 2159522.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138M3QE7 2027-07-01 3 N/A 23747000.00 365588.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN2Q6 2052-09-01 3.5 N/A 741000.00 608169.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N9PA8 2053-01-01 6 N/A 9367506.00 8170037.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSNE7 2053-07-01 4.5 N/A 1231040.00 936701.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSFR7 2053-06-01 5 N/A 6000.00 5227.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSL28 2053-08-01 6 N/A 6157280.00 4683222.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QETD4 2035-08-01 2.5 N/A 378006.00 143526.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9J46 2038-07-01 4.5 N/A 5752488.00 1843578.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A4R37 2053-12-01 6.5 N/A 5341032.00 4930678.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GYMP1 2047-10-01 3.5 N/A 5271862.00 1938430.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YLHB0 2045-03-01 3.5 N/A 4797000.00 357388.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2LZ2 2052-10-01 5 N/A 3404548.00 2761245.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETY67 2042-10-01 4.5 N/A 515000.00 91989.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X55C7 2043-10-01 5 N/A 6698160.00 1197345.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XXG75 2042-01-01 4 N/A 17411424.00 3463066.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NRVQ6 2054-02-01 5.5 N/A 1204201.00 801083.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U0BZ9 2055-12-01 6.5 N/A 820560.00 869060.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KNPW2 2050-10-01 2.5 N/A 304000.00 134096.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSTV7 2052-06-01 4 N/A 906032.00 674022.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NETM7 2053-03-01 6.5 N/A 124204.00 54394.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMGG5 2037-08-01 1.5 N/A 4220673.00 2918636.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF5F2 2050-12-01 2.5 N/A 737000.00 361266.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHTQ8 2051-10-01 2.5 N/A 458569.00 358186.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5E62 2047-04-01 4 N/A 11498000.00 2144743.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NG5K2 2053-05-01 5.5 N/A 3796441.00 1815137.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A5RL4 2053-11-01 5.5 N/A 506461.00 413196.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1Q63 2052-10-01 5 N/A 11598496.00 9335742.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AJUD8 2054-07-01 5 N/A 1017872.00 703593.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A6UF1 2054-01-01 6.5 N/A 2733236.00 982278.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31415VV36 2038-09-01 6 N/A 15392944.00 224438.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSTZ4 2053-08-01 5.5 N/A 159000.00 129263.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNR34 2055-09-01 6.5 N/A 134602.00 141109.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9C84 2048-06-01 4 N/A 327270912.00 33788766.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BHPD7 2055-08-01 5 N/A 2274388.00 2061571.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KULR1 2050-12-01 2.5 N/A 297999.00 125405.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLQR3 2053-06-01 5 N/A 3924382.00 3276165.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BRJL4 2055-10-01 6 N/A 1248624.00 1132296.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8VJ4 2053-01-01 5.5 N/A 9047280.00 5548205.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7V53 2047-10-01 3.5 N/A 5886976.00 1813813.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MSLX1 2052-10-01 4 N/A 10000.00 8083.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL3L0 2053-07-01 5 N/A 93000.00 75463.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YKGW7 2045-06-01 3.5 N/A 29616050.00 5846412.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0QF5 2054-04-01 6 N/A 12671417.00 10508996.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNBV3 2052-02-01 2.5 N/A 998999.00 657142.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6NC2 2052-11-01 4.5 N/A 90000.00 77043.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8E68 2048-01-01 4 N/A 325286400.00 33032243.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCWY1 2053-03-01 6 N/A 8776128.00 5990502.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANAA7 2054-08-01 5.5 N/A 951116.00 886210.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NDFU6 2053-03-01 5.5 N/A 1000.00 855.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPHS9 2052-06-01 3.5 N/A 8839000.00 6225014.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NPFF2 2038-07-01 5 N/A 1973885.00 1321511.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMCP4 2054-08-01 4.5 N/A 1140168.00 1107315.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1FV4 2053-11-01 5.5 N/A 230176.00 198952.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y3WK3 2044-09-01 4 N/A 59491205.00 6102249.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HMN34 2048-09-01 4.5 N/A 4187525.00 1341495.84 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31288LSS1 2036-11-01 6 N/A 2965583.00 71434.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJZB9 2046-12-01 3 N/A 233036.00 41494.00 Agency Mortgage-Backed Securities GNMA GNII SP 785535 C N/A BRWP6X6C9 2051-06-20 0 N/A 64804224.00 36818624.90 Agency Mortgage-Backed Securities GNMA GNII SP 785738 C N/A BRWVHB9F2 2051-11-20 0 N/A 58486400.00 37649156.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36198W6V2 2044-08-15 4 N/A 424045.00 60824.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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3618K1YX3 2054-12-20 4.5 N/A 5765432.00 5433824.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5A25 2054-11-20 4.5 N/A 920108.00 852570.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AAC28 2043-04-20 3.5 N/A 362000.00 105083.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FTU0 2041-05-20 6 N/A 1494704.00 40257.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MN3L3 2056-02-20 6 N/A 921611.00 967420.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MPT63 2056-02-20 6.5 N/A 5754864.00 6060156.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F4HA2 2053-07-20 5.5 N/A 6000.00 6129.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G1V86 2053-11-20 7 N/A 94841.00 97626.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TSH9 2048-02-20 4 N/A 68168576.00 6676688.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618NY7K6 2055-11-20 6 N/A 1918656.00 1998849.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5A41 2054-11-20 5.5 N/A 37298200.00 32051055.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618N5JA8 2055-03-20 4 N/A 2555676.00 2395886.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36241LVC7 2041-05-20 5.5 N/A 2780996.00 105052.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FMAS0 2053-11-20 6 N/A 6001.00 6289.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BBUS6 2053-04-20 5.5 N/A 969554.00 988469.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AATW4 2050-10-20 4 N/A 34442680.00 11195868.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MMG56 2056-01-20 6 N/A 6000.00 6208.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WKV9 2036-08-20 2.5 N/A 198989.00 89750.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618MFU89 2056-02-20 5.5 N/A 1336306.00 1379183.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AA7F5 2051-05-20 3.5 N/A 82466200.00 39511656.65 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMW8 2028-04-15 3.75 N/A 100.00 101.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 100.00 57.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 69888100.00 73232110.42 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-03-05 2026-03-05 2026-03-05 N N N 0.0368 2000000000.00 2000000000.00 0.0099 N N Y N Societe Generale SA Societe Generale SA 3.66000000 N/A O2RNE8IBXP4R0TD8PU41 BYJ0454W5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RY6 2047-08-15 2.75 N/A 52382800.00 38662204.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 65366400.00 66942802.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TC2 2041-11-15 2 N/A 121939300.00 88195019.99 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 190000000.00 190000000.00 0.0009 N Y Y N Societe Generale SA Societe Generale SA 3.67000000 N/A O2RNE8IBXP4R0TD8PU41 BYJ0454X3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y 04.000 FGPC G08618 G N/A 3128MJVL1 2044-12-01 4 N/A 356022688.00 26558040.63 Agency Mortgage-Backed Securities FEPC 03.500 3VZT1100 N/A 3132ADGH5 2042-12-01 3.5 N/A 149885172.00 18991742.25 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3886 N/A 31427RJ84 2049-10-01 3.5 N/A 16359552.00 15484188.94 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1501 N/A 3132DNU27 2052-08-01 4 N/A 20447331.00 14814627.15 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1575 N/A 3132DNXC2 2052-09-01 4.5 N/A 24662559.00 18966776.91 Agency Mortgage-Backed Securities FEPC 04.500 CLSL4105 N/A 31427RR36 2053-05-01 4.5 N/A 16083104.00 16030606.59 Agency Mortgage-Backed Securities FEPC 04.500 CLSL4166 N/A 31427RTY6 2056-02-01 4.5 N/A 26941001.00 26794226.43 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8013 N/A 3133BH3W4 2052-08-01 5 N/A 32386496.00 26868772.50 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3014 N/A 3142GTK47 2054-12-01 5 N/A 21207960.00 19788066.95 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8366 N/A 3132DWJK0 2053-10-01 5 N/A 39775872.00 33795045.78 Agency Mortgage-Backed Securities FEPC 05.000 CLZT1859 N/A 3132AEB47 2049-03-01 5 N/A 76713838.00 14711493.59 Agency Mortgage-Backed Securities FEPC 05.000 CTRB5378 N/A 3133KY6P9 2045-12-01 5 N/A 16053056.00 16026413.79 Agency Mortgage-Backed Securities FEPC 05.500 CLQY2324 N/A 31426LSN5 2055-05-01 5.5 N/A 22088096.00 21931404.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQY4192 N/A 31426NUS7 2055-05-01 5.5 N/A 20370214.00 17532884.55 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8716 N/A 3133KQVH6 2053-04-01 5.5 N/A 28917799.00 25200858.88 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4736 N/A 3132DSHM7 2053-04-01 5.5 N/A 19147396.00 16999403.68 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6965 N/A 3132DUW29 2054-11-01 5.5 N/A 34330112.00 29413627.86 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5337 N/A 3133KY4W6 2045-03-01 5.5 N/A 21000000.00 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35120609.76 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6730 N/A 3138EBPQ2 2042-03-01 3.5 N/A 530848073.00 37707763.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAL3313 N/A 3138EKVF9 2043-03-01 3.5 N/A 114862080.00 20334569.73 Agency Mortgage-Backed Securities FNMS 03.500 CLAL8148 N/A 3138ETBS4 2046-02-01 3.5 N/A 99245568.00 20103814.44 Agency Mortgage-Backed Securities FNMS 03.500 CLAO8043 N/A 3138LY5D5 2042-07-01 3.5 N/A 236996864.00 33114382.32 Agency Mortgage-Backed Securities FNMS 03.500 CLAP2129 N/A 3138M5LK3 2042-08-01 3.5 N/A 154603520.00 19624246.29 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4791 N/A 3138WEKD0 2045-04-01 3.5 N/A 81743256.00 14611586.66 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5348 N/A 3138WE5J4 2045-07-01 3.5 N/A 75182160.00 15543444.01 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5451 N/A 3138WFBV7 2045-07-01 3.5 N/A 64448128.00 13964805.14 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5808 N/A 3138WFN28 2045-09-01 3.5 N/A 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254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 36544600.00 36929788.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNA5 2032-04-30 4 N/A 35762200.00 36787687.21 U.S. Treasuries (including strips) Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0366 1500000000.00 1500000000.00 0.0074 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.67000000 N/A VYVVCKR63DVZZN70PB21 BYJ045520 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF 002989 M N/A 36202DKA8 2030-10-20 8.5 N/A 114614468.00 34500.14 Agency Mortgage-Backed Securities GNII SF 003040 M N/A 36202DLV1 2031-02-20 7 N/A 28305134.00 22437.10 Agency Mortgage-Backed Securities GNII SF 003121 M N/A 36202DPE5 2031-08-20 7 N/A 692384.00 1216.24 Agency Mortgage-Backed Securities GNII SF 004373 M N/A 36202E2E8 2039-02-20 7 N/A 107500.00 2955.35 Agency Mortgage-Backed Securities GNII SF 004745 M N/A 36202FHW9 2040-07-20 4 N/A 50000.00 1998.37 Agency Mortgage-Backed Securities GNII SF 004832 M N/A 36202FLM6 2040-10-20 3.5 N/A 3000000.00 167201.69 Agency Mortgage-Backed Securities GNII SF 734270 C N/A 3620AMW73 2041-03-20 4.5 N/A 7153075.00 794699.48 Agency Mortgage-Backed Securities GNII SF 738755 C N/A 3620ASWQ8 2041-09-20 4.5 N/A 4493900.00 390292.64 Agency Mortgage-Backed Securities GNII SF 778108 C N/A 36176WGR6 2026-12-20 3.5 N/A 245000.00 1105.51 Agency Mortgage-Backed Securities GNII SF AQ0542 C N/A 36189MS74 2046-10-20 4 N/A 250000.00 27940.36 Agency Mortgage-Backed Securities GNII SF BB6248 C N/A 3617AW5H5 2047-07-20 3.5 N/A 5715142.00 1298169.29 Agency Mortgage-Backed Securities GNII SF BE3008 C N/A 3617BWKV6 2048-04-20 4 N/A 300000.00 155187.51 Agency Mortgage-Backed Securities GNII SF BY4482 C N/A 3617QL6T5 2050-09-20 3.5 N/A 1050093.00 679060.62 Agency Mortgage-Backed Securities GNII SF CV8160 C N/A 3618F5B56 2053-10-20 7 N/A 1880672.00 821622.74 Agency Mortgage-Backed Securities GNII SF CZ1151 C N/A 3618GCH47 2054-01-20 7.5 N/A 3330284.00 2535864.36 Agency Mortgage-Backed Securities GNII SF CZ1711 C N/A 3618GC3U4 2054-01-20 7.5 N/A 4824993.00 3044592.63 Agency Mortgage-Backed Securities GNII SF CZ3602 C N/A 3618GFAB1 2053-12-20 7.5 N/A 1000968.00 454759.96 Agency Mortgage-Backed Securities GNII SF DB1462 C N/A 3618H3TT8 2054-03-20 7 N/A 1012379.00 774015.01 Agency Mortgage-Backed Securities GNII SF DB7671 C N/A 3618HAQY4 2054-07-20 7 N/A 1095630.00 902644.14 Agency Mortgage-Backed Securities GNII SF DF4663 C N/A 3618JNFC4 2054-09-20 7 N/A 1922193.00 560550.49 Agency Mortgage-Backed Securities GNII SF DF6499 C N/A 3618JQGG7 2055-02-20 6.5 N/A 2282081.00 2389477.46 Agency Mortgage-Backed Securities GNII SF DF7250 C N/A 3618JRBT2 2055-02-20 6.5 N/A 1638032.00 1363764.48 Agency Mortgage-Backed Securities GNII SF DF7555 C N/A 3618JRMC7 2054-10-20 6.5 N/A 1626212.00 1708103.23 Agency Mortgage-Backed Securities GNII SF DG4171 C N/A 3618K0T45 2055-01-20 6.5 N/A 3395697.00 3247406.84 Agency Mortgage-Backed Securities GNII SF DG4176 C N/A 3618K0T94 2055-01-20 7 N/A 2789412.00 2898765.12 Agency Mortgage-Backed Securities GNII SF DG7410 C N/A 3618K4GT6 2055-01-20 7.5 N/A 1465173.00 1576299.47 Agency Mortgage-Backed Securities GNII SF DH3088 C N/A 3618KBND7 2055-02-20 5.5 N/A 1787746.00 1665632.94 Agency Mortgage-Backed Securities GNII SF DJ1492 C N/A 3618KMUR4 2055-05-20 7 N/A 1177193.00 865246.40 Agency Mortgage-Backed Securities GNII SF DJ2234 C N/A 3618KNPT4 2055-06-20 6 N/A 3514103.00 3608864.94 Agency Mortgage-Backed Securities GNII SF DK3337 C N/A 3618L2V62 2055-05-20 7 N/A 8052235.00 6325217.58 Agency Mortgage-Backed Securities GNII SF DK9884 C N/A 3618L96V0 2055-09-20 6 N/A 1568874.00 1596357.98 Agency Mortgage-Backed Securities GNII SF DL4164 C N/A 3618LFTV1 2055-07-20 6 N/A 4859167.00 4554875.24 Agency Mortgage-Backed Securities GNII SF DL4769 C N/A 3618LGJN8 2055-07-20 7 N/A 1450214.00 1510627.50 Agency Mortgage-Backed Securities GNII SF DL7128 C N/A 3618LJ4M0 2055-07-20 7 N/A 1477151.00 1541588.77 Agency Mortgage-Backed Securities GNII SF DM6698 C N/A 3618LWNP3 2055-10-20 6 N/A 2668417.00 2763420.72 Agency Mortgage-Backed Securities GNII SF DN5982 C N/A 3618M8UF9 2055-10-20 6.5 N/A 7285234.00 7639057.93 Agency Mortgage-Backed Securities GNII SF DN6283 C N/A 3618M86U3 2056-01-20 5.5 N/A 4985764.00 5115242.37 Agency Mortgage-Backed Securities GNII SF DO4502 C N/A 3618V1AB5 2055-12-20 5 N/A 3097116.00 3128435.25 Agency Mortgage-Backed Securities GNII SF DO5372 C N/A 3618V16H7 2056-01-20 6 N/A 1607841.00 1668545.09 Agency Mortgage-Backed Securities GNII SF DO7677 C N/A 3618V4Q63 2056-01-20 5 N/A 4843625.00 4904634.04 Agency Mortgage-Backed Securities GNII SF DP3065 C N/A 3618MHMN1 2056-01-20 6 N/A 5037797.00 5187145.53 Agency Mortgage-Backed Securities GNII SF MA1810 M N/A 36179QAK7 2029-04-20 3 N/A 2973556.00 84375.52 Agency Mortgage-Backed Securities GNII SF MA2000 M N/A 36179QGH8 2044-05-20 6 N/A 6501689.00 448541.17 Agency Mortgage-Backed Securities GNII SF MA2522 M N/A 36179QYT2 2045-01-20 4 N/A 42598589.00 3249852.05 Agency Mortgage-Backed Securities GNII SF MA3078 M N/A 36179RM30 2030-09-20 3 N/A 160000.00 8081.28 Agency Mortgage-Backed Securities GNII SF MA4131 M N/A 36179SSU2 2039-07-20 5.5 N/A 512061.00 61424.48 Agency Mortgage-Backed Securities GNII SF MA4716 M N/A 36179TGZ2 2042-06-20 2 N/A 152354.00 41165.56 Agency Mortgage-Backed Securities GNII SF MA4719 M N/A 36179TG41 2047-09-20 3.5 N/A 65106662.00 7622058.14 Agency Mortgage-Backed Securities GNII SF MA4780 M N/A 36179TJZ9 2047-10-20 4.5 N/A 2141556.00 183467.57 Agency Mortgage-Backed Securities GNII SF MA7056 M N/A 36179VZV5 2050-11-20 4.5 N/A 5162358.00 1302520.32 Agency Mortgage-Backed Securities GNII SF MA7769 M N/A 36179WT24 2051-12-20 3.5 N/A 955000.00 614237.54 Agency Mortgage-Backed Securities GNII SF MA7885 M N/A 36179WXN3 2045-05-20 4.5 N/A 62354909.00 38344581.23 Agency Mortgage-Backed Securities GNII SF MA8643 M N/A 36179XS80 2053-02-20 3 N/A 115859.00 78074.87 Agency Mortgage-Backed Securities GNII SF MA9238 M N/A 36179YHP2 2053-09-20 4 N/A 55822115.00 46475911.66 Agency Mortgage-Backed Securities GNII SF MA9542 M N/A 36179YS70 2054-03-20 6 N/A 311241.00 171633.15 Agency Mortgage-Backed Securities GNII SF MA9854 M N/A 36179Y5P5 2054-08-20 7 N/A 164189825.00 70059257.71 Agency Mortgage-Backed Securities GNII SF MB0208 M N/A 3618N5GS2 2055-02-20 7 N/A 30110471.00 14501304.51 Agency Mortgage-Backed Securities GNII SF MB0256 M N/A 3618N5JA8 2050-10-20 4 N/A 95972363.00 89971833.70 Agency Mortgage-Backed Securities GNII SF MB0365 M N/A 3618N5MP1 2055-05-20 5 N/A 780518.00 755438.82 Agency Mortgage-Backed Securities GNII SF MB0421 M N/A 3618N5PF0 2055-06-20 4 N/A 32309638.00 30680172.47 Agency Mortgage-Backed Securities GNII SF MB0870 M N/A 3618N56G9 2055-12-20 4.5 N/A 152578746.00 150876545.76 Agency Mortgage-Backed Securities Y Fitch F1+ Moody's NR Standard & Poor's A-1 2026-03-02 2026-03-02 2026-03-02 N N N 0.0367 523000000.00 523000000.00 0.0026 N Y Y N BlackRock Liquidity Funds 2025-03-05 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer