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Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSFU0 2053-06-01 5 N/A 1499806.00 1197480.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B5FF9 2055-03-01 6.5 N/A 1000.00 364.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSVN8 2053-08-01 6 N/A 1000.00 760.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LWXR3 2052-10-01 5 N/A 1000.00 746.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NQNN4 2053-08-01 6.5 N/A 1001560.00 683230.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACLP6 2054-05-01 5 N/A 1003.00 854.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XXZ79 2047-10-01 4.5 N/A 1000.00 416.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1P92 2053-09-01 6.5 N/A 1000.00 479.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AP4C5 2055-04-01 5.5 N/A 1000.00 1006.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MP5K3 2042-05-01 3 N/A 1367796.00 874700.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWKV4 2054-03-01 5.5 N/A 18096767.00 13488190.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D4AP8 2041-07-01 2 N/A 1000.00 625.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y66S4 2055-08-01 6 N/A 1280.00 1242.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEZA3 2050-09-01 2.5 N/A 1024.00 441.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JUT38 2049-06-01 3.5 N/A 1000.00 235.26 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132VQL87 2049-06-01 4 N/A 3971789.00 1344885.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AH3Z3 2054-07-01 6.5 N/A 1034.00 766.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BHZX2 2055-07-01 6 N/A 1000.00 1020.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FEBK9 2046-09-01 3 N/A 1000.00 103.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K1X84 2049-11-01 3.5 N/A 1000.00 176.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FCG0 2054-09-01 5.5 N/A 1024.00 803.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7HP5 2047-08-01 4 N/A 1000.00 105.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WEA33 2045-03-01 3.5 N/A 1024.00 198.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N3B40 2052-09-01 5 N/A 1000.00 431.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRQ57 2053-11-01 6 N/A 10587296.00 7542780.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W0RU5 2043-03-01 3.5 N/A 1000.00 165.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N06N0 2052-08-01 5 N/A 1000.00 942.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C63U1 2053-06-01 5.5 N/A 1029.00 681.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFA25 2050-10-01 2 N/A 1000.00 491.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUKK2 2054-10-01 5.5 N/A 770338.00 681310.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MGEZ0 2052-03-01 2.5 N/A 2723772.00 1776589.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVMZ5 2055-01-01 5.5 N/A 2024.00 1854.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QS4M0 2053-09-01 6 N/A 1000.00 781.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9R88 2048-09-01 4.5 N/A 5222614.00 1495165.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEPE6 2050-08-01 2.5 N/A 1024.00 411.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N3A90 2052-09-01 5 N/A 11001.00 6464.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WH3J9 2046-09-01 3 N/A 1024.00 257.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCPU7 2053-05-01 5.5 N/A 1000.00 823.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N9P26 2053-02-01 5.5 N/A 19720.00 15007.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JMT36 2049-02-01 5.5 N/A 1104.00 18.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9NR0 2048-08-01 4.5 N/A 726000.00 124930.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WJ3P2 2037-09-01 4 N/A 47454.00 29856.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426GDG7 2055-04-01 6 N/A 7094934.00 6265365.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NETM7 2053-03-01 6.5 N/A 1195484.00 519492.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31409JC65 2036-05-01 6 N/A 1016.00 8.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N7D64 2052-11-01 5.5 N/A 1000.00 608.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AEXU5 2055-08-01 3 N/A 1008.00 861.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6CK1 2047-09-01 3.5 N/A 1000.00 242.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D7E6 2051-12-01 2 N/A 187608943.00 117097772.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8S33 2052-12-01 5 N/A 1024.00 736.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVQ64 2054-11-01 5 N/A 1024.00 944.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LNHC4 2051-09-01 2.5 N/A 1025.00 624.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5YH2 2053-12-01 6.5 N/A 1000.00 549.60 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132WFFC8 2046-07-01 3.5 N/A 1000.00 163.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BRE88 2055-10-01 6 N/A 1950080.00 1986758.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BJ6A5 2052-08-01 5 N/A 1000.00 817.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMR51 2055-10-01 6.5 N/A 1383.00 1151.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAA73 2049-02-01 4.5 N/A 1024.00 190.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CEL34 2053-10-01 5 N/A 34721793.00 27571603.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B4LE8 2055-03-01 7 N/A 1000.00 1059.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGY3 2053-04-01 5 N/A 16000.00 12599.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y2E66 2034-10-01 3.5 N/A 1000.00 221.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5M77 2053-04-01 6.5 N/A 3220730.00 2281015.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BEH84 2055-06-01 5.5 N/A 1000.00 983.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ALWZ6 2041-07-01 4.5 N/A 1495442.00 192550.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A5GV4 2053-12-01 6.5 N/A 1060294.00 616253.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N5QM9 2052-11-01 5.5 N/A 8000.00 6438.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF2M0 2050-12-01 2 N/A 27498235.00 14296692.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A8JH6 2054-01-01 7 N/A 180006.00 114297.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N6MH2 2053-01-01 5.5 N/A 827464.00 542508.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQN84 2052-10-01 5.5 N/A 16972655.00 13777784.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHM8 2053-04-01 3.5 N/A 49000.00 37096.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HJZ46 2048-05-01 4.5 N/A 439183.00 92437.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FK6T2 2046-12-01 3 N/A 1000.00 191.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFUX2 2045-10-01 3.5 N/A 2048.00 297.84 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31335BCW4 2047-05-01 3 N/A 2311747.00 615730.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4AK3 2055-09-01 6 N/A 3024427.00 3015051.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHBB7 2046-05-01 3 N/A 1024.00 119.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADYV7 2054-05-01 4.5 N/A 1070118.00 876758.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C5SC6 2053-06-01 6.5 N/A 1070295.00 740755.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BPUP1 2052-10-01 5 N/A 8100.00 5729.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FM6F8 2047-04-01 4 N/A 1001.00 182.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FPAB5 2048-11-01 4.5 N/A 1000.00 211.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1YR8 2052-09-01 5 N/A 2674070.00 1402549.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPKM8 2052-06-01 3.5 N/A 1000.00 712.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMRS6 2052-09-01 5 N/A 1000.00 826.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEXW7 2050-09-01 2.5 N/A 119510162.00 57987415.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRJU9 2053-06-01 5.5 N/A 1029.00 792.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N0ZH1 2052-08-01 5 N/A 2639484.00 1952159.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRMX8 2053-02-01 5.5 N/A 42966400.00 35405401.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X66N6 2050-06-01 2.5 N/A 40883.00 16930.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWAG8 2050-11-01 2.5 N/A 32001.00 13404.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A0V92 2050-01-01 3.5 N/A 1000.00 445.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N3B73 2052-09-01 5 N/A 1000.00 711.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WTRY4 2043-06-01 3.5 N/A 1120.00 189.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y72U1 2055-12-01 5 N/A 1024.00 1007.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF2N8 2050-12-01 2 N/A 19198300.00 10135687.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133N3W34 2050-10-01 2 N/A 39000.00 17733.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BQCW4 2052-11-01 5 N/A 8000.00 5383.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLYU7 2053-06-01 6.5 N/A 1000.00 555.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YYKY8 2045-12-01 3.5 N/A 27399840.00 7526074.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BMG20 2055-09-01 6 N/A 148985.00 152052.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5CN3 2044-08-01 3.5 N/A 1000.00 73.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A94Q0 2054-04-01 6 N/A 2001.00 1319.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HLNG7 2048-11-01 4.5 N/A 1072456.00 577287.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BDB66 2055-06-01 6.5 N/A 9696800.00 7306484.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y65H9 2055-08-01 5.5 N/A 10112944.00 9964611.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J8PM9 2048-05-01 3.5 N/A 1024.00 295.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTP41 2056-01-01 5 N/A 7000.00 6916.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHF31 2046-06-01 3.5 N/A 1023.00 276.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFMV5 2045-09-01 3.5 N/A 2304.00 207.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XP6Z7 2054-06-01 5.5 N/A 665043.00 566783.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXVL3 2062-03-01 2.5 N/A 88397284.00 57675104.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8DU7 2056-02-01 5 N/A 1000.00 990.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31374CRL2 2048-06-01 4.5 N/A 1000.00 149.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H9TU7 2049-04-01 4.5 N/A 1000.00 318.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138Y14S1 2044-09-01 3.5 N/A 123897600.00 15044106.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLZJ1 2053-07-01 6 N/A 1320364.00 794807.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GRMR2 2047-05-01 4.5 N/A 24003.00 7903.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N9SE7 2053-01-01 5.5 N/A 1634500.00 789685.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JSVL0 2049-04-01 4.5 N/A 1059512.00 229888.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B3EN8 2055-07-01 7 N/A 1001.00 1082.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EQJ37 2044-07-01 3.5 N/A 1630000.00 310856.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JNCB4 2049-01-01 4.5 N/A 1481186.00 458705.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7CR7 2055-09-01 6 N/A 1024.00 992.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BVJQ9 2053-02-01 6.5 N/A 1401.00 553.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8N87 2052-12-01 6 N/A 1000.00 982.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A4QJ8 2050-05-01 2.5 N/A 1000.00 456.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W7MR2 2043-04-01 4 N/A 1000.00 121.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AKMT9 2054-08-01 7 N/A 376998.00 395906.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CUDG8 2054-09-01 5.5 N/A 7001.00 5718.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MJTZ8 2052-07-01 5 N/A 1000.00 949.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7Y92 2037-11-01 4 N/A 1008.00 228.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXCA8 2055-09-01 4 N/A 100000.00 30447.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR2V4 2053-05-01 5.5 N/A 31961.00 25067.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31346YKS1 2049-11-01 3.5 N/A 1000.00 445.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128M6XD5 2038-10-01 7 N/A 81737.00 827.74 Agency Mortgage-Backed Securities 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Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9UV7 2033-05-01 2.5 N/A 41036.00 5129.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV3A0 2055-01-01 5.5 N/A 27770112.00 25242832.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLAZ1 2053-04-01 5 N/A 49938800.00 40860654.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1WM1 2052-10-01 5 N/A 1000.00 721.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEBK0 2053-04-01 5 N/A 1001.00 752.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BQ6U0 2055-11-01 6 N/A 1595352.00 1626351.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131YCTS5 2049-05-01 4.5 N/A 1000.00 243.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JHKV4 2048-11-01 4 N/A 1000.00 258.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWKF9 2054-01-01 5 N/A 63178.00 54358.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8HX9 2053-03-01 6 N/A 1000.00 642.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHE65 2054-07-01 6 N/A 3177870.00 2902169.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BJGL5 2055-08-01 6.5 N/A 1000.00 933.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUY91 2054-07-01 5.5 N/A 1024.00 891.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WJX86 2047-02-01 3.5 N/A 93132160.00 20721414.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133USKT7 2051-05-01 2.5 N/A 19000.00 14111.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AXVW4 2055-01-01 6 N/A 1000.00 916.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSP70 2053-07-01 5.5 N/A 30607360.00 24036621.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WDDB5 2054-06-01 5.5 N/A 2019.00 1772.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBJL3 2049-07-01 3.5 N/A 1000.00 112.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTQR4 2054-06-01 5 N/A 7501572.00 6406269.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JPYR0 2049-05-01 4.5 N/A 1906650.00 617263.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XK5N6 2053-04-01 6.5 N/A 1008102.00 694613.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRQU0 2053-03-01 6.5 N/A 1000.00 638.56 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132VM3M5 2049-02-01 5 N/A 1000.00 330.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N2PJ4 2052-10-01 5 N/A 1226288.00 874645.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHS37 2046-08-01 3 N/A 43823576.00 4682187.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AK7M1 2054-08-01 6 N/A 28353.00 25065.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ATZ58 2055-05-01 5 N/A 1000.00 874.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BLUS9 2055-07-01 6.5 N/A 1000.00 1034.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNCV3 2052-04-01 4.5 N/A 19565280.00 8448900.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N15A7 2052-09-01 5 N/A 4885120.00 3733888.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABEF8 2054-09-01 5.5 N/A 564894.00 541423.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHXW7 2046-09-01 3 N/A 1000.00 135.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403DVZ9 2036-11-01 6.5 N/A 79970285.00 429346.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBCR7 2049-06-01 4.5 N/A 174000.00 40694.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MP7D7 2052-06-01 3.5 N/A 1000.00 679.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JJCA5 2048-09-01 4.5 N/A 1000.00 407.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BHTC0 2052-08-01 4.5 N/A 9072.00 6567.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEVM1 2050-09-01 2.5 N/A 54064464.00 24865043.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QELP5 2050-08-01 2 N/A 7436861.00 3523837.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2RQ6 2055-07-01 5.5 N/A 1024.00 984.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPGJ1 2052-05-01 4.5 N/A 1024.00 576.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NL7G8 2053-08-01 6 N/A 697317.00 558504.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KDMW7 2050-05-01 2 N/A 1024.00 432.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXGB2 2041-04-01 4 N/A 1000.00 192.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AAAK8 2050-09-01 2.5 N/A 1037419.00 507851.38 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132VNPN7 2049-03-01 4 N/A 1000.00 116.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C1AY6 2053-04-01 5 N/A 1000.00 841.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BSP55 2052-12-01 5.5 N/A 1000.00 694.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QERW4 2050-08-01 2.5 N/A 1268.00 507.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K3UK6 2049-12-01 4 N/A 3000.00 1170.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y2CH9 2048-07-01 4.5 N/A 1000.00 211.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVMJ1 2053-02-01 4 N/A 1003.00 723.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B1FY7 2055-01-01 6.5 N/A 1000.00 782.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 109000.00 80331.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GTEA4 2047-06-01 4.5 N/A 1000.00 338.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV2J2 2055-01-01 5 N/A 1044.00 962.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBJC3 2049-07-01 3.5 N/A 603000.00 117305.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3CG2 2055-07-01 6 N/A 1000.00 931.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVAE4 2054-08-01 6 N/A 47802000.00 40927171.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCFA2 2053-09-01 6.5 N/A 1000.00 728.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NNF67 2053-08-01 4.5 N/A 1000.00 751.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GSXF4 2047-04-01 4.5 N/A 1000.00 278.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132J9H76 2043-05-01 4 N/A 1000.00 187.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NLAW9 2053-06-01 6 N/A 1121500.00 1130342.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5NA8 2055-11-01 6 N/A 86437984.00 89927485.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRKG9 2054-10-01 5.5 N/A 47254720.00 39508597.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132VPG93 2049-04-01 5 N/A 1000.00 93.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7EF1 2055-09-01 6 N/A 53707629.00 52425486.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WHYP1 2046-09-01 3.5 N/A 128330890.00 31780494.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y67J3 2055-08-01 6.5 N/A 20421760.00 19731226.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BQRS2 2055-10-01 6 N/A 1434135.00 1476824.24 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132GRTZ4 2042-03-01 4 N/A 1000.00 187.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ET67 2053-07-01 5.5 N/A 98944165.00 73720744.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUEP8 2054-08-01 6 N/A 7742680.00 7141711.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132L92T1 2048-06-01 4.5 N/A 149996800.00 18767577.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404BNQ1 2034-04-01 5.5 N/A 5297000.00 53745.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FC5P9 2047-05-01 4 N/A 1941174.00 762737.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B6NR2 2055-04-01 5.5 N/A 1000.00 1006.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JULF9 2049-05-01 3.5 N/A 1427720.00 568589.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0W32 2053-11-01 6 N/A 27964817.00 22861290.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q7K71 2047-09-01 3.5 N/A 200055041.00 28172555.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTDG1 2053-10-01 5.5 N/A 7169.00 6003.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QV4Y7 2055-01-01 6.5 N/A 23258.00 13698.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGVZ4 2046-04-01 3 N/A 2048.00 244.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BN5N9 2052-10-01 5 N/A 38785692.00 32374888.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132Y37B4 2048-11-01 5 N/A 1000.00 191.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BQ6Y2 2055-11-01 6 N/A 1518959.00 1549822.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNG24 2052-09-01 4.5 N/A 1008.00 842.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABD93 2054-09-01 6 N/A 1008.00 974.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AJTG3 2039-07-01 6.5 N/A 2673.00 956.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A1VN4 2053-10-01 6 N/A 470611.00 323180.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132WNDP4 2047-05-01 4 N/A 1000.00 306.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y2AC2 2048-07-01 4.5 N/A 1000.00 262.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NK2J9 2053-05-01 6 N/A 2002.00 864.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140E7GP9 2045-11-01 4 N/A 869338.00 122327.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPGD4 2052-05-01 4.5 N/A 1581452.00 1099601.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H9AS2 2048-10-01 4 N/A 1024.00 160.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A3H22 2053-10-01 5.5 N/A 1000.00 819.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEJS2 2050-08-01 2.5 N/A 6394488.00 2514197.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXQD9 2052-09-01 4.5 N/A 18781149.00 13497402.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N8R42 2053-02-01 5 N/A 1000.00 594.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRSY2 2054-10-01 5.5 N/A 8143.00 6997.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMM2 2054-09-01 6.5 N/A 56900927.00 31727975.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NN3T0 2053-08-01 5.5 N/A 1028324.00 745263.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B0NT1 2055-02-01 5.5 N/A 7620976.00 7595976.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A85T5 2054-01-01 7.5 N/A 1241776.00 779530.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MXZD9 2052-08-01 5 N/A 2457217.00 1931206.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCKE5 2049-12-01 3 N/A 1000.00 226.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K4X96 2050-01-01 3.5 N/A 1000.00 406.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDDT8 2050-04-01 4 N/A 1027.00 332.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADUW9 2054-06-01 7 N/A 1062297.00 881428.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B2Z36 2052-01-01 2 N/A 15008.00 9781.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C1ZH6 2053-04-01 6 N/A 1000.00 617.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31339SM44 2049-10-01 3.5 N/A 1000.00 327.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MVCB2 2052-07-01 4 N/A 1059432.00 805534.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AFHG4 2054-06-01 7 N/A 1000.00 1035.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BVES0 2053-02-01 5.5 N/A 1000.00 678.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KP7H0 2051-02-01 2 N/A 1000.00 568.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRMQ3 2053-02-01 5.5 N/A 11534752.00 9550382.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRPD0 2053-07-01 5 N/A 18493677.00 16835847.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407QKM7 2035-08-01 4.49 N/A 1094000.00 42092.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425US55 2054-11-01 5 N/A 1000.00 951.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X0YW2 2043-07-01 3 N/A 1000.00 225.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C7KK2 2053-07-01 5.5 N/A 20060576.00 12752795.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSZ49 2053-09-01 6.5 N/A 3782.00 2845.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M5ZY4 2053-12-01 5.5 N/A 1000.00 573.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140H9LX9 2048-12-01 5 N/A 1502520.00 696107.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFMK9 2045-09-01 3.5 N/A 2000.00 438.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NS5T7 2053-10-01 6.5 N/A 3095620.00 3184833.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MKT85 2045-06-01 5.5 N/A 8010.00 7559.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QDVK7 2050-06-01 2.5 N/A 7938413.00 3103747.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NEHJ7 2053-04-01 6 N/A 1000.00 631.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NGYZ7 2053-05-01 6 N/A 1000.00 764.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WT6N1 2028-06-01 3 N/A 9661567.00 320902.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140K6C52 2049-12-01 3.5 N/A 1000.00 387.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKM27 2055-08-01 5.5 N/A 1000.00 991.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQV69 2052-11-01 5.5 N/A 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Securities International, Inc. Nomura Securities International, Inc. 3.66000000 N/A OXTKY6Q8X53C9ILVV871 BYJ1VECL9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PA2 2026-08-15 0 N/A 37126202.49 36608291.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UN5 2026-07-07 0 N/A 24577700.00 24336101.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UP1 2055-11-15 4.625 N/A 4297000.00 4181650.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 17496000.00 17223412.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797TX5 2026-08-20 0 N/A 325200.00 320569.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCB5 2031-05-15 1.625 N/A 8099600.00 7261121.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 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2032-05-31 4.125 N/A 106556600.00 108278365.55 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 31460900.00 31944808.45 U.S. Treasuries (including strips) 3 1/2 NOTE BH 27 N/A 91282CPB1 2027-09-30 3.5 N/A 52941600.00 52684250.88 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 N/A 2730700.00 2750747.92 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 143915800.00 145100147.52 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 25000000.00 25241258.43 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 170810200.00 170805830.66 U.S. Treasuries (including strips) 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 N/A 41001000.00 41345094.21 U.S. Treasuries (including strips) BILL 10/29/26 N/A 912797SK4 2026-10-29 0 N/A 6800.00 6658.57 U.S. Treasuries (including strips) BILL 02/18/27 N/A 912797TV9 2027-02-18 0 N/A 12821900.00 12416112.51 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BILL 06/25/26 N/A 912797TE7 2026-06-25 0 N/A 4000.00 3966.08 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 N/A 894100.00 913241.33 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 75590400.00 75241827.61 U.S. Treasuries (including strips) BILL 06/04/26 N/A 912797SX6 2026-06-04 0 N/A 54998700.00 54645608.35 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 297938700.00 293746388.09 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 11683800.00 11930689.73 U.S. Treasuries (including strips) 3 3/4 NOTE BD 27 N/A 91282CNL1 2027-06-30 3.75 N/A 11911400.00 12013352.11 U.S. Treasuries (including strips) 3 3/4 NOTE AM 28 N/A 91282CMW8 2028-04-15 3.75 N/A 18762100.00 19059454.34 U.S. Treasuries (including strips) 3 7/8 NOTE AL 28 N/A 91282CMS7 2028-03-15 3.875 N/A 1817100.00 1822214.74 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 N/A 1500.00 1486.36 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 13600000.00 13929039.45 U.S. Treasuries (including strips) 3 7/8 NOTE Q 32 N/A 91282CNZ0 2032-09-30 3.875 N/A 434195200.00 428476415.02 U.S. Treasuries (including strips) 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 N/A 8700.00 9380.03 U.S. Treasuries (including strips) 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 N/A 9638000.00 9716327.81 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 200.00 197.52 U.S. Treasuries (including strips) 6 5/8 BOND 27 N/A 912810EZ7 2027-02-15 6.625 N/A 8482800.00 8774493.69 U.S. Treasuries (including strips) 3 7/8 NOTE AB 30 N/A 91282CNN7 2030-07-31 3.875 N/A 50697200.00 50933631.85 U.S. Treasuries (including strips) 4 1/4 NOTE F 34 N/A 91282CLW9 2034-11-15 4.25 N/A 8468000.00 8595408.26 U.S. Treasuries (including strips) 4 1/8 NOTE AW 27 N/A 91282CMH1 2027-01-31 4.125 N/A 31233100.00 31538842.89 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Collateralized Mortgage Obligation FHLMC REMIC SERIES K-143 X3 20500425 FLT N/A 3137H74D2 2050-04-25 3.1396 N/A 7000000.00 1084064.45 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-034 A-PT2 20540725 FLT N/A 3137HLY30 2054-07-25 2.937 N/A 500000.00 453537.29 Agency Collateralized Mortgage Obligation GNRA 2022-009 FB N/A 38383FN58 2052-01-20 2.5 N/A 300000000.00 179981907.27 Agency Collateralized Mortgage Obligation FNST TR0427 C55 RC N/A 31423XPH8 2037-08-25 1.5 N/A 139000000.00 4885398.01 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-119 A-2 20300925 1.56600 N/A 3137F63Z8 2030-09-25 1.566 N/A 78005000.00 69726641.37 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-113 X3 20480525 FLT N/A 3137FV5R9 2048-05-25 2.9754 N/A 108643404.00 12468618.99 Agency Collateralized Mortgage Obligation FNRM RC091IK R20F091 N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 678480.37 Agency Collateralized Mortgage Obligation FGRA 4091ES 08/15/42 N/A 3137ATDJ8 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299054265.00 13996161.93 Agency Collateralized Mortgage Obligation GNRA 2012-134 PS N/A 38378GBM9 2042-11-20 1.2105 N/A 132412992.00 170598.47 Agency Collateralized Mortgage Obligation GNRA 2025-149 SD N/A 38381URH7 2065-09-20 2.3271 N/A 207707392.00 8140892.54 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.6116 N/A 1625000.00 168954.99 Agency Collateralized Mortgage Obligation GNRA 2021-197 FD N/A 38383DQB7 2051-11-20 2.5 N/A 64395423.00 37098910.11 Agency Collateralized Mortgage Obligation GNRA 2025-090 SD N/A 38385GYL7 2055-05-20 0.6071 N/A 200000000.00 1639243.11 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-159 A-2 20330725 FLT N/A 3137HAMB9 2033-07-25 4.5 N/A 79421000.00 79605256.72 Agency Collateralized Mortgage Obligation GNRA 2025-178 ZB N/A 38383BW65 2055-10-20 6 N/A 24164000.00 22462571.10 Agency Collateralized Mortgage Obligation FNRM RC075IO R21F075 N/A 3136BJ3N3 2051-11-25 3 N/A 78463000.00 7394385.30 Agency Collateralized Mortgage Obligation FNRM CL035IC R13F035 N/A 3136ADRQ4 2033-04-25 3 N/A 24015467.00 187887.58 Agency Collateralized Mortgage Obligation FGRA 04104S 09/15/42 N/A 3137ATU42 2042-09-15 2.3133 N/A 21428571.00 339793.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF108 CS 20310225 FLT N/A 30319WAE2 2031-02-25 9.9189 N/A 76047000.00 12542081.34 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-KF72 C 20261125 FLT N/A 30314JAC0 2026-11-25 9.7834 N/A 58664060.00 15018098.11 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-110 A-2 20300425 1.47700 N/A 3137FTZQ3 2030-04-25 1.477 N/A 15500000.00 14009718.91 Agency Collateralized Mortgage Obligation FNRA CL022S R21F022 N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 2599.98 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-153 A-2 20321225 FLT N/A 3137H9PB9 2032-12-25 3.82 N/A 135690000.00 131099245.41 Agency Collateralized Mortgage Obligation FNRA RC105SD R25F105 N/A 3136BYCD2 2055-12-25 1.8881 N/A 153656187.00 7567536.81 Agency Collateralized Mortgage Obligation FREMF 2022-KF140 MORTGAGE TR CS 20290725 FLT N/A 30328BAE7 2029-07-25 8.9189 N/A 70488842.00 52463961.79 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 2.9466 N/A 20902000.00 2789424.03 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 3.3581 N/A 63668669.00 2999657.82 Agency Collateralized Mortgage Obligation GNRA 2022-009 FE N/A 38383FN74 2052-01-20 2.5 N/A 6677000.00 4005797.32 Agency Collateralized Mortgage Obligation FNRA CL050ST R23F050 N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 52228.84 Agency Collateralized Mortgage Obligation FNST TR0428 C27 RC N/A 31423YKB4 2037-11-01 1.5 N/A 80158597.00 2658634.33 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-117 A-2 20300825 1.40600 N/A 3137FX3Q9 2030-08-25 1.406 N/A 21890000.00 19483296.66 Agency Collateralized Mortgage 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967052.96 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 B 20390625 FLT N/A 30298DAA7 2039-06-25 5.8986 N/A 44262383.00 23320158.40 Agency Collateralized Mortgage Obligation FGRA 4279SA 12/15/43 N/A 3137B6G96 2043-12-15 2.3133 N/A 35692773.00 334839.92 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-111 A-2 20300525 1.35000 N/A 3137FUZC1 2030-05-25 1.35 N/A 27000000.00 24184305.00 Agency Collateralized Mortgage Obligation FNRA CL052PS R12F052 N/A 3136A6AM6 2042-05-25 2.8036 N/A 104663303.00 995921.72 Agency Collateralized Mortgage Obligation FGRA 4795WS 03/15/48 N/A 3137F5S67 2048-03-15 2.3633 N/A 21176438.00 350417.45 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB55 X1 20380825 FLT N/A 30297PAL7 2038-08-25 0 N/A 177390777.00 370725.29 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB91 X1 20410825 FLT N/A 30322XAE5 2041-08-25 0.5547 N/A 72000000.00 1605168.15 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2021-MN2 M-2 20410725 FLT N/A 35563JAB9 2041-07-25 7.0119 N/A 12250000.00 9915435.90 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-K101 D 20300125 0.00000 N/A 30298YAJ2 2030-01-25 0 N/A 109477635.00 74782639.78 Agency Collateralized Mortgage Obligation FNRA CL059TA R20F059 N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 10098.67 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 13994750.77 Agency Collateralized Mortgage Obligation GNRA 2024-134 IA N/A 38384VAD9 2054-02-20 0.05 N/A 43135364.00 22708.14 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-033 X 20350325 FLT N/A 3137HLJE3 2035-03-25 0.444 N/A 373283616.00 6678414.19 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB57 X1 20380925 FLT N/A 30308LAF6 2038-09-25 0 N/A 251299455.00 384816.37 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-150 X3 20541025 FLT N/A 3137H9CC1 2054-10-25 4.4352 N/A 15000000.00 3488969.98 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TR 2019-SB64 XI 20390625 FLT N/A 30298DAG4 2039-06-25 1.8088 N/A 155000000.00 1150517.74 Agency Collateralized Mortgage Obligation FNRA RC109QS R10F109 N/A 31398NTR5 2040-10-25 13.3866 N/A 18305750.00 594169.29 Agency Collateralized Mortgage Obligation FGRA 4707SB 08/15/47 N/A 3137F2MZ6 2047-08-15 0.1633 N/A 103816691.00 510975.64 Agency Collateralized Mortgage Obligation FNRA CL096SC R17F096 N/A 3136B0AB2 2057-12-25 2.3236 N/A 48519741.00 1520869.32 Agency Collateralized Mortgage Obligation FGRA 4935BI 08/15/41 N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 56508.18 Agency Collateralized Mortgage Obligation FGRM 5394PO 02/15/43 N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 3131108.61 Agency Collateralized Mortgage Obligation FNRA RC061SE R21F061 N/A 3136BGVN8 2051-09-25 0 N/A 46500000.00 10531.12 Agency Collateralized Mortgage Obligation FNRA CL071SA R25F071 N/A 3136BXAY0 2055-09-25 2.2381 N/A 50000000.00 2933327.74 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-105 X3 20480325 FLT N/A 3137FRUM1 2048-03-25 1.9187 N/A 34625000.00 2450824.88 Agency Collateralized Mortgage Obligation FGRM 4544AI 11/15/44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 1935285.33 Agency Collateralized Mortgage Obligation GNRA 2011-080 SK N/A 38376LRR2 2041-06-20 2.2905 N/A 167610000.00 419910.45 Agency Collateralized Mortgage Obligation GNRA 2024-094 DI N/A 38384PJ50 2054-06-20 0.05 N/A 50000000.00 41330.80 Agency Collateralized Mortgage Obligation FHLMC REMIC K-512 A-2 20281125 5.00000 N/A 3137HBCF9 2028-11-25 5 N/A 10490000.00 9891703.09 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 X3 20480525 FLT N/A 3137FTG35 2048-05-25 3.3831 N/A 20000000.00 2434244.44 Agency Collateralized Mortgage Obligation FGRM 4701DI 01/15/36 N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 629289.52 Agency Collateralized Mortgage Obligation FNRA CL050TS R23F050 N/A 3136BQLS6 2044-04-25 0.05 N/A 1254090.00 1667.47 Agency Collateralized Mortgage Obligation FNRM CL035IE R13F035 N/A 3136ADRU5 2033-04-25 3 N/A 24874298.00 197644.13 Agency Collateralized Mortgage Obligation FNRA CL070DS R16F070 N/A 3136ATZA5 2046-10-25 2.3236 N/A 176880174.00 2620871.87 Agency Collateralized Mortgage Obligation FGRA 4564SI 04/15/43 N/A 3137BNGB4 2043-04-15 0.2133 N/A 26456473.00 75956.02 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2002-26B A1 20480125 7.00000 N/A 31392CR30 2048-01-25 7 N/A 49841000.00 965680.88 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2023-MN6 M-2 20430526 FLT N/A 355920AA7 2043-05-26 10.4119 N/A 11000000.00 12488325.49 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB62 X1 20390325 FLT N/A 30298AAT2 2039-03-25 1.0127 N/A 623416713.00 7207649.66 Agency Collateralized Mortgage Obligation FNRA CL062SQ R19F062 N/A 3136B6Z89 2059-11-25 2.2236 N/A 10012996.00 568462.66 Agency Collateralized Mortgage Obligation FNRM RC002KO R07W002 N/A 31396VAQ1 2037-03-25 0 N/A 19777901.00 226347.27 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-130 X-3 20480825 FLT N/A 3137H1YY6 2048-08-25 3.0967 N/A 13487621.00 1883688.69 Agency Collateralized Mortgage Obligation FNRM CL099UI R12F099 N/A 3136A8WB2 2042-09-25 4 N/A 23159229.00 169050.63 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-110 X3 20480625 FLT N/A 3137FTZT7 2048-06-25 3.3752 N/A 9600000.00 1166953.32 Agency Collateralized Mortgage Obligation FGRA 5121TA 09/15/40 N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 99076.30 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 B-RC 20371125 FLT N/A 30308AAC7 2037-11-25 11.5971 N/A 5886000.00 1891008.20 Agency Collateralized Mortgage Obligation FNST TR0440 C59 RC N/A 31424U8P4 2053-11-01 6.5 N/A 49796960.00 5825314.98 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 X3 20451225 FLT N/A 3137FKJF4 2045-12-25 2.3143 N/A 4265750.00 241047.28 Agency Collateralized Mortgage Obligation GNRA 2022-009 FA N/A 38383FN33 2052-01-20 2.5 N/A 100000000.00 63145642.03 Agency Collateralized Mortgage Obligation FGRA 4833IM 04/15/44 N/A 3137FJBD0 2044-04-15 0.05 N/A 34129268.00 9815.57 Agency Collateralized Mortgage Obligation FNRA RC150SL R10F150 N/A 31397QDV7 2040-10-25 2.6736 N/A 135801587.00 2683.77 Agency Collateralized Mortgage Obligation GNRA 2026-035 CZ N/A 38385MTC0 2056-02-20 4.5 N/A 4666334.00 4244175.38 Agency Collateralized Mortgage Obligation FGRA 4935AI 03/15/43 N/A 3137FQ6B4 2043-03-15 0.06 N/A 13906717.00 6999.72 Agency Collateralized Mortgage Obligation FNRA CL086IC R24F086 N/A 3136BTZY2 2054-12-25 0.05 N/A 93100000.00 114927.53 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 A-2 20300425 1.55800 N/A 3137FTFY8 2030-04-25 1.558 N/A 11275000.00 10209426.07 Agency Collateralized Mortgage Obligation FNRM CL009KZ R06F009 N/A 31395BCF8 2036-03-25 6 N/A 5000000.00 471984.78 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D4C3 2036-09-01 2 N/A 6828000.00 3517923.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFPF7 2045-09-01 3.5 N/A 132607226.00 31567192.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNZ72 2053-03-01 3 N/A 90000.00 67090.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DHF2 2034-11-01 3.5 N/A 5865000.00 748195.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMER1 2051-07-01 3 N/A 40926.00 19934.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XCUG1 2051-08-01 3 N/A 50000.00 30093.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CUB8 2048-02-01 4 N/A 1834429.00 209564.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEYK9 2054-07-01 5.5 N/A 2611000.00 1913260.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138A8E77 2041-03-01 4 N/A 5015289.00 285331.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQFN0 2052-09-01 4.5 N/A 1500000.00 1061074.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416BMS4 2038-10-01 6 N/A 156000.00 1833.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8BA4 2050-09-01 3 N/A 1076000.00 352500.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AN5K2 2026-07-20 1.5 N/A 220000.00 219025.03 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HJF71 2048-07-01 4.5 N/A 164000.00 49288.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XANR9 2048-11-01 4 N/A 500000.00 189665.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9XT5 2048-10-01 4.5 N/A 9452000.00 716639.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31415SVQ2 2029-03-01 7.5 N/A 1653612.00 8599.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKZ9 2040-05-01 5 N/A 59947455.00 41979658.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNHE5 2052-02-01 2.5 N/A 597340.00 409270.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AQVS8 2054-09-01 5 N/A 2043105.00 1673690.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138AKUF4 2026-07-01 4 N/A 7782401.00 4941.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUD52 2054-03-01 6 N/A 100000.00 76348.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XC4G0 2050-09-01 4.5 N/A 229000.00 99241.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QVWJ9 2054-12-01 5 N/A 2600000.00 2401361.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CBT0 2036-09-01 2.5 N/A 600000.00 79881.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DX49 2036-03-01 2.5 N/A 9350000.00 3670404.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CVH4 2028-02-01 3 N/A 2395647.00 106462.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DES7 2049-08-01 3 N/A 43000.00 4531.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJ6M0 2052-09-01 4.5 N/A 232000.00 170003.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DTL6 2035-10-01 1.5 N/A 490000.00 200888.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LUS89 2042-06-01 4 N/A 6000000.00 489357.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KG4A8 2050-07-01 2.5 N/A 1708687.00 913805.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W0KB0 2054-08-01 6.5 N/A 2000000.00 1795083.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W3W21 2052-12-01 5.5 N/A 64717663.00 63717697.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W1WG4 2037-03-01 2.5 N/A 11626287.00 9787006.31 Agency Mortgage-Backed 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FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHEW1 2036-02-01 2.5 N/A 200000.00 89664.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418BXB7 2035-12-01 3.5 N/A 20000.00 2015.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5PZ0 2048-12-01 3 N/A 25000.00 5896.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U0R41 2056-01-01 6.5 N/A 1671043.00 1754658.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BWKL1 2040-12-01 5 N/A 1097680.00 1098865.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q8KE4 2048-02-01 4 N/A 11900000.00 3243892.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U1QK4 2056-01-01 5.5 N/A 1519802.00 1544713.77 Agency Mortgage-Backed Securities FEDERAL 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B1V7KEBTPIMZEU4LTD58 3140QSZJ3 2053-09-01 5 N/A 771000.00 630631.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U0RP4 2056-01-01 5.5 N/A 3416022.00 3447251.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LV2H1 2051-08-01 2.5 N/A 354537.00 209943.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DPT3 2050-04-01 5 N/A 7432393.00 976327.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X4PF7 2048-10-01 4 N/A 36000.00 10086.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U6MP6 2056-03-01 5 N/A 7513911.00 7438107.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XA5J7 2036-02-01 3.5 N/A 2423000.00 884675.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DFF4 2049-09-01 2.5 N/A 1721000.00 275415.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E5P1 2054-05-01 5.5 N/A 304986.00 234738.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419AG43 2040-08-01 4.5 N/A 266440.00 6242.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FE4C5 2047-04-01 3.5 N/A 310000.00 54447.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSVA6 2053-08-01 5.5 N/A 42805640.00 31522487.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DUE0 2035-11-01 2.5 N/A 1000000.00 330573.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DU67 2040-12-01 2 N/A 9000.00 4423.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-04-01 2027-03-01 2027-03-01 N N N 0.0374 109994221.70 109994221.70 0.0006 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 3.66000000 N/A VYVVCKR63DVZZN70PB21 BYJ1VECX3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UL0 2045-05-15 5 N/A 98971600.00 102000084.48 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-04-01 2026-04-01 2026-04-01 N N N 0.0366 100000000.00 100000000.00 0.0005 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 3.64000000 N/A 549300H47WTHXPU08X20 BYJ1VEBS5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 N/A 25086400.00 25090440.85 U.S. Treasuries 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N/A 91282CLF6 2034-08-15 3.875 N/A 147692400.00 144552894.49 U.S. Treasuries (including strips) 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 N/A 31380200.00 30993313.51 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 4000.00 4023.24 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 94870100.00 97553500.78 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 3435600.00 3412613.10 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 15681200.00 15441489.08 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 1800.00 1717.50 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 N/A 29001000.00 29744704.35 U.S. Treasuries (including strips) 3 1/2 NOTE V 31 N/A 91282CQD6 2031-02-28 3.5 N/A 6982600.00 6867222.10 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 37587700.00 37855232.91 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 21800300.00 22286396.34 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 N/A 29492000.00 28151476.40 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 500.00 493.81 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 99495300.00 95415793.71 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 N/A 29394900.00 28447462.26 U.S. Treasuries (including strips) 1 1/8 NOTE H 28 N/A 91282CBP5 2028-02-29 1.125 N/A 9800.00 9325.18 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 210000.00 216834.51 U.S. Treasuries (including strips) 4 NOTE Z 30 N/A 91282CNG2 2030-05-31 4 N/A 37406700.00 38032802.25 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 200.00 198.29 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 N/A 22662100.00 22738584.84 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 N/A 358505200.00 364072153.92 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 177991400.00 170125281.50 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 338450400.00 297115589.15 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 19960900.00 20415994.51 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 N/A 21200.00 20135.95 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 11226200.00 10616798.14 U.S. Treasuries (including strips) 1 7/8 NOTE N 26 N/A 912828Y95 2026-07-31 1.875 N/A 534100.00 532427.17 U.S. Treasuries (including strips) BILL 04/09/26 N/A 912797SL2 2026-04-09 0 N/A 200.00 199.84 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 77000.00 78242.35 U.S. Treasuries (including strips) TRFR BK 10/31/26 N/A 91282CLT6 2026-10-31 3.8584 N/A 1316600.00 1326052.35 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 N/A 80305100.00 80714027.32 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 N/A 15420100.00 15564871.99 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 N/A 300.00 311.17 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 50726000.00 51143446.95 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 27 N/A 91282CMV0 2027-03-31 3.875 N/A 2900.00 2903.72 U.S. Treasuries (including strips) 3 3/4 NOTE P 31 N/A 91282CLJ8 2031-08-31 3.75 N/A 20028300.00 19839993.27 U.S. Treasuries (including strips) 4 1/8 NOTE B 36 N/A 91282CPZ8 2036-02-15 4.125 N/A 451000.00 445932.03 U.S. Treasuries (including strips) 3 3/4 NOTE S 32 N/A 91282CPM7 2032-11-30 3.75 N/A 72026700.00 71371664.65 U.S. Treasuries (including strips) 3 3/8 NOTE BL 27 N/A 91282CPL9 2027-11-30 3.375 N/A 50306300.00 50497820.78 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 N/A 50273500.00 49764687.46 U.S. Treasuries (including strips) BILL 05/28/26 N/A 912797SW8 2026-05-28 0 N/A 900.00 894.82 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 3612500.00 3380763.85 U.S. Treasuries (including strips) 3 3/8 NOTE AY 28 N/A 91282CQB0 2028-02-29 3.375 N/A 3095900.00 3080204.01 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 20472500.00 20109266.16 U.S. Treasuries (including strips) 0 5/8 NOTE AB 26 N/A 91282CCP4 2026-07-31 0.625 N/A 20600.00 20407.40 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 N/A 91282CCW9 2026-08-31 0.75 N/A 256655600.00 253637533.79 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 25401900.00 25000915.85 U.S. Treasuries (including strips) 3 5/8 NOTE AF 30 N/A 91282CPD7 2030-10-31 3.625 N/A 1107000.00 1109424.17 U.S. Treasuries (including strips) 3 3/4 NOTE BA 27 N/A 91282CMY4 2027-04-30 3.75 N/A 48202700.00 48944118.51 U.S. Treasuries (including strips) 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 N/A 207700.00 207149.83 U.S. Treasuries (including strips) 3 1/2 NOTE BJ 27 N/A 91282CPE5 2027-10-31 3.5 N/A 387200.00 390794.16 U.S. Treasuries (including strips) 4 1/4 NOTE AK 28 N/A 91282CMN8 2028-02-15 4.25 N/A 4200.00 4253.93 U.S. Treasuries (including strips) 3 3/4 NOTE H 33 N/A 91282CQC8 2033-02-28 3.75 N/A 7039100.00 6899711.51 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 N/A 19166700.00 17572762.81 U.S. Treasuries (including strips) 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 N/A 33657700.00 29256024.65 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 5345700.00 5164751.54 U.S. Treasuries (including strips) 4 1/2 NOTE T 31 N/A 91282CMC2 2031-12-31 4.5 N/A 399444400.00 413348598.33 U.S. Treasuries (including strips) 3 5/8 NOTE AC 30 N/A 91282CNX5 2030-08-31 3.625 N/A 201419600.00 199559826.06 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 67800.00 68407.96 U.S. Treasuries (including strips) 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 200.00 204.23 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 344400.00 340718.60 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 49108200.00 49614750.00 U.S. Treasuries (including strips) TRFR AX 01/31/28 N/A 91282CPX3 2028-01-31 3.7524 N/A 24690000.00 24836921.26 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 3541100.00 3088103.88 U.S. Treasuries (including strips) 4 1/8 NOTE AP 26 N/A 91282CHH7 2026-06-15 4.125 N/A 478200.00 484319.70 U.S. Treasuries (including strips) 4 1/8 NOTE AF 29 N/A 91282CLR0 2029-10-31 4.125 N/A 92817200.00 95179814.65 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 20447100.00 20330190.26 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 158550400.00 160935023.87 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 262779600.00 228413722.36 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 25458100.00 24120791.35 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 N/A 147992200.00 149651390.43 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 72460700.00 72937696.19 U.S. Treasuries (including strips) 4 1/8 NOTE AY 27 N/A 91282CMP3 2027-02-28 4.125 N/A 8800400.00 8859493.49 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 21560900.00 20507223.56 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 1892600.00 1904674.14 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 23999000.00 23658694.18 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 4820600.00 4859453.13 U.S. Treasuries (including strips) 4 NOTE AV 27 N/A 91282CMB4 2027-12-15 4 N/A 86300.00 87541.97 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 53012800.00 49788022.59 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 92968100.00 83466571.68 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 8417700.00 8417484.67 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 21945900.00 21595155.17 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 73804300.00 74729597.89 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 N/A 14894900.00 14649879.47 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 468900.00 464378.89 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 26966000.00 26397623.40 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 6386700.00 5998290.86 U.S. Treasuries (including strips) 3 1/2 NOTE AG 30 N/A 91282CPN5 2030-11-30 3.5 N/A 521533600.00 517991664.73 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 3113600.00 3148294.42 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 400.00 399.97 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 17161700.00 16003596.53 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 5841300.00 5538473.78 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 800.00 814.26 U.S. Treasuries (including strips) 3 3/4 NOTE AM 26 N/A 91282CGV7 2026-04-15 3.75 N/A 1131400.00 1150786.16 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 24509900.00 24384639.49 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 5012100.00 5077498.21 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2026-04-01 2026-04-01 2026-04-01 N N N 0.0364 5500000000.00 5500000000.00 0.0279 N Y Y N Credit Agricole Corporate & Investment Bank SA Credit Agricole Corporate & Investment Bank SA 3.67000000 N/A 254900BN8XS34XZDJ223 BYJ0KBHL4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 200.00 204.46 U.S. Treasuries (including strips) 5 1/2 TPRN 28 N/A 912803BP7 2028-08-15 0 N/A 400.00 365.20 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 200.00 98.08 U.S. Treasuries (including strips) BILL 11/27/26 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912834WR5 2051-02-15 0 N/A 92.16 25.75 U.S. Treasuries (including strips) TINT 02/15/39 N/A 912834AU2 2039-02-15 0 N/A 2870339.90 1554487.11 U.S. Treasuries (including strips) 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 100.00 69.37 U.S. Treasuries (including strips) 1 7/8 TPRN 41 N/A 912803FW8 2041-02-15 0 N/A 103900.00 50755.57 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 90108000.00 93106685.32 U.S. Treasuries (including strips) 1 5/8 TRIN AE 27 N/A 91282CFR7 2027-10-15 1.625 N/A 111900.00 125631.62 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 1000.00 965.13 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 800.00 758.34 U.S. Treasuries (including strips) 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.75 N/A 100.00 99.43 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 9193200.00 9192543.63 U.S. Treasuries (including strips) TINT 02/15/52 N/A 912834B56 2052-02-15 0 N/A 331256.95 88501.26 U.S. Treasuries (including strips) Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2026-04-06 2026-04-06 2026-04-06 Y CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK (NEW YORK BRANCH) 1.0000 6 N Fitch A+ Moody's A1 Standard & Poor's A+ N N 0.0367 125000000.00 125000000.00 0.0006 N N Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 3.66000000 N/A 549300H47WTHXPU08X20 BYJ1VEBN6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 56959100.00 56488737.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 771000.00 797474.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797RS8 2026-09-03 0 N/A 100.00 98.46 U.S. Treasuries (including strips) UNITED 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NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 517936.00 45544.25 Agency Mortgage-Backed Securities GNMA_23-82B N/A 38384AT94 2053-06-20 4.82294 N/A 1022.00 670.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DPD8 2050-05-01 2.5 N/A 2005727.00 588386.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3Q7 2050-10-20 2.5 N/A 100025.00 8075.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JQ2D0 2055-12-01 4.5 N/A 1001.00 963.81 Agency Mortgage-Backed Securities GNMA_17-192 N/A 38380UAR4 2047-12-20 2.5 N/A 1045087.00 965427.01 Agency Collateralized Mortgage Obligation FNMA_21-26C N/A 3136BHEZ8 2041-05-25 3.5 N/A 42700000.00 1999841.21 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 17807807.00 2136783.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MFPM4 2056-03-20 6.5 N/A 924956.00 985179.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617Q0AR0 2050-08-20 4.5 N/A 1646232.00 594693.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W5D6 2052-05-20 3.5 N/A 16928314.00 11405899.65 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 N/A 100.00 25.46 U.S. Treasuries (including strips) GNMA_23-H27B N/A 38383KJA1 2073-11-20 0.71861 N/A 59234555.00 3664713.51 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JVQW1 2056-02-01 5 N/A 1000.00 965.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618LEZQ8 2065-08-20 7 N/A 17784644.00 14536589.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UAMM4 2056-04-01 5.5 N/A 5294062.00 5382728.71 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPQ8 2032-12-31 3.875 N/A 800.00 794.65 U.S. Treasuries (including strips) GNMA_26-50K N/A 38385NG81 2056-03-20 4.82123 N/A 50000000.00 49369157.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XDF0 2052-08-20 5 N/A 2000.00 1417.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BVF21 2055-11-01 5 N/A 7674672.00 7616536.35 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 53.12 33.29 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VTQ3 2050-09-20 4.5 N/A 996572.00 371126.75 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EZ2 2047-08-15 0 N/A 300.00 101.69 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UAMK8 2056-04-01 5.5 N/A 2743752.00 2790544.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TUA1 2048-03-20 3.5 N/A 61204882.00 7020668.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MXAT6 2065-12-20 6 N/A 1084267.00 1117741.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618BHJG2 2053-08-15 7 N/A 10497110.00 10820727.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179NBB3 2043-04-20 3.5 N/A 1025.00 88.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202FKH8 2040-09-20 4.5 N/A 14884048.00 95784.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KFY38 2055-01-20 7 N/A 895535.00 876120.98 Agency Mortgage-Backed Securities FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 63780864.00 5692475.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJZ8 2055-04-20 7.5 N/A 1000.00 1071.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618NRKY6 2065-04-20 7 N/A 1145780.00 570467.61 Agency Mortgage-Backed Securities FHLMC_4448 N/A 3137BGZC6 2040-05-15 2.404956 N/A 71377982.00 242334.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.5 N/A 5213224.00 3882521.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TJX4 2047-10-20 3.5 N/A 39736210.00 4602062.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XHZ2 2052-10-20 5 N/A 5243864.00 3745631.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWAX1 2051-01-01 2.5 N/A 359096.00 163413.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SJY4 2046-08-20 6 N/A 1000.00 91.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.5 N/A 3734.00 3953.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.5 N/A 90765174.00 70880123.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XLF1 2052-11-20 4 N/A 1008.00 739.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202FJL1 2040-08-20 4.5 N/A 4698999.00 33396.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179R7J2 2046-04-20 3.5 N/A 746000.00 75715.40 Agency Mortgage-Backed Securities FHLMC_5468L N/A 3137HHB75 2054-11-25 4.9119 N/A 286088.00 226862.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618FSLK2 2053-12-15 7 N/A 1016.00 1032.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.5 N/A 187993.00 126875.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MMFK4 2056-01-20 6.5 N/A 327042.00 345806.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617V15C1 2045-04-20 4.5 N/A 407706.00 165510.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 474374.00 336789.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U6HW7 2056-04-01 5.5 N/A 1727982.00 1758509.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617UPXV6 2051-03-20 4 N/A 18235.00 12300.65 Agency Mortgage-Backed Securities FNMA_20-61D N/A 3136BBK68 2050-09-25 4 N/A 39543702.00 2775269.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VA91 2049-11-20 4.5 N/A 2226341.00 145660.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHV50 2056-03-20 6.5 N/A 1008.00 1064.51 Agency Mortgage-Backed Securities FHLMC_5573C N/A 3137HMSG6 2055-09-25 4.5619 N/A 15300.00 13038.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7 N/A 5001.00 5018.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.5 N/A 92826.00 99483.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SGS0 2039-08-20 6.5 N/A 1693.00 240.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36225B5K0 2034-03-15 6.5 N/A 25717565.00 144300.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UUJ9 2049-06-20 3.5 N/A 9973754.00 980460.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WJM1 2051-06-20 4.5 N/A 2088706.00 558744.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618J55U4 2064-09-20 7 N/A 17305532.00 5154474.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CA87 2046-08-01 2.5 N/A 2465164.00 434013.16 Agency Mortgage-Backed Securities GNMA_24-117E N/A 38384Q3A4 2054-07-20 4.92294 N/A 293713000.00 142607829.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179X2L9 2053-05-20 5.5 N/A 455146.00 320192.67 Agency Mortgage-Backed Securities GNMA_24-H18E N/A 38383KY71 2074-10-20 0.98303 N/A 11809376.00 827669.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179Q6Q9 2045-03-20 4 N/A 1147090.00 107286.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618NRLJ8 2065-04-20 6.5 N/A 790684.00 295530.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHD61 2051-03-01 2.5 N/A 205209.00 124275.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MNTC5 2056-01-20 6 N/A 106435.00 110644.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHVY7 2056-03-20 6.5 N/A 1000.00 1056.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3620C3QX3 2040-07-15 5 N/A 566307.00 13275.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.5 N/A 1396142.00 1390586.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617MSCL4 2050-04-20 4 N/A 504778.00 149336.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202FLH7 2040-10-20 4.5 N/A 6648077.00 160377.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXW5 2053-11-01 6.5 N/A 32554.00 15871.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WDR6 2051-04-20 2.5 N/A 22145237.00 10820185.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW22 2053-10-01 5 N/A 3936.00 3256.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179Y2N3 2054-07-20 6.5 N/A 1024.00 467.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618G2MU5 2053-11-20 7.5 N/A 1112253.00 325554.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XX50 2053-04-20 5 N/A 1000.00 756.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BA2V7 2055-08-01 6.5 N/A 1999.00 1562.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618NTJT5 2063-05-20 6.5 N/A 115161.00 120233.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618H06V4 2054-04-20 7.5 N/A 1417651.00 1247973.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U3RC7 2056-01-01 4.5 N/A 492393.00 474633.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W7M4 2052-06-20 4 N/A 62193304.00 43134825.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EMR8 2053-01-01 4.5 N/A 55429.00 44082.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5XD6 2055-10-20 6.5 N/A 558313.00 571588.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617F2D61 2052-10-20 6 N/A 3676582.00 3058986.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.5 N/A 1000.00 528.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GWA32 2054-03-20 7 N/A 4769919.00 4981948.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5ZN2 2055-11-20 6.5 N/A 3521.00 3635.31 Agency Mortgage-Backed Securities 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6.5 N/A 13577210.00 14542868.08 Agency Mortgage-Backed Securities GNII SF DL7643 C N/A 3618LKP44 2055-09-20 7 N/A 9336519.00 9746038.44 Agency Mortgage-Backed Securities GNII SF DL0851 C N/A 3618LB5L8 2055-09-20 5.5 N/A 12219748.00 12386830.84 Agency Mortgage-Backed Securities GNII SF DP1242 C N/A 3618MFLX4 2056-01-20 7 N/A 10847913.00 11560055.96 Agency Mortgage-Backed Securities GNII SF DP4287 C N/A 3618MJXQ8 2056-01-20 5.5 N/A 14475453.00 14872433.56 Agency Mortgage-Backed Securities GNII SF DP0246 C N/A 3618MEHX2 2055-11-20 6.5 N/A 10782755.00 11572712.45 Agency Mortgage-Backed Securities GNII SF DN9447 C N/A 3618MCP82 2055-11-20 7 N/A 9316666.00 9982878.75 Agency Mortgage-Backed Securities GNII SF DN6568 C N/A 3618M9JM5 2056-03-20 5.5 N/A 14348439.00 14631079.33 Agency Mortgage-Backed Securities GNII SF DO5467 C N/A 3618V2CC9 2055-11-20 6 N/A 9196727.00 9446668.31 Agency Mortgage-Backed Securities GNII SF DP7718 C N/A 3618MNSF9 2055-12-20 6 N/A 11522661.00 11980502.45 Agency 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SF DO4957 C N/A 3618V1QJ1 2056-01-20 6.5 N/A 10687644.00 11265238.26 Agency Mortgage-Backed Securities GNII SF DO1888 C N/A 3618NXCZ9 2055-11-20 5 N/A 9964557.00 9874610.58 Agency Mortgage-Backed Securities GNII SF DL9703 C N/A 3618LMX82 2055-08-20 6.5 N/A 11365310.00 11967631.07 Agency Mortgage-Backed Securities GNII SF DI1383 C N/A 3618NJRC5 2055-02-20 7.5 N/A 15533101.00 15058057.07 Agency Mortgage-Backed Securities GNII SF MB0143 M N/A 3618N5ER6 2055-01-20 3.5 N/A 18000000.00 16013573.43 Agency Mortgage-Backed Securities GNII SF DL7294 C N/A 3618LKC71 2055-10-20 7.5 N/A 34460.00 37714.08 Agency Mortgage-Backed Securities GNII SF MA7254 M N/A 36179WBX5 2051-03-20 2 N/A 29930776.00 14743819.97 Agency Mortgage-Backed Securities GNII SF DL7596 C N/A 3618LKNM6 2055-07-20 7 N/A 11314025.00 11936680.43 Agency Mortgage-Backed Securities GNII SF DN2334 C N/A 3618M4SX2 2055-11-20 7 N/A 10033816.00 10675270.97 Agency Mortgage-Backed Securities GNII SF DP3152 C N/A 3618MHQD9 2056-01-20 5.5 N/A 10630846.00 10806442.54 Agency Mortgage-Backed Securities GNII SF DL2121 C N/A 3618LDLA0 2055-08-20 6.5 N/A 11158836.00 11813460.17 Agency Mortgage-Backed Securities GNII SF DL8265 C N/A 3618LLFE1 2055-09-20 5.5 N/A 10505162.00 10660861.64 Agency Mortgage-Backed Securities GNII SF DP7331 C N/A 3618MNEC1 2056-03-20 5 N/A 11602642.00 11561147.09 Agency Mortgage-Backed Securities GNII SF DP3325 C N/A 3618MHVS0 2056-03-20 7 N/A 9774633.00 10340157.42 Agency Mortgage-Backed Securities GNII SF DG4214 C N/A 3618K0VF7 2055-04-20 6.5 N/A 9162990.00 9589305.68 Agency Mortgage-Backed Securities GNII SF DL5273 C N/A 3618LG2E6 2055-11-20 5 N/A 10054869.00 9838339.31 Agency Mortgage-Backed Securities GNII SF MB0483 M N/A 3618N5RD3 2055-07-20 4.5 N/A 15818522.00 15030345.70 Agency Mortgage-Backed Securities GNII SF DM8299 C N/A 3618LYGG7 2055-10-20 6 N/A 15142471.00 15554879.71 Agency Mortgage-Backed Securities GNII SF DM9411 C N/A 3618M0N49 2055-11-20 6.5 N/A 10871935.00 11439250.47 Agency Mortgage-Backed Securities GNII SF DE4985 C N/A 3618JARE5 2054-09-20 7.5 N/A 9894231.00 9624410.34 Agency Mortgage-Backed Securities GNII SF DP0874 C N/A 3618ME6K2 2056-01-20 6.5 N/A 14305121.00 15209354.60 Agency Mortgage-Backed Securities GNII SF DQ2722 C N/A 3618MVAX1 2056-02-20 5.5 N/A 11496793.00 11565360.74 Agency Mortgage-Backed Securities GNII SF DQ0335 C N/A 3618MSLQ1 2056-03-20 5.5 N/A 9415182.00 9640000.85 Agency Mortgage-Backed Securities GNII SF DO7559 C N/A 3618V4MG5 2055-12-20 5.5 N/A 14119347.00 14268278.93 Agency Mortgage-Backed Securities GNII SF DK7465 C N/A 3618L7JJ7 2055-07-20 6.5 N/A 13104447.00 13246740.44 Agency Mortgage-Backed Securities GNII SF DG2307 C N/A 3618JXR47 2055-01-20 7.5 N/A 14534814.00 14217766.78 Agency Mortgage-Backed Securities GNII SF DN2316 C N/A 3618M4SD6 2055-11-20 6 N/A 12836095.00 13372798.36 Agency Mortgage-Backed Securities GNII SF DN2324 C N/A 3618M4SM6 2055-11-20 6.5 N/A 11379770.00 12078107.99 Agency Mortgage-Backed Securities GNII SF DR3687 C N/A 3618VCCY9 2056-03-20 5.5 N/A 10897445.00 11097144.31 Agency Mortgage-Backed Securities GNII SF MA8873 M N/A 36179X2E5 2052-02-20 2.5 N/A 21893874.00 13600203.12 Agency Mortgage-Backed Securities GNII SF DN5598 C N/A 3618M8GF5 2055-10-20 6.5 N/A 12174676.00 13278127.10 Agency Mortgage-Backed Securities GNII SF DN9460 C N/A 3618MCQM0 2055-11-20 6.5 N/A 11882368.00 12752979.70 Agency Mortgage-Backed Securities GNII SF DF5263 C N/A 3618JNZ40 2054-11-20 6.5 N/A 11523965.00 11597637.99 Agency Mortgage-Backed Securities GNII SF DN6102 C N/A 3618M8X74 2055-11-20 6.5 N/A 14750927.00 15649499.42 Agency Mortgage-Backed Securities GNII SF CZ1474 C N/A 3618GCT77 2054-07-20 7.5 N/A 9784808.00 10214558.78 Agency Mortgage-Backed Securities GNII SF DG4146 C N/A 3618K0TB9 2054-12-20 7 N/A 10372979.00 10528381.08 Agency Mortgage-Backed Securities GNII SF DH8018 C N/A 3618KG4B1 2055-02-20 7 N/A 10748881.00 10465840.33 Agency Mortgage-Backed Securities GNII SF DP5978 C N/A 3618MLUB9 2056-02-20 6 N/A 15256021.00 15436488.40 Agency Mortgage-Backed Securities GNII SF DQ9664 C N/A 3618N3WZ3 2056-03-20 6 N/A 14640048.00 15311528.44 Agency Mortgage-Backed Securities GNII SF DM3535 C N/A 3618LS4U2 2055-09-20 6 N/A 12826224.00 13147642.79 Agency Mortgage-Backed Securities GNII SF DP0868 C N/A 3618ME6D8 2056-01-20 6 N/A 13802387.00 14408058.91 Agency Mortgage-Backed Securities GNII SF DL7303 C N/A 3618LKDG0 2055-09-20 7 N/A 12748807.00 13510099.55 Agency Mortgage-Backed Securities GNII SF DN5600 C N/A 3618M8GH1 2055-10-20 6.5 N/A 10362111.00 11297890.60 Agency Mortgage-Backed Securities GNII SF DL0286 C N/A 3618LBJ74 2055-08-20 6.5 N/A 11570331.00 12277339.47 Agency Mortgage-Backed Securities GNII SF MA7648 M N/A 36179WP93 2051-10-20 2 N/A 21831671.00 12466821.68 Agency Mortgage-Backed Securities GNII SF DM1207 C N/A 3618LQKU8 2055-09-20 6 N/A 11779080.00 12077098.73 Agency Mortgage-Backed Securities GNII SF DQ9679 C N/A 3618N3XG4 2056-03-20 7 N/A 11650744.00 12436404.15 Agency Mortgage-Backed Securities GNII SF DJ3181 C N/A 3618KPRA8 2055-08-20 5.5 N/A 10993504.00 11248666.08 Agency Mortgage-Backed Securities GNII SF DJ9508 C N/A 3618KWR54 2055-11-20 6.5 N/A 12292070.00 13081443.23 Agency Mortgage-Backed Securities GNII SF DM5822 C N/A 3618LVPF5 2055-09-20 6.5 N/A 13344625.00 13769272.51 Agency Mortgage-Backed Securities GNII SF DM3261 C N/A 3618LSTS0 2055-08-20 6.5 N/A 10611055.00 10746275.46 Agency Mortgage-Backed Securities GNII SF DN6252 C N/A 3618M85M2 2056-01-20 6 N/A 11583187.00 11930026.31 Agency Mortgage-Backed Securities GNII SF DN6644 C N/A 3618M9LZ3 2056-03-20 5 N/A 12279035.00 12244735.57 Agency Mortgage-Backed Securities GNII SF DJ1349 C N/A 3618KMQA6 2055-06-20 7.5 N/A 11203774.00 12086715.63 Agency Mortgage-Backed Securities GNII SF MB0029 M N/A 3618N5A74 2054-08-20 7 N/A 36148252.00 15345100.89 Agency Mortgage-Backed Securities GNII SF DR3727 C N/A 3618VCD85 2056-03-20 5.5 N/A 9701244.00 9867187.01 Agency Mortgage-Backed Securities GNII SF DQ2230 C N/A 3618MUPP4 2056-02-20 5.5 N/A 11345283.00 11693297.28 Agency Mortgage-Backed Securities GNII SF DN0941 C N/A 3618M3BJ3 2055-10-20 6 N/A 12868949.00 13376603.34 Agency Mortgage-Backed Securities GNII SF DK6108 C N/A 3618L5YD7 2055-06-20 6.5 N/A 15766278.00 15725091.51 Agency Mortgage-Backed Securities GNII SF DL8235 C N/A 3618LLEG7 2055-09-20 6.5 N/A 9036972.00 9842728.57 Agency Mortgage-Backed Securities GNII SF DN6684 C N/A 3618M9M90 2056-03-20 5 N/A 10064639.00 10039151.98 Agency Mortgage-Backed Securities GNII SF DI4581 C N/A 3618NNCS7 2055-09-20 6.5 N/A 13450143.00 14306559.13 Agency Mortgage-Backed Securities GNII SF DO4499 C N/A 3618V07L9 2055-12-20 6 N/A 11775614.00 12111879.84 Agency Mortgage-Backed Securities GNII SF DR3688 C N/A 3618VCCZ6 2056-03-20 5.5 N/A 11265907.00 11462737.41 Agency Mortgage-Backed Securities GNII SF DM9171 C N/A 3618M0FL0 2055-10-20 6.5 N/A 11802490.00 12650389.40 Agency Mortgage-Backed Securities GNII SF DQ2272 C N/A 3618MUQZ1 2056-03-20 5 N/A 11119272.00 11072000.27 Agency Mortgage-Backed Securities GNII SF DO3099 C N/A 3618NYNQ5 2055-11-20 6 N/A 11448298.00 11876207.95 Agency Mortgage-Backed Securities GNII SF DG4277 C N/A 3618K0XE8 2054-10-20 7.5 N/A 10931878.00 11062287.74 Agency Mortgage-Backed Securities GNII SF DP6923 C N/A 3618MMVQ3 2056-01-20 5.5 N/A 13236814.00 13474726.79 Agency Mortgage-Backed Securities Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2026-04-01 2026-04-01 2026-04-01 N N N 0.0367 1125000000.00 1125000000.00 0.0057 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 3.75000000 N/A ZBUT11V806EZRVTWT807 BYDVZ7785 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FHLMC_4191C N/A 3137B1EY4 2033-04-15 3.5 N/A 11058576.00 43509.72 Agency Collateralized Mortgage Obligation GNMA_20-104F N/A 38382HHC7 2043-07-20 0.20515 N/A 8141661.00 20886.08 Agency Collateralized Mortgage Obligation GNMA_20-146B N/A 38382KVG5 2050-10-20 0 N/A 7000000.00 65644.20 Agency Collateralized Mortgage Obligation GNMA_09-51 N/A 38373M7T1 2051-02-16 0 N/A 170168320.00 118454.36 Agency Collateralized Mortgage Obligation FNMA_26-21M N/A 3136G5SL5 2054-06-25 2.43943 N/A 69930752.00 6049189.88 Agency Collateralized Mortgage Obligation GNMA_25-83A N/A 38385GQE2 2055-05-20 1.47706 N/A 30000000.00 1179811.01 Agency Collateralized Mortgage Obligation GNMA_10-113 N/A 38377J3E1 2040-09-16 2.81301 N/A 54710960.00 400745.07 Agency Collateralized Mortgage Obligation GNMA_13-70 N/A 38378TLT5 2041-12-16 4.5 N/A 30020832.00 295909.19 Agency Collateralized Mortgage Obligation FNMA_25-95A N/A 3136BXM92 2055-10-25 1.6381 N/A 293681664.00 18732857.84 Agency Collateralized Mortgage Obligation GNMA_13-175 N/A 38378NHQ9 2055-05-16 0.12642 N/A 155451392.00 18463.34 Agency Collateralized Mortgage Obligation GNMA_09-80 N/A 38373M8P8 2051-09-16 1.56199 N/A 152254720.00 596532.83 Agency Collateralized Mortgage Obligation GNMA_19-132F N/A 38381Y5K6 2049-10-20 1 N/A 39756544.00 310406.04 Agency Collateralized Mortgage Obligation GNMA_26-28J N/A 38385NCG7 2056-02-20 0.67706 N/A 204500000.00 3278565.54 Agency Collateralized Mortgage Obligation GNMA_12-143 N/A 38378GRV2 2042-06-16 2.5 N/A 29338944.00 5229043.49 Agency Collateralized Mortgage Obligation FNMA_22-80 N/A 3136BPKF7 2052-11-25 5.5 N/A 3912236.00 4585083.49 Agency Collateralized Mortgage Obligation GNMA_18-126B N/A 38380YM69 2048-09-20 1.36048 N/A 50000000.00 861608.14 Agency Collateralized Mortgage Obligation GNMA_21-90 N/A 38381DJK7 2061-05-16 0.84073 N/A 15400000.00 691300.00 Agency Collateralized Mortgage Obligation FNMA_23-51C N/A 3136BQPL7 2053-11-25 2.3381 N/A 31508096.00 877599.90 Agency Collateralized Mortgage Obligation FNMA_20-64D N/A 3136BBUR1 2050-09-25 0 N/A 37985984.00 57884.92 Agency Collateralized Mortgage Obligation GNMA_05-86 N/A 38374MEL9 2047-04-16 0.21349 N/A 292814846.00 5440.05 Agency Collateralized Mortgage Obligation GNMA_21-158K N/A 38382XY74 2051-09-20 0 N/A 73814272.00 666379.28 Agency Collateralized Mortgage Obligation GNMA_26-28G N/A 38385NBV5 2056-02-20 1.42706 N/A 41600704.00 1307655.96 Agency Collateralized Mortgage Obligation GNMA_23-133L N/A 38384ENV3 2053-09-20 2.02706 N/A 25514784.00 1048509.01 Agency Collateralized Mortgage Obligation GNMA_26-28G N/A 38385NBL7 2056-02-20 2.02706 N/A 100000000.00 4793702.24 Agency Collateralized Mortgage Obligation GNMA_20-34G N/A 38382DH51 2050-03-20 0 N/A 170000000.00 209909.41 Agency Collateralized Mortgage Obligation GNMA_25-28B N/A 38385C3H9 2065-02-20 2.27706 N/A 141569024.00 3079522.38 Agency Collateralized Mortgage Obligation FHLMC_4348 N/A 3137BBWY2 2043-08-15 2.26329 N/A 13148352.00 76852.26 Agency Collateralized Mortgage Obligation FNMA_26-12B N/A 3136BYK84 2056-03-25 1.9881 N/A 62964928.00 3766693.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379RMS9 2059-05-16 0.59632 N/A 114434080.00 1125600.21 Agency Collateralized Mortgage Obligation GNMA_25-28A N/A 38385C4W5 2054-07-20 0.05 N/A 99999744.00 42136.83 Agency Collateralized Mortgage Obligation GNMA_14-169 N/A 38378XYD7 2056-10-16 0.5845 N/A 186330000.00 903984.91 Agency Collateralized Mortgage Obligation GNMA_25-1N N/A 38385CEZ7 2055-01-20 1.52706 N/A 41396720.00 927915.18 Agency Collateralized Mortgage Obligation FHMS_K150 N/A 3137H9CC1 2054-10-25 4.435199 N/A 30607000.00 7119126.95 Agency Collateralized Mortgage Obligation FNMA_17-21 N/A 3136AV2Z1 2047-04-25 3.5 N/A 4753511.00 4953593.81 Agency Collateralized Mortgage Obligation FNMA_24-19A N/A 3136BRLS4 2054-01-25 6.5 N/A 14601376.00 2234973.84 Agency Collateralized Mortgage Obligation GNMA_23-166D N/A 38384GAJ9 2053-11-20 1.82706 N/A 50000000.00 517640.36 Agency Collateralized Mortgage Obligation GNMA_26-21 N/A 38384TLB6 2068-01-16 0.89181 N/A 150000000.00 12575360.39 Agency Collateralized Mortgage Obligation FNMA_25-19A N/A 3136BVCD8 2055-03-25 5 N/A 14785792.00 14672997.66 Agency Collateralized Mortgage Obligation GNMA_22-103A N/A 38383TDZ3 2052-05-20 0 N/A 53074624.00 325204.96 Agency Collateralized Mortgage Obligation FHLMC_5634B N/A 3137HQGH8 2054-08-25 1.9381 N/A 216584960.00 16137965.42 Agency Collateralized Mortgage Obligation GNMA_13-113 N/A 38378WMX8 2043-08-20 3 N/A 15463000.00 12360696.74 Agency Collateralized Mortgage Obligation FNMA_06-115 N/A 31396LT67 2036-12-25 17.44205 N/A 10000000.00 938874.93 Agency Collateralized Mortgage Obligation GNMA_17-191 N/A 38380JJP4 2059-07-16 0.56048 N/A 105112704.00 1622818.17 Agency Collateralized Mortgage Obligation FNMA_19-67J N/A 3136B65M1 2044-04-25 2.27362 N/A 116892288.00 2911473.20 Agency Collateralized Mortgage Obligation GNMA_25-131A N/A 38381QNB3 2055-08-20 0.82706 N/A 307000000.00 5754833.38 Agency Collateralized Mortgage Obligation GNMA_18-72C N/A 38380WG60 2048-05-20 2.46048 N/A 77205000.00 730242.68 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB47 N/A 30296KAH8 2038-01-25 0.62756 N/A 427593728.00 322688.54 Agency Collateralized Mortgage Obligation GNMA_15-115 N/A 38379KC97 2057-07-16 0.46126 N/A 97075840.00 731029.35 Agency Collateralized Mortgage Obligation GNMA_24-181K N/A 38384X4T7 2050-11-20 1.32706 N/A 53622208.00 624556.35 Agency Collateralized Mortgage Obligation FHLMC_2722 N/A 31394MR77 2033-08-15 5.61329 N/A 16586060.00 3986046.00 Agency Collateralized Mortgage Obligation GNMA_25-114C N/A 38381PSG9 2055-07-20 5 N/A 1156576.00 1126796.69 Agency Collateralized Mortgage Obligation GNMA_10-149 N/A 38377MQ25 2040-11-16 4.5 N/A 50000000.00 16818778.61 Agency Collateralized Mortgage Obligation GNMA_25-174B N/A 38383BK35 2055-09-20 2.32706 N/A 78143744.00 7505728.94 Agency Collateralized Mortgage Obligation FNMA_25-41B N/A 3136BV5H7 2055-06-25 5 N/A 30553080.00 30414600.54 Agency Collateralized Mortgage Obligation GNMA_25-131R N/A 38381QRC7 2055-08-20 1.62706 N/A 20000000.00 893717.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_26-12 N/A 3136BYY48 2051-10-25 2.5 N/A 28084224.00 24563292.94 Agency Collateralized Mortgage Obligation GNMA_20-167L N/A 38382LBL4 2050-11-20 3.5 N/A 44701056.00 3927866.59 Agency Collateralized Mortgage Obligation FHLMC_4793C N/A 3137FEZD5 2048-06-15 2.41329 N/A 56250000.00 661354.80 Agency Collateralized Mortgage Obligation FHLMC_3325C N/A 31397JD35 2037-06-15 4.12671 N/A 25000000.00 222322.15 Agency Collateralized Mortgage Obligation GNMA_17-77 N/A 38376UTX7 2047-05-20 3.5 N/A 3434000.00 1186358.14 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K078 N/A 3137FGR31 2028-06-25 3.854 N/A 10175000.00 10138295.38 Agency Collateralized Mortgage Obligation GNMA_24-30S N/A 38384JNP5 2054-02-20 7 N/A 714286.00 59361.92 Agency Collateralized Mortgage Obligation GNMA_16-80B N/A 38379XDP2 2045-03-20 3 N/A 9000000.00 150633.73 Agency Collateralized Mortgage Obligation GNMA_22-63R N/A 38383RDR5 2050-03-20 0.67706 N/A 25000000.00 435824.65 Agency Collateralized Mortgage Obligation FHLMC_3211 N/A 31397B6Q9 2036-09-15 5.5 N/A 3902000.00 682680.18 Agency Collateralized Mortgage Obligation GNMA_23-40M N/A 38383WRK4 2048-12-20 4.5 N/A 23158240.00 1471582.88 Agency Collateralized Mortgage Obligation GNMA_17-1 N/A 38379RLS0 2058-12-16 0.3472 N/A 149111000.00 565963.37 Agency Collateralized Mortgage Obligation GNMA_15-085 N/A 38379KTL2 2057-07-16 0.28848 N/A 135005000.00 362154.87 Agency Collateralized Mortgage Obligation GNMA_24-58L N/A 38384NHH1 2054-04-20 2.22706 N/A 120000000.00 4744990.88 Agency Collateralized Mortgage Obligation GNMA_22-81P N/A 38383RXE2 2048-03-20 5.5 N/A 46903424.00 3322650.37 Agency Collateralized Mortgage Obligation GNMA_25-98D N/A 38381NLH9 2053-01-20 1.42706 N/A 42105680.00 1041767.69 Agency Collateralized Mortgage Obligation FNMA_19-81B N/A 3136B8GA1 2050-01-25 2.22362 N/A 100824704.00 4910330.64 Agency Collateralized Mortgage Obligation GNMA_25-131V N/A 38381QRR4 2055-08-20 0.72706 N/A 80000000.00 1225826.75 Agency Collateralized Mortgage Obligation GNMA_23-149B N/A 38384DEC7 2053-07-20 2.02706 N/A 71201536.00 2681566.05 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHLMC_4206 N/A 3137B2G38 2043-05-15 3.5 N/A 1600000.00 2320242.83 Agency Collateralized Mortgage Obligation GNMA_25-150B N/A 38381UJ60 2051-07-20 6 N/A 23362496.00 2196174.02 Agency Collateralized Mortgage Obligation FNMA_15-53C N/A 3136APQZ8 2042-03-25 2.12362 N/A 41307072.00 507325.68 Agency Collateralized Mortgage Obligation GNMA_17-155A N/A 38380HF72 2047-10-16 6 N/A 16765696.00 486719.80 Agency Collateralized Mortgage Obligation GNMA_21-77E N/A 38382QR44 2051-05-20 0 N/A 18870600.00 107900.21 Agency Collateralized Mortgage Obligation GNMA_18-154K N/A 38381AWV4 2048-11-20 2.41048 N/A 38751424.00 684086.86 Agency Collateralized Mortgage Obligation FHLMC_4152F N/A 3137AXPJ6 2042-02-15 2.71329 N/A 105159424.00 923167.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379RQJ5 2059-05-16 0.62979 N/A 119626240.00 1031199.64 Agency Collateralized Mortgage Obligation FNMA_25-85C N/A 3136BXSF2 2055-10-25 1.3381 N/A 300000000.00 7007493.54 Agency Collateralized Mortgage Obligation GNMA_21-160E N/A 38383AUE2 2051-09-20 0.05 N/A 105852928.00 69926.30 Agency Collateralized Mortgage Obligation GNMA_25-83E N/A 38385GPX1 2055-05-20 1.42706 N/A 135000000.00 3490210.12 Agency Collateralized Mortgage Obligation FHLMC_5150 N/A 3137H32U5 2051-10-25 2 N/A 3000000.00 1753643.98 Agency Collateralized Mortgage Obligation FHLMC_5648L N/A 3137HQZW4 2055-10-25 2.62706 N/A 100405920.00 7711158.92 Agency Collateralized Mortgage Obligation GNMA_09-96 N/A 38376C7C7 2038-07-16 2.51301 N/A 42024960.00 13090.12 Agency Collateralized Mortgage Obligation GNMA_24-104A N/A 38384N6Z3 2054-06-20 4.77294 N/A 30000000.00 18332268.17 Agency Collateralized Mortgage Obligation FNMA_23-43D N/A 3136BQJV2 2053-05-25 2.8381 N/A 26315840.00 996291.31 Agency 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Agency Collateralized Mortgage Obligation FHLMC_4571B N/A 3137BNW34 2046-04-15 3 N/A 6500000.00 7938915.22 Agency Collateralized Mortgage Obligation GNMA_21-175P N/A 38383CM49 2051-10-20 0.07706 N/A 38997824.00 474512.66 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FA52 2051-12-20 3.5 N/A 32966720.00 9185843.14 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VAV1 2051-06-20 0.12706 N/A 12000000.00 245209.67 Agency Collateralized Mortgage Obligation GNMA_23-169C N/A 38384DJ99 2053-11-20 2.72706 N/A 50000000.00 1188806.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379RYE7 2059-07-16 0.70529 N/A 120451200.00 1026210.48 Agency Collateralized Mortgage Obligation GNMA_25-98K N/A 38381NNN4 2055-05-20 2.12706 N/A 32891328.00 1704251.67 Agency Collateralized Mortgage Obligation GNMA_20-164N N/A 38382LEV9 2050-11-20 0 N/A 73687296.00 221236.64 Agency Collateralized Mortgage Obligation GNMA_22-45G N/A 38383ME95 2052-03-20 0 N/A 29999104.00 10004.80 Agency Collateralized Mortgage Obligation FHLMC_5604C N/A 3137HPAR4 2055-12-25 2.3881 N/A 38724480.00 2138435.44 Agency Collateralized Mortgage Obligation FHLMC_5440B N/A 3137HDZ86 2054-08-25 2.7881 N/A 50000000.00 1377498.76 Agency Collateralized Mortgage Obligation GNMA_26-28H N/A 38385NCA0 2056-02-20 1.37706 N/A 86768512.00 1743653.63 Agency Collateralized Mortgage Obligation GNMA_18-151C N/A 38381AD60 2043-07-20 0.15883 N/A 17314528.00 18286.62 Agency Collateralized Mortgage Obligation GNMA_20-3 N/A 38382BN66 2062-02-16 0.61553 N/A 90575360.00 1637445.98 Agency Collateralized Mortgage Obligation GNMA_14-68J N/A 38379CBF2 2044-05-20 2.41048 N/A 27092256.00 162648.85 Agency Collateralized Mortgage Obligation GNMA_25-114L N/A 38381PUY7 2055-07-20 2.17706 N/A 58519104.00 3081224.93 Agency Collateralized Mortgage Obligation FNW_03-W18 N/A 31393UNR0 2043-08-25 5.807 N/A 28500000.00 6098187.90 Agency Collateralized Mortgage Obligation FHLMC_5626J N/A 3137HQB26 2056-01-25 1.9881 N/A 88418304.00 6961978.04 Agency Collateralized Mortgage Obligation GNMA_24-181D N/A 38384X4C4 2054-11-20 1.57706 N/A 50000000.00 1811891.24 Agency Collateralized Mortgage Obligation FHLMC_4916B N/A 3137FNQY9 2039-09-25 3.5 N/A 12464448.00 392089.29 Agency Collateralized Mortgage Obligation GNMA_41-97K N/A 38385BGL8 2054-12-20 2.37706 N/A 100000000.00 5482319.04 Agency Collateralized Mortgage Obligation GNMA_21-118A N/A 38382UZ38 2051-07-20 3 N/A 22158080.00 2397778.03 Agency Collateralized Mortgage Obligation FHLMC_5513 N/A 3137HKEX8 2054-11-25 4.6019 N/A 800000.00 580128.24 Agency Collateralized Mortgage Obligation GNMA_21-194F N/A 38383DDK1 2051-11-20 0 N/A 50000000.00 249117.27 Agency Collateralized Mortgage Obligation GNMA_15-130 N/A 38379KJ74 2057-07-16 0.67503 N/A 128725000.00 1321333.40 Agency Collateralized Mortgage Obligation GNMA_05-4 N/A 38374KLE1 2035-01-16 2.34301 N/A 99942395.00 5299.61 Agency Collateralized Mortgage Obligation FNMA_00-14 N/A 31359X2M0 2031-05-04 0.61 N/A 32500000.00 375626.66 Agency Collateralized Mortgage Obligation GNMA_25-98B N/A 38381NQM3 2055-06-20 0.62706 N/A 650000000.00 4096758.91 Agency Collateralized Mortgage Obligation GNMA_22-63G N/A 38383RBE6 2050-04-20 0.1 N/A 123290368.00 156020.65 Agency Collateralized Mortgage Obligation GNMA_25-174F N/A 38383BL75 2055-10-20 1.02706 N/A 100000000.00 2582758.00 Agency Collateralized Mortgage Obligation FNMA_24-33A N/A 3136BSFB6 2054-01-25 0.1 N/A 56774656.00 37680.84 Agency Collateralized Mortgage Obligation GNMA_17-36D N/A 38376MNV5 2047-02-20 4 N/A 12691264.00 137850.00 Agency Collateralized Mortgage Obligation FNMA_12-111 N/A 3136A9EK0 2042-10-25 2.82362 N/A 16443136.00 243785.04 Agency Collateralized Mortgage Obligation FHMS_K124 N/A 3137F9Z20 2049-02-25 2.619276 N/A 29818000.00 3187744.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379UE85 2058-05-16 0.79494 N/A 85872384.00 692873.50 Agency Collateralized Mortgage Obligation FNMA_25-85B N/A 3136BXRX4 2055-09-25 1.6381 N/A 47048896.00 2666583.08 Agency Collateralized Mortgage Obligation GNMA_26-28D N/A 38385NAS3 2056-02-20 5.5 N/A 13894448.00 9068664.62 Agency Collateralized Mortgage Obligation FHLMC_5146 N/A 3137H2GR9 2051-09-25 2 N/A 642919.00 322113.52 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_18-M7 N/A 3136B1K86 2028-03-25 3.038 N/A 25000000.00 20604446.04 Agency Collateralized Mortgage Obligation GNMA_24-196C N/A 38385BNF3 2054-12-20 1.62706 N/A 50000000.00 675415.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-99 N/A 38374EME4 2033-11-16 5.5 N/A 25374000.00 3014476.10 Agency Collateralized Mortgage Obligation FNMA_25-33C N/A 3136BVVJ4 2054-08-25 5 N/A 3643980.00 3570480.16 Agency Collateralized Mortgage Obligation GNMA_51-71J N/A 38385HUL9 2055-10-20 2.32706 N/A 200000000.00 11573056.85 Agency Collateralized Mortgage Obligation GNMA_25-114A N/A 38381PVD2 2055-07-20 5.5 N/A 2885644.00 2994191.56 Agency Collateralized Mortgage Obligation GNMA_25-83A N/A 38385GQL6 2055-05-20 3.37706 N/A 175000000.00 15400440.00 Agency Collateralized Mortgage Obligation GNMA_09-66 N/A 38376FRH7 2039-08-16 5.5 N/A 60320064.00 5076098.59 Agency Collateralized Mortgage Obligation FHLMC_5258D N/A 3137H8Z46 2052-08-25 0.05 N/A 49999872.00 33147.83 Agency Collateralized Mortgage Obligation FHLMC_5564C N/A 3137HMCT5 2055-08-25 5 N/A 10722768.00 10376187.91 Agency Collateralized Mortgage Obligation GNMA_23-53D N/A 38383XXQ2 2053-04-20 4.47294 N/A 20000000.00 12675366.72 Agency Collateralized Mortgage Obligation FHLMC_4793C N/A 3137FEZC7 2048-05-15 2.41329 N/A 97046080.00 1402699.04 Agency Collateralized Mortgage Obligation GNMA_25-83A N/A 38385GSF7 2055-05-20 5 N/A 74454144.00 73837504.53 Agency Collateralized Mortgage Obligation GNMA_21-8S N/A 38382MZM4 2051-01-20 2 N/A 2295000.00 127548.09 Agency Collateralized Mortgage Obligation GNMA_23-53D N/A 38383XXP4 2053-04-20 0.05 N/A 96972800.00 67729.87 Agency Collateralized Mortgage Obligation FNMA_18-33 N/A 3136B1ZF4 2048-05-25 2.42362 N/A 102568448.00 1550262.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-205 N/A 38385K4F4 2055-11-20 4.72294 N/A 7960000.00 7927163.15 Agency Collateralized Mortgage Obligation FNMA_19-14B N/A 3136B4FR4 2049-04-25 2.27362 N/A 17752256.00 449908.28 Agency Collateralized Mortgage Obligation GNMA_17-51 N/A 38379RUE1 2059-05-16 0.63531 N/A 162972416.00 1318526.75 Agency Collateralized Mortgage Obligation GNMA_14-31 N/A 38378NZX4 2055-09-16 0.21534 N/A 125943808.00 59856.82 Agency Collateralized Mortgage Obligation GNMA_18-168G N/A 38381BFG4 2048-12-20 2.26786 N/A 72000000.00 1929993.08 Agency Collateralized Mortgage Obligation GNMA_11-38 N/A 38376GL32 2053-04-16 0.53014 N/A 177586176.00 24903.61 Agency Collateralized Mortgage Obligation GNMA_25-26A N/A 38385CE61 2055-02-20 1.57706 N/A 75000000.00 1055503.08 Agency Collateralized Mortgage Obligation GNMA_24-160C N/A 38384YNJ6 2046-08-20 1.64706 N/A 42559296.00 300115.52 Agency Collateralized Mortgage Obligation GNMA_25-114F N/A 38381PVQ3 2055-07-20 1.52706 N/A 65000000.00 2294995.72 Agency Collateralized Mortgage Obligation GNMA_20-134V N/A 38382JFF8 2050-07-20 3.15081 N/A 25439080.00 911013.40 Agency Collateralized Mortgage Obligation GNMA_16-163C N/A 38380TDC7 2046-11-20 3.5 N/A 17994000.00 5011295.83 Agency Collateralized Mortgage Obligation FNMA_19-9L N/A 3136B35E6 2049-03-25 2.27362 N/A 17306336.00 154871.51 Agency Collateralized Mortgage Obligation FHLMC_4942A N/A 3137FQWA7 2053-04-15 0 N/A 4340000.00 1364658.14 Agency Collateralized Mortgage Obligation GNMA_16-169 N/A 38379U3N4 2058-06-16 0.51374 N/A 74964480.00 615151.12 Agency Collateralized Mortgage Obligation GNMA_21-77E N/A 38382QR36 2051-05-20 0 N/A 32216832.00 201057.95 Agency Collateralized Mortgage Obligation FNMA_07-57 N/A 31396WJL1 2036-10-25 4.15638 N/A 247476224.00 177885.84 Agency Collateralized Mortgage Obligation FHLMC_18-4 N/A 35563PHG7 2058-03-25 3.5 N/A 8000000.00 6619437.34 Agency Collateralized Mortgage Obligation GNMA_24-146A N/A 38384WY33 2054-09-20 1.67706 N/A 50000000.00 2454721.43 Agency Collateralized Mortgage Obligation FNMA_24-69 N/A 3136BS5X9 2054-10-25 4.9119 N/A 30000000.00 20721117.39 Agency Collateralized Mortgage Obligation GNMA_22-189C N/A 38383LCU2 2052-11-20 0.05 N/A 49995775.00 26982.72 Agency Collateralized Mortgage Obligation FHLMC_4545B N/A 3137BMSC1 2046-01-15 2.31329 N/A 187089664.00 2320971.87 Agency Collateralized Mortgage Obligation FHLMC_5013M N/A 3137FVZZ8 2050-09-25 1.5 N/A 11262448.00 1372658.15 Agency Collateralized Mortgage Obligation GNMA_16-86 N/A 38379UWM4 2058-03-16 0.98713 N/A 104827008.00 1279810.43 Agency Collateralized Mortgage Obligation FNMA_25-33A N/A 3136BVVA3 2055-02-25 0.6881 N/A 100000000.00 1203478.27 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.080988 N/A 11388000.00 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1991864.61 Agency Collateralized Mortgage Obligation FNMA_13-9 N/A 3136ABSB0 2043-02-25 2.37362 N/A 37500000.00 902983.31 Agency Collateralized Mortgage Obligation GNMA_25-28A N/A 38385C6A1 2055-02-20 0.57706 N/A 500000000.00 3513550.95 Agency Collateralized Mortgage Obligation GNMA_25-2F N/A 38385BR28 2055-01-20 1.57706 N/A 40000000.00 1495155.26 Agency Collateralized Mortgage Obligation FHLMC_5440D N/A 3137HDYN4 2054-06-25 1.4881 N/A 168074752.00 6363045.47 Agency Collateralized Mortgage Obligation GNMA_24-19D N/A 38384KAY7 2051-12-20 5.5 N/A 7424472.00 2884499.23 Agency Collateralized Mortgage Obligation GNMA_24-78E N/A 38384NN50 2054-05-20 0.05 N/A 14286848.00 13544.41 Agency Collateralized Mortgage Obligation FNMA_26-2A N/A 3136BYSJ2 2055-12-25 5.5 N/A 6458784.00 5874839.77 Agency Collateralized Mortgage Obligation GNMA_20-164P N/A 38382LEX5 2050-11-20 0 N/A 70867584.00 418797.09 Agency Collateralized Mortgage Obligation GNMA_08-80 N/A 38373M2F6 2050-04-16 2.56888 N/A 160880000.00 1369529.44 Agency Collateralized Mortgage Obligation FNMA_17-12C N/A 3136AVTY5 2047-03-25 3.5 N/A 3000000.00 3764387.35 Agency Collateralized Mortgage Obligation GNMA_25-182 N/A 38381J8U4 2068-01-16 0.81255 N/A 150000000.00 11800328.60 Agency Collateralized Mortgage Obligation GNMA_26-28G N/A 38385NBR4 2056-02-20 5.5 N/A 129686272.00 104995299.72 Agency Collateralized Mortgage Obligation GNMA_22-174J N/A 38383UY79 2052-10-20 5 N/A 4730168.00 5336032.96 Agency Collateralized Mortgage Obligation GNMA_23-152B N/A 38384DUU9 2053-10-20 1.93706 N/A 50396544.00 2002803.11 Agency Collateralized Mortgage Obligation GNMA_17-131 N/A 38379R3J0 2058-12-16 0.65855 N/A 61467328.00 769495.30 Agency Collateralized Mortgage Obligation FNMA_16-17 N/A 3136ARVH8 2045-05-25 2.5 N/A 9450000.00 566214.92 Agency Collateralized Mortgage Obligation FHLMC_4999F N/A 3137FV3K6 2042-02-15 0.65 N/A 10428416.00 6501.88 Agency Collateralized Mortgage Obligation GNMA_16-156 N/A 38380BC37 2046-11-20 3 N/A 1469526.00 812893.65 Agency Collateralized Mortgage Obligation GNMA_24-160K N/A 38384YPX3 2054-10-20 1.07706 N/A 30000000.00 1246854.06 Agency Collateralized Mortgage Obligation GNMA_21-81A N/A 38382TTP9 2051-05-20 1.25 N/A 15000000.00 5588928.11 Agency Collateralized Mortgage Obligation GNMA_22-189A N/A 38383LCN8 2052-11-20 0.05 N/A 117633024.00 111338.72 Agency Collateralized Mortgage Obligation GNMA_20-131 N/A 38380P3C6 2062-10-16 0.69467 N/A 285230080.00 11002205.49 Agency Collateralized Mortgage Obligation FNMA_21-69 N/A 3136BJJW6 2051-10-25 2 N/A 40346.00 23042.86 Agency Collateralized Mortgage Obligation FHMS_K063 N/A 3137BVZB5 2027-02-25 2.079889 N/A 24839000.00 454485.17 Agency Collateralized Mortgage Obligation GNMA_25-7H N/A 38385BK25 2055-01-20 2.77706 N/A 84612480.00 5516359.80 Agency Collateralized Mortgage Obligation GNMA_14-36 N/A 38379AWV8 2044-03-20 2.41048 N/A 215529728.00 962814.43 Agency Collateralized Mortgage Obligation GNMA_24-88A N/A 38381LEY4 2065-07-16 0.85087 N/A 50471440.00 3414131.55 Agency Collateralized Mortgage Obligation GNMA_19-61A N/A 38381VRT9 2049-02-20 4 N/A 11533856.00 302324.89 Agency Collateralized Mortgage Obligation FNMA_25-95B N/A 3136BXN59 2055-10-25 1.6881 N/A 55920448.00 3160853.97 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_03-W17 N/A 31393UAK9 2033-08-25 5.75 N/A 8000000.00 1471843.49 Agency Collateralized Mortgage Obligation GNMA_24-78E N/A 38384NM44 2054-05-20 1.57706 N/A 71627520.00 2491888.98 Agency Collateralized Mortgage Obligation GNMA_25-131R N/A 38381QSX0 2051-07-20 6 N/A 20183328.00 2469112.60 Agency Collateralized Mortgage Obligation GNMA_23-35D N/A 38383VM21 2053-02-20 2.62706 N/A 17642144.00 739710.20 Agency Collateralized Mortgage Obligation GNMA_16-12C N/A 38379TJ75 2046-01-20 1.85048 N/A 30193344.00 277842.60 Agency Collateralized Mortgage Obligation GNMA_23-113L N/A 38384CWP0 2053-08-20 2.02706 N/A 34801088.00 1944454.83 Agency Collateralized Mortgage Obligation GNMA_25-168A N/A 38385HX51 2055-10-20 4.77294 N/A 15000000.00 14295495.04 Agency Collateralized Mortgage Obligation FNMA_11-80 N/A 3136A0RX7 2041-08-25 4 N/A 18413000.00 4968867.58 Agency Collateralized Mortgage Obligation GNMA_19-6J N/A 38381BP32 2049-01-20 2.31048 N/A 45476720.00 595838.70 Agency Collateralized Mortgage Obligation FHLMC_5648D N/A 3137HQZU8 2055-02-25 2.57777 N/A 100000000.00 6042062.83 Agency Collateralized Mortgage Obligation FHLMC_3956C N/A 3137AHEF1 2041-11-15 2.66329 N/A 76636672.00 814017.47 Agency Collateralized Mortgage Obligation GNMA_25-39K N/A 38385EC77 2053-02-20 5 N/A 1500000.00 1369467.09 Agency Collateralized Mortgage Obligation FHLMC_5648G N/A 3137HQZS3 2056-02-25 1.1284 N/A 200000000.00 5943413.33 Agency Collateralized Mortgage Obligation GNMA_26-28M N/A 38385NCN2 2056-02-20 0.67706 N/A 50000000.00 983306.06 Agency Collateralized Mortgage Obligation GNMA_26-5D N/A 38385LBF4 2056-01-20 0.57706 N/A 100000000.00 1920125.08 Agency Collateralized Mortgage Obligation GNMA_25-114B N/A 38381PWG4 2055-07-20 0.62706 N/A 390000000.00 3669189.87 Agency Collateralized Mortgage Obligation FNMA_12-84 N/A 3136A7P22 2042-08-25 2.22362 N/A 55000000.00 550126.81 Agency Collateralized Mortgage Obligation GNMA_20-98C N/A 38382GQM7 2050-07-20 3 N/A 16729600.00 1500516.03 Agency Collateralized Mortgage Obligation GNMA_24-84H N/A 38384NUT0 2054-05-20 3.52706 N/A 87638272.00 7168945.11 Agency Collateralized Mortgage Obligation GNMA_17-52D N/A 38376UQM4 2047-04-20 5 N/A 16400000.00 332104.11 Agency Collateralized Mortgage Obligation GNMA_25-2C N/A 38385B2P4 2055-01-20 1.52706 N/A 109573376.00 1806039.95 Agency Collateralized Mortgage Obligation GNR_21-19 N/A 38382MB99 2051-01-20 0 N/A 8691216.00 104077.65 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JKA1 2054-02-20 1.52706 N/A 56000000.00 1821800.84 Agency Collateralized Mortgage Obligation FHLMC_5080E N/A 3137FXWY0 2048-10-15 0 N/A 123371520.00 24987.70 Agency Collateralized Mortgage Obligation GNMA_24-196H N/A 38385BPV6 2054-12-20 2.42706 N/A 20000000.00 1113272.62 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K081 N/A 3137FJEL9 2046-09-25 2.236135 N/A 14690000.00 761242.35 Agency Collateralized Mortgage Obligation GNMA_14-138 N/A 38378XRJ2 2056-04-16 0.50082 N/A 134575360.00 270679.39 Agency Collateralized Mortgage Obligation GNMA_23-1B N/A 38383VDJ4 2053-01-20 6 N/A 729614.00 71970.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHMS_K169 N/A 3137HK2C7 2034-12-25 4.66 N/A 566000.00 570578.57 Agency Collateralized Mortgage Obligation FNMA_24-33A N/A 3136BSFD2 2054-01-25 0.05 N/A 64995328.00 21556.78 Agency Collateralized Mortgage Obligation GNMA_20-155 N/A 38380P8N7 2060-09-16 1.2711 N/A 121710336.00 9209272.58 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ48 N/A 3137HBC77 2031-10-25 5.028 N/A 6095000.00 6241115.44 Agency Collateralized Mortgage Obligation FHLMC_4787A N/A 3137F57J2 2048-05-15 4 N/A 11340560.00 10559902.00 Agency Collateralized Mortgage Obligation GNMA_20-81 N/A 38380PPL2 2062-07-16 0.87219 N/A 245000000.00 11264792.05 Agency Collateralized Mortgage Obligation FNMA_17-88A N/A 3136AYE58 2047-11-25 3 N/A 19870000.00 602505.56 Agency Collateralized Mortgage Obligation GNMA_26-28A N/A 38385NDD3 2056-02-20 5.5 N/A 72028672.00 70878899.72 Agency Collateralized Mortgage Obligation FHLMC_5513D N/A 3137HKFR0 2054-11-25 0.01 N/A 599998464.00 88704.67 Agency Collateralized Mortgage Obligation GNMA_24-95H N/A 38384P5L0 2054-06-20 1.72706 N/A 50000000.00 526395.50 Agency Collateralized Mortgage Obligation FNMA_24-39C N/A 3136BSDC6 2047-11-25 3 N/A 6000000.00 5137401.53 Agency Collateralized Mortgage Obligation GNMA_20-148H N/A 38382KZS5 2050-10-20 0 N/A 26781600.00 302795.39 Agency Collateralized Mortgage Obligation GNMA_13-156 N/A 38378NER0 2055-06-16 0.2129 N/A 87560192.00 59523.08 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K137 N/A 3137H5DS3 2049-01-25 2.876868 N/A 2623000.00 357995.93 Agency Collateralized Mortgage Obligation GNMA_26-28F N/A 38385NBF0 2055-11-20 5.5 N/A 1399240.00 1193795.95 Agency Collateralized Mortgage Obligation GNMA_24-160N N/A 38384YQP9 2053-12-20 1.77706 N/A 150000000.00 2172575.51 Agency Collateralized Mortgage Obligation GNMA_23-63A N/A 38384ABQ5 2053-05-20 1.82706 N/A 60452480.00 1757462.75 Agency Collateralized Mortgage Obligation GNMA_23-20H N/A 38383VYU6 2053-02-20 0.06 N/A 135438336.00 117764.90 Agency Collateralized Mortgage Obligation FRESB_19-SB65 N/A 30298LAF8 2039-06-25 1.37768 N/A 15000000.00 227305.76 Agency Collateralized Mortgage Obligation GNMA_21-43 N/A 38380RYR5 2062-09-16 2 N/A 130000.00 82698.51 Agency Collateralized Mortgage Obligation GNMA_24-1N N/A 38384H6H6 2054-01-20 3.32706 N/A 50000000.00 3016716.23 Agency Collateralized Mortgage Obligation FHLMC_4617B N/A 3137BRXM2 2041-06-15 1.75 N/A 10000000.00 1279901.27 Agency Collateralized Mortgage Obligation FNMA_12-148 N/A 3136ABLQ4 2043-01-25 2.5 N/A 1837000.00 1509944.80 Agency Collateralized Mortgage Obligation GNMA_20-61L N/A 38382EV20 2050-05-20 5 N/A 17101800.00 359435.53 Agency Collateralized Mortgage Obligation FNMA_25-85D N/A 3136BXSJ4 2053-05-25 3.4881 N/A 57052480.00 4200845.74 Agency Collateralized Mortgage Obligation GNMA_24-19K N/A 38384KBW0 2054-02-20 3.32706 N/A 25000000.00 1725773.23 Agency Collateralized Mortgage Obligation GNMA_17-154A N/A 38380JCQ9 2058-12-16 0.61901 N/A 72822912.00 1410352.46 Agency Collateralized Mortgage Obligation FNMA_17-111C N/A 3136B0KV7 2048-01-25 2.47362 N/A 55174464.00 1074724.22 Agency Collateralized Mortgage Obligation FHLMC_5417C N/A 3137HDG46 2054-06-25 2.2381 N/A 60000000.00 1327132.09 Agency Collateralized Mortgage Obligation FNMA_17-91 N/A 3136AYRS4 2045-06-25 3 N/A 50000000.00 3151071.46 Agency Collateralized Mortgage Obligation GNMA_18-70B N/A 38380WB32 2048-05-16 0.85301 N/A 58188096.00 543898.56 Agency Collateralized Mortgage Obligation GNMA_25-131E N/A 38381QNN7 2055-08-20 5.5 N/A 2358996.00 2433486.58 Agency Collateralized Mortgage Obligation FHLMC_4927A N/A 3137FPPT6 2049-11-25 3 N/A 11835056.00 8448200.44 Agency Collateralized Mortgage Obligation FNMA_25-41C N/A 3136BV5N4 2055-06-25 5 N/A 14028720.00 13824727.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136BMHC5 2052-04-25 3.5 N/A 2000000.00 1801669.40 Agency Collateralized Mortgage Obligation FNMA_19-57 N/A 3136B6QZ9 2049-10-25 2.5 N/A 31544440.00 6765432.13 Agency Collateralized Mortgage Obligation FHLMC_5449G N/A 3137HFJ48 2054-08-25 5 N/A 5710168.00 5775843.18 Agency Collateralized Mortgage Obligation FNMA_21-3 N/A 3136BDYC6 2051-02-25 2.5 N/A 144902000.00 17628495.23 Agency Collateralized Mortgage Obligation GNMA_25-192J N/A 38385JF40 2055-11-20 4 N/A 17173600.00 16036878.80 Agency Collateralized Mortgage Obligation GNMA_24-108G N/A 38384UFP9 2054-07-20 2.17706 N/A 50000000.00 2482125.93 Agency Collateralized Mortgage Obligation GNMA_25-131R N/A 38381QRE3 2055-08-20 2.84928 N/A 31375392.00 2346457.95 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_KJ42 N/A 3137H92P3 2032-11-25 4.118 N/A 45000.00 44453.01 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3408 N/A 31397PU32 2038-01-15 2.46329 N/A 100000000.00 357655.59 Agency Collateralized Mortgage Obligation FNMA_14-87 N/A 3136AMKT5 2045-01-25 2.47362 N/A 134349000.00 1219247.96 Agency Collateralized Mortgage Obligation GNMA_25-2P N/A 38385BX70 2055-01-20 2.92706 N/A 200000000.00 6176622.18 Agency Collateralized Mortgage Obligation GNMA_26-28E N/A 38385NBC7 2056-01-20 5.5 N/A 21177920.00 18717845.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-106 N/A 38377DAE6 2040-08-20 4.75 N/A 51993088.00 8683569.95 Agency Collateralized Mortgage Obligation GNMA_19-5G N/A 38381BC69 2049-01-20 4.48952 N/A 100000000.00 13172118.12 Agency Collateralized Mortgage Obligation GNMA_24-196G N/A 38385BNT3 2054-12-20 0.92706 N/A 50000000.00 860752.58 Agency Collateralized Mortgage Obligation GNMA_23-63H N/A 38384ABZ5 2053-05-20 0.05 N/A 122572800.00 112260.63 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3621 N/A 31398LZZ4 2040-01-15 5 N/A 6000000.00 931189.39 Agency Collateralized Mortgage Obligation GNMA_20-151 N/A 38382J3S3 2050-10-20 3 N/A 5000000.00 418253.21 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K074 N/A 3137F4D74 2046-02-25 2.135127 N/A 14411000.00 606552.84 Agency Collateralized Mortgage Obligation GNMA_26-28P N/A 38385NCY8 2056-02-20 2.02706 N/A 100000000.00 4793702.15 Agency Collateralized Mortgage Obligation FNMA_17-106 N/A 3136B0KF2 2048-01-25 3 N/A 8832000.00 7817909.76 Agency Collateralized Mortgage Obligation GNMA_24-19K N/A 38384KCA7 2054-02-20 1.87706 N/A 20000000.00 655221.80 Agency Collateralized Mortgage Obligation GNMA_19-50 N/A 38380M5Z0 2060-12-16 0.69596 N/A 127549440.00 1532212.12 Agency Collateralized Mortgage Obligation FNMA_17-33A N/A 3136AWFD4 2039-05-25 2.32362 N/A 244333312.00 3359739.14 Agency Collateralized Mortgage Obligation GNMA_18-154Q N/A 38381AXN1 2048-11-20 2.41048 N/A 52186688.00 1187112.95 Agency Collateralized Mortgage Obligation GNMA_24-5B N/A 38384HSE9 2054-01-20 6 N/A 11347152.00 989022.18 Agency Collateralized Mortgage Obligation FNMA_15-72 N/A 3136AQAN0 2045-10-25 3 N/A 2337000.00 1191936.76 Agency Collateralized Mortgage Obligation FHLMC_4122D N/A 3137AV3U9 2042-10-15 3 N/A 13364912.00 4152538.42 Agency Collateralized Mortgage Obligation FNMA_25-42E N/A 3136BWLT1 2055-06-25 5 N/A 6715040.00 6552995.01 Agency Collateralized Mortgage Obligation GNMA_23-149G N/A 38384DGZ4 2053-10-20 0.15 N/A 128999424.00 114165.35 Agency Collateralized Mortgage Obligation FNMA_24-15E N/A 3136BRMD6 2054-03-25 5.5 N/A 26734208.00 30182723.47 Agency Collateralized 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Collateralized Mortgage Obligation FNMA_17-1B N/A 3136AVAF6 2046-07-25 4 N/A 9366750.00 28246.93 Agency Collateralized Mortgage Obligation FREMF_K-082 N/A 3137FJKH1 2028-10-25 2.214209 N/A 14982528.00 811890.82 Agency Collateralized Mortgage Obligation FHLMC_5159 N/A 3137H3UL4 2051-08-25 2.5 N/A 1776000.00 1294202.90 Agency Collateralized Mortgage Obligation FHLMC_5513D N/A 3137HKFS8 2054-06-25 0.01 N/A 1094221824.00 151441.06 Agency Collateralized Mortgage Obligation GNMA_15-62 N/A 38379LR73 2045-05-20 4.5 N/A 17715744.00 457689.45 Agency Collateralized Mortgage Obligation GNMA_23-71A N/A 38381JGS0 2065-02-16 0.77863 N/A 116691712.00 7174684.64 Agency Collateralized Mortgage Obligation GNMA_21-213K N/A 38383FLW1 2051-12-20 0 N/A 73110400.00 99705.11 Agency Collateralized Mortgage Obligation FHLMC_3597 N/A 31398LDR6 2039-11-15 2.36329 N/A 109641728.00 14515.73 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_K108 N/A 3137FTBN6 2030-03-25 1.526 N/A 10000000.00 9030686.67 Agency Collateralized Mortgage Obligation FHLMC_5513E N/A 3137HKDS0 2055-02-25 2.1881 N/A 42907600.00 2944564.24 Agency Collateralized Mortgage Obligation GNMA_20-167S N/A 38382LCC3 2046-03-20 3.5 N/A 16368380.00 29592.95 Agency Collateralized Mortgage Obligation FNMA_17-39 N/A 3136AWHZ3 2047-05-25 3.5 N/A 3801000.00 1026664.43 Agency Collateralized Mortgage Obligation GNMA_25-28J N/A 38385C4S4 2053-11-20 1.42706 N/A 51000000.00 1990328.33 Agency Collateralized Mortgage Obligation FHLMC_26-64 N/A 31394HAG6 2033-08-15 5.5 N/A 22500000.00 1681021.91 Agency Collateralized Mortgage Obligation GNMA_19-98F N/A 38381YBV5 2049-08-20 0 N/A 24997888.00 20606.01 Agency Collateralized Mortgage Obligation FHMS_K083 N/A 3137FJXY0 2028-10-25 2.293501 N/A 16102460.00 921483.41 Agency Collateralized Mortgage Obligation FREMF_K-064 N/A 3137BXR38 2027-05-25 2.144423 N/A 11760000.00 273643.66 Agency Collateralized Mortgage Obligation GNMA_25-28E N/A 38385C3V8 2055-02-20 2.87706 N/A 35000000.00 900452.65 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-72 N/A 3136B27H9 2058-10-25 3.5 N/A 3073000.00 3366985.70 Agency Collateralized Mortgage Obligation GNMA_24-146N N/A 38384W5M3 2054-09-20 2.32706 N/A 101984896.00 2891136.65 Agency Collateralized Mortgage Obligation GNMA_25-131S N/A 38381QSP7 2053-12-20 7 N/A 16775648.00 1400246.34 Agency Collateralized Mortgage Obligation FHLMC_5018B N/A 3137FX6E3 2050-10-25 4 N/A 19000000.00 1443004.84 Agency Collateralized Mortgage Obligation FHMS_K055 N/A 3137BPW47 2044-04-25 1.73577 N/A 25538560.00 21769.49 Agency Collateralized Mortgage Obligation FHLMC_40-96 N/A 3137ATBJ0 2042-08-15 2.21329 N/A 37174976.00 498442.59 Agency Collateralized Mortgage Obligation GNMA_13-169 N/A 38378YJJ9 2043-04-20 2.99048 N/A 36564096.00 81381.74 Agency Collateralized Mortgage Obligation FHLMC_5525A N/A 3137HKQH0 2055-04-25 5 N/A 18116000.00 17881933.44 Agency Collateralized Mortgage Obligation GNMA_24-181B N/A 38384X3T8 2054-11-20 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2049-09-20 0 N/A 41711360.00 117414.21 Agency Collateralized Mortgage Obligation GNMA_19-20F N/A 38381RAV1 2049-02-20 4.49952 N/A 100000000.00 18296660.20 Agency Collateralized Mortgage Obligation FHLMC_5537 N/A 3137HLC75 2055-05-25 1.2381 N/A 113686912.00 3532470.35 Agency Collateralized Mortgage Obligation GNMA_25-98P N/A 38381NNG9 2065-06-20 1.52706 N/A 55000000.00 1171870.28 Agency Collateralized Mortgage Obligation STACR_17-2SC N/A 35563PBD0 2056-08-25 3 N/A 8000000.00 6276832.00 Agency Collateralized Mortgage Obligation GNMA_24-95J N/A 38384QBA5 2064-05-20 2.42706 N/A 57500736.00 1129630.58 Agency Collateralized Mortgage Obligation GNMA_25-131R N/A 38381QRB9 2055-08-20 2.84928 N/A 58624576.00 4326215.88 Agency Collateralized Mortgage Obligation GNMA_22-212B N/A 38383LWU0 2052-12-20 5 N/A 15308720.00 17538415.45 Agency Collateralized Mortgage Obligation GNMA_24-196H N/A 38385BNV8 2054-12-20 1.37706 N/A 40000000.00 1268835.55 Agency Collateralized Mortgage Obligation GNMA_22-1A N/A 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Agency Collateralized Mortgage Obligation GNMA_23-101D N/A 38384CBE8 2051-01-20 0 N/A 1170000.00 634783.23 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWS2 2052-05-20 0 N/A 49999872.00 37067.84 Agency Collateralized Mortgage Obligation GNMA_24-78K N/A 38384NX26 2054-05-20 1.67706 N/A 50000000.00 1831627.82 Agency Collateralized Mortgage Obligation FHLMC_5592D N/A 3137HNMW5 2055-09-25 3.4381 N/A 46595456.00 4153085.46 Agency Collateralized Mortgage Obligation GNMA_15-179F N/A 38379TBN8 2045-12-20 2.11786 N/A 17141696.00 89558.89 Agency Collateralized Mortgage Obligation FHLMC_5563E N/A 3137HMKV1 2055-08-25 2.1381 N/A 68503936.00 4959405.89 Agency Collateralized Mortgage Obligation FNMA_26-21H N/A 3136G5FT2 2056-04-25 1.17674 N/A 60000000.00 1417687.40 Agency Collateralized Mortgage Obligation GNMA_24-44J N/A 38384KV65 2054-03-20 2.97706 N/A 50000000.00 3718934.70 Agency Collateralized Mortgage Obligation SLST_SL-203 N/A 35564CHT7 2060-04-26 6.5 N/A 100425088.00 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CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPFV5 2052-05-01 3.5 N/A 2000.00 1311.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GMK9 2043-05-01 3.5 N/A 1150000.00 177503.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBQY7 2034-08-01 4 N/A 1633334.00 261380.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FKR7 2055-05-01 7 N/A 1024.00 669.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QM4Y7 2052-01-01 2.5 N/A 1000.00 648.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKQX0 2050-11-01 2.5 N/A 574000.00 263534.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSQF1 2053-07-01 6 N/A 400000.00 291341.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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3 N/A 1000.00 561.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEVX7 2050-09-01 2 N/A 1024.00 474.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MKVW9 2055-09-01 5.5 N/A 1000.00 1001.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAUC2 2034-04-01 3.5 N/A 193999.00 27511.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRPT1 2054-04-01 5.5 N/A 66970752.00 58087989.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNWE4 2055-09-01 6.5 N/A 1000.00 1052.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GXBY6 2047-11-01 3 N/A 301485.00 67154.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KSC59 2053-10-01 6 N/A 1057.00 804.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGX90 2046-04-01 3 N/A 1000.00 131.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPKM9 2052-07-01 4.5 N/A 1023.00 696.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNQ47 2052-03-01 3.5 N/A 2000.00 1219.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WGBH6 2045-12-01 3.5 N/A 22633327.00 4332452.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CV2Y9 2054-10-01 6 N/A 10965504.00 8361004.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBJS8 2049-07-01 3.5 N/A 274000.00 25882.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNS37 2052-03-01 3 N/A 70929.00 45959.87 Agency 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Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6B44 2055-10-01 6.5 N/A 1024.00 898.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GVDD0 2055-08-01 6.5 N/A 4363950.00 4073568.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FE2P8 2047-03-01 4 N/A 3872956.00 413696.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNVN9 2052-04-01 4 N/A 16029.00 11227.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140B56E2 2055-04-01 6 N/A 1000.00 950.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YBWJ8 2045-04-01 3 N/A 22126126.00 3019631.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NHPM4 2039-01-01 6.5 N/A 118753.00 43769.25 Agency Mortgage-Backed 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LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427KJL0 2055-11-01 6.5 N/A 993547.00 1036518.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPRD2 2052-12-01 6 N/A 10000.00 7045.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CLJ31 2054-01-01 6 N/A 5000.00 3624.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C7AN7 2053-07-01 5 N/A 2000.00 1619.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GYLZ0 2032-09-01 2.5 N/A 1499000.00 102285.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0W32 2053-11-01 6 N/A 1000.00 817.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BGMP5 2055-08-01 6 N/A 1024.00 890.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHG66 2051-02-01 2 N/A 73980.00 41463.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV3J2 2049-07-01 3.5 N/A 3017.00 261.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QT3P2 2054-02-01 6 N/A 3704511.00 2692861.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XDJY7 2028-11-01 3.5 N/A 862857.00 34319.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YHUY4 2045-05-01 3.5 N/A 2650280.00 238965.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRB85 2053-01-01 5.5 N/A 392168.00 259957.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ3N3 2052-12-01 6 N/A 13880416.00 9393313.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVKP9 2049-07-01 3.5 N/A 12400.00 2351.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E04F6 2052-02-01 3 N/A 2000.00 1427.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WDCM2 2054-06-01 6 N/A 871092.00 749431.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHWC7 2052-07-01 4 N/A 1000.00 702.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MYAH5 2052-08-01 5 N/A 290000.00 179184.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVJK2 2055-01-01 5.5 N/A 4476209.00 4083631.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNDJ8 2052-02-01 2.5 N/A 199000.00 122921.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D6G2 2036-11-01 2 N/A 1000.00 539.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JRXM4 2056-01-01 5.5 N/A 1000.00 985.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQRL1 2037-11-01 4.5 N/A 110823.00 62725.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR2K8 2053-05-01 5 N/A 2112.00 1750.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWLT8 2054-06-01 5.5 N/A 16986887.00 13002485.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHS37 2054-06-01 6.5 N/A 4000.00 3281.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHS5 2053-07-01 5 N/A 1359990.00 1096505.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQVF0 2053-04-01 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Y N N Y FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XJL35 2052-10-01 5 N/A 1000.00 756.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLPC5 2051-03-01 3 N/A 1001.00 429.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AACN0 2050-09-01 2 N/A 19467.00 9802.30 Agency Mortgage-Backed Securities FNMA_24-54D N/A 3136BSSJ5 2046-12-25 0.002434 N/A 110680678.00 1744.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UKY7 2049-01-20 4.5 N/A 1000.00 62.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179MC24 2042-05-20 4 N/A 2619137.00 137216.06 Agency Mortgage-Backed Securities FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 168420.00 78308.99 Agency Collateralized Mortgage Obligation FNMA_23-39E N/A 3136BQFS3 2053-05-25 0 N/A 5769230.00 2773273.31 Agency 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MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QQF2 2051-01-01 3.5 N/A 1000.00 892.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179Y5M2 2054-08-20 6 N/A 24000.00 14073.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV5Y7 2050-05-01 3.5 N/A 1001.00 211.68 Agency Mortgage-Backed Securities FHLMC_3747 N/A 31398QUP0 2040-10-15 2.71329 N/A 48956061.00 156163.64 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BWL92 2053-01-01 5 N/A 1000.00 671.13 Agency Mortgage-Backed Securities FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 4032397.00 2027015.22 Agency Collateralized Mortgage Obligation GNMA_23-20C N/A 38383VWK0 2053-02-20 2.60706 N/A 100033.00 7497.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179S2V8 2047-04-20 6.5 N/A 251013.00 24714.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BTUV5 2055-11-01 5.5 N/A 1000.00 989.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EREA4 2046-02-01 4.5 N/A 1024.00 135.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425UU45 2054-12-01 6 N/A 1014.00 858.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179Y2N3 2054-07-20 6.5 N/A 132096.00 60282.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCP6 2051-11-01 2.5 N/A 1000.00 612.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XH3D6 2042-01-01 3.5 N/A 1000.00 159.18 Agency Mortgage-Backed Securities FNMA_21-82C N/A 3136BKEP3 2051-12-25 2.358554 N/A 21791806.00 509868.12 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION 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2050-11-20 4 N/A 59171.00 38711.89 Agency Mortgage-Backed Securities FHLMC_5508B N/A 3137HJH67 2055-02-25 1.2381 N/A 88811400.00 1317143.25 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 5450.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JVA3 2055-11-01 5 N/A 1008.00 988.74 Agency Mortgage-Backed Securities GNMA_25-118E N/A 38381NC30 2055-07-20 2.27706 N/A 31809822.00 1426498.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329PBJ1 2048-05-01 5 N/A 1008.00 187.37 Agency Mortgage-Backed Securities GNMA_23-189A N/A 38384GLV0 2053-12-20 3.37706 N/A 762202.00 23341.17 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 1.81048 N/A 136500000.00 974246.87 Agency Collateralized Mortgage Obligation FNMA_22-18F N/A 3136BMGK8 2051-11-25 4 N/A 15671248.00 1880415.24 Agency Collateralized Mortgage 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254900HROIFWPRGM1V77 91282CLE9 2034-07-15 1.875 N/A 46520400.00 48562206.13 U.S. Treasuries (including strips) FANNIEMAE-ACES FNA_18-M13 N/A 3136B3DE7 2030-09-25 3.754 N/A 2590.00 1760.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJG9 2053-09-01 6 N/A 1000.00 663.05 Agency Mortgage-Backed Securities FNMA_25-112B N/A 3136BYNH1 2055-01-25 0.02 N/A 123135.00 56.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MSM5 2055-05-01 5 N/A 1000.00 797.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RVF3 2045-12-20 5.5 N/A 1000.00 91.11 Agency Mortgage-Backed Securities GNMA_25-146D N/A 38381Q2R1 2053-04-20 2.52706 N/A 95793666.00 5499838.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BT6M7 2053-01-01 4.5 N/A 1000.00 675.62 Agency Mortgage-Backed Securities 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SW45 2047-02-20 6 N/A 1000.00 106.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MWT5 2055-04-01 5.5 N/A 1000.00 1006.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMUB9 2051-03-01 2.5 N/A 1000.00 538.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UH88 2048-12-20 6 N/A 917179.00 119345.22 Agency Mortgage-Backed Securities GNMA_25-118A N/A 38381ND39 2055-07-20 7.98255 N/A 26204843.00 25797873.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36178DBW0 2042-07-15 3.5 N/A 582923.00 38650.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179ST31 2032-01-20 3 N/A 1000.00 88.28 Agency Mortgage-Backed Securities GNMA_24-H17D N/A 38383KS78 2074-09-20 0.95992 N/A 73200000.00 5158692.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMEH4 2049-10-01 3 N/A 1000.00 165.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SLU9 2046-09-20 4.5 N/A 190999.00 17251.56 Agency Mortgage-Backed Securities GNMA_12-106C N/A 38378HKR6 2042-09-20 4.48 N/A 486374.00 10787.16 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GRK1 2037-10-01 6.5 N/A 1000.00 6.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JSTH8 2056-01-01 5.5 N/A 1000.00 1024.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225EWJ7 2039-12-20 5.75 N/A 2750000.00 23169.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VD23 2050-01-20 3 N/A 1000.00 146.97 Agency Mortgage-Backed Securities GNR_23-66 N/A 38384AQK2 2052-07-20 0 N/A 4831365.00 2891051.10 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5FL4 2046-08-01 3 N/A 1000.00 149.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ATD40 2051-10-01 2 N/A 1000.00 521.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHT3 2053-07-01 5.5 N/A 1000.00 763.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NRBQ8 2054-04-01 5 N/A 1000.00 951.19 Agency Mortgage-Backed Securities GNMA_23-54K N/A 38383XNQ3 2053-04-20 2.52706 N/A 30299593.00 1513670.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179T2A2 2048-06-20 6.5 N/A 1000.00 92.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225CTW6 2031-12-20 5.125 N/A 8236606.00 18566.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YRH9 2054-02-20 5.5 N/A 1344.00 956.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 1000.00 540.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XNG7 2052-12-20 5.5 N/A 6624974.00 4202632.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WTZ1 2051-12-20 3 N/A 80000.00 47647.15 Agency Mortgage-Backed Securities GNMA_26-52B N/A 38385NMQ4 2056-03-20 0.32777 N/A 100000000.00 1509315.20 Agency Collateralized Mortgage Obligation GNMA_25-4E N/A 38385CBK3 2055-01-20 0 N/A 121344.00 7.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYC0 2051-04-01 2.5 N/A 1002.00 534.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WJCX9 2036-09-01 6.5 N/A 1000.00 53.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BFRF9 2052-07-01 5 N/A 1000.00 626.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWE82 2052-10-01 5.5 N/A 1000.00 712.32 Agency Mortgage-Backed Securities FHLMC_5092Q N/A 3137FYCP9 2050-09-25 3 N/A 23269999.00 2508099.18 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJM33 2050-07-01 3 N/A 1000.00 444.57 Agency Mortgage-Backed Securities GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 106890.00 8.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WEF25 2034-05-01 5 N/A 1002.00 24.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RLV9 2038-10-20 6.5 N/A 1000.00 87.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RQ51 2045-10-20 5 N/A 1004.00 74.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SRL3 2046-11-20 5.125 N/A 1616489.00 52575.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQBC9 2052-10-01 5.5 N/A 1000.00 683.74 Agency Mortgage-Backed Securities GNMA_25-118D N/A 38381NG36 2052-03-20 6 N/A 3881308.00 139948.57 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_16-M11 N/A 3136AT5G5 2039-07-25 2.944 N/A 4646.00 229.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WJQ2 2051-07-20 2 N/A 337800.00 182367.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SXK8 2047-02-20 5.5 N/A 500000.00 24405.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YFM1 2053-09-20 6 N/A 10037568.00 5489021.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SEU7 2046-06-20 5.5 N/A 996801.00 42108.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225E6J6 2040-11-20 5.125 N/A 371537.00 13139.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SSV0 2046-12-20 6 N/A 207000.00 26167.48 Agency Mortgage-Backed Securities GNMA_23-164J N/A 38384D7N1 2053-11-20 3.42706 N/A 14514208.00 714577.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CTQU6 2054-09-01 5 N/A 1000.00 912.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9RL3 2030-12-01 3 N/A 1000.00 84.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N4P50 2052-11-01 4.5 N/A 1000.00 697.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN2R3 2052-09-01 4.5 N/A 1000.00 705.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJU5 2037-10-01 3 N/A 1000.00 629.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UUP5 2049-06-20 6 N/A 1000.00 100.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SZW0 2032-04-20 3.5 N/A 232386.00 21791.55 Agency Mortgage-Backed Securities FNMA_26-3B N/A 3136BYUC4 2048-04-25 4.5 N/A 1024.00 1000.53 Agency Collateralized Mortgage Obligation FNMA_17-74B N/A 3136AX4Y8 2047-10-25 2.42362 N/A 8972200.00 227993.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SSN8 2046-12-20 2.5 N/A 202930.00 33129.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225FKM0 2041-12-20 5.125 N/A 2175000.00 46825.82 Agency Mortgage-Backed Securities FNMA_25-9A N/A 3136BVDD7 2055-03-25 2.1381 N/A 100038.00 7458.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426B2L9 2055-01-01 5.5 N/A 1000.00 963.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPD70 2052-05-01 3.5 N/A 1000.00 731.96 Agency Mortgage-Backed Securities FNMA_11-41 N/A 31397SQ23 2041-05-25 2.80362 N/A 31387088.00 74234.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WJW74 2031-02-01 7 N/A 1000.00 7.34 Agency Mortgage-Backed Securities GNMA_21-155N N/A 38383AJY1 2051-07-20 2.51048 N/A 8391360.00 733914.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XH7E1 2052-08-01 5 N/A 1000.00 690.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XHNQ5 2041-10-01 4 N/A 1000.00 74.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179NTC2 2043-11-20 3 N/A 9454.00 1251.27 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGQ8 2030-02-28 4 N/A 1000.00 1005.83 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SLY1 2039-04-20 6.5 N/A 121653.00 11498.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VSP6 2050-08-20 6 N/A 98000.00 13723.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UQ62 2049-04-20 4.5 N/A 1000.00 81.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179V7F1 2051-02-20 3 N/A 34000.00 12048.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MSP8 2055-05-01 5 N/A 1047.00 1029.69 Agency Mortgage-Backed Securities GNMA_21-215B N/A 38383D2X5 2051-12-20 3 N/A 5642704.00 371383.35 Agency Collateralized Mortgage Obligation FNMA_23-49D N/A 3136BQKM0 2048-05-25 5 N/A 46813628.00 4678510.45 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQPV3 2054-06-01 6 N/A 1158.00 903.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W5E4 2052-05-20 4 N/A 2048.00 1414.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4ZC5 2038-05-01 5.5 N/A 1032.00 8.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XPHT8 2043-11-01 5 N/A 1000.00 194.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622A3C73 2042-09-20 5.952 N/A 5700075.00 936820.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y2Q35 2048-08-01 4.5 N/A 1000.00 239.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179U4H2 2049-10-20 6 N/A 99000.00 20897.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UMX7 2049-02-20 5.5 N/A 2328869.00 156306.72 Agency Mortgage-Backed Securities GNMA_24-134G N/A 38384VBH9 2053-08-20 2.82706 N/A 115248996.00 3564578.03 Agency Collateralized Mortgage Obligation FHLMC_5144B N/A 3137H26T6 2051-09-25 2.5 N/A 47934119.00 3546859.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179URF1 2049-04-20 5.5 N/A 4198989.00 203205.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NAR1 2055-05-01 5 N/A 1000.00 982.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DNC2 2035-04-01 3.5 N/A 1000.00 128.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWB51 2051-08-01 2 N/A 1000.00 599.27 Agency Mortgage-Backed Securities FHLMC_5528B N/A 3137HKR97 2055-04-25 2.3381 N/A 22114797.00 998323.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNNT5 2052-03-01 2 N/A 1000.00 622.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36177Q6F5 2042-07-15 3.5 N/A 1000.00 55.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WTX8 2055-08-01 5.5 N/A 1000.00 1011.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J5J34 2047-05-01 3 N/A 1000.00 254.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CF90 2055-02-01 5 N/A 1000.00 916.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y3XC5 2048-10-01 4 N/A 1004.00 160.73 Agency Mortgage-Backed Securities FHR_5148 N/A 3137H2UN2 2049-06-25 2 N/A 3100000.00 302517.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W8ET6 2054-03-01 5 N/A 1000.00 965.15 Agency Mortgage-Backed Securities FNSTR_440 N/A 31424U8L3 2053-11-25 5.5 N/A 101000.00 16510.89 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 1.30209 N/A 25850465.00 99886.97 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADUH9 2046-09-01 3 N/A 1000.00 255.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179MF39 2042-06-20 6.25 N/A 966663.00 7151.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426L6W9 2055-05-01 5.5 N/A 1001.00 1000.31 Agency Mortgage-Backed Securities GNMA_20-11C N/A 38382B5H2 2048-10-20 1.17005 N/A 2509218.00 15089.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36176HR89 2042-05-20 4 N/A 790539.00 83988.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CYJT6 2054-10-01 5.5 N/A 1000.00 998.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5 N/A 1000.00 575.25 Agency Mortgage-Backed Securities GNMA_25-82A N/A 38385F3R0 2065-05-20 1.27706 N/A 85482633.00 1482577.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CHD9 2055-01-01 6 N/A 1000.00 906.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5DS1 2045-05-01 3 N/A 1000.00 130.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426AXT0 2055-01-01 5 N/A 1007.00 966.67 Agency Mortgage-Backed Securities FNSTR_429 N/A 31423YVV8 2051-09-25 2 N/A 1149975.00 124565.38 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 2.71048 N/A 13891689.00 55401.52 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BNSN9 2055-09-01 5.5 N/A 1000.00 989.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WCZX5 2054-05-01 5 N/A 1000.00 967.01 Agency Mortgage-Backed Securities GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 10276534.00 5132206.29 Agency Collateralized Mortgage Obligation FHSTR_33 N/A 31352DDR8 2037-10-15 2.11027 N/A 157161.00 493.95 Agency Collateralized Mortgage Obligation GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.81075 N/A 58260358.00 3097942.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RTB5 2045-11-20 4.5 N/A 694550.00 51018.29 Agency Mortgage-Backed Securities GNMA_14-69 N/A 38379BG28 2037-09-20 1.38964 N/A 104785743.00 276727.05 Agency Collateralized Mortgage Obligation GNMA_24-H18E N/A 38383KY71 2074-10-20 0.98303 N/A 27792320.00 1947847.68 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LLCD1 2038-07-01 5.17 N/A 1306700.00 1311241.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622ABLJ9 2042-03-01 5.405 N/A 7335449.00 3643424.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W4JF5 2052-04-01 2.5 N/A 1000.00 841.47 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLD1 2031-07-31 4.125 N/A 100.00 101.16 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UZY1 2049-09-20 6 N/A 284830.00 33969.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPMX3 2052-06-01 5 N/A 2024.00 1408.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UEC2 2048-10-20 5.5 N/A 3023450.00 228561.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TCX1 2047-07-20 3.5 N/A 1000.00 117.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36176D3R2 2041-05-15 4.75 N/A 17274210.00 120758.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179R4E6 2046-03-20 3.5 N/A 2080.00 196.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FQG5 2055-10-01 6 N/A 2027.00 1857.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622A3C65 2043-06-20 5.776 N/A 4416353.00 244707.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36180ACA9 2054-10-20 5.5 N/A 2599412.00 2043108.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 53423936.00 38573472.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XM5L5 2043-06-01 4 N/A 1000.00 135.37 Agency Mortgage-Backed Securities FNMA_22-86 N/A 3136BPPT2 2050-05-25 2.5 N/A 617018.00 70382.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRMP2 2054-04-01 5.5 N/A 2000.00 1725.95 Agency Mortgage-Backed Securities FNMA_21-61A N/A 3136BGVM0 2051-09-25 2.5 N/A 5615145.00 388110.48 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 2.125013 N/A 55713918.00 1607564.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179V7D6 2051-02-20 2 N/A 1024.00 495.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DM2J3 2051-11-01 2.5 N/A 1000.00 612.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGRG6 2052-03-01 3 N/A 1000.00 598.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DM2K0 2051-12-01 2.5 N/A 1000.00 626.00 Agency Mortgage-Backed Securities GNMA_24-144J N/A 38384WWD3 2054-01-20 2.07706 N/A 26966122.00 1167539.43 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KL83 2074-08-20 0.95761 N/A 21860066.00 1539501.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPAL2 2052-04-01 4 N/A 1000.00 664.79 Agency Mortgage-Backed Securities FNMA_23-43D N/A 3136BQJW0 2053-05-25 0 N/A 4048591.00 1985362.53 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKFE4 2050-10-01 2.5 N/A 1000.00 425.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BXQT1 2053-03-01 3 N/A 453367.00 348635.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36178EDM8 2043-05-15 3 N/A 1000.00 122.17 Agency Mortgage-Backed Securities FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 5900001.00 668875.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622ACPN4 2049-08-20 5.455 N/A 731641.00 481684.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QJT9 2044-07-20 4 N/A 1624000.00 97244.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622ADPG7 2048-05-20 5.392 N/A 1047071.00 847638.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KN6X6 2052-04-01 4 N/A 1000.00 669.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ACYH7 2048-10-01 4 N/A 1005.00 68.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VZW3 2050-12-20 5 N/A 84498.00 19737.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPYD4 2053-03-01 5.5 N/A 1000.00 778.30 Agency Mortgage-Backed Securities GNMA_24-157B N/A 38384WBW4 2054-09-20 0.05 N/A 49899915.00 60664.95 Agency Collateralized Mortgage Obligation Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2026-04-01 2026-04-07 2026-04-07 Y BNP PARIBAS SA 1.0000 7 N Standard & Poor's A+ Moody's A1 Fitch A+ N N 0.0371 400000000.00 400000000.00 0.0020 N N Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 3.66000000 N/A 549300H47WTHXPU08X20 BYJ1VEBQ9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 65948300.00 61200058.11 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2026-04-01 2026-04-01 2026-04-01 N N N 0.0366 60000000.00 60000000.00 0.0003 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797SD0 254900HROIFWPRGM1V77 US912797SD08 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2026-04-02 2026-04-02 2026-04-02 N N N 0.0184 522908285.53 522908285.53 0.0027 N Y Y N Fixed Income Clearing Corporation - CITI Fixed Income Clearing Corporation - CITI 3.67000000 N/A 549300H47WTHXPU08X20 BYJ1VEBH9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 78100.00 73090.01 U.S. Treasuries (including strips) 2 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2027-10-15 3.875 N/A 59689100.00 60788702.11 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 100.00 96.62 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 7200.00 7501.47 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 324529200.00 331934439.24 U.S. Treasuries (including strips) 3 1/2 NOTE AV 28 N/A 91282CPP0 2028-12-15 3.5 N/A 83323700.00 83487873.33 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 153954600.00 155643687.80 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 N/A 91282CGJ4 2030-01-31 3.5 N/A 211590000.00 209821408.03 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 24593200.00 22933605.07 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 721844800.00 746631356.03 U.S. Treasuries (including strips) 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 N/A 9000.00 9075.53 U.S. 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912810FE3 2028-08-15 5.5 N/A 200.00 208.91 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 900.00 869.38 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 100.00 52.71 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 50000900.00 47544755.79 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 N/A 248600000.00 249439027.75 U.S. Treasuries (including strips) 3 7/8 NOTE AQ 28 N/A 91282CNM9 2028-07-15 3.875 N/A 680123000.00 686393268.12 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 25290000.00 25046154.94 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 398737900.00 402313373.94 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 100.00 99.43 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2026-04-01 2026-04-01 2026-04-01 N N N 0.0367 4500000000.00 4500000000.00 0.0228 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.71499840 3130B8LF7 2549001DPIFGXC1TOL40 US3130B8LF72 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-04-01 2027-05-17 2027-05-17 N N N 0.0378 287480314.76 287480314.76 0.0015 N N N N Societe Generale SA Societe Generale SA 3.66000000 N/A O2RNE8IBXP4R0TD8PU41 BYJ1VECQ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UG1 2055-02-15 4.625 N/A 5312500.00 5100008.22 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2026-04-01 2026-04-01 2026-04-01 N N N 0.0366 5000000.00 5000000.00 0.0000 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.72999960 3133ERJN2 254900C5LP6DN9OP9V83 US3133ERJN27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-04-01 2026-06-26 2026-06-26 N N N 0.0371 230568548.48 230568548.48 0.0012 N N N N Fixed Income Clearing Corporation - BNP Fixed Income Clearing Corporation - BNP 3.66000000 N/A 549300H47WTHXPU08X20 BYJ1VEB89 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 N/A 400000.00 418325.98 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 10263100.00 10044936.72 U.S. Treasuries (including strips) 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 N/A 149596100.00 150357868.96 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UF3 2044-11-15 4.625 N/A 41900000.00 41243916.84 U.S. Treasuries (including strips) 4 5/8 BOND 40 N/A 912810QE1 2040-02-15 4.625 N/A 5290000.00 5308904.06 U.S. 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MUFG Securities Americas, Inc. 3.67000000 N/A K5HU16E3LMSVCCJJJ255 BYJ1VECC9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 3 1/2 NOTE AT 28 N/A 91282CPC9 2028-10-15 3.5 N/A 215141600.00 216739605.61 U.S. Treasuries (including strips) 4 5/8 BOND 55 N/A 912810UP1 2055-11-15 4.625 N/A 63076800.00 61383546.87 U.S. Treasuries (including strips) BILL 07/21/26 N/A 912797UQ8 2026-07-21 0 N/A 24049000.00 23778448.75 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 N/A 4260100.00 3437078.83 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 6664500.00 6334931.38 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 13964100.00 13650186.26 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 1300.00 1228.63 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 41987100.00 31061611.89 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 13812900.00 12961026.55 U.S. Treasuries (including strips) 4 1/8 NOTE S 31 N/A 91282CLZ2 2031-11-30 4.125 N/A 7174000.00 7295902.22 U.S. Treasuries (including strips) 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 N/A 16119000.00 16056472.44 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1 Moody's NR 2026-04-01 2026-04-01 2026-04-01 N N N 0.0367 385000000.00 385000000.00 0.0020 N Y Y N Barclays Capital, Inc. Barclays Capital, Inc. 3.67000000 N/A AC28XWWI3WIBK2824319 BYJ1VEAF4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA_10-142 N/A 31398SKQ5 2040-07-25 4.17638 N/A 125000.00 2984.06 Agency Collateralized Mortgage Obligation FNMA_13-20N N/A 3136ACWA5 2043-03-25 2.32362 N/A 13066000.00 203759.01 Agency Collateralized Mortgage Obligation GNMA_16-153D N/A 38380BP58 2046-11-20 3.5 N/A 8370000.00 306579.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42 N/A 3136BWKS4 2055-06-25 5.1619 N/A 734000.00 541816.37 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 3172191.07 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_19-M5 N/A 3136B4KB3 2029-02-25 3.273 N/A 24500000.00 21154833.51 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.74093 N/A 4357000.00 466456.54 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_19-M1 N/A 3136B3XY1 2028-09-25 3.56042 N/A 19000000.00 13245161.61 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_18-M4 N/A 3136B1XJ8 2028-03-25 3.067 N/A 1469000.00 874944.31 Agency Collateralized Mortgage Obligation FNMA_25-45A N/A 3136BWEG7 2055-06-25 1.3881 N/A 222035474.00 6987596.79 Agency Collateralized Mortgage Obligation FNMA_25-7C N/A 3136BUVV9 2054-09-25 1.4381 N/A 101000000.00 1678321.64 Agency Collateralized Mortgage Obligation GNMA_26-55 N/A 38384TTL6 2067-01-16 4.5 N/A 17579229.00 17377806.20 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K098 N/A 3137FPHJ7 2029-04-25 2.046 N/A 1050000.00 588305.41 Agency Collateralized Mortgage Obligation FHLMC_5649C N/A 3137HRAG4 2056-04-25 4.5 N/A 40843573.00 39747944.16 Agency Collateralized Mortgage Obligation GNMA_26-2A N/A 38385LDF2 2056-01-20 1.12706 N/A 123000000.00 2661738.70 Agency Collateralized Mortgage Obligation FNMA_02-74 N/A 31392FRJ8 2032-11-25 4.22638 N/A 8400000.00 1668.15 Agency Collateralized Mortgage Obligation FNMA_14-74 N/A 3136ALXU0 2044-11-25 2.32362 N/A 100000000.00 743124.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M4 N/A 3136BP3K5 2032-09-25 3.767 N/A 1300000.00 1257195.12 Agency Collateralized Mortgage Obligation GNMA_18-91A N/A 38380XTW7 2048-07-20 3.5 N/A 7621064.00 8572722.27 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_19-M7 N/A 3136B4QB7 2029-04-25 3.143 N/A 27000000.00 19846149.27 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-82 N/A 31396KYS5 2036-09-25 4.34638 N/A 18691166.00 25502.58 Agency Collateralized Mortgage Obligation FHLMC_5606C N/A 3137HPCA9 2055-12-25 1.1381 N/A 40426519.00 1033734.90 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H36E7 2051-10-25 3 N/A 11222368.00 1105076.75 Agency Collateralized Mortgage Obligation GNMA_21-122J N/A 38382WBR7 2047-11-20 4.5 N/A 95377161.00 9864879.00 Agency Collateralized Mortgage Obligation FHMS_K522 N/A 3137HDJJ0 2029-05-25 4.803 N/A 60445000.00 59964175.03 Agency Collateralized Mortgage Obligation FNMA_25-6B N/A 3136BUVH0 2055-02-25 5.6619 N/A 4850000.00 3460911.49 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TPJ5 2060-09-16 0.25 N/A 17039936.00 417739.70 Agency Collateralized Mortgage Obligation FHMS_K146 N/A 3137H7ZE6 2049-06-25 3.564599 N/A 6549068.00 1198777.42 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-2 N/A 3136BUXZ8 2055-02-25 5.1119 N/A 2034006.00 1609815.33 Agency Collateralized Mortgage Obligation FHLMC_4908A N/A 3137FNDY3 2049-08-25 2.27362 N/A 28287714.00 772875.43 Agency Collateralized Mortgage Obligation GNMA_26-47N N/A 38385NTN4 2056-03-20 4.5 N/A 9953796.00 9661881.03 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5539 N/A 3137HL3Y6 2055-05-25 5.1619 N/A 1049000.00 750988.83 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5479 N/A 3137HHMR9 2054-12-25 5.0619 N/A 789000.00 433230.75 Agency Collateralized Mortgage Obligation FNMA_22-20C N/A 3136BL7M6 2048-04-25 4.5 N/A 56886493.00 6095323.01 Agency Collateralized Mortgage Obligation FHLMC_2395D N/A 31339LME7 2029-05-15 4.38671 N/A 15000000.00 9449.80 Agency Collateralized Mortgage Obligation FNMA_12-46F N/A 3136A5J98 2027-05-25 4.5 N/A 89800901.00 2.33 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 2.17362 N/A 123256386.00 2174193.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5508 N/A 3137HJGG6 2055-02-25 5.2619 N/A 1155000.00 721552.70 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TPN6 2066-11-16 0.25 N/A 9246477.00 281216.20 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_24-95 N/A 3136BTQ22 2054-12-25 5.0619 N/A 316000.00 226687.31 Agency Collateralized Mortgage Obligation GNMA_26-30E N/A 38385MAZ9 2056-02-20 1.96706 N/A 116613500.00 4817179.95 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 2.1881 N/A 17311159.00 1041271.48 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.481491 N/A 2992000.00 107526.22 Agency Collateralized Mortgage Obligation FNMA_25-83B N/A 3136BXWB6 2055-10-25 1.0381 N/A 85083933.00 2578328.55 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-119 N/A 31396LM56 2036-12-25 3.42362 N/A 125000000.00 190007.29 Agency Collateralized Mortgage Obligation FHLMC_5606E N/A 3137HPBC6 2055-12-25 1.1381 N/A 50000000.00 1669318.67 Agency Collateralized Mortgage Obligation FHLMC_4941S N/A 3137FQSS3 2049-07-25 4.5 N/A 32180993.00 1355568.10 Agency Collateralized Mortgage Obligation GNMA_26-2B N/A 38385LDN5 2056-01-20 4.5 N/A 2685402.00 2319921.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-33 N/A 38378B7E3 2046-05-16 1.744 N/A 500000.00 77862.24 Agency Collateralized Mortgage Obligation FHLMC_5617G N/A 3137HPNS8 2049-07-15 2.21329 N/A 66465405.00 6302105.54 Agency Collateralized Mortgage Obligation GNMA_26-47C N/A 38385NNV2 2056-03-20 5.5 N/A 1005750.00 925675.54 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MJ92 2066-02-16 0.94747 N/A 96176688.00 7871052.03 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K091 N/A 3137FLN91 2029-03-25 3.505 N/A 25000000.00 24621970.83 Agency Collateralized Mortgage Obligation GNMA_26-55 N/A 38384TTF9 2058-11-16 1 N/A 2500000.00 95808.34 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 2.81329 N/A 74504333.00 138521.10 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRS2 2054-12-25 0.1 N/A 38010000.00 43444.50 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 2.66329 N/A 62000000.00 239676.54 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.080988 N/A 4474000.00 77288.30 Agency Collateralized Mortgage Obligation GNMA_19-65 N/A 38381VKL3 2046-05-20 3.5 N/A 30926454.00 685125.99 Agency Collateralized Mortgage Obligation FHLMC_4623D N/A 3137BSL27 2046-10-15 2.26329 N/A 20715144.00 463036.85 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTV1 2053-11-25 2.2881 N/A 74472971.00 2420921.15 Agency Collateralized Mortgage Obligation FHLMC_5103E N/A 3137H0BF4 2051-05-25 4 N/A 18000000.00 2105729.76 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K170 N/A 3137HLJ52 2035-02-25 5 N/A 8000000.00 8252061.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-35J N/A 3136BVN46 2055-05-25 5.2619 N/A 1564000.00 1113401.77 Agency Collateralized Mortgage Obligation FHLMC_4937 N/A 3137FQAD5 2049-12-25 2.27362 N/A 345612857.00 10308407.12 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7TZ5 2042-08-25 4.27638 N/A 150000.00 14027.94 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 2.32362 N/A 29142400.00 1953543.91 Agency Collateralized Mortgage Obligation FHLMC_4962A N/A 3137FRK34 2050-03-25 2.27362 N/A 16977500.00 538257.92 Agency Collateralized Mortgage Obligation GNMA_26-30P N/A 38385MGP5 2056-02-20 1.42706 N/A 106301607.00 4184346.07 Agency Collateralized Mortgage Obligation FNMA_26-22B N/A 3136G5HK9 2056-04-25 1.32777 N/A 210371335.00 6503481.51 Agency Collateralized Mortgage Obligation FHLMC_4818K N/A 3137FGXY6 2048-04-15 2.41329 N/A 5000000.00 77902.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLF7 2055-06-25 5.1619 N/A 789000.00 581303.11 Agency Collateralized Mortgage Obligation GNMA_26-47D N/A 38385NPB4 2039-01-20 4.5 N/A 14533399.00 14447056.08 Agency Collateralized Mortgage Obligation FNMA_16-45 N/A 3136ASXT8 2046-07-25 2.22362 N/A 20000000.00 554699.04 Agency Collateralized Mortgage Obligation FHLMC_4631D N/A 3137BT2F7 2046-11-15 2.21329 N/A 107147046.00 3865678.64 Agency Collateralized Mortgage Obligation GNMA_26-47B N/A 38385NNT7 2039-01-20 4.5 N/A 18686464.00 18575447.72 Agency Collateralized Mortgage Obligation FHLMC_5649A N/A 3137HRAW9 2056-04-25 1.2781 N/A 300000000.00 8853305.00 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 2.76329 N/A 88571428.00 733225.09 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7UB6 2041-10-25 4.5 N/A 37388000.00 178213.39 Agency Collateralized Mortgage Obligation GNMA_26-47B N/A 38385NNQ3 2056-03-20 4.61822 N/A 31722689.00 31534101.52 Agency Collateralized Mortgage Obligation GNMA_26-30N N/A 38385MCW4 2056-02-20 2.02706 N/A 150000000.00 10112805.35 Agency Collateralized Mortgage Obligation FNMA_25-46 N/A 3136BV7C6 2052-03-25 5 N/A 6000000.00 3880067.58 Agency Collateralized Mortgage Obligation GNMA_26-47F N/A 38385NPR9 2056-03-20 3.13111 N/A 25000000.00 3463768.20 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 6822293.99 Agency Collateralized Mortgage Obligation GNMA_23-19E N/A 38383V3J5 2051-02-20 2.5 N/A 29775000.00 3230930.33 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVH3 2055-07-25 4.5 N/A 9700000.00 9385826.88 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_19-M2 N/A 3136B3J50 2028-11-25 3.646 N/A 23500000.00 17338105.13 Agency Collateralized Mortgage Obligation FNMA_25-34E N/A 3136BVE38 2055-05-25 2.1381 N/A 100000000.00 2889300.76 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 2.17362 N/A 85000000.00 633363.66 Agency Collateralized Mortgage Obligation FHLMC_5442C N/A 3137HF5G6 2054-08-25 3.3681 N/A 98318962.00 3984658.86 Agency Collateralized Mortgage Obligation FNMA_14-74B N/A 3136ALWW7 2044-06-25 2.42362 N/A 32328000.00 213536.02 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K163 N/A 3137HCXK3 2034-03-25 5 N/A 15000000.00 15486039.99 Agency Collateralized Mortgage Obligation FNMA_98-46 N/A 31359ULD5 2028-05-18 4.28304 N/A 150000000.00 21628.77 Agency Collateralized Mortgage Obligation GNMA_25-208A N/A 38385KGZ7 2053-12-20 4.5 N/A 12600000.00 12398781.75 Agency Collateralized Mortgage Obligation FHLMC_5305B N/A 3137H9XZ7 2049-07-15 4 N/A 26101907.00 3776773.88 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 899589.99 Agency Collateralized Mortgage Obligation GNMA_17-95A N/A 38380FMK9 2046-08-20 4 N/A 3048210.00 65449.56 Agency Collateralized Mortgage Obligation FHLMC_5441B N/A 3137HF2X2 2054-08-25 1.3681 N/A 70000000.00 1580760.22 Agency Collateralized Mortgage Obligation GNMA_26-30C N/A 38385MEK8 2056-02-20 4.5 N/A 11995956.00 11764429.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-22 N/A 38381RDX4 2045-02-20 1.81048 N/A 27000000.00 650532.25 Agency Collateralized Mortgage Obligation FNMA_26-13B N/A 3136BYP97 2056-03-25 4 N/A 5468352.00 4445553.26 Agency Collateralized Mortgage Obligation FHLMC_5606H N/A 3137HPE74 2055-12-25 1.1381 N/A 50000000.00 1282704.09 Agency Collateralized Mortgage Obligation GNMA_21-132 N/A 38381DYY0 2063-04-16 1.75 N/A 1500000.00 877129.82 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9PU6 2042-11-25 2.37362 N/A 29250000.00 427623.62 Agency Collateralized Mortgage Obligation GNMA_26-30K N/A 38385MBY1 2066-02-20 1.32706 N/A 68293333.00 2217138.64 Agency Collateralized Mortgage Obligation FHLMC_2449 N/A 31392KU46 2032-03-15 4.43671 N/A 35000000.00 33671.25 Agency Collateralized Mortgage Obligation FNMA_26-8 N/A 3136BYYX4 2056-02-25 0.05 N/A 54174289.00 56751.28 Agency Collateralized Mortgage Obligation FHLMC_5617C N/A 3137HPNN9 2056-01-25 4.5 N/A 232476.00 194030.52 Agency Collateralized Mortgage Obligation FHLMC_4753L N/A 3137FDWB4 2048-02-15 2.41329 N/A 20000000.00 521967.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376G2R0 2051-07-16 3.73745 N/A 2200230.00 568618.84 Agency Collateralized Mortgage Obligation FNMA_25-97B N/A 3136BX2T0 2055-11-25 1.7281 N/A 50000000.00 2293260.97 Agency Collateralized Mortgage Obligation GNMA_26-2F N/A 38385LDY1 2066-01-20 1.37706 N/A 70000000.00 1877809.70 Agency Collateralized Mortgage Obligation FHLMC_40 19 N/A 3137AN2X2 2041-12-15 4.5 N/A 87085000.00 171949.34 Agency Collateralized Mortgage Obligation GNMA_26-47K N/A 38385NQJ6 2056-03-20 9.45431 N/A 5000000.00 5559104.09 Agency Collateralized Mortgage Obligation FHLMC_4820C N/A 3137FHHV8 2048-03-15 2.41329 N/A 25941382.00 385738.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLH3 2055-06-25 5.1619 N/A 1054000.00 768584.59 Agency Collateralized Mortgage Obligation FNMA_05-45E N/A 31394DS76 2035-06-25 5 N/A 6499030.00 443015.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-42 N/A 3136BWLP9 2055-06-25 5.2119 N/A 1320000.00 1008991.88 Agency Collateralized Mortgage Obligation FHLMC_3531 N/A 31398CUX4 2039-05-15 4.48671 N/A 1745000.00 20674.62 Agency Collateralized Mortgage Obligation GNMA_26-47E N/A 38385NPJ7 2056-03-20 2.01777 N/A 100000000.00 6760654.10 Agency Collateralized Mortgage Obligation FNMA_25-70C N/A 3136BXKF0 2055-09-25 5.0619 N/A 1400000.00 1298319.25 Agency Collateralized Mortgage Obligation GNMA_20-167P N/A 38382LDU2 2050-11-20 3.5 N/A 44016000.00 3497377.59 Agency Collateralized Mortgage Obligation GNMA_26-30N N/A 38385MGM2 2056-02-20 1.42706 N/A 200000000.00 10423219.70 Agency Collateralized Mortgage Obligation GNMA_11-141 N/A 38377YK33 2041-10-20 2.31048 N/A 72589000.00 602274.27 Agency Collateralized Mortgage Obligation FHSTR_402 N/A 3133Q3CY5 2053-09-25 5.0119 N/A 50000000.00 28791155.68 Agency Collateralized Mortgage Obligation FHLMC_4999N N/A 3137FV4P4 2044-03-25 2.17362 N/A 43898226.00 1136263.90 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 2.32362 N/A 141990914.00 2530947.66 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHB6 2048-05-25 2.32362 N/A 82712887.00 7727763.04 Agency Collateralized Mortgage Obligation FNMA_25-52F N/A 3136BWWK8 2051-09-25 5 N/A 1525000.00 1313783.37 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRM5 2054-12-25 0.05 N/A 38010000.00 17271.83 Agency Collateralized Mortgage Obligation GNMA_25-208E N/A 38385KKL3 2055-12-20 0.32706 N/A 270000000.00 2326453.41 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_24-93 N/A 3136BTJ53 2054-12-25 5.1619 N/A 5500000.00 3283173.55 Agency Collateralized Mortgage Obligation GNMA_26-30C N/A 38385MAQ9 2056-02-20 2.57706 N/A 55983823.00 4948563.07 Agency Collateralized Mortgage Obligation FNMA_20-12B N/A 3136B8H51 2050-03-25 2.27362 N/A 110398000.00 3759917.20 Agency Collateralized Mortgage Obligation FNMA_20-26E N/A 3136B9YP6 2050-05-25 2.17362 N/A 11870512.00 495125.55 Agency Collateralized Mortgage Obligation FNMA_24-47B N/A 3136BSGS8 2054-07-25 1.5381 N/A 30000000.00 395008.39 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LEW4 2056-01-20 2.42706 N/A 130000000.00 13142196.40 Agency Collateralized Mortgage Obligation FHLMC_5502D N/A 3137HJSP3 2035-12-25 5.5 N/A 1200000.00 1127502.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_17-68 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 1092475.40 Agency Collateralized Mortgage Obligation FNMA_15-16C N/A 3136ANAH0 2045-04-25 4.5 N/A 50000000.00 955965.95 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKU1 2049-08-25 2.22362 N/A 52006853.00 4594089.85 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNA_17-M7 N/A 3136AV7G8 2027-02-25 2.961 N/A 4394000.00 3184322.39 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-32 N/A 3136B1C69 2048-05-25 2.82755 N/A 3000000.00 637996.85 Agency Collateralized Mortgage Obligation FNMA_11-146 N/A 3136A3KB6 2042-01-25 2.22362 N/A 128376008.00 727009.06 Agency Collateralized Mortgage Obligation FNMA_19-83B N/A 3136B8BC2 2050-01-25 2.17362 N/A 6305000.00 307944.45 Agency Collateralized Mortgage Obligation FNMA_25-27D N/A 3136BVKS6 2049-09-25 2.27362 N/A 70650117.00 6749738.11 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K124 N/A 3137F9CT6 2030-12-25 1.658 N/A 500000.00 445774.33 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRU7 2054-12-25 0.05 N/A 38010000.00 22218.94 Agency Collateralized Mortgage Obligation FHLMC_5543A N/A 3137HLLM2 2052-02-25 5 N/A 8075000.00 5257746.11 Agency Collateralized Mortgage Obligation FHLMC_4853A N/A 3137FKT48 2049-02-15 2.81329 N/A 26168899.00 663318.28 Agency Collateralized Mortgage Obligation GNMA_26-30H N/A 38385MBM7 2056-02-20 1.36706 N/A 350000000.00 16922130.93 Agency Collateralized Mortgage Obligation FHLMC_5386C N/A 3137HBXV1 2054-03-25 4.9119 N/A 2289000.00 1293405.60 Agency Collateralized Mortgage Obligation GNMA_25-196A N/A 38385JEB5 2055-11-20 0.05 N/A 50000000.00 42790.67 Agency Collateralized Mortgage Obligation FNMA_15-79 N/A 3136AQKZ2 2045-11-25 2.47362 N/A 24418550.00 307136.64 Agency Collateralized Mortgage Obligation GNMA_23-31 N/A 38381HZ79 2057-02-16 3.6 N/A 32000000.00 28359611.97 Agency Collateralized Mortgage Obligation FNMA_25-27F N/A 3136BVKW7 2049-03-25 2.17362 N/A 50544901.00 4084259.53 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 2.68833 N/A 119039665.00 848298.10 Agency Collateralized Mortgage Obligation GNMA_26-30B N/A 38385MAK2 2056-02-20 1.97706 N/A 124759844.00 12406070.96 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-30A N/A 3136ANRY5 2045-05-25 1.82362 N/A 41575000.00 313754.71 Agency Collateralized Mortgage Obligation FHLMC_4906F N/A 3137FNWB2 2049-09-25 2.27362 N/A 550000.00 18480.77 Agency Collateralized Mortgage Obligation FNMA_12-30N N/A 3136A5WR3 2041-04-25 4.5 N/A 44297665.00 25447.09 Agency Collateralized Mortgage Obligation FHLMC_40 10 N/A 3137AMTR8 2042-01-15 4.5 N/A 22049000.00 77317.48 Agency Collateralized Mortgage Obligation FNMA_24-67 N/A 3136BSPM1 2054-09-25 4.8319 N/A 2345000.00 1536627.54 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MJ84 2057-09-16 0.25 N/A 2000000.00 18689.87 Agency Collateralized Mortgage Obligation FNMA_22-10 N/A 3136BL4A5 2040-05-25 2.25 N/A 250000.00 125704.68 Agency Collateralized Mortgage Obligation FHLMC_3232 N/A 31397BP39 2036-10-15 4.23671 N/A 750000.00 4919.16 Agency Collateralized Mortgage Obligation FHLMC_2314 N/A 3133TTPX3 2029-06-15 4.18671 N/A 15000000.00 7982.89 Agency Collateralized Mortgage Obligation FHLMC_5518C N/A 3137HK4E1 2055-03-25 1.5181 N/A 99799291.00 2420152.66 Agency Collateralized Mortgage Obligation FHLMC_5507A N/A 3137HJPB7 2035-11-25 6 N/A 5240167.00 601453.35 Agency Collateralized Mortgage Obligation FNMA_15-27C N/A 3136ANWP8 2045-05-25 1.82362 N/A 85000000.00 1065890.32 Agency Collateralized Mortgage Obligation FHLMC_5543A N/A 3137HLKX9 2055-06-25 0.1 N/A 27000000.00 41903.23 Agency Collateralized Mortgage Obligation FHLMC_4621A N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 661407.14 Agency Collateralized Mortgage Obligation FHLMC_5114H N/A 3137H0QK7 2047-06-15 2.21329 N/A 62164503.00 3218630.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-220 N/A 38381HN49 2064-10-16 3 N/A 200000.00 142839.00 Agency Collateralized Mortgage Obligation FNMA_03-7 N/A 31392HX40 2033-02-25 4.52638 N/A 14725164.00 24050.92 Agency Collateralized Mortgage Obligation FHLMC_5536A N/A 3137HL5B4 2055-04-25 4.9619 N/A 29922383.00 26081593.94 Agency Collateralized Mortgage Obligation FNMA_26-22C N/A 3136G5HR4 2056-04-25 1.22777 N/A 217184174.00 8870806.87 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3780 N/A 3137A4T98 2040-12-15 2.71329 N/A 46000000.00 227722.25 Agency Collateralized Mortgage Obligation FNMA_04-91B N/A 31394BYN8 2034-12-25 4.12638 N/A 700000.00 4274.10 Agency Collateralized Mortgage Obligation GNMA_25-40A N/A 38381MDH0 2067-01-16 5 N/A 328571.00 321367.30 Agency Collateralized Mortgage Obligation FHLMC_4954A N/A 3137FR3C3 2050-02-25 2.27362 N/A 136016008.00 3748181.81 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILYSTRUCTURED PASS THROUGH FHMS_K083 N/A 3137FJXV6 2028-09-25 4.05 N/A 4120000.00 4120304.88 Agency Collateralized Mortgage Obligation FNMA_19-68H N/A 3136B6N90 2049-11-25 2.22362 N/A 32999250.00 1109148.40 Agency Collateralized Mortgage Obligation FNMA_23-28D N/A 3136BQAQ2 2050-05-25 3.5 N/A 27569821.00 3819017.17 Agency Collateralized Mortgage Obligation FHLMC_4898A N/A 3137FMPL0 2049-07-15 2.31329 N/A 56459014.00 1143588.49 Agency Collateralized Mortgage Obligation FHLMC_38-38 N/A 3137AA3G6 2041-04-15 2.76329 N/A 21899370.00 272723.96 Agency Collateralized Mortgage Obligation FNMA_18-38B N/A 3136B1R63 2048-06-25 2.42362 N/A 80378666.00 1360250.62 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 2.26329 N/A 52600000.00 904933.60 Agency Collateralized Mortgage Obligation GNMA_26-47B N/A 38385NRV8 2056-03-20 1.38178 N/A 106722689.00 5882790.58 Agency Collateralized Mortgage Obligation FNMA_12-82 N/A 3136A7NM0 2042-08-25 2.29362 N/A 68500000.00 277412.53 Agency Collateralized Mortgage Obligation FHLMC_5632C N/A 3137HQ3A7 2056-02-25 0.05 N/A 36321660.00 50346.34 Agency Collateralized Mortgage Obligation FHLK_15-20 N/A 3137FYTX4 2036-02-25 2.438 N/A 250000.00 206526.42 Agency Collateralized Mortgage Obligation GNMA_25-208A N/A 38385KHC7 2055-12-20 1.77706 N/A 100000000.00 4689355.08 Agency Collateralized Mortgage Obligation FHLMC_5502A N/A 3137HJTE7 2055-02-25 1.87491 N/A 132000000.00 3027063.98 Agency Collateralized Mortgage Obligation FHLMC_5639E N/A 3137HQSE2 2056-03-25 0.7381 N/A 80000000.00 1840307.48 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 2.22362 N/A 46553866.00 2039061.64 Agency Collateralized Mortgage Obligation FHLMC_5128D N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1427519.19 Agency Collateralized Mortgage Obligation FNMA_12-58B N/A 3136A6JP0 2042-06-25 4.27638 N/A 30284159.00 1130333.45 Agency Collateralized Mortgage Obligation FHLMC_4877D N/A 3137FLXC3 2049-04-15 4 N/A 5931012.00 129642.28 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-25 N/A 3136B4ZB7 2049-06-25 2.27362 N/A 118240000.00 3712526.06 Agency Collateralized Mortgage Obligation FHLMC_4257G N/A 3137B5A45 2028-10-15 4.5 N/A 21404100.00 87.84 Agency Collateralized Mortgage Obligation FHLMC_5617F N/A 3137HPNL3 2049-09-25 2.27362 N/A 64502160.00 5987458.22 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KJ45 N/A 3137HA4L7 2031-01-25 4.66 N/A 7480000.00 7581446.25 Agency Collateralized Mortgage Obligation FHLMC_5563A N/A 3137HMLG3 2055-08-25 1.4881 N/A 40625000.00 1346655.43 Agency Collateralized Mortgage Obligation FNMA_25-8C N/A 3136BURC6 2055-02-25 1.4381 N/A 77000000.00 1464992.33 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_01-38 N/A 313920QJ2 2031-08-25 4.27638 N/A 6000000.00 665.31 Agency Collateralized Mortgage Obligation FHLMC_5639C N/A 3137HQMQ1 2056-03-25 4 N/A 12172820.00 9899537.75 Agency Collateralized Mortgage Obligation FNMA_25-27E N/A 3136BVKV9 2049-08-25 4.499986 N/A 535378.00 93739.80 Agency Collateralized Mortgage Obligation FNMA_25-27C N/A 3136BVKQ0 2050-06-25 2.22362 N/A 88819952.00 8638631.08 Agency Collateralized Mortgage Obligation FNMA_10-115 N/A 31398NPN8 2040-10-25 2.22362 N/A 33422321.00 250927.22 Agency Collateralized Mortgage Obligation FNMA_03-33 N/A 31393BGV1 2033-05-25 4.52638 N/A 1125000.00 4157.35 Agency Collateralized Mortgage Obligation FHSTR_326 N/A 3132HT3R5 2044-03-15 4.33671 N/A 1610000.00 186475.99 Agency Collateralized Mortgage Obligation GNMA_21-150 N/A 38381DB41 2062-07-16 1.4 N/A 7000000.00 4699555.62 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-35B N/A 3136ANM46 2045-06-25 1.81696 N/A 53140421.00 478783.20 Agency Collateralized Mortgage Obligation FHLMC_5579A N/A 3137HMZR4 2045-09-25 4.5 N/A 14103305.00 11785378.48 Agency Collateralized Mortgage Obligation FHLMC_3864 N/A 3137ABE23 2039-03-15 2.21329 N/A 135757553.00 221554.60 Agency Collateralized Mortgage Obligation GNMA_26-2B N/A 38385LDG0 2049-03-20 4.5 N/A 10741477.00 10569994.94 Agency Collateralized Mortgage Obligation GNMA_25-208E N/A 38385KHU7 2055-12-20 4 N/A 500000.00 34120.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_23-M8 N/A 3136BQSN0 2033-04-25 4.476 N/A 7660916.00 7679049.39 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014 N/A 3137F72J3 2055-10-25 2.7354 N/A 4539000.00 557106.60 Agency Collateralized Mortgage Obligation FHLMC_5617E N/A 3137HPNR0 2050-02-25 2.27362 N/A 75167131.00 7742176.34 Agency Collateralized Mortgage Obligation FNMA_22-62B N/A 3136BN2D7 2052-09-25 4.5 N/A 12871051.00 1562524.55 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 1.84362 N/A 59885082.00 655097.94 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPA2 2055-01-25 2.8881 N/A 74500000.00 2553474.33 Agency Collateralized Mortgage Obligation FRESB_20-SB78 N/A 30316KAF8 2040-07-25 9.21234 N/A 37640345.00 20959954.26 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5543 N/A 3137HLLC4 2055-06-25 5.1619 N/A 789000.00 572329.70 Agency Collateralized Mortgage Obligation FHLMC_5531A N/A 3137HKS39 2055-04-25 1.4381 N/A 31500000.00 952484.28 Agency Collateralized Mortgage Obligation FNMA_26-4A N/A 3136BYWE8 2053-08-25 4.5 N/A 24290000.00 23745919.53 Agency Collateralized Mortgage Obligation FHLMC_5470C N/A 3137HHCT6 2052-04-25 5 N/A 5105000.00 3069661.92 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 2.21329 N/A 14600000.00 83997.28 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 2.27362 N/A 36516371.00 853327.85 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-76 N/A 31396KBZ4 2036-08-25 4.17638 N/A 4769000.00 92656.43 Agency Collateralized Mortgage Obligation FHLMC_5606E N/A 3137HPCB7 2055-12-25 1.0881 N/A 215250018.00 6931134.50 Agency Collateralized Mortgage Obligation FREMF_19-K735 N/A 30298FAL8 2026-06-25 0 N/A 21497542.00 20744762.57 Agency Collateralized Mortgage Obligation FHLMC_4321C N/A 3137B8GM3 2044-03-15 3 N/A 9218577.00 11955783.68 Agency Collateralized Mortgage Obligation FHLMC_5649B N/A 3137HRAX7 2056-04-25 0.32777 N/A 50000000.00 799081.42 Agency Collateralized Mortgage Obligation GNMA_25-196J N/A 38385JGR8 2055-11-20 4.5 N/A 43402835.00 39698798.33 Agency Collateralized Mortgage Obligation FNMA_25-102E N/A 3136BYDE9 2055-12-25 1.7881 N/A 141430551.00 6831802.66 Agency Collateralized Mortgage Obligation FHLMC_4975D N/A 3137FT2T3 2050-05-25 2.22362 N/A 16666666.00 709065.50 Agency Collateralized Mortgage Obligation GNMA_26-2C N/A 38385LDP0 2056-01-20 2.00706 N/A 222241687.00 14157740.48 Agency Collateralized Mortgage Obligation GNMA_26-55 N/A 38384TSN3 2067-01-16 4.5 N/A 1196685.00 1062486.35 Agency Collateralized Mortgage Obligation FNMA_18-60C N/A 3136B2D82 2048-08-25 1.92362 N/A 23967000.00 442466.90 Agency Collateralized Mortgage Obligation FHLMC_5228J N/A 3137H7VH3 2047-01-25 2.220858 N/A 300000.00 19182.43 Agency Collateralized Mortgage Obligation FHLMC_4990G N/A 3137FUYM0 2050-07-25 2.32362 N/A 20581257.00 992772.90 Agency Collateralized Mortgage Obligation GNMA_20-61 N/A 38382EU70 2048-01-20 4.5 N/A 39141711.00 2776015.12 Agency Collateralized Mortgage Obligation FNMA_16-106A N/A 3136AUZG9 2047-01-25 2.22362 N/A 26845225.00 625859.24 Agency Collateralized Mortgage Obligation GNMA_26-55 N/A 38384TTD4 2058-11-16 4 N/A 1000000.00 979400.33 Agency Collateralized Mortgage Obligation FHLMC_5579A N/A 3137HMZV5 2045-09-25 4.5 N/A 1870167.00 1718505.49 Agency Collateralized Mortgage Obligation GNMA_19-59A N/A 38381VG20 2048-02-20 2.31048 N/A 96097941.00 2440895.26 Agency Collateralized Mortgage Obligation FHLMC_5639F N/A 3137HQQC8 2052-01-25 4.5 N/A 6548000.00 6464433.68 Agency Collateralized Mortgage Obligation GNMA_26-47A N/A 38385NNK6 2056-03-20 9.47756 N/A 9000000.00 9833786.29 Agency Collateralized Mortgage Obligation FHLMC_4601B N/A 3137BQUE5 2045-12-15 4 N/A 11966000.00 195091.91 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5482 N/A 3137HHLV1 2054-12-25 5.1619 N/A 1170377.00 1021501.44 Agency Collateralized Mortgage Obligation FNMA_23-57C N/A 3136BQQR3 2049-10-25 2.22362 N/A 54205919.00 3919605.00 Agency Collateralized Mortgage Obligation FHLMC_5606F N/A 3137HPBN2 2054-10-25 0.036813 N/A 36159866.00 26117.55 Agency Collateralized Mortgage Obligation GNMA_22-212 N/A 38383LWQ9 2046-09-20 5 N/A 10000000.00 10106146.67 Agency Collateralized Mortgage Obligation FHLMC_5565D N/A 3137HMGJ3 2055-08-25 4.8119 N/A 1000000.00 874892.29 Agency Collateralized Mortgage Obligation FNMA_12-40G N/A 3136A5BY1 2032-04-25 4.5 N/A 41753556.00 91737.97 Agency Collateralized Mortgage Obligation FNMA_26-22C N/A 3136G5LY4 2056-04-25 0.2 N/A 25000000.00 128233.33 Agency Collateralized Mortgage Obligation FNMA_15-35A N/A 3136ANL88 2045-06-25 1.82362 N/A 160000000.00 1185923.36 Agency Collateralized Mortgage Obligation FANNIE MAE REMICS FNMA_24-96 N/A 3136BTK85 2054-12-25 5.0619 N/A 2430000.00 1446637.32 Agency Collateralized Mortgage Obligation FHLMC_5121C N/A 3137H0LW6 2051-06-25 4 N/A 3873000.00 405305.33 Agency Collateralized Mortgage Obligation FHLMC_4194A N/A 3137B1JS2 2043-04-15 4 N/A 53867746.00 1023204.34 Agency Collateralized Mortgage Obligation FNMA_18-1A N/A 3136B0XB7 2048-02-25 2.37362 N/A 50000000.00 677620.85 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2X1 2046-10-25 2.22362 N/A 18582352.00 554321.52 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-103 N/A 3136A8C57 2042-09-25 4.17638 N/A 226474.00 21070.94 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K104 N/A 3137FREL1 2047-02-25 1.893742 N/A 7599992.00 503796.76 Agency Collateralized Mortgage Obligation FHLMC_5632B N/A 3137HPV67 2056-02-25 1.3881 N/A 107483620.00 3999413.81 Agency Collateralized Mortgage Obligation FNMA_16-53A N/A 3136AS4Y9 2046-08-25 2.22362 N/A 38400349.00 1246686.24 Agency Collateralized Mortgage Obligation FNMA_16-26D N/A 3136AR4L9 2042-11-25 1.00629 N/A 4820101.00 1420027.99 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 2048914.00 89909.58 Agency Collateralized Mortgage Obligation FHLMC_5596C N/A 3137HNTY4 2055-11-25 1.1381 N/A 61000000.00 1887955.34 Agency Collateralized Mortgage Obligation FNMA_25-102A N/A 3136BYCL4 2055-12-25 4.5 N/A 1691000.00 1434838.87 Agency Collateralized Mortgage Obligation FNMA_19-31 N/A 3136B5NQ4 2049-07-25 2.27362 N/A 14527000.00 526468.64 Agency Collateralized Mortgage Obligation FHLMC_4754D N/A 3137FDU42 2048-02-15 2.36329 N/A 11000000.00 272916.71 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5483 N/A 3137HHNF4 2054-07-01 4.9619 N/A 5930000.00 4199417.81 Agency Collateralized Mortgage Obligation GNMA_26-13 N/A 38384TPL0 2060-09-16 0.25 N/A 17039936.00 417739.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_24-51 N/A 38384KUP4 2054-03-20 4.67294 N/A 1713000.00 907766.34 Agency Collateralized Mortgage Obligation FHLMC_5481A N/A 3137HHRP8 2054-12-25 0.05 N/A 38010000.00 24205.73 Agency Collateralized Mortgage Obligation FNMA_19-71D N/A 3136B6B69 2049-11-25 2.27362 N/A 33282680.00 1079042.13 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-66 N/A 31394EKS6 2035-07-25 4.02638 N/A 2400000.00 7910.33 Agency Collateralized Mortgage Obligation FHLMC_2538 N/A 31393G5S9 2032-12-15 4.23671 N/A 57916989.00 75670.01 Agency Collateralized Mortgage Obligation GNMA_26-30M N/A 38385MCL8 2056-02-20 0.67706 N/A 293000000.00 5661643.10 Agency Collateralized Mortgage Obligation FHLMC_4491 N/A 3137BKT67 2040-03-15 6 N/A 12467233.00 79244.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_26-13 N/A 38384TNZ1 2057-07-16 4 N/A 10000000.00 9587129.19 Agency Collateralized Mortgage Obligation FHLMC_5326 N/A 3137HAFL5 2050-10-25 0 N/A 1637000.00 910510.32 Agency Collateralized Mortgage Obligation FHLMC_4016 N/A 3137ANAR6 2042-03-15 2.71329 N/A 120553652.00 676528.90 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 319852.34 Agency Collateralized Mortgage Obligation GNMA_26-47G N/A 38385NSU9 2056-03-20 4.5 N/A 21123716.00 19484346.65 Agency Collateralized Mortgage Obligation FHLMC_4923K N/A 3137FPZS7 2049-11-25 2.22362 N/A 24148291.00 1290513.81 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 2.22362 N/A 40777284.00 1388186.99 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 2.32362 N/A 36714285.00 200337.94 Agency Collateralized Mortgage Obligation FHLMC_K-S15 N/A 3137HASD9 2033-08-25 5.264 N/A 500000.00 515955.83 Agency Collateralized Mortgage Obligation FNMA_01-25A N/A 31359SS92 2031-06-25 4.47638 N/A 1000000.00 2222.11 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS-K1522 N/A 3137H4RF9 2035-11-25 1.912 N/A 4300000.00 3425903.90 Agency Collateralized Mortgage Obligation FHLMC_5007M N/A 3137FVLY6 2050-08-25 2.32362 N/A 4500000.00 257443.61 Agency Collateralized Mortgage Obligation FNMA_17-66B N/A 3136AYAL7 2047-09-25 4.12638 N/A 3500000.00 1031144.31 Agency Collateralized Mortgage Obligation GNMA_26-55 N/A 38384TST0 2067-01-16 0.6509 N/A 217034628.00 14223020.13 Agency Collateralized Mortgage Obligation GNMA_26-55 N/A 38384TTT9 2067-01-16 4.5 N/A 18482522.00 18491393.61 Agency Collateralized Mortgage Obligation FNMA_25-102C N/A 3136BYCT7 2055-12-25 1.7881 N/A 164996762.00 7810097.55 Agency Collateralized Mortgage Obligation FNMA_19-69C N/A 3136B7C66 2049-12-25 2.22362 N/A 4500000.00 135538.00 Agency Collateralized Mortgage Obligation FHLMC_4942G N/A 3137FQW90 2050-01-25 2.22362 N/A 23332918.00 858269.06 Agency Collateralized Mortgage Obligation GNMA_20-47J N/A 38382EBX4 2050-01-20 3.5 N/A 14462032.00 203102.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5050 N/A 3137F7Q40 2050-10-25 3 N/A 1816856.00 169730.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-18 N/A 3136BVAP3 2054-08-25 5.0619 N/A 564000.00 391531.95 Agency Collateralized Mortgage Obligation GNMA_25-221 N/A 38381SEB9 2067-09-16 0.95803 N/A 109198355.00 8869838.83 Agency Collateralized Mortgage Obligation FHLMC_3762 N/A 3137A3QW2 2040-11-15 2.81329 N/A 21863608.00 237068.29 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3621 N/A 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FHLMC_3702 N/A 3137A1G98 2032-08-15 4.23671 N/A 790000.00 19159.81 Agency Collateralized Mortgage Obligation FHMS-K533 N/A 3137HHW23 2029-12-25 4.23 N/A 23750000.00 23815906.25 Agency Collateralized Mortgage Obligation GNMA_26-30J N/A 38385MBU9 2037-03-20 4.5 N/A 7110147.00 6977570.16 Agency Collateralized Mortgage Obligation FNMA_11-126 N/A 3136A2WU3 2041-12-25 2.17362 N/A 107252046.00 473452.41 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 2.22362 N/A 50000000.00 247003.93 Agency Collateralized Mortgage Obligation GNMA_26-2G N/A 38385LER5 2056-01-20 1.36706 N/A 354945910.00 17765907.96 Agency Collateralized Mortgage Obligation FHLMC_4939C N/A 3137FQG64 2049-12-25 4.27638 N/A 5722509.00 1632472.97 Agency Collateralized Mortgage Obligation FNMA_19-38H N/A 3136B5ES0 2049-07-25 4.22638 N/A 31967403.00 7019495.82 Agency Collateralized Mortgage Obligation FHLMC_40-76 N/A 3137ASG40 2042-07-15 2.91329 N/A 23218083.00 153564.90 Agency Collateralized Mortgage Obligation FHLMC_3714 N/A 3137A0XK6 2040-08-15 4.5 N/A 3137193.00 4028955.26 Agency Collateralized Mortgage Obligation FHLMC_5568C N/A 3137HMNF3 2055-08-25 2.1381 N/A 300000000.00 17131063.91 Agency Collateralized Mortgage Obligation FHLMC_5639H N/A 3137HQR29 2056-03-25 1.3381 N/A 100000000.00 2267871.11 Agency Collateralized Mortgage Obligation FHLMC_4918B N/A 3137FP3P8 2049-10-25 2.27362 N/A 37957596.00 678651.62 Agency Collateralized Mortgage Obligation FHLMC_38-1 N/A 3137A6KN1 2031-02-15 1.27861 N/A 6000000.00 1022172.18 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_K-164 N/A 3137HDUV0 2034-05-25 5 N/A 15000000.00 15483939.99 Agency Collateralized Mortgage Obligation FNMA_15-29 N/A 3136ANUF2 2045-05-25 1.87362 N/A 61902119.00 810426.37 Agency Collateralized Mortgage Obligation GNMA_26-31B N/A 38381SJY4 2068-05-16 1.04242 N/A 217831233.00 20414879.23 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHA8 2050-03-25 2.22362 N/A 27901889.00 2355495.29 Agency Collateralized Mortgage Obligation GNMA_13-29 N/A 38378KAB5 2045-10-16 1.767 N/A 400000.00 10901.89 Agency Collateralized Mortgage Obligation FNMA_17-54 N/A 3136AXFG5 2046-05-25 3 N/A 9526000.00 2429034.22 Agency Collateralized Mortgage Obligation FNMA_02-4D N/A 31392BXH4 2032-02-25 4.32638 N/A 3450000.00 2127.83 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_22-M13 N/A 3136BNX43 2032-06-25 2.586 N/A 1450000.00 1315219.60 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_02-91 N/A 31392HAK9 2033-01-25 4.32638 N/A 1500000.00 3858.89 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_25-69 N/A 3136BWC20 2055-08-25 5 N/A 2500000.00 2335453.74 Agency Collateralized Mortgage Obligation FNMA_13-44 N/A 3136ADA90 2043-05-25 2.97362 N/A 69433333.00 863594.63 Agency Collateralized Mortgage Obligation FHLMC_5437A N/A 3137HF6J9 2054-08-25 1.3881 N/A 51662435.00 1003140.86 Agency Collateralized Mortgage Obligation FNMA_21-25B N/A 3136BHDU0 2050-07-25 3.5 N/A 26764306.00 2061518.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5268 N/A 3137H94J5 2045-05-25 4.5 N/A 2250000.00 1354836.90 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 794473.37 Agency Collateralized Mortgage Obligation FNMA_13-70 N/A 3136AEZ67 2043-07-25 3 N/A 1400000.00 1881205.01 Agency Collateralized Mortgage Obligation FNMA_26-22C N/A 3136G5LX6 2056-04-25 0.82777 N/A 25000000.00 757399.04 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0.0881 N/A 25000000.00 618664.08 Agency Collateralized Mortgage Obligation FNMA_25-102B N/A 3136BYCR1 2055-12-25 1.1381 N/A 123916130.00 3796903.54 Agency Collateralized Mortgage Obligation GNMA_26-55 N/A 38384TSK9 2058-11-16 4.5 N/A 26095238.00 25827344.28 Agency Collateralized Mortgage Obligation FNMA_12-134H N/A 3136AATF2 2042-12-25 2.37362 N/A 240214.00 2448.79 Agency Collateralized Mortgage Obligation FHLMC_5617F N/A 3137HPNK5 2049-09-25 4.5 N/A 423524.00 69372.69 Agency Collateralized Mortgage Obligation FHLMC_4745E N/A 3137FDCZ3 2047-09-15 4 N/A 2153949.00 2841143.77 Agency Collateralized Mortgage Obligation GNMA_24-178 N/A 38381LYN6 2066-07-16 4 N/A 1514119.00 1168523.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-15 N/A 38382MY37 2051-01-20 3.5 N/A 39654744.00 3851421.58 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_24-94 N/A 3136BTK44 2054-09-01 5.0819 N/A 1605000.00 1156630.99 Agency Collateralized Mortgage Obligation FHLMC_42-40 N/A 3137B3VY1 2043-08-15 2.21329 N/A 300300000.00 4147928.35 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 2.67362 N/A 91164018.00 606002.88 Agency Collateralized Mortgage Obligation FHLMC_5585C N/A 3137HNFK9 2055-10-25 1.7381 N/A 15000000.00 738045.95 Agency Collateralized Mortgage Obligation FHLMC_5490E N/A 3137HJ5H6 2055-01-25 3.4881 N/A 75000000.00 4734064.85 Agency Collateralized Mortgage Obligation FHLMC_4473 N/A 3137BJAS2 2045-05-15 1.81329 N/A 36726000.00 294142.08 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0.16329 N/A 100864805.00 659900.90 Agency Collateralized Mortgage Obligation FNMA_12-31A N/A 3136A5HJ8 2040-10-25 4.5 N/A 21449334.00 560.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153 N/A 38382BUQ4 2049-12-20 4 N/A 6021688.00 440506.32 Agency Collateralized Mortgage Obligation FHLMC_5617C N/A 3137HPNG4 2056-01-25 4.5 N/A 42266502.00 40800992.88 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 2.31329 N/A 110603899.00 465584.51 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4929 N/A 3137FPL29 2049-10-25 2.17362 N/A 50404811.00 3020043.82 Agency Collateralized Mortgage Obligation FNMA_23-14B N/A 3136BPL33 2053-04-25 5.5 N/A 500000.00 579587.25 Agency Collateralized Mortgage Obligation GNMA_25-147 N/A 38381MG53 2059-10-16 4.75 N/A 314465.00 290493.13 Agency Collateralized Mortgage Obligation FNMA_12-141 N/A 3136AAAP0 2042-12-25 2.92362 N/A 45267000.00 631371.73 Agency Collateralized Mortgage Obligation GNMA_20-74B N/A 38382E4X2 2050-05-20 3.5 N/A 29290500.00 2198699.67 Agency Collateralized Mortgage Obligation FHLMC_4427 N/A 3137BGBD0 2045-01-15 1.81329 N/A 82000000.00 606272.95 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1139600.32 Agency Collateralized Mortgage Obligation GNMA_26-30F N/A 38385MBB1 2056-02-20 0.66706 N/A 75000000.00 1275367.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-97 N/A 38382VER6 2051-06-20 3 N/A 600000.00 320847.38 Agency Collateralized Mortgage Obligation FNMA_20-27G N/A 3136B87M5 2050-05-25 2.27362 N/A 22318291.00 1251884.88 Agency Collateralized Mortgage Obligation FHLMC_5210A N/A 3137H6WG6 2051-09-25 3 N/A 6489000.00 3392443.26 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 83728.68 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5570 N/A 3137HMM23 2055-05-25 5.0619 N/A 1641000.00 1264147.69 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHC4 2049-11-25 2.22362 N/A 69606673.00 5648010.72 Agency Collateralized Mortgage Obligation GNMA_26-30B N/A 38385MEG7 2056-02-20 4.52294 N/A 24729276.00 24582420.93 Agency Collateralized Mortgage Obligation GNMA_26-2D N/A 38385LDT2 2056-01-20 0.67706 N/A 120000000.00 1673264.07 Agency Collateralized Mortgage Obligation FHR_4924 N/A 3137FPEA9 2049-10-25 2.27362 N/A 45076729.00 1248152.75 Agency Collateralized Mortgage Obligation FHLMC_5083C N/A 3137FFP92 2051-03-25 3.5 N/A 1980418.00 1034892.49 Agency Collateralized Mortgage Obligation FHLMC_4983D N/A 3137FTWU7 2050-06-25 2.27362 N/A 23147541.00 1839146.92 Agency Collateralized Mortgage Obligation FANNIE MAE-ACES FNMA_18-M14 N/A 3136B27L0 2028-08-25 3.57751 N/A 1161000.00 1043577.20 Agency Collateralized Mortgage Obligation FHLMC_5639C N/A 3137HQN64 2056-03-25 4.5619 N/A 13357470.00 13101428.67 Agency Collateralized Mortgage Obligation FNMA_13-115 N/A 3136AG5U2 2043-11-25 4.5 N/A 91659666.00 551433.25 Agency Collateralized Mortgage Obligation FHLMC_4845B N/A 3137FK2D7 2048-12-15 4.08671 N/A 566758.00 156245.00 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 2.4881 N/A 25942664.00 1475434.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5515 N/A 3137HKJ62 2055-03-25 5.0619 N/A 789000.00 576433.34 Agency Collateralized Mortgage Obligation FHLMC_5606G N/A 3137HPBS1 2055-12-25 4.5 N/A 4569286.00 4406498.51 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGZ4 2049-11-25 2.27362 N/A 96587793.00 7979299.78 Agency Collateralized Mortgage Obligation FHLMC_5649B N/A 3137HRAY5 2056-04-25 0.37777 N/A 10000000.00 168919.62 Agency Collateralized Mortgage 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12288095.00 11927930.94 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2266 N/A 3133TQFM4 2030-11-15 4.23671 N/A 17300000.00 68.37 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4631 N/A 3137BSZD8 2046-11-15 4.28671 N/A 10300000.00 1691963.42 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVK6 2056-02-25 4.5 N/A 1698000.00 1388960.60 Agency Collateralized Mortgage Obligation FHLMC_4698E N/A 3137F1XP8 2047-07-15 6 N/A 6841485.00 179750.93 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4940 N/A 3137FQMB6 2049-07-25 4 N/A 56566666.00 2152557.84 Agency Collateralized Mortgage Obligation FNMA_16-84 N/A 3136AUKP5 2046-11-25 4.27638 N/A 19000000.00 3191238.29 Agency Collateralized Mortgage Obligation FHLMC_3471D N/A 31397WVW2 2035-08-15 2.26329 N/A 200000000.00 164348.32 Agency Collateralized Mortgage Obligation FHLMC_5632A N/A 3137HPVJ9 2056-01-25 4.5 N/A 2431374.00 2038220.82 Agency Collateralized Mortgage Obligation FHLMC_4094 N/A 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38384JG32 2054-02-20 6.5 N/A 4615384.00 265992.36 Agency Collateralized Mortgage Obligation GNRA 2024-069 CS N/A 38384MHA8 2054-04-20 0.05 N/A 24744000.00 22634.25 Agency Collateralized Mortgage Obligation GNRM 2022-085 IK N/A 38383R2G1 2051-05-20 3 N/A 100000.00 11015.89 Agency Collateralized Mortgage Obligation GNRA 2024-185 SE N/A 38385AAQ5 2054-11-20 2.2671 N/A 100000000.00 4498904.45 Agency Collateralized Mortgage Obligation GNRA 2012-113 SJ N/A 38378HSG2 2042-01-20 2.9605 N/A 22004881.00 1398.13 Agency Collateralized Mortgage Obligation GNRM 2025-110 IA N/A 38381NWL8 2049-12-20 3 N/A 5473270.00 897946.31 Agency Collateralized Mortgage Obligation GNRA 2025-216 SA N/A 38385KZK9 2055-12-20 0.5271 N/A 100000000.00 1685761.89 Agency Collateralized Mortgage Obligation GNRA 2024-022 IT N/A 38384JF58 2050-09-20 0.05 N/A 38974879.00 69401.18 Agency Collateralized Mortgage Obligation GNRM 2025-110 AI N/A 38381NWM6 2050-01-20 3.5 N/A 7915951.00 2998005.48 Agency Collateralized Mortgage 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3830145.79 Agency Collateralized Mortgage Obligation GNRM 2021-097 LI N/A 38382VHH5 2050-08-20 3 N/A 100000.00 8712.67 Agency Collateralized Mortgage Obligation GNRA 2024-046 IB N/A 38384MAR8 2054-03-20 0.06 N/A 50000000.00 48639.61 Agency Collateralized Mortgage Obligation GNRM 2025-155 NI N/A 38381U4J8 2055-09-20 5 N/A 5000000.00 883933.52 Agency Collateralized Mortgage Obligation GNRA 2024-203 BS N/A 38385BUB4 2054-12-20 2.4271 N/A 50000000.00 2323473.08 Agency Collateralized Mortgage Obligation GNRA 2023-168 IB N/A 38384D7W1 2053-11-20 0.01 N/A 50000000.00 3749.16 Agency Collateralized Mortgage Obligation GNRM 2025-178 BI N/A 38383BZ88 2052-03-20 6 N/A 14743000.00 1927375.89 Agency Collateralized Mortgage Obligation GNRM 2025-216 CI N/A 38385KM31 2054-08-20 6.5 N/A 3790940.00 596584.31 Agency Collateralized Mortgage Obligation GNRA 2019-153 BS N/A 38382BRK1 2049-12-20 2.2605 N/A 11185079.00 458164.60 Agency Collateralized Mortgage Obligation GNRA 2025-216 TD N/A 38385KB25 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Obligation GNRM 2025-140 AI N/A 38381QCG4 2051-04-20 5.5 N/A 8363636.00 776031.27 Agency Collateralized Mortgage Obligation 3 5/8 NOTE AD 30 N/A 91282CPA3 2030-09-30 3.625 N/A 28727000.00 28332003.75 U.S. Treasuries (including strips) FERM 4989MI 07/25/50 N/A 3137FUMA9 2050-07-25 6 N/A 23045957.00 1445509.70 Agency Collateralized Mortgage Obligation GNRA 2024-094 YS N/A 38384PJ43 2054-06-20 1.6771 N/A 67567336.00 2199897.15 Agency Collateralized Mortgage Obligation FERA 5337IC 09/25/53 N/A 3137HALW4 2053-09-25 0.05 N/A 36666667.00 21364.71 Agency Collateralized Mortgage Obligation GNRA 2024-134 CS N/A 38384VAN7 2054-02-20 0.01 N/A 24379061.00 4078.52 Agency Collateralized Mortgage Obligation GNRM 2024-046 OI N/A 38384MBX4 2049-06-20 4.5 N/A 30005441.00 7172311.93 Agency Collateralized Mortgage Obligation GNRA 2024-134 IG N/A 38384VCH8 2054-07-20 0.15 N/A 33174082.00 71061.69 Agency Collateralized Mortgage Obligation GNRA 2024-142 IB N/A 38384XAH6 2054-09-20 0.01 N/A 35000000.00 3698.14 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3695636.47 Agency Collateralized Mortgage Obligation GNMA_22-63T N/A 38383RDW4 2050-08-20 4.5 N/A 8980929.00 790922.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TCX1 2047-07-20 3.5 N/A 38936465.00 4591862.13 Agency Mortgage-Backed Securities GNMA_22-100E N/A 38383THN6 2050-01-20 2.26048 N/A 54720340.00 4095975.76 Agency Collateralized Mortgage Obligation GNMA_25-116U N/A 38381PE25 2050-09-20 2.92706 N/A 4807468.00 708974.47 Agency Collateralized Mortgage Obligation GNMA_41-97E N/A 38385BAZ3 2054-12-20 2.22706 N/A 130000000.00 2810804.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-9 N/A 38382MF61 2051-01-20 2.5 N/A 71997207.00 6278544.14 Agency Collateralized Mortgage Obligation GNMA_24-77B N/A 38384NPL3 2054-05-20 2.12706 N/A 45000000.00 1450528.69 Agency Collateralized Mortgage Obligation GNMA_25-139C N/A 38381QXE6 2055-08-20 2.22706 N/A 100000000.00 5119456.15 Agency 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Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UMM1 2049-02-20 4.5 N/A 6740010.00 469697.00 Agency Mortgage-Backed Securities GNMA_24-117G N/A 38384Q4N5 2047-05-20 4 N/A 6943298.00 907724.87 Agency Collateralized Mortgage Obligation GNMA_21-175D N/A 38383CE55 2051-10-20 0 N/A 125000000.00 1072678.10 Agency Collateralized Mortgage Obligation GNMA_25-100C N/A 38385GS59 2055-05-20 1.47706 N/A 106176411.00 1873486.13 Agency Collateralized Mortgage Obligation GNMA_25-40B N/A 38381MFC9 2066-03-16 0.80741 N/A 253401703.00 17757120.62 Agency Collateralized Mortgage Obligation FHLMC_5534 N/A 3137HL5Q1 2054-05-25 1.6381 N/A 20000000.00 554507.32 Agency Collateralized Mortgage Obligation GNMA_22-6B N/A 38383GJG7 2052-01-20 0 N/A 97543246.00 1021819.19 Agency Collateralized Mortgage Obligation FRESB_22-S104 N/A 30329QAE3 2042-09-25 0.11582 N/A 396528763.00 3562704.21 Agency Collateralized Mortgage Obligation FHLMC_5478A N/A 3137HHT92 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Collateralized Mortgage Obligation FHLMC_5000Q N/A 3137FVFL1 2048-05-25 5 N/A 19466144.00 761087.81 Agency Collateralized Mortgage Obligation GNMA_26-2N N/A 38385LMF2 2056-01-20 2.07706 N/A 82008192.00 6235329.01 Agency Collateralized Mortgage Obligation GNMA_25-23C N/A 38385DYS9 2050-07-20 2.32706 N/A 17658206.00 2027766.33 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PAR4 2055-07-20 0.82706 N/A 300000000.00 2650946.75 Agency Collateralized Mortgage Obligation GNMA_26-47D N/A 38385NPC2 2056-03-20 1.28178 N/A 66666624.00 3352241.52 Agency Collateralized Mortgage Obligation GNMA_24-97B N/A 38384PPU8 2054-03-20 2.12706 N/A 66146366.00 3056681.30 Agency Collateralized Mortgage Obligation FHLMC_5038P N/A 3137FXN53 2050-11-25 2.5 N/A 12500000.00 831985.47 Agency Collateralized Mortgage Obligation FNMA_25-87C N/A 3136BXWJ9 2055-10-25 1.0081 N/A 80119680.00 2398548.18 Agency Collateralized Mortgage Obligation GNMA_20-135 N/A 38380P5H3 2063-01-16 0.98703 N/A 44800000.00 1181689.62 Agency Collateralized Mortgage Obligation GNMA_24-167D N/A 38384YYT2 2054-10-20 1.77706 N/A 67782608.00 2741843.45 Agency Collateralized Mortgage Obligation FHLMC_5477B N/A 3137HHEA5 2050-11-25 3.5 N/A 26000000.00 4307145.81 Agency Collateralized Mortgage Obligation FHLMC_4912B N/A 3137FNQH6 2049-06-25 2.27362 N/A 21189600.00 662942.16 Agency Collateralized Mortgage Obligation FHLMC_5093A N/A 3137FYKD7 2051-01-25 3 N/A 21000000.00 2226586.82 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Y7 2053-10-20 2.65706 N/A 200000000.00 3143200.68 Agency Collateralized Mortgage Obligation FHLMC_5144F N/A 3137H26C3 2051-09-25 3 N/A 11250000.00 1033550.54 Agency Collateralized Mortgage Obligation FHLMC_5458A N/A 3137HFY66 2054-09-25 1.6381 N/A 60000000.00 3576691.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36188S3N4 2046-01-15 5 N/A 4263052.00 150593.79 Agency Mortgage-Backed Securities GNMA_23-60D N/A 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0.5381 N/A 50000000.00 475901.33 Agency Collateralized Mortgage Obligation GNMA_16-92 N/A 38379UWY8 2058-04-16 0.6087 N/A 77251864.00 184946.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618ML7E9 2056-01-20 6 N/A 4005394.00 4079506.00 Agency Mortgage-Backed Securities GNMA_21-225D N/A 38383FUB7 2051-12-20 0 N/A 37584545.00 226137.12 Agency Collateralized Mortgage Obligation FHLMC_5003D N/A 3137FVJ60 2050-08-25 2.32362 N/A 10000000.00 610520.49 Agency Collateralized Mortgage Obligation GNMA_26-30S N/A 38385MDR4 2056-02-20 1.97706 N/A 10000000.00 501246.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179U4B5 2049-10-20 3 N/A 61517.00 9192.33 Agency Mortgage-Backed Securities GNMA_16-78B N/A 38379XRL6 2046-06-20 4.5 N/A 17341919.00 58431.72 Agency Collateralized Mortgage Obligation FNMA_25-64B N/A 3136BWZ58 2055-08-25 1.4381 N/A 102844085.00 2456717.84 Agency Collateralized Mortgage Obligation FHLMC_5095D N/A 3137FYR32 2041-04-25 3.5 N/A 38764400.00 1750223.20 Agency Collateralized Mortgage Obligation FNMA_24-87G N/A 3136BTF32 2035-06-25 6 N/A 5461958.00 714695.23 Agency Collateralized Mortgage Obligation FHLMC_5037B N/A 3137F6KY2 2050-11-25 2 N/A 8750000.00 630475.45 Agency Collateralized Mortgage Obligation FHLMC_4990C N/A 3137FURT3 2050-07-25 4 N/A 28600000.00 2475432.64 Agency Collateralized Mortgage Obligation FHLMC_5054B N/A 3137F74V4 2035-12-25 1.5 N/A 33333333.00 640774.29 Agency Collateralized Mortgage Obligation GNMA_21-146H N/A 38382WH26 2051-08-20 3.5 N/A 37846775.00 4218035.70 Agency Collateralized Mortgage Obligation GNMA_24-183D N/A 38384XWF6 2054-11-20 0.52706 N/A 250000000.00 1555483.24 Agency Collateralized Mortgage Obligation FHLMC_5245A N/A 3137H8MB4 2052-08-25 1.6381 N/A 50477142.00 2862287.16 Agency Collateralized Mortgage Obligation GNMA_24-46N N/A 38384MCZ8 2053-09-20 2.82706 N/A 49423840.00 3689377.02 Agency Collateralized Mortgage Obligation GNMA_24-162H N/A 38384YQ38 2054-10-20 2.37706 N/A 132025496.00 4298222.16 Agency Collateralized Mortgage Obligation FHLMC_5123C N/A 3137H15R3 2050-05-25 3.5 N/A 75076104.00 6627085.70 Agency Collateralized Mortgage Obligation FNMA_19-52B N/A 3136B53Z6 2049-09-25 4 N/A 10910000.00 166141.61 Agency Collateralized Mortgage Obligation GNMA_21-225B N/A 38383FTV5 2051-12-20 0 N/A 37257309.00 227465.86 Agency Collateralized Mortgage Obligation FNMA_24-60E N/A 3136BSR72 2054-09-25 2.2381 N/A 75991008.00 5912020.41 Agency Collateralized Mortgage Obligation GNMA_24-144K N/A 38384WUL7 2054-09-20 3.02706 N/A 66820527.00 6021538.45 Agency Collateralized Mortgage Obligation GNMA_24-47D N/A 38381LAV4 2064-06-16 0.75 N/A 100000000.00 4802136.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202FAX4 2039-08-20 6 N/A 1062540.00 31272.68 Agency Mortgage-Backed Securities FNMA_20-40A N/A 3136B9P50 2050-06-25 3 N/A 11200000.00 1071818.82 Agency Collateralized Mortgage Obligation FHLMC_5070H N/A 3137F9WG2 2051-02-25 0.6181 N/A 173779557.00 2197300.44 Agency Collateralized Mortgage Obligation FHLMC_5058F N/A 3137F8D34 2050-04-25 2 N/A 15140384.00 862755.44 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-5 N/A 3136A3B75 2042-02-25 2.17362 N/A 46561688.00 258941.08 Agency Collateralized Mortgage Obligation GNMA_24-109A N/A 38384QM21 2054-07-20 2.77706 N/A 150000000.00 6361329.22 Agency Collateralized Mortgage Obligation FNMA_25-111E N/A 3136BYMH2 2056-01-25 1.8381 N/A 31393120.00 2033442.66 Agency Collateralized Mortgage Obligation FHLMC_5478A N/A 3137HHTB7 2054-02-25 1.3881 N/A 200000000.00 3234335.41 Agency Collateralized Mortgage Obligation FNMA_24-95B N/A 3136BTP64 2054-12-25 1.4381 N/A 72319325.00 3216778.08 Agency Collateralized Mortgage Obligation GNMA_20-191 N/A 38382MHB8 2050-12-20 0 N/A 72135472.00 271238.71 Agency Collateralized Mortgage Obligation FHLMC_5349D N/A 3137HASA5 2053-10-25 3.3881 N/A 50000000.00 1683397.80 Agency Collateralized Mortgage Obligation FHLMC_5511C N/A 3137HKLD4 2055-03-25 2.2381 N/A 75010210.00 4871139.82 Agency Collateralized Mortgage Obligation GNMA_26-47N N/A 38385NRG1 2056-03-20 1.87777 N/A 50000000.00 3493538.15 Agency Collateralized Mortgage Obligation GNMA_12-139 N/A 38378BV30 2053-02-16 0.64803 N/A 88199998.00 117838.19 Agency Collateralized Mortgage Obligation GNMA_23-116J N/A 38384EEX9 2053-08-20 6.5 N/A 3461536.00 511683.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618V02B6 2065-11-20 7 N/A 2247024.00 2351114.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MVWF6 2066-02-20 6 N/A 569722.00 584476.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36180C3W7 2043-02-15 2.5 N/A 950633.00 145156.54 Agency Mortgage-Backed Securities GNMA_21-97G N/A 38382VET2 2051-06-20 0 N/A 293394414.00 1790904.53 Agency Collateralized Mortgage Obligation GNMA_25-63A N/A 38385EZ56 2055-04-20 3.52706 N/A 30083968.00 2080208.11 Agency Collateralized Mortgage Obligation GNMA_25-4A N/A 38385CAJ7 2055-01-20 2.25206 N/A 200000000.00 11701403.75 Agency Collateralized Mortgage Obligation FNMA_20-36D N/A 3136B95E3 2050-06-25 3.5 N/A 26646000.00 2970426.46 Agency Collateralized Mortgage Obligation FNMA_24-60B N/A 3136BSQ40 2054-09-25 1.5881 N/A 43100000.00 2416563.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618V17L7 2065-12-20 7 N/A 7052251.00 7394323.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5A25 2054-11-20 4.5 N/A 11921669.00 10717306.96 Agency Mortgage-Backed Securities FHLMC_5402D N/A 3137HC3C4 2051-06-25 4 N/A 16086752.00 2754183.96 Agency Collateralized Mortgage Obligation GNMA_20-166A N/A 38382LPZ8 2050-11-20 0 N/A 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Securities FHLMC_5179C N/A 3137H5DD6 2051-12-25 3 N/A 29457333.00 1803524.58 Agency Collateralized Mortgage Obligation FNMA_24-73C N/A 3136BTBV4 2054-10-25 1.7381 N/A 68074862.00 4252804.76 Agency Collateralized Mortgage Obligation FNMA_21-3 N/A 3136BDYC6 2051-02-25 2.5 N/A 20385395.00 2480047.47 Agency Collateralized Mortgage Obligation FHLMC_5547D N/A 3137HLV33 2055-06-25 0.3381 N/A 100000000.00 1020573.72 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPZ32 2049-11-25 2.22362 N/A 22870000.00 1160804.24 Agency Collateralized Mortgage Obligation FNMA_24-93D N/A 3136BTH63 2054-12-25 1.4381 N/A 182000000.00 3039340.81 Agency Collateralized Mortgage Obligation FREMF_15-K1501 N/A 30292XAN1 2030-12-25 0.1 N/A 50628655.00 186532.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36180CDC0 2043-05-15 2.5 N/A 713726.00 120817.58 Agency Mortgage-Backed Securities FNMA_20-99K N/A 3136BDHS0 2051-01-25 3 N/A 16179000.00 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Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36295PNE8 2038-01-15 5.5 N/A 37715036.00 142956.74 Agency Mortgage-Backed Securities FREMF_18-K158 N/A 30308PAS9 2033-11-25 0.1 N/A 78207261.00 474587.78 Agency Collateralized Mortgage Obligation FNMA_24-76H N/A 3136BTPE7 2054-11-25 1.5881 N/A 31150000.00 673699.04 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 3.27706 N/A 136017000.00 4529370.34 Agency Collateralized Mortgage Obligation FHR-5087 N/A 3137FFMC8 2051-03-25 3 N/A 35000000.00 2767717.84 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 25000000.00 2759985.52 Agency Collateralized Mortgage Obligation GNMA_23-128A N/A 38384CPP8 2053-08-20 2.12706 N/A 99272705.00 4011378.89 Agency Collateralized Mortgage Obligation GNMA_20-57 N/A 38380PFH2 2060-01-16 1.79411 N/A 15700000.00 1161104.65 Agency Collateralized Mortgage Obligation FHLMC_5053G N/A 3137F7CD5 2050-12-25 3 N/A 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5407514.80 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 2.31048 N/A 100041.00 3756.98 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VPZ9 2030-01-01 6.129 N/A 10099.00 16.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTGN4 2054-06-01 5.5 N/A 1024.00 931.85 Agency Mortgage-Backed Securities FNMA_17-23A N/A 3136AV5K1 2047-04-25 2.32362 N/A 38000000.00 421129.37 Agency Collateralized Mortgage Obligation GNMA_25-98L N/A 38381NQL5 2055-06-20 5.07294 N/A 1043.00 857.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31389AZW6 2034-08-01 4.502 N/A 96824.00 3.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AU39 2055-09-01 6 N/A 1000.00 851.13 Agency Mortgage-Backed Securities GNMA_21-136A N/A 38382WQ75 2051-08-20 0 N/A 77680155.00 710137.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y2Q35 2048-08-01 4.5 N/A 1000.00 239.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225DKX1 2034-12-20 5.125 N/A 10131075.00 135289.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384V7K2 2040-10-01 5.258 N/A 46667.00 27.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CGNE3 2053-10-01 6 N/A 1000.00 796.72 Agency Mortgage-Backed Securities GNMA_14-118F N/A 38379EHH8 2044-08-16 1.81301 N/A 35501323.00 653956.14 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9XF3 2050-09-25 3 N/A 10000000.00 1103994.20 Agency Collateralized Mortgage Obligation FNMA_21-61E N/A 3136BGVA6 2049-04-25 2.5 N/A 3600000.00 408127.08 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 2.36048 N/A 4587781.00 399046.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SVH7 2047-01-20 5.5 N/A 13517.00 293.95 Agency Mortgage-Backed Securities FHLMC_5588E N/A 3137HNJD1 2052-01-25 2.5 N/A 141288.00 23024.85 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJS3 2053-11-01 6 N/A 1000.00 638.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405AEY5 2044-04-01 5.058 N/A 1170.00 9.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ALAJ7 2051-05-01 2 N/A 1001.00 530.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XHNQ5 2041-10-01 4 N/A 1002.00 74.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEF6 2052-08-01 2.5 N/A 1032.00 714.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN 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Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402Q4R9 2034-08-01 4.737 N/A 2172.00 11.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRBY5 2054-02-01 6.5 N/A 1000.00 621.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403DEV7 2036-03-01 5.495 N/A 32342.00 271.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JQN1 2055-11-01 4.5 N/A 1001.00 960.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWF24 2053-01-01 3.5 N/A 1000.00 747.08 Agency Mortgage-Backed Securities GNMA_24-157D N/A 38384WBY0 2053-08-20 0 N/A 6716768.00 3354422.70 Agency Collateralized Mortgage Obligation GNMA_25-115F N/A 38381PAR4 2055-07-20 0.82706 N/A 99038859.00 875155.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION 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31426SQS1 2055-07-01 6 N/A 1000.00 1025.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y3XC5 2048-10-01 4 N/A 1000.00 160.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385HJE3 2036-12-01 5.092 N/A 3339.00 1.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XEDB6 2031-02-01 4 N/A 1000.00 63.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDU4 2033-02-01 5.786 N/A 443000.00 2152.72 Agency Mortgage-Backed Securities FHLMC_5442C N/A 3137HF4S1 2054-08-25 0 N/A 5583107.00 2806529.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KH6N1 2050-06-01 2 N/A 1000.00 482.90 Agency Mortgage-Backed Securities FANNIE MAE FNMA_23-2 N/A 3136BPUY5 2050-10-25 2 N/A 4100003.00 412406.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJ3W0 2050-09-01 2.5 N/A 1000.00 451.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410WFC7 2037-06-01 5.629 N/A 8000.00 46.02 Agency Mortgage-Backed Securities GNMA_25-146B N/A 38381QUA7 2055-08-20 1.67706 N/A 100000000.00 3649518.19 Agency Collateralized Mortgage Obligation GNMA_25-146E N/A 38381QUT6 2054-04-20 0.02 N/A 21285519.00 13350.15 Agency Collateralized Mortgage Obligation GNMA_26-7A N/A 38385LAE8 2054-09-20 1.16706 N/A 167033338.00 4366074.68 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWVR7 2056-03-01 5.5 N/A 1024.00 1040.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B4HU2 2052-02-01 2.5 N/A 1000.00 642.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMQV0 2052-09-01 5 N/A 1000.00 575.25 Agency Mortgage-Backed Securities FHLMC_4794B N/A 3137F5MK2 2043-03-15 2.25425 N/A 200002.00 1537.98 Agency Collateralized Mortgage Obligation GNMA_25-48B N/A 38385DG59 2055-03-20 2.38706 N/A 341802.00 17501.95 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BHYL4 2052-08-01 4.5 N/A 1000.00 723.32 Agency Mortgage-Backed Securities GNMA_21-86J N/A 38382QQF0 2051-05-20 4.72648 N/A 300431.00 165141.09 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377ELA0 2040-04-20 1.91048 N/A 273000000.00 796834.83 Agency Collateralized Mortgage Obligation GNMA_24-64A N/A 38384MJU2 2054-04-20 2.02706 N/A 40120911.00 1619308.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTUS7 2054-08-01 3 N/A 1024.00 810.77 Agency Mortgage-Backed Securities FNMA_24-77 N/A 3136BTQK2 2053-10-25 4.9619 N/A 9628361.00 6587708.47 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VYA4 2028-10-01 5.187 N/A 287037.00 53.03 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_5085 N/A 3137FFZS9 2051-03-25 2 N/A 100000.00 9057.49 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MWT5 2055-04-01 5.5 N/A 1000.00 1006.40 Agency Mortgage-Backed Securities FNMA_26-3B N/A 3136BYUC4 2048-04-25 4.5 N/A 1020.00 996.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225DLA0 2035-01-20 5.625 N/A 1000000.00 18457.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JCSP0 2049-11-01 6.275 N/A 1185.00 1016.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0AW2 2053-09-01 6 N/A 1000.00 800.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EJSF6 2042-09-01 6.016 N/A 39934.00 1089.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHZ9 2053-08-01 5 N/A 1000.00 811.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407UMR5 2034-11-01 4.374 N/A 21670.00 166.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV7M1 2050-10-01 3 N/A 1024.00 318.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWVS5 2056-03-01 5.5 N/A 1024.00 1041.46 Agency Mortgage-Backed Securities GNMA_25-203C N/A 38385H4V6 2055-11-20 5.5 N/A 15077793.00 3315598.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427M5W7 2055-04-01 5.5 N/A 1024.00 990.38 Agency Mortgage-Backed Securities FHLMC_5588C N/A 3137HNJF6 2054-07-25 0 N/A 34186177.00 22061059.98 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGX5 2053-04-01 4.5 N/A 1000.00 798.81 Agency Mortgage-Backed Securities FNMA_20-M13A N/A 3136B9NV5 2030-09-25 1.22 N/A 9500000.00 191413.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403Y4M2 2034-03-01 5.572 N/A 1000.00 2.66 Agency Mortgage-Backed Securities FNMA_19-65 N/A 3136B7AY7 2059-11-25 1.851732 N/A 32166333.00 333438.29 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XNC92 2043-07-01 3 N/A 1000.00 131.87 Agency Mortgage-Backed Securities GNMA_24-97A N/A 38384PPQ7 2054-06-20 4.87294 N/A 2253552.00 988126.91 Agency Collateralized Mortgage Obligation FNMA_21-44C N/A 3136BHD55 2051-07-25 2.5 N/A 1000000.00 142700.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TKC8 2047-10-20 5.125 N/A 6945.00 378.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225CJS6 2029-04-20 5.625 N/A 10342197.00 9881.62 Agency Mortgage-Backed Securities GNMA_24-174A N/A 38384VSA6 2054-10-20 0 N/A 4849852.00 15.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV6K6 2050-07-01 3 N/A 1000.00 262.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408EJ94 2035-11-01 4.027 N/A 6002.00 30.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y9XU2 2049-02-01 4.5 N/A 1000.00 190.44 Agency Mortgage-Backed Securities GNMA_21-41N N/A 38382PCR1 2050-10-20 0 N/A 162051.00 56.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31390AHA1 2032-04-01 6.395 N/A 408080.00 1838.36 Agency Mortgage-Backed Securities GNMA_14-56 N/A 38379BCZ9 2039-12-16 2.31301 N/A 299424.00 1856.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WRAQ8 2040-12-01 4 N/A 1000.00 90.53 Agency Mortgage-Backed Securities FNMA_10-150 N/A 31397QAX6 2041-01-25 2.71362 N/A 27857143.00 333566.95 Agency Collateralized Mortgage Obligation GNMA_26-7A N/A 38385LAF5 2054-09-20 0.11 N/A 40000000.00 95009.08 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31386XY91 2041-02-01 5.058 N/A 2625000.00 4280.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEG4 2052-08-01 3 N/A 2000.00 1409.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVFY6 2055-01-01 6 N/A 1024.00 939.68 Agency Mortgage-Backed Securities FNMA_16-65A N/A 3136ATST2 2046-09-25 2.32362 N/A 31164258.00 397564.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV5Y7 2050-05-01 3.5 N/A 1000.00 211.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NWQ9 2055-05-01 6.5 N/A 1000.00 1032.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XLDC8 2042-12-01 3 N/A 1000.00 123.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426TH42 2055-07-01 6 N/A 1000.00 1021.05 Agency Mortgage-Backed Securities GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 19186226.00 1393171.82 Agency Collateralized Mortgage Obligation GNMA_20-126A N/A 38382HWQ9 2050-08-20 3 N/A 18485964.00 1572740.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417SK90 2034-05-01 6.295 N/A 6012.00 166.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EH5U2 2039-12-01 6.278 N/A 3384.00 63.31 Agency Mortgage-Backed Securities GNMA_25-203B N/A 38385H4S3 2053-06-20 0 N/A 28681773.00 21522847.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384VJ60 2028-07-01 5.236 N/A 548569.00 69.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3Q7 2050-10-20 2.5 N/A 16767591.00 1353711.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFS7 2052-12-01 5.5 N/A 1039.00 765.73 Agency Mortgage-Backed Securities GNMA_26-7B N/A 38385LAV0 2056-01-20 0.82706 N/A 100000000.00 1649616.75 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A94U6 2050-09-01 2 N/A 1000.00 508.41 Agency Mortgage-Backed Securities GNMA_21-49J N/A 38382PY97 2051-03-20 2.51048 N/A 101290.00 4295.08 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.5 N/A 1001.00 598.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31367W3V1 2029-09-01 5.5 N/A 964.00 0.10 Agency Mortgage-Backed Securities GNMA_21-155N N/A 38383AJY1 2051-07-20 2.51048 N/A 9108640.00 796648.56 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNGT4 2051-12-01 2 N/A 2239.00 1373.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402G7A5 2033-08-01 6.34 N/A 500000.00 510.80 Agency Mortgage-Backed Securities GNMA_25-64C N/A 38385EQ49 2055-04-20 1.74706 N/A 98815739.00 4448162.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BXQT1 2053-03-01 3 N/A 523054.00 402224.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-188 N/A 38383CRU6 2051-10-20 2 N/A 52763.00 24252.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C9KV4 2053-08-01 5 N/A 2000.00 1591.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJTY6 2044-01-01 3.5 N/A 2613607.00 201427.20 Agency Mortgage-Backed Securities FNMA_23-58G N/A 3136BQYA1 2053-12-25 0 N/A 7948724.00 4192551.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31362GM40 2028-01-01 4.59 N/A 597690.00 96.22 Agency Mortgage-Backed Securities GNMA_25-146A N/A 38381QTW1 2055-08-20 2.27706 N/A 250000000.00 11822292.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WWVC5 2032-04-01 7 N/A 1000.00 3.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4HB7 2039-09-01 6.5 N/A 2000.00 109.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JSJ89 2056-01-01 5.5 N/A 1088.00 1092.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNZX4 2052-04-01 2.5 N/A 1000.00 688.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSP69 2054-08-01 6 N/A 1000.00 850.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225DG99 2034-10-20 5.125 N/A 222897.00 2606.58 Agency Mortgage-Backed Securities GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 105591.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400VP89 2028-03-01 5.468 N/A 490831.00 218.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GUBC6 2055-03-01 5.5 N/A 1024.00 955.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WYW4 2055-08-01 6.5 N/A 1000.00 713.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KRJ5 2036-11-01 6.342 N/A 9022.00 17.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SEU7 2046-06-20 5.5 N/A 3199.00 135.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMV40 2044-04-01 6.029 N/A 38395.00 1870.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KK3X5 2051-01-01 2.5 N/A 1000.00 516.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XRP52 2044-06-01 6.215 N/A 2023.00 41.54 Agency Mortgage-Backed Securities FNMA_17-74B N/A 3136AX4Y8 2047-10-25 2.42362 N/A 452100.00 11488.38 Agency Collateralized Mortgage Obligation GNMA_25-95C N/A 38385GTM1 2055-05-20 1.45706 N/A 10890423.00 448966.60 Agency Collateralized Mortgage Obligation GNMA_25-146D N/A 38381Q2Q3 2053-02-20 0.05 N/A 33370779.00 36201.72 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407PWM6 2035-10-01 5.513 N/A 1126.00 6.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9US4 2033-04-01 3 N/A 1000.00 101.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31376JEU9 2036-05-01 4.586 N/A 64295045.00 736.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVLZ6 2051-07-01 3 N/A 1000.00 558.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JVL9 2055-11-01 5 N/A 1002.00 978.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XKZQ5 2042-12-01 3 N/A 2000.00 309.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B5ED0 2052-02-01 2.5 N/A 1000.00 629.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BFRF9 2052-07-01 5 N/A 1000.00 626.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SHA8 2046-07-20 5.375 N/A 1000.00 48.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ETND4 2046-05-01 6.05 N/A 82000.00 1775.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C9K44 2053-08-01 5.5 N/A 1039.00 789.20 Agency Mortgage-Backed Securities GNMA_22-153D N/A 38383YGA4 2052-09-20 4.62294 N/A 52007.00 38995.35 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401YXL4 2033-08-01 4.115 N/A 2609.00 48.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426NMW7 2055-05-01 5.5 N/A 1000.00 1007.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADUD8 2045-11-01 3.5 N/A 1000.00 272.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LDL50 2026-06-01 2.64 N/A 5000.00 4987.71 Agency Mortgage-Backed Securities GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 50858.31 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A06Y7 2035-07-01 5 N/A 1000.00 7.64 Agency Mortgage-Backed Securities GNMA_25-118D N/A 38381NG36 2052-03-20 6 N/A 1666667.00 60095.12 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AAKC5 2050-10-01 2 N/A 1000.00 519.62 Agency Mortgage-Backed Securities GNMA_20-11C N/A 38382B5H2 2048-10-20 1.17005 N/A 100044.00 601.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JUMK3 2056-02-01 5.5 N/A 1000.00 1016.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329MUS7 2043-04-01 3 N/A 1000.00 198.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRJM7 2053-06-01 5.5 N/A 1024.00 809.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYWS4 2042-05-01 2.5 N/A 1000.00 664.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN2R3 2052-09-01 4.5 N/A 2000.00 1410.74 Agency Mortgage-Backed Securities FNMA_12-128 N/A 3136A9RC4 2042-11-25 2.37362 N/A 30000000.00 335325.85 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406DAD8 2034-10-01 5.058 N/A 1001.00 11.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRTW4 2053-08-01 5.5 N/A 1028.00 825.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WGCK9 2054-06-01 6 N/A 1000.00 949.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426BCW4 2054-12-01 5 N/A 2000.00 1955.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQXY7 2053-04-01 5.5 N/A 2000.00 1564.11 Agency Mortgage-Backed Securities GNMA_23-176A N/A 38384DP84 2053-11-20 5.57294 N/A 1728894.00 511803.11 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133D1DP1 2054-11-01 6 N/A 1000.00 1009.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225EVV1 2039-11-20 5.125 N/A 3976062.00 127415.94 Agency Mortgage-Backed Securities GNMA_24-172B N/A 38384XRH8 2054-10-20 4.77294 N/A 762026.00 457462.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31384WNL0 2031-04-01 5.375 N/A 2805642.00 3083.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405RUS3 2034-12-01 6.095 N/A 1000.00 12.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225CYZ3 2033-08-20 5.375 N/A 3319077.00 12482.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403LC74 2033-11-01 4.396 N/A 17472.00 143.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPXJ2 2052-09-01 5 N/A 1000.00 763.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427DMP3 2055-10-01 6 N/A 2000.00 2067.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ATD40 2051-10-01 2 N/A 1000.00 521.99 Agency Mortgage-Backed Securities GNMA_13-188 N/A 38378PKQ0 2043-12-16 1.76301 N/A 88104086.00 778583.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KT53 2040-04-01 5.398 N/A 2052.00 51.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9RL3 2030-12-01 3 N/A 1000.00 84.16 Agency Mortgage-Backed Securities FNMA_24-65B N/A 3136BSJ48 2054-09-25 0.1 N/A 100984.00 214.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WG3V9 2035-01-01 6.5 N/A 2003.00 95.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EHY55 2038-08-01 6.037 N/A 1065.00 24.31 Agency Mortgage-Backed Securities GNMA_14-152 N/A 38379GYJ0 2044-10-20 1.81048 N/A 57000000.00 426797.37 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31373ULZ8 2031-02-01 5.066 N/A 2686.00 1.81 Agency Mortgage-Backed Securities FNMA_24-7 N/A 3136BQY78 2053-09-25 2.1381 N/A 33658623.00 854311.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SCK1 2046-05-20 5.5 N/A 23810.00 854.31 Agency Mortgage-Backed Securities FNMA_19-59F N/A 3136B6LD3 2049-10-25 2.248284 N/A 63684502.00 645498.50 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WJ2J1 2037-06-01 5 N/A 1001.00 9.96 Agency Mortgage-Backed Securities FHLMC_5371F N/A 3137HBDK7 2054-01-25 0 N/A 5357143.00 2413053.31 Agency Collateralized Mortgage Obligation FNMA_24-56C N/A 3136BSSY2 2054-08-25 3.4381 N/A 100224.00 5825.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427AYG6 2055-09-01 6.5 N/A 1000.00 946.33 Agency Mortgage-Backed Securities GNMA_25-146E N/A 38381QWF4 2054-05-20 2.27706 N/A 104260319.00 4753290.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WM3J3 2039-06-01 4.5 N/A 1000.00 68.57 Agency Mortgage-Backed Securities FNMA_24-65A N/A 3136BSH32 2054-09-25 0.05 N/A 39812468.00 60258.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XM5L5 2043-06-01 4 N/A 1001.00 135.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A16R0 2037-12-01 6.5 N/A 1005.00 4.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225DUX0 2035-10-20 5.125 N/A 3178468.00 69254.32 Agency Mortgage-Backed Securities FHLMC_3990 N/A 3137AL6H7 2027-01-15 2.86329 N/A 104231.00 6.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31408HFP5 2035-12-01 5.855 N/A 10035.00 148.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JVH9 2055-04-01 5 N/A 2000.00 1923.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUCT2 2054-07-01 5 N/A 1000.00 930.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225EW57 2040-01-20 5.75 N/A 1000000.00 29581.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNKA0 2052-07-01 5 N/A 1000.00 687.98 Agency Mortgage-Backed Securities GNMA_16-61 N/A 38379WE24 2046-05-20 2.26048 N/A 7000000.00 194192.74 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVLA1 2050-07-01 2.5 N/A 1000.00 451.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GDS9 2034-02-01 5.911 N/A 4007.00 30.80 Agency Mortgage-Backed Securities GNMA_25-164C N/A 38381UMP4 2054-08-20 2.92706 N/A 918795.00 65658.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622A3C73 2042-09-20 5.952 N/A 150901.00 24800.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427BXS9 2055-10-01 5 N/A 1001.00 983.18 Agency Mortgage-Backed Securities FHMS_16-K058 N/A 3137BSP64 2026-07-25 2.34 N/A 1118.00 119.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y3DD5 2048-09-01 5 N/A 1000.00 183.07 Agency Mortgage-Backed Securities FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.72362 N/A 40416958.00 308110.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KHWS1 2050-04-01 3 N/A 1000.00 350.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426WHJ2 2055-08-01 5.5 N/A 1000.00 913.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425YQB6 2054-12-01 4.5 N/A 1000.00 847.32 Agency Mortgage-Backed Securities GNMA_23-70A N/A 38384ADT7 2053-05-20 4.67294 N/A 512042.00 355658.78 Agency Collateralized Mortgage Obligation FNMA_19-M12 N/A 3136B5NX9 2029-06-25 0.562 N/A 19004000.00 263090.84 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLRF6 2051-04-01 2 N/A 2000.00 1080.49 Agency Mortgage-Backed Securities GNMA_22-197J N/A 38383LEZ9 2043-12-16 2.21301 N/A 687047.00 34506.67 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5DK8 2045-03-01 3 N/A 2000.00 225.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GW2A6 2055-11-01 5 N/A 1040.00 1019.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MQ54 2055-05-01 5.5 N/A 1000.00 851.13 Agency Mortgage-Backed Securities GNMA_24-61G N/A 38384MFB8 2054-04-20 5.75 N/A 362231.00 368296.44 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CXCZ1 2054-10-01 5.5 N/A 1000.00 618.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142JVQ43 2056-02-01 5 N/A 1000.00 993.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SRL3 2046-11-20 5.125 N/A 284707.00 9260.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31404PHL8 2034-03-01 5.635 N/A 258390.00 786.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31400C5B6 2033-02-01 6.01 N/A 4127.00 30.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BPHE1 2052-10-01 3 N/A 1000.00 763.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RG94 2034-01-01 5.783 N/A 250000.00 747.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WLBS6 2038-03-01 6 N/A 1984.00 27.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402Q4U2 2034-01-01 4.822 N/A 25235.00 346.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402RHU6 2042-08-01 5.058 N/A 12005.00 131.41 Agency Mortgage-Backed Securities GNMA_26-7C N/A 38385LAN8 2056-01-20 5.5 N/A 12073454.00 2530226.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31401Y2F1 2033-08-01 5.52 N/A 30958.00 212.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMYM1 2051-07-01 2 N/A 2000.00 1105.94 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_5018 N/A 3137FXC89 2050-10-25 2 N/A 400000.00 38611.92 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 1.21194 N/A 7534070.00 50874.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225EVW9 2039-11-20 5.125 N/A 743866.00 11902.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XPHT8 2043-11-01 5 N/A 1000.00 194.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKAF6 2050-10-01 2 N/A 1000.00 459.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KKS75 2050-12-01 2.5 N/A 1000.00 497.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WLTN8 2033-05-01 4.5 N/A 1000.00 31.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225EY89 2040-05-20 5.625 N/A 1500000.00 32457.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XP2Q0 2044-04-01 4.5 N/A 1000.00 138.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385XHB6 2033-05-01 5.489 N/A 242056.00 10.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31386G6N8 2040-11-01 5.258 N/A 4045000.00 2875.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W2W7 2052-04-20 3.5 N/A 14584720.00 9843139.76 Agency Mortgage-Backed Securities GNMA_09-13E N/A 38374TMZ4 2039-03-16 2.21301 N/A 50000000.00 149376.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EJAF5 2037-08-01 5.544 N/A 1008.00 66.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNFK4 2052-04-01 3.5 N/A 1000.00 619.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426MSM5 2055-05-01 5 N/A 3000.00 2393.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KWSG9 2056-01-20 6.5 N/A 183707.00 194784.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GJK0 2032-01-01 4.91 N/A 194785.00 133.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31371LPY9 2034-04-01 6 N/A 22449.00 420.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618BHKM7 2053-05-15 7 N/A 1000.00 924.68 Agency Mortgage-Backed Securities FNMA_24-94B N/A 3136BTK69 2054-08-25 0 N/A 33556300.00 15602422.58 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BBPP8 2052-05-01 3 N/A 1000.00 695.18 Agency Mortgage-Backed Securities FNMA_07-22E N/A 31396PW31 2037-03-25 2.97362 N/A 94696183.00 273858.64 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407YRJ0 2035-11-01 5.684 N/A 7127.00 57.48 Agency Mortgage-Backed Securities GNMA_25-82B N/A 38385F4B4 2055-05-20 0.1 N/A 50000000.00 51302.17 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C1FE5 2053-04-01 4.5 N/A 1000.00 836.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31405RNE2 2034-08-01 4.823 N/A 500000.00 4134.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427JVB1 2055-11-01 5 N/A 1001.00 923.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A26P2 2035-12-01 5 N/A 1002.00 33.71 Agency Mortgage-Backed Securities GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 814988.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407PJH2 2035-10-01 4.278 N/A 27310.00 186.23 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159 N/A 3137FKKM7 2029-12-25 3.95 N/A 2549.00 467.48 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 2.29362 N/A 6405661.00 265735.26 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 5184890.00 462754.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSK76 2052-06-01 3 N/A 1000.00 778.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WPJV7 2043-06-01 6.215 N/A 1000.00 35.49 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJZ94 2047-06-01 4 N/A 1000.00 97.44 Agency Mortgage-Backed Securities FHLMC_5069E N/A 3137F9C66 2051-02-25 3 N/A 6659455.00 601076.81 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCC5 2051-09-01 2.5 N/A 2000.00 1179.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GC50 2033-05-01 5.091 N/A 393000.00 4062.80 Agency Mortgage-Backed Securities FHLMC_5605A N/A 3137HP4R1 2052-12-25 5.5 N/A 20472076.00 2071884.71 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128S5YL2 2037-02-01 6.263 N/A 2358.00 111.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385HJD5 2034-09-01 5.461 N/A 10400000.00 3979.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403YF24 2034-01-01 6 N/A 5002.00 16.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31378EN53 2037-08-01 6.489 N/A 600000.00 2223.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWVU0 2056-03-01 5.5 N/A 1024.00 1040.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CRJX2 2054-08-01 6 N/A 1000.00 899.31 Agency Mortgage-Backed Securities GNMA_23-H16D N/A 38383KAV4 2073-06-20 0.45077 N/A 17900000.00 629659.38 Agency Collateralized Mortgage Obligation FNMA_26-3B N/A 3136BYUE0 2048-04-25 5 N/A 10164976.00 1235254.24 Agency Collateralized Mortgage Obligation GNMA_12-133B N/A 38377X3Y6 2042-10-20 0.66499 N/A 114751391.00 59370.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QMM0 2044-08-20 5.375 N/A 1719.00 22.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SY84 2047-02-20 5.5 N/A 1669999.00 130221.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425WS85 2054-12-01 4.5 N/A 1000.00 779.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31379MD71 2038-07-01 6.308 N/A 1744.00 1.03 Agency Mortgage-Backed Securities FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 108128.00 1.21 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLTJ6 2051-04-01 2 N/A 1000.00 565.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AFBY6 2051-01-01 2 N/A 1001.00 539.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRMP2 2054-04-01 5.5 N/A 1000.00 862.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KP6M5 2052-11-01 5 N/A 1001.00 754.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QY70 2045-01-20 5.625 N/A 1023.00 20.79 Agency Mortgage-Backed Securities GNMA_23-164J N/A 38384D7N1 2053-11-20 3.42706 N/A 14694534.00 723455.19 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411VHW2 2037-02-01 5.749 N/A 135000.00 765.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JNK1 2055-04-01 5.5 N/A 1000.00 834.23 Agency Mortgage-Backed Securities FNMA_21-42G N/A 3136BGAV3 2046-02-25 2.367408 N/A 10436192.00 215507.79 Agency Collateralized Mortgage Obligation FNMA_25-75B N/A 3136BXJQ8 2053-06-25 5.5 N/A 9395127.00 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1000.00 637.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31414FUW9 2038-09-01 6.636 N/A 1396000.00 4195.39 Agency Mortgage-Backed Securities FHLMC_4770C N/A 3137F35M2 2043-08-15 2.382991 N/A 76400829.00 642946.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WXH6 2052-02-20 2 N/A 153764864.00 92880289.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KH5E2 2050-06-01 2.5 N/A 1000.00 363.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418MKE1 2037-07-01 6.78 N/A 1339.00 4.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUXH5 2054-11-01 5.5 N/A 1000.00 886.51 Agency Mortgage-Backed Securities FHLMC_433 N/A 3137B83U9 2044-02-15 2.86329 N/A 100062.00 847.76 Agency Collateralized Mortgage Obligation GNMA_25-118E N/A 38381NC30 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2031-09-30 3.625 N/A 12725500.00 12465479.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMM0 2035-02-15 4.625 N/A 23143400.00 23834220.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 N/A 100.00 111.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHP9 2033-07-15 1.375 N/A 3999500.00 4193405.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 100.00 99.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 6857400.00 6990735.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKY6 2026-06-30 4.625 N/A 2289200.00 2320490.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLB5 2026-07-31 4.375 N/A 32508600.00 32808346.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 5788200.00 4873586.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 200.00 200.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 2000.00 1606.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKT7 2029-05-31 4.5 N/A 88875900.00 91833582.52 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2026-04-01 2026-04-01 2026-04-01 N N N 0.0367 800000000.00 800000000.00 0.0041 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.80343240 91282CKM2 254900HROIFWPRGM1V77 US91282CKM28 U.S. Treasury Debt Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-04-01 2026-04-30 2026-04-30 N N N 0.0380 2357081503.35 2357081503.35 0.0119 N Y Y N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 3.71000160 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-04-01 2028-01-07 2028-01-07 N N N 0.0377 648262922.31 648262922.31 0.0033 N N N N Fixed Income Clearing Corporation - BNY Fixed Income Clearing Corporation - BNY 3.66000000 N/A 549300H47WTHXPU08X20 BYJ1VEBB2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQF1 2033-03-31 4.25 N/A 811811100.00 816000045.28 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2026-04-01 2026-04-01 2026-04-01 N N N 0.0366 800000000.00 800000000.00 0.0041 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.66500160 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-04-01 2026-11-19 2026-11-19 N N N 0.0375 151281121.02 151281121.02 0.0008 N N N N U.S. Treasury Notes U.S. Treasury Notes 1.87500000 91282CEC1 254900HROIFWPRGM1V77 US91282CEC10 U.S. Treasury Debt Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2027-02-28 2027-02-28 2027-02-28 N N N 0.0376 487275471.23 487275471.23 0.0025 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.62999880 3130B8RU8 2549001DPIFGXC1TOL40 US3130B8RU85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-04-01 2026-04-28 2026-04-28 N N N 0.0367 443795513.18 443795513.18 0.0023 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.66000000 N/A 549300HN4UKV1E2R3U73 BYJ1VEA72 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y TINT 02/15/33 N/A 9128334V9 2033-02-15 0 N/A 1638.40 1230.85 U.S. Treasuries (including strips) TINT 11/15/49 N/A 912834VE5 2049-11-15 0 N/A 10.24 3.04 U.S. Treasuries (including strips) TINT 11/15/50 N/A 912834WJ3 2050-11-15 0 N/A 102.40 28.91 U.S. Treasuries (including strips) 3 7/8 TPRN 43 N/A 912803GQ0 2043-02-15 0 N/A 29500.00 12800.93 U.S. Treasuries (including strips) 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 N/A 1723600.00 2025936.93 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1 Moody's NR 2026-04-01 2026-04-01 2026-04-01 N N N 0.0366 2000000.00 2000000.00 0.0000 N Y Y N BlackRock Liquidity Funds 2026-04-07 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer