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1.82551 N/A 46965680.00 2264823.43 Agency Collateralized Mortgage Obligation FHLMC_5663 N/A 3137HRLB3 2056-05-25 2.34213 N/A 50000000.00 4116228.43 Agency Collateralized Mortgage Obligation GNMA_22-172B N/A 38383YT51 2052-10-20 1.82551 N/A 50000000.00 2379613.79 Agency Collateralized Mortgage Obligation FNMA_24-97E N/A 3136BUNB2 2055-01-25 0.41213 N/A 134000000.00 1309481.39 Agency Collateralized Mortgage Obligation GNMA_25-62G N/A 38385FPL9 2055-04-20 0.81551 N/A 101000000.00 997034.35 Agency Collateralized Mortgage Obligation GNMA_26-10D N/A 38385LT40 2056-01-20 2.82551 N/A 68879360.00 5630326.38 Agency Collateralized Mortgage Obligation GNMA_25-80B N/A 38385GCM9 2055-05-20 1.12551 N/A 88105472.00 1457430.19 Agency Collateralized Mortgage Obligation FHLMC_5038H N/A 3137FXPE2 2050-11-25 0.21213 N/A 12500000.00 131506.21 Agency Collateralized Mortgage Obligation GNMA_25-120F N/A 38381N6K9 2055-03-20 1.42551 N/A 152871168.00 4014372.47 Agency Collateralized Mortgage Obligation 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5452531.29 Agency Collateralized Mortgage Obligation GNMA_23-65E N/A 38384AGP2 2053-05-20 0.05 N/A 1998848.00 1964.77 Agency Collateralized Mortgage Obligation FHLMC_5362B N/A 3137HB6B5 2053-12-25 3.03213 N/A 48069184.00 1530149.63 Agency Collateralized Mortgage Obligation GNMA_23-84N N/A 38384AN41 2053-06-20 1.62551 N/A 60000000.00 687929.77 Agency Collateralized Mortgage Obligation GNMA_23-79F N/A 38384AY98 2053-06-20 2.17551 N/A 51000000.00 784099.13 Agency Collateralized Mortgage Obligation GNMA_23-190C N/A 38384GKQ2 2053-12-20 1.37551 N/A 100000000.00 908861.41 Agency Collateralized Mortgage Obligation GNMA_26-140R N/A 38385WRD8 2056-08-20 1.57551 N/A 100000000.00 2320297.61 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HBZ0 2053-12-20 6.5 N/A 769230.00 66066.74 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36225CWT9 2032-12-20 5.125 N/A 9535500.00 23365.58 Agency Mortgage-Backed Securities FNMA_11-130 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7752412.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XLK0 2052-11-20 6 N/A 1887726.00 786685.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617MSCK6 2050-04-20 4 N/A 3029720.00 605566.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6E78 2056-04-20 4.5 N/A 10426080.00 8969773.12 Agency Mortgage-Backed Securities GNMA_23-66C N/A 38384AQX4 2053-05-20 2.27551 N/A 30000000.00 717574.01 Agency Collateralized Mortgage Obligation GNMA_24-110Q N/A 38384QWN4 2054-07-20 2.10551 N/A 100000000.00 4236705.35 Agency Collateralized Mortgage Obligation GNMA_26-120A N/A 38385XHM7 2056-07-20 1.66551 N/A 146345984.00 8737240.98 Agency Collateralized Mortgage Obligation GNMA_23-147K N/A 38384DSN8 2051-05-20 2.37551 N/A 44733184.00 3606033.69 Agency Collateralized Mortgage Obligation GNMA_26-33B N/A 38385MQE9 2066-02-20 1.17551 N/A 35249664.00 528445.86 Agency Collateralized Mortgage Obligation GNMA_19-57H N/A 38381VTS9 2049-05-20 1.9847 N/A 67533824.00 596357.50 Agency Collateralized Mortgage Obligation GNMA_24-58E N/A 38384NEV3 2054-04-20 0.05 N/A 28999680.00 10721.36 Agency Collateralized Mortgage Obligation FHLMC_5425A N/A 3137HCZD7 2054-06-25 2.01213 N/A 128411392.00 1841020.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6SZ1 2056-09-20 4 N/A 5523480.00 5335374.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WBKH8 2056-08-20 6 N/A 2164424.00 2219809.16 Agency Mortgage-Backed Securities GNMA_21-160N N/A 38383AVE1 2051-09-20 0 N/A 127754752.00 370283.55 Agency Collateralized Mortgage Obligation GNMA_23-79C N/A 38384AX73 2053-06-20 2.12551 N/A 125000000.00 1849098.93 Agency Collateralized Mortgage Obligation GNMA_26-47N N/A 38385NRG1 2056-03-20 1.67551 N/A 50000000.00 2333059.19 Agency 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Agency Collateralized Mortgage Obligation FNMA_23-53H N/A 3136BQVN6 2053-11-25 2.11213 N/A 77150720.00 1291777.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618LWBC5 2055-11-20 7 N/A 1822872.00 1386584.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VDKB8 2066-04-20 6 N/A 21969280.00 21869942.07 Agency Mortgage-Backed Securities OVERNMENT NATIONAL MORTGAGE ASSO N/A 38378FED8 2042-09-20 0.7347 N/A 49995776.00 19961.73 Agency Collateralized Mortgage Obligation GNMA_25-5D N/A 38385CUY2 2055-01-20 2.07551 N/A 83109760.00 1808731.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618W3ZQ0 2056-07-20 6 N/A 2444724.00 2513437.26 Agency Mortgage-Backed Securities GNMA_17-167A N/A 38380H2J0 2047-11-20 2.1347 N/A 38234880.00 533078.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GX5Y8 2054-03-20 6 N/A 4263.00 2586.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KEZ55 2054-12-20 7 N/A 1050160.00 342495.68 Agency Mortgage-Backed Securities GNMA_23-146G N/A 38384DAY3 2053-10-20 2.47551 N/A 161538304.00 6150768.12 Agency Collateralized Mortgage Obligation GNMA_26-102B N/A 38385TDQ1 2056-06-20 0 N/A 195000000.00 1858643.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VHS2 2050-03-20 3 N/A 11306224.00 1540412.83 Agency Mortgage-Backed Securities GNMA_25-124K N/A 38381PHK2 2055-07-20 1.27551 N/A 39000000.00 937694.76 Agency Collateralized Mortgage Obligation GNMA_25-29B N/A 38385CN95 2055-02-20 2.77551 N/A 132528640.00 8004153.76 Agency Collateralized Mortgage Obligation GNMA_26-8A N/A 38385LQS0 2056-01-20 2.92551 N/A 34117632.00 2888596.32 Agency Collateralized Mortgage Obligation GNMA_24-58F N/A 38384NFA8 2054-04-20 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2026-12-18 N N N 0.0409 226673542.48 226673542.48 0.0012 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.96500040 3130BASJ7 2549001DPIFGXC1TOL40 US3130BASJ76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Aa1 Fitch AA+ 2026-11-02 2026-11-19 2026-11-19 N N N 0.0426 312276755.68 312276755.68 0.0017 N N N N Deutsche Bank AG Deutsche Bank AG 3.95000000 N/A 7LTWFZYICNSX8D621K86 BYJFYMHL2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MB1343 M N/A 3618N6P50 2056-07-20 5 N/A 19746632.00 18773431.27 Agency Mortgage-Backed Securities GNPL PN DN1444 N/A 3618M3S97 2061-04-15 5.3 N/A 120000.00 117587.68 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ2550 N/A 3140NWZQ1 2034-12-01 5.2 N/A 52471000.00 52511816.61 Agency Mortgage-Backed Securities FNMS 03.500 CLFA5737 N/A 3140W6LT7 2053-12-01 3.5 N/A 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Agency Mortgage-Backed Securities GNII SF MB0480 M N/A 3618N5RA9 2055-07-20 3 N/A 525842.00 426343.70 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8215 N/A 3132DWDU4 2052-05-01 4 N/A 25000.00 15561.95 Agency Mortgage-Backed Securities FNMS 06.500 CLFA7342 N/A 3140W8EQ7 2056-11-01 6.5 N/A 12162493.00 12509976.78 Agency Mortgage-Backed Securities FEPC 05.500 CLTB7114 N/A 3142K83Y1 2056-06-01 5.5 N/A 15067961.00 14716593.26 Agency Mortgage-Backed Securities FEPC 05.000 CLTA7356 N/A 3142JWE69 2056-03-01 5 N/A 6634311.00 6282460.48 Agency Mortgage-Backed Securities FEPC 06.500 CLTA1645 N/A 3142JPZK0 2055-12-01 6.5 N/A 1510222.00 1545308.30 Agency Mortgage-Backed Securities FNMS 04.000 CLBO1351 N/A 3140JVQD7 2049-08-01 4 N/A 1425000.00 203695.63 Agency Mortgage-Backed Securities 3 7/8 NOTE P 32 N/A 91282CNW7 2032-08-31 3.875 N/A 3003700.00 2874789.16 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 N/A 375000000.00 372475149.46 U.S. Treasuries (including 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CLMA5353 N/A 31418E5P1 2054-05-01 5.5 N/A 4350000.00 2921690.97 Agency Mortgage-Backed Securities GNII SF MB1413 M N/A 3618N6SB4 2056-09-20 5.5 N/A 3301235.00 3228227.95 Agency Mortgage-Backed Securities FEPC 06.500 CLTA4494 N/A 3142JS7G4 2056-01-01 6.5 N/A 3540602.00 3298104.26 Agency Mortgage-Backed Securities GNII SF MB1284 M N/A 3618N6NA1 2056-07-20 5 N/A 236333590.00 224050977.46 Agency Mortgage-Backed Securities FEPC 05.000 CLTB5258 N/A 3142K6ZY0 2056-06-01 5 N/A 8448305.00 7925617.64 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5350 N/A 3142K65L1 2056-06-01 5.5 N/A 3343692.00 3278480.02 Agency Mortgage-Backed Securities FEPC 06.500 CLTA0796 N/A 3142JN3E4 2055-11-01 6.5 N/A 1518223.00 1294488.28 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4971 N/A 3142K6QZ7 2056-06-01 5.5 N/A 10908256.00 9551832.62 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4390 N/A 3142K52Y8 2056-05-01 5.5 N/A 10791305.00 9055685.88 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1535 N/A 31427NV55 2055-06-01 6 N/A 100000000.00 83781640.96 Agency Mortgage-Backed Securities FEPC 05.500 CLTB2300 N/A 3142K3RW0 2056-05-01 5.5 N/A 3122736.00 3046835.42 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7831 N/A 3142K9VZ5 2056-07-01 5 N/A 5018624.00 4669613.76 Agency Mortgage-Backed Securities GNPL PN DJ4969 N/A 3618KRQW7 2060-04-15 5.75 N/A 100000.00 100519.47 Agency Mortgage-Backed Securities FHDN 01/06/27 N/A 313384AF6 2027-01-06 0 N/A 52813000.00 52406868.03 Agency Debentures and Agency Strips FKAR WG9014 N/A 31425SAP5 2035-05-01 4.5 N/A 75531000.00 71808228.07 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5529 N/A 3142K7EB1 2056-06-01 5.5 N/A 6196153.00 5703061.30 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5533 N/A 3142K7EF2 2056-06-01 5.5 N/A 3976555.00 3901622.78 Agency Mortgage-Backed Securities FEPC 06.500 CLTA0993 N/A 3142JPC74 2055-12-01 6.5 N/A 1231466.00 1255902.71 Agency Mortgage-Backed Securities GNPL PN DJ0407 N/A 3618KLNY9 2061-04-15 4.19 N/A 290000.00 267323.33 Agency Mortgage-Backed Securities FEPC 06.000 CLTC9791 N/A 3130G9XV2 2056-11-01 6 N/A 5397590.00 5419052.62 Agency Mortgage-Backed Securities 3 7/8 NOTE AA 30 N/A 91282CNK3 2030-06-30 3.875 N/A 350000000.00 344022513.59 U.S. Treasuries (including strips) FEPC 05.000 CLTB8127 N/A 3142KAA51 2056-06-01 5 N/A 4051186.00 3848804.61 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5530 N/A 3142K7EC9 2056-06-01 5.5 N/A 4924969.00 4821646.32 Agency Mortgage-Backed Securities 4 1/8 NOTE BG 28 N/A 91282CRH6 2028-08-31 4.125 N/A 300000000.00 299285104.97 U.S. Treasuries (including strips) FEPC 06.500 CLTA2511 N/A 3142JQYH6 2056-01-01 6.5 N/A 1392239.00 1419986.70 Agency Mortgage-Backed Securities 4 5/8 NOTE B 35 N/A 91282CMM0 2035-02-15 4.625 N/A 280509100.00 277020024.15 U.S. Treasuries (including strips) FEPC 06.000 CLTC9881 N/A 3130G92P9 2056-11-01 6 N/A 2165725.00 2180368.19 Agency Mortgage-Backed Securities FEPC 06.500 CLTA0984 N/A 3142JPCW9 2055-12-01 6.5 N/A 7545708.00 7373973.73 Agency Mortgage-Backed Securities GNPL PN DR2920 N/A 3618VBG50 2061-05-15 5.42 N/A 300000.00 298422.76 Agency Mortgage-Backed Securities FEPC 06.500 CLTA2947 N/A 3142JRHZ3 2055-12-01 6.5 N/A 1224300.00 1259655.66 Agency Mortgage-Backed Securities FEPC 06.000 CLTB8116 N/A 3142KAAS1 2056-07-01 6 N/A 1035688.00 1044907.66 Agency Mortgage-Backed Securities GNII SF MB1344 M N/A 3618N6P68 2056-08-20 5.5 N/A 251768672.00 245187682.93 Agency Mortgage-Backed Securities FEPC 06.000 CLTB8696 N/A 3142KAUW0 2056-07-01 6 N/A 2132845.00 2151540.42 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5531 N/A 3142K7ED7 2056-06-01 5.5 N/A 4572861.00 4486555.91 Agency Mortgage-Backed Securities FEPC 05.500 CLTB7614 N/A 3142K9N84 2056-07-01 5.5 N/A 8067972.00 7794926.41 Agency Mortgage-Backed Securities FEPC 05.500 CLTB4983 N/A 3142K6RD5 2056-06-01 5.5 N/A 2351600.00 2290808.84 Agency Mortgage-Backed Securities FEPC 06.500 CLTA6785 N/A 3142JVRF7 2056-02-01 6.5 N/A 4509865.00 4243510.42 Agency Mortgage-Backed Securities FEPC 05.500 CLTB9096 N/A 3142KBDA5 2056-07-01 5.5 N/A 5229023.00 4955748.43 Agency Mortgage-Backed Securities FEPC 06.500 CLTA5691 N/A 3142JUKD1 2056-02-01 6.5 N/A 1172773.00 1195212.14 Agency Mortgage-Backed Securities FEPC 05.000 CLTB1300 N/A 3142K2NS5 2056-04-01 5 N/A 7895238.00 7492560.99 Agency Mortgage-Backed Securities FEPC 05.500 CLTB9414 N/A 3142KBN89 2056-07-01 5.5 N/A 1697105.00 1665253.43 Agency Mortgage-Backed Securities FEPC 06.000 CLTB3453 N/A 3142K4ZT6 2056-05-01 6 N/A 3798121.00 3814388.67 Agency Mortgage-Backed Securities FEPC 05.500 CLTB8128 N/A 3142KAA69 2056-06-01 5.5 N/A 2308124.00 2220254.21 Agency Mortgage-Backed Securities MNAR XX.XXX HYBZ0440 N/A 3140NUP29 2034-02-01 5.27 N/A 39960000.00 40213557.31 Agency Mortgage-Backed Securities FEPC 06.500 CLTC9788 N/A 3130G9XS9 2056-11-01 6.5 N/A 6533458.00 6680833.94 Agency Mortgage-Backed Securities FEPC 03.000 CLQD0509 N/A 3133AWR63 2051-11-01 3 N/A 400000.00 199242.53 Agency Mortgage-Backed Securities FEPC 05.500 CLTA3687 N/A 3142JSCZ6 2056-01-01 5.5 N/A 6353482.00 6111718.28 Agency Mortgage-Backed Securities FEPC 06.000 CLTA3651 N/A 3142JSBV6 2056-01-01 6 N/A 1016370.00 1018503.12 Agency Mortgage-Backed Securities FEPC 05.500 CLTC9880 N/A 3130G92N4 2056-10-01 5.5 N/A 1727208.00 1698501.04 Agency Mortgage-Backed Securities FEPC 05.500 CLTA5974 N/A 3142JUT83 2056-02-01 5.5 N/A 2009432.00 1549572.68 Agency Mortgage-Backed Securities FKPC 04.010 WAWA0806 N/A 3132WR3D3 2040-01-01 4.01 N/A 5906314.00 5196242.02 Agency Mortgage-Backed Securities FEPC 06.500 CLTC9812 N/A 3130G9YJ8 2056-11-01 6.5 N/A 2649967.00 2727166.13 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5430 N/A 3142K7A82 2056-06-01 5.5 N/A 6968630.00 5826181.00 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0164 N/A 3132DMFD2 2049-12-01 3.5 N/A 5990001.00 1473866.83 Agency Mortgage-Backed Securities FEPC 06.000 CLTA5032 N/A 3142JTSW4 2056-01-01 6 N/A 1004500.00 1002785.32 Agency Mortgage-Backed Securities 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 N/A 300000000.00 308412758.15 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 2750000000.00 2750000000.00 0.0146 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.62500000 91282CKV2 254900HROIFWPRGM1V77 US91282CKV27 U.S. Treasury Debt Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2027-06-15 2027-06-15 2027-06-15 N N N 0.0430 80156250.40 80156250.40 0.0004 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.97000080 3130B9NE6 2549001DPIFGXC1TOL40 US3130B9NE62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Aa1 2026-11-02 2026-11-23 2026-11-23 N N N 0.0419 448846588.74 448846588.74 0.0024 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.98000160 3130BBKT1 2549001DPIFGXC1TOL40 US3130BBKT14 U.S. Government Agency Debt 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ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618NSP29 2065-03-20 7 N/A 1000.00 627.89 Agency Mortgage-Backed Securities GNMA_24-26H N/A 38384J6N9 2054-02-20 5.75 N/A 1193.00 839.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5XZ7 2055-10-20 4.5 N/A 9200128.00 8320834.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7 N/A 71250.00 62193.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.5 N/A 48193923.00 23758702.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5A41 2054-11-20 5.5 N/A 1024.00 737.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VMN66 2056-06-20 6.5 N/A 1521934.00 1589333.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6FY8 2056-04-20 4.5 N/A 91695.00 87681.79 Agency Mortgage-Backed Securities FNMA_26-95A N/A 3136G8NJ9 2056-11-25 25.91652 N/A 8373522.00 9945805.80 Agency Collateralized Mortgage Obligation FHLMC_4604 N/A 3137BRPF6 2046-08-15 2.13711 N/A 33884416.00 334286.33 Agency Collateralized Mortgage Obligation GNMA_23-82B N/A 38384AT94 2053-06-20 5.02449 N/A 1022.00 568.58 Agency Collateralized Mortgage Obligation FHLMC_5588C N/A 3137HNJF6 2054-07-25 0 N/A 100000.00 46845.57 Agency Collateralized Mortgage Obligation FHLMC_5607B N/A 3137HP3D3 2055-12-25 2.71213 N/A 174150402.00 8167736.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RXD6 2046-01-20 3.5 N/A 2764666.00 235703.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VMN58 2056-06-20 6 N/A 1000.00 1028.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 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3140Y7U89 2055-11-01 5 N/A 1054.00 989.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GTKU9 2054-12-01 5 N/A 830573.00 707887.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ2J3 2052-12-01 5 N/A 11373136.00 7210845.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GUSV6 2055-05-01 6.5 N/A 1040.00 767.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GWGK9 2055-12-01 4.5 N/A 8179328.00 7493485.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G8AG2 2056-10-01 4 N/A 1012.00 907.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G8L39 2056-10-01 5.5 N/A 2003.00 1965.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVKP9 2049-07-01 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Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRKX7 2054-04-01 5.5 N/A 1000.00 788.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MFP44 2032-09-01 2.5 N/A 1364.00 169.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTKH2 2054-06-01 6.5 N/A 8000.00 5969.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E3E8 2054-03-01 5.5 N/A 1003.00 652.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133GHAG6 2037-04-01 3 N/A 1000.00 462.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PWS9 2055-08-01 5.5 N/A 624000.00 538245.79 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128M9HN5 2039-10-01 6 N/A 1531.00 71.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRPU2 2053-07-01 5.5 N/A 1938469.00 1422264.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MYAJ1 2052-08-01 5 N/A 16980384.00 10010807.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DQA3 2050-06-01 3 N/A 420800.00 97487.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138E2JY2 2041-12-01 3.5 N/A 1010.00 59.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRQG3 2054-09-01 6 N/A 1024.00 814.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XK2D1 2052-02-01 3.5 N/A 56000.00 37816.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSJ37 2053-11-01 5.5 N/A 100000.00 62585.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y86M3 2056-05-01 5.5 N/A 1012.00 973.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMYS9 2052-06-01 3 N/A 3002.00 2096.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EKV1 2052-11-01 5.5 N/A 1000.00 652.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BKCU1 2052-08-01 5 N/A 1000.00 668.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QBJL3 2049-07-01 3.5 N/A 374000.00 38406.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPFV5 2052-05-01 3.5 N/A 2000.00 1173.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UKZR7 2056-07-01 5.5 N/A 1135746.00 1116159.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GU3M3 2055-06-01 6.5 N/A 1554.00 905.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5FX8 2046-10-01 3 N/A 1000.00 137.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNPG3 2053-12-01 6.5 N/A 1808.00 898.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FHY6 2055-03-01 5.5 N/A 493518.00 361227.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EW48 2053-10-01 6 N/A 8849023.00 4634085.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QUHH2 2054-04-01 5.5 N/A 1000.00 754.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31322YZW4 2044-12-01 3.5 N/A 2994216.00 109603.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EU73 2053-08-01 4.5 N/A 8781.00 6514.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GVTH4 2055-10-01 6 N/A 2048.00 1774.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y9D84 2056-06-01 5 N/A 1072.00 1012.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31334XJU4 2049-07-01 5 N/A 2979650.00 566851.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EJF8 2052-09-01 5 N/A 67933.00 43814.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UYYT4 2056-09-01 5 N/A 1000.00 956.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140YXQU8 2054-02-01 5.5 N/A 2000.00 868.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418F3N5 2056-10-01 4 N/A 97746.00 87472.60 Agency Mortgage-Backed Securities 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B1V7KEBTPIMZEU4LTD58 3140XCSW9 2045-07-01 4.5 N/A 4365840.00 1929763.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BWVM2 2053-03-01 6 N/A 1000.00 648.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31419ACY1 2048-11-01 6 N/A 1000.00 28.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403HEQ9 2033-10-01 4.5 N/A 2000000.00 26575.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CX4T6 2041-01-01 3.5 N/A 1000.00 862.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140M2G48 2051-10-01 2.5 N/A 1000.00 485.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELV0 2052-12-01 4 N/A 1814072.00 1302556.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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2053-09-01 4.5 N/A 1000.00 872.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEKK7 2050-07-01 2.5 N/A 2085568.00 977000.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426SMW6 2055-07-01 5.5 N/A 1030.00 901.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FEY9 2054-12-01 4 N/A 504052.00 414026.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UDU56 2056-05-01 5.5 N/A 2000.00 1914.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y8DU7 2056-02-01 5 N/A 1024.00 952.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BTBG4 2052-12-01 5.5 N/A 1000.00 726.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CMPG3 2054-01-01 7 N/A 1000.00 432.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GTQW9 2055-03-01 5 N/A 2016.00 1723.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KYTE9 2040-05-01 3 N/A 1000.00 221.75 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNF4 2032-05-31 4.125 N/A 2320800.00 2285036.82 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPTL2 2052-12-01 4.5 N/A 36000.00 23502.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NCAG4 2053-03-01 6.5 N/A 711620.00 716399.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGKQ1 2050-09-01 3 N/A 1593000.00 831140.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CWZ31 2037-04-01 2.5 N/A 1001.00 516.46 Agency Mortgage-Backed 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B1V7KEBTPIMZEU4LTD58 3140ANZY8 2054-09-01 6.5 N/A 1136600.00 492943.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GVKN0 2055-09-01 6 N/A 18025664.00 16229966.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427H3D2 2055-11-01 5.5 N/A 1024.00 943.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G9TT2 2056-11-01 6.5 N/A 557586.00 575315.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427SQU5 2055-09-01 6 N/A 215001.00 203458.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6J50 2040-05-01 5 N/A 1200875.00 711609.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BLBY2 2052-09-01 5 N/A 1000.00 531.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427NQJ1 2055-05-01 6 N/A 47382068.00 40219534.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GU3B7 2055-06-01 6 N/A 1024.00 803.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQ4Q5 2052-12-01 6.5 N/A 16499456.00 10561746.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CW5X8 2037-12-01 5 N/A 35645.00 17511.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNVH3 2052-08-01 4.5 N/A 244750.00 157569.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EE30 2052-07-01 3 N/A 58023.00 37881.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133L0AD4 2046-06-01 4.5 N/A 633493.00 587315.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION 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CORPORATION S6XOOCT0IEG5ABCC6L87 3133C9X73 2053-08-01 6 N/A 1000.00 633.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMR1 2054-10-01 5 N/A 57997.00 46147.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CW3Z5 2037-06-01 1.5 N/A 1000.00 585.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPCL1 2054-02-01 5 N/A 60000.00 43547.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XRPZ2 2054-11-01 3.5 N/A 7008.00 5284.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138E2LK9 2042-01-01 4 N/A 1577.00 32.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426XN79 2055-07-01 5.5 N/A 1803809.00 1736252.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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S6XOOCT0IEG5ABCC6L87 3133BGM47 2052-08-01 4.5 N/A 100000.00 63030.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSKW0 2053-07-01 4 N/A 597000.00 467743.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BPAP8 2055-11-01 5.5 N/A 5000.00 4580.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427R3D0 2056-03-01 5 N/A 2000.00 1864.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPGV5 2054-02-01 7 N/A 47014194.00 28350935.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RED8 2056-01-01 5 N/A 18112658.00 16247376.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES43 2053-06-01 5 N/A 9359974.00 6611982.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BF2B0 2055-07-01 6 N/A 1008.00 789.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142K1F49 2056-04-01 5 N/A 1000500.00 949411.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U83G3 2056-04-01 5 N/A 2000.00 1762.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFG3 2052-11-01 5 N/A 14029.00 9768.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WFU95 2045-10-01 3.5 N/A 793519.00 66329.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KN7A5 2052-04-01 3.5 N/A 1007.00 622.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140V3E48 2056-10-01 4.5 N/A 1000.00 932.67 Agency Mortgage-Backed Securities 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B1V7KEBTPIMZEU4LTD58 3140W5DZ4 2056-02-01 5.5 N/A 363271.00 332663.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YXTX3 2030-07-01 3.5 N/A 765000.00 39834.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427T3X2 2056-08-01 5.5 N/A 14560.00 14139.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BLCJ4 2052-09-01 5 N/A 1000.00 631.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GVXY2 2055-11-01 5 N/A 10402600.00 9418426.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138MRLK5 2043-01-01 3.5 N/A 542358.00 51956.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140V1ZW7 2056-10-01 6.5 N/A 1251236.00 1287260.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EYD6 2053-11-01 4 N/A 170045.00 127657.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CMG6 2047-07-01 4 N/A 56002.00 4726.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y9KG8 2056-07-01 5 N/A 16330754.00 14753115.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XBXV1 2043-12-01 4 N/A 9119000.00 977806.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425Y3F2 2055-02-01 6 N/A 1001.00 718.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31334YMG9 2049-08-01 3 N/A 4551096.00 1279881.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G9DB8 2056-11-01 6 N/A 1751971.00 1768822.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUNX1 2054-01-01 4.5 N/A 66044.00 52857.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QMVA9 2051-12-01 2.5 N/A 6536000.00 3850757.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DC67 2049-07-01 3.5 N/A 1002000.00 78154.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31321XEV2 2038-06-01 6.05 N/A 827628.00 85302.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427PLY8 2055-08-01 6 N/A 1061.00 839.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNDE9 2052-02-01 3 N/A 1000.00 640.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DXG2 2036-03-01 1.5 N/A 400000.00 170891.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGQ44 2052-03-01 3 N/A 2009.00 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FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140V3C65 2056-10-01 5.5 N/A 1000.00 982.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DS2Z4 2052-06-01 3.5 N/A 2000.00 1414.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427SQ84 2056-05-01 5 N/A 51383.00 47383.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GVWA5 2055-11-01 5 N/A 3325.00 2948.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7N30 2052-06-01 4 N/A 1008.00 894.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AFA22 2054-06-01 7.5 N/A 1370068.00 551286.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EVB3 2053-08-01 6.5 N/A 13702440.00 5947732.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN 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B1V7KEBTPIMZEU4LTD58 3140XLCS5 2043-02-01 4 N/A 745040.00 463145.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426JQ51 2055-03-01 6 N/A 1288368.00 1258067.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7KT4 2055-10-01 5 N/A 5120.00 4791.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMTL0 2053-10-01 6 N/A 1000.00 661.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y73H9 2055-12-01 5.5 N/A 5385558.00 4931262.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BV6D7 2055-12-01 5 N/A 1000.00 947.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y6TQ3 2055-06-01 5 N/A 5000.00 4314.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7Y79 2049-07-01 2.5 N/A 896185.00 740117.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GSRQ3 2054-09-01 5.5 N/A 8730865.00 7215281.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSWG2 2053-06-01 5.5 N/A 1024.00 727.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKGX2 2052-11-01 4.5 N/A 1000.00 595.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140GYJ67 2048-02-01 4.5 N/A 1000.00 228.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RK66 2056-01-01 5.5 N/A 1024.00 953.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TJE7 2056-06-01 5 N/A 111000.00 103952.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QN3U4 2052-05-01 4 N/A 1088.00 677.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427R6A3 2056-03-01 5.5 N/A 1108.00 992.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Y7DN5 2055-09-01 5.5 N/A 1024.00 933.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138X3WF5 2043-08-01 3.5 N/A 1516984.00 298797.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427SB49 2053-10-01 4.5 N/A 1120.00 981.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QVS8 2055-09-01 6 N/A 1024.00 874.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XKVW7 2052-08-01 3.5 N/A 6000.00 4133.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q9MW0 2048-08-01 4.5 N/A 245000.00 82211.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426B3V6 2055-02-01 6.5 N/A 1100956.00 657607.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427KCY9 2055-11-01 5.5 N/A 26041585.00 24645224.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427UYU1 2056-03-01 6.5 N/A 1000.00 1031.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.5 N/A 1021.00 704.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6PH8 2038-03-01 2.5 N/A 1000.00 206.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CQTL9 2054-07-01 7 N/A 1000.00 589.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FGV3 2055-02-01 4 N/A 132239.00 108648.48 Agency Mortgage-Backed 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B1V7KEBTPIMZEU4LTD58 3140J6E94 2047-10-01 3.5 N/A 8000.00 1950.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EFC9 2042-07-01 4 N/A 6904069.00 3862796.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJY0 2053-10-01 4 N/A 155000.00 112021.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YKGS6 2035-06-01 3 N/A 1422188.00 376139.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QAV64 2049-04-01 4 N/A 4503969.00 925394.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPQL4 2052-07-01 4 N/A 1606000.00 1074745.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FVX2 2056-04-01 5 N/A 6000.00 5484.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426TKF3 2055-07-01 7 N/A 1062865.00 1099595.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6H45 2040-01-01 5 N/A 1000.00 601.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDX8 2052-06-01 2 N/A 1000.00 611.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D56J6 2035-11-01 1.5 N/A 420783.00 151931.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CYXK9 2054-11-01 5 N/A 1174544.00 779756.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U1GT6 2056-02-01 6.5 N/A 1066998.00 1094001.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CUP67 2054-09-01 7 N/A 1000.00 662.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 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Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B9SM7 2052-04-01 3.5 N/A 1008.00 635.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV4P7 2049-12-01 3 N/A 1001.00 152.31 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHQ7 2028-07-31 4.125 N/A 4580500.00 4591023.28 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426CST2 2055-02-01 6.5 N/A 1008.00 426.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31411FS96 2036-12-01 5.9 N/A 1327100.00 34614.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UY5Q2 2056-10-01 6 N/A 574264.00 577525.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BKGR4 2052-09-01 4.5 N/A 1169910.00 790267.11 Agency Mortgage-Backed 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S6XOOCT0IEG5ABCC6L87 3133AWGG3 2051-11-01 2.5 N/A 1098952.00 530374.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W2LE9 2055-06-01 5.5 N/A 43303777.00 35114658.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GUQX4 2054-12-01 5 N/A 1024.00 901.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3130G04P6 2056-07-01 4.5 N/A 1015.00 936.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN4Y6 2052-10-01 4.5 N/A 1030.00 699.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WG5W0 2046-05-01 3.5 N/A 1001.00 209.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UAB61 2056-03-01 5 N/A 1000.00 946.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BKC44 2055-09-01 5.5 N/A 1000.00 830.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XY4R7 2048-01-01 3 N/A 1000.00 149.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418D3N0 2036-08-01 2.5 N/A 6000.00 2703.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KSC75 2053-10-01 6 N/A 1000.00 641.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426UNA8 2055-08-01 5.5 N/A 49986592.00 43045020.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RGM6 2055-11-01 5 N/A 1000.00 903.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133ACXP8 2050-12-01 2 N/A 322811.00 131577.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140UJDX1 2056-10-01 5.5 N/A 2000.00 1971.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31426U6R0 2055-08-01 5.5 N/A 265000.00 237796.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DYC0 2051-04-01 2.5 N/A 697994.00 340216.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6GM6 2039-04-01 5.5 N/A 1000.00 440.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XN5W0 2054-02-01 6.5 N/A 47512.00 30135.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XMXM3 2053-10-01 6 N/A 1024.00 710.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXV7 2053-11-01 6 N/A 80620.00 44454.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EHF0 2042-09-01 4 N/A 66000.00 38028.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RGK0 2055-12-01 5 N/A 1438856.00 1296162.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQY58 2052-12-01 5.5 N/A 431875.00 294631.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329PBF9 2048-06-01 4.5 N/A 12763896.00 1936564.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRJG0 2053-06-01 5 N/A 1024.00 726.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CNBH4 2054-02-01 6 N/A 1001.00 690.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QN6U1 2052-05-01 3 N/A 65889.00 41417.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140U9DK1 2056-03-01 5.5 N/A 1062.00 1035.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A0AY5 2053-09-01 6 N/A 411000.00 215073.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BT4Y3 2053-01-01 5.5 N/A 1024.00 660.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FX77 2056-04-01 3 N/A 1000.00 828.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31425VNP4 2054-12-01 6.5 N/A 1000.00 1012.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXFZ0 2057-01-01 4 N/A 297000.00 85241.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FYM3 2056-07-01 3.5 N/A 91000.00 78155.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXFV9 2057-01-01 3.5 N/A 7818608.00 2296909.99 Agency Mortgage-Backed Securities FEDERAL HOME 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N/A 14837867.00 16449456.37 Agency Collateralized Mortgage Obligation GNRM 2013-076 IO N/A 38378TNU0 2043-05-20 3.5 N/A 195884000.00 917010.67 Agency Collateralized Mortgage Obligation GNRA 2019-38 AS N/A 38381RW39 2049-03-20 1.9847 N/A 38282717.00 278701.69 Agency Collateralized Mortgage Obligation FNRA CL026TI R16F026 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 4427.72 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB67 X1 20390825 FLT N/A 30314KAX1 2039-08-25 0 N/A 529411508.00 4424631.66 Agency Collateralized Mortgage Obligation GNRA 2010-026 QS N/A 38376VQP5 2040-02-20 2.1847 N/A 100000.00 238.19 Agency Collateralized Mortgage Obligation GNRA 2024-046 TL N/A 38384MAE7 2052-04-20 0 N/A 264071553.00 44584.52 Agency Collateralized Mortgage Obligation GNRA 2024-142 ES N/A 38384XAS2 2054-09-20 1.5455 N/A 100000000.00 1732582.78 Agency Collateralized Mortgage Obligation GNRA 2026-046 DZ N/A 38385PDU0 2056-03-20 4 N/A 5765000.00 4190002.06 Agency Collateralized Mortgage Obligation GNRA 2013-034 IB N/A 38378JP48 2039-12-16 0.35 N/A 18588118.00 1816.19 Agency Collateralized Mortgage Obligation FNRA CL006TS R24F006 N/A 3136BQ2T5 2042-07-25 0.5 N/A 15645496.00 209443.28 Agency Collateralized Mortgage Obligation GNRA 2025-117 SB N/A 38381NM47 2054-02-20 2.1505 N/A 200000000.00 5241133.32 Agency Collateralized Mortgage Obligation GNRA 2026-065 SA N/A 38385RNC5 2056-04-20 0.6255 N/A 100000000.00 1727000.05 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-765 A-2 20330225 FLT N/A 3137HRKH1 2033-02-25 4.17 N/A 25000000.00 23683179.15 Agency Collateralized Mortgage Obligation GNRM 2015-043 DM N/A 38379JY39 2045-03-20 2.5 N/A 70000.00 38514.82 Agency Collateralized Mortgage Obligation FNRA CL024JS R12F024 N/A 3136A4DV8 2042-03-25 2.4476 N/A 13150872.00 93321.45 Agency Collateralized Mortgage Obligation FNRA CL045SD R18F045 N/A 3136B2FT4 2044-05-25 1.9077 N/A 41331973.00 389993.77 Agency Collateralized Mortgage Obligation FGRM 4299JI 07/15/43 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 18270.71 Agency Collateralized Mortgage Obligation FNRA CL064SB R25F064 N/A 3136BWZ58 2055-08-25 1.2121 N/A 102844085.00 1996883.53 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-138 X3 20500125 FLT N/A 3137H5XX0 2050-01-25 2.9795 N/A 4493000.00 583915.46 Agency Collateralized Mortgage Obligation FNRA CL096TD R24F096 N/A 3136BTM34 2054-12-25 0.25 N/A 100617472.00 411877.18 Agency Collateralized Mortgage Obligation GNRA 2026-045 SP N/A 38385N3L6 2056-03-20 3.5255 N/A 30000000.00 3672184.04 Agency Collateralized Mortgage Obligation GNRM 2020-079 GI N/A 38382FYR9 2050-06-16 4 N/A 70586435.00 4585312.10 Agency Collateralized Mortgage Obligation FNRM RC105PO R25F105 N/A 3136BYCE0 2055-12-25 0 N/A 12804684.00 7985226.39 Agency Collateralized Mortgage Obligation GNRA 2025-133 SJ N/A 38381QKW0 2065-08-20 1.3255 N/A 81770684.00 1374213.16 Agency Collateralized Mortgage Obligation FNRA CL103SD R12F103 N/A 3136A8A42 2042-09-25 2.0476 N/A 82285920.00 655396.99 Agency Collateralized Mortgage Obligation GNRA 2024-142 CI N/A 38384XAG8 2054-09-20 0.05 N/A 5000000.00 2160.20 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-766 A-2 20330425 FLT N/A 3137HRVN6 2033-04-25 4.18 N/A 107723000.00 101972016.11 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIS K-114 X3 20480825 FLT N/A 3137FVNK4 2048-08-25 2.7337 N/A 10500000.00 891052.88 Agency Collateralized Mortgage Obligation FNRA CL064SA R25F064 N/A 3136BWK88 2055-08-25 2.6121 N/A 50000000.00 3483323.12 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB87 X1 20410425 FLT N/A 30320VAE1 2041-04-25 0.3735 N/A 209249861.00 3799159.37 Agency Collateralized Mortgage Obligation FNRA CL061SA R19F061 N/A 3136B66Q1 2059-11-25 2.0476 N/A 14507222.00 406933.32 Agency Collateralized Mortgage Obligation GNRA 2024-142 DS N/A 38384XCJ0 2053-10-20 1.5955 N/A 250000000.00 3746032.61 Agency Collateralized Mortgage Obligation GNRA 2024-185 FE N/A 38385AAP7 2054-11-20 4.9345 N/A 100000000.00 70286561.53 Agency Collateralized Mortgage Obligation FNRM CL006PO R24F006 N/A 3136BQ2X6 2045-04-25 0 N/A 10816174.00 4851068.58 Agency Collateralized Mortgage Obligation GNRA 2025-216 TD N/A 38385KB25 2055-06-20 0.05 N/A 97912195.00 45051.01 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-RC 20380825 FLT N/A 302966AP1 2038-08-25 0 N/A 76718426.00 313653.06 Agency Collateralized Mortgage Obligation GNRA 2024-167 HS N/A 38384YM32 2051-06-20 2.8255 N/A 103667052.00 10097093.13 Agency Collateralized Mortgage Obligation GNRA 2025-216 ZM N/A 38385KZR4 2055-12-20 6 N/A 26115000.00 13254138.83 Agency Collateralized Mortgage Obligation GNRM 2014-128 QM N/A 38379C8X7 2044-08-20 3 N/A 3268000.00 639141.40 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-152 X3 20551125 FLT N/A 3137H9MB2 2055-11-25 4.3341 N/A 9800000.00 2066872.80 Agency Collateralized Mortgage Obligation FNRA CL049SG R22F049 N/A 3136BNA63 2052-08-25 1.4121 N/A 30000000.00 917822.68 Agency Collateralized Mortgage Obligation GNRA 2025-178 CS N/A 38383B6F4 2055-10-20 3.3255 N/A 45903667.00 3816134.41 Agency Collateralized Mortgage Obligation GNRA 2016-42 SI N/A 38379V5V2 2045-11-20 0 N/A 32147304.00 75659.50 Agency Collateralized Mortgage Obligation GNRM 2018-01 A N/A 38380UB28 2046-01-20 2.5 N/A 2565000.00 222074.81 Agency Collateralized Mortgage Obligation GNRA 2025-136 CS N/A 38381QGE5 2055-08-20 1.4672 N/A 200000000.00 4207004.50 Agency Collateralized Mortgage Obligation GNRA 2025-063 SL N/A 38385E4F8 2055-04-20 1.3755 N/A 87160912.00 1685013.44 Agency Collateralized Mortgage Obligation FGRM 4215EI 07/15/32 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 15461.46 Agency Collateralized Mortgage Obligation GNRA 2023-059 LS N/A 38383XUJ1 2052-01-20 0 N/A 819363159.00 261668.73 Agency Collateralized Mortgage Obligation GNRA 2018-024 NZ N/A 38380VAD3 2048-02-20 3 N/A 2749000.00 2688726.93 Agency Collateralized Mortgage Obligation FNRA CL028SM R25F028 N/A 3136BVLE6 2055-04-25 1.3621 N/A 83947504.00 1507388.15 Agency Collateralized Mortgage Obligation GNRM 2026-065 DL N/A 38385RRF4 2056-04-20 4.5 N/A 4607843.00 3823754.00 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF76 B 20300125 FLT N/A 30316EAE5 2030-01-25 6.6113 N/A 4375000.00 858670.21 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF83 C 20300725 FLT N/A 302696AA7 2030-07-25 12.8613 N/A 30400000.00 4105654.52 Agency Collateralized Mortgage Obligation FNRA CL062IA R24F062 N/A 3136BSZX6 2054-09-25 0.02 N/A 92941546.00 21808.40 Agency Collateralized Mortgage Obligation FGRA 4584SI 05/15/44 N/A 3137BPUR8 2044-05-15 0.5371 N/A 4814646.00 14505.18 Agency Collateralized Mortgage Obligation FNRM RC080EI R20F080 N/A 3136BCZH6 2050-11-25 4 N/A 64192200.00 5115111.76 Agency Collateralized Mortgage Obligation GNRA 2025-025 XC N/A 38385DPX8 2065-02-20 2.0755 N/A 300000000.00 4068940.88 Agency Collateralized Mortgage Obligation FGRM 4472WI 05/15/45 N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 435340.80 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-RC 20380625 FLT N/A 30297CAL6 2038-06-25 0 N/A 148083821.00 188886.50 Agency Collateralized Mortgage Obligation FGRA 5352LI 10/15/46 N/A 3137HAWW2 2046-10-15 2.5506 N/A 14260417.00 482410.00 Agency Collateralized Mortgage Obligation GNRM 2024-203 DV N/A 38385BUL2 2035-12-20 5 N/A 1455418.00 1251133.37 Agency Collateralized Mortgage Obligation GNRA 2015-001 S N/A 38379HR49 2045-01-20 1.5347 N/A 65131833.00 379612.12 Agency Collateralized Mortgage Obligation GNRA 2024-022 IB N/A 38384JG24 2054-02-20 0.02 N/A 50000000.00 4800.74 Agency Collateralized Mortgage Obligation GNRA 2025-060 SA N/A 38385FK34 2055-03-20 2.0755 N/A 33000000.00 1727384.20 Agency Collateralized Mortgage Obligation GNRA 2024-046 AS N/A 38384MAA5 2052-07-20 0 N/A 80698946.00 105481.93 Agency Collateralized Mortgage Obligation FNRA CL055SB R21F055 N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 978762.05 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KF80 C 20300625 FLT N/A 30315FAG8 2030-06-25 12.8613 N/A 75910000.00 15191718.68 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-SA 20380425 FLT N/A 302961AG2 2038-04-25 0.3974 N/A 79334227.00 359400.50 Agency Collateralized Mortgage Obligation GNRA 2012-084 SH N/A 38375GNU1 2042-07-16 2.0029 N/A 83772143.00 1608305.87 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-163 X3 20570225 FLT N/A 3137HCXN7 2057-02-25 5.6978 N/A 15327418.00 5065388.58 Agency Collateralized Mortgage Obligation GNRA 2020-001 SA N/A 38382CEN7 2050-01-20 1.9847 N/A 19880943.00 1007620.02 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2019-1 MA 20580725 3.50000 N/A 35563PJF7 2058-07-25 3.5 N/A 850000.00 198302.15 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-122 X3 20490125 FLT N/A 3137F84K6 2049-01-25 2.6286 N/A 9700000.00 878388.42 Agency Collateralized Mortgage Obligation FNST TR0440 C46 RC N/A 31424U8A7 2053-10-01 4 N/A 37195000.00 6479360.41 Agency Collateralized Mortgage Obligation FNRA CL015SC R13F015 N/A 3136ACN49 2033-03-25 0.8357 N/A 18391622.00 2913040.35 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2003-W1 2A 20421225 FLT N/A 31392GWB7 2042-12-25 5.015 N/A 124273360.00 2605744.65 Agency Collateralized Mortgage Obligation GNRA 2024-046 IB N/A 38384MAR8 2054-03-20 0.06 N/A 50000000.00 39544.90 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2022-MN4 M-2 20520528 FLT N/A 35563HAB3 2052-05-28 10.3879 N/A 12000000.00 13045922.50 Agency Collateralized Mortgage Obligation GNRA 2026-065 IC N/A 38385RNF8 2055-03-20 0.13 N/A 91888588.00 271176.33 Agency Collateralized Mortgage Obligation GNRM 2024-142 EL N/A 38384XAY9 2054-07-20 5 N/A 716888.00 643551.63 Agency Collateralized Mortgage Obligation GNRA 2024-116 SB N/A 38384QFH6 2054-07-20 2.7255 N/A 90000000.00 3634976.39 Agency Collateralized Mortgage Obligation GNRA 2026-035 SA N/A 38385MTL0 2054-04-20 1.1155 N/A 129181479.00 3255797.06 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB73 X1 20400225 FLT N/A 30314BAK9 2040-02-25 1.2573 N/A 299054265.00 13199956.24 Agency Collateralized Mortgage Obligation GNRA 2025-022 HS N/A 38385CT65 2055-02-20 1.3755 N/A 84894016.00 2478102.35 Agency Collateralized Mortgage Obligation GNRA 2012-134 PS N/A 38378GBM9 2042-11-20 0.9347 N/A 132412992.00 99920.21 Agency Collateralized Mortgage Obligation GNRA 2015-020 PS N/A 38379JHZ7 2045-02-20 1.5347 N/A 57578855.00 270041.81 Agency Collateralized Mortgage Obligation GNRA 2025-149 SD N/A 38381URH7 2065-09-20 2.1255 N/A 207707392.00 4507269.13 Agency Collateralized Mortgage Obligation FNRM CL078BZ R25F078 N/A 3136BW7J9 2055-09-25 5.5 N/A 1250000.00 1211452.49 Agency Collateralized Mortgage Obligation GNRA 2016-01 LS N/A 38379TYN3 2046-01-20 2.1347 N/A 64912745.00 784347.79 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.6104 N/A 1625000.00 148345.96 Agency Collateralized Mortgage Obligation GNRA 2024-019 JF N/A 38384KDM0 2054-02-20 4.9245 N/A 48100000.00 11204860.18 Agency Collateralized Mortgage Obligation GNRA 2025-178 ZB N/A 38383BW65 2055-10-20 6 N/A 24164000.00 2123637.59 Agency Collateralized Mortgage Obligation GNRA 2025-157 SC N/A 38381UWP3 2055-09-20 2.7755 N/A 57046000.00 3900817.53 Agency Collateralized Mortgage Obligation FGRA 4518CZ 10/15/45 N/A 3137BLP93 2045-10-15 3.5 N/A 100000.00 114898.71 Agency Collateralized Mortgage Obligation FNRM RC075IO R21F075 N/A 3136BJ3N3 2051-11-25 3 N/A 78463000.00 6752920.32 Agency Collateralized Mortgage Obligation FNRM CL035IC R13F035 N/A 3136ADRQ4 2033-04-25 3 N/A 24015467.00 156406.64 Agency Collateralized Mortgage Obligation FNRM CL072ZC R21F072 N/A 3136BJAR6 2051-10-25 2 N/A 2673265.00 1303066.27 Agency Collateralized Mortgage Obligation FGRA 04104S 09/15/42 N/A 3137ATU42 2042-09-15 2.1371 N/A 21428571.00 219622.37 Agency Collateralized Mortgage Obligation GNRA 2014-37 HS N/A 38379BAB4 2044-03-20 1.5447 N/A 90727657.00 263995.74 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF108 CS 20310225 FLT N/A 30319WAE2 2031-02-25 9.9968 N/A 76047000.00 11579604.71 Agency Collateralized Mortgage Obligation GNRA 2024-134 IE N/A 38384VBK2 2053-12-20 0.07 N/A 42683741.00 25520.09 Agency Collateralized Mortgage Obligation GNRA 2020-101 SJ N/A 38382F5Q3 2050-07-20 2.1347 N/A 75209809.00 2742213.24 Agency Collateralized Mortgage Obligation GNRM 2021-050 GI N/A 38382PP22 2050-07-20 2.5 N/A 23356444.00 1605584.18 Agency Collateralized Mortgage Obligation GNRA 2025-041 LS N/A 38385EQA5 2055-03-20 1.4255 N/A 200000000.00 3556690.87 Agency Collateralized Mortgage Obligation GNRA 2025-005 TB N/A 38385CVC9 2053-06-20 0.2 N/A 50422056.00 162028.94 Agency Collateralized Mortgage Obligation FNRA CL022S R21F022 N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 8811.76 Agency Collateralized Mortgage Obligation FNRA CL099AS R26F099 N/A 3136G8LL6 2055-10-25 2.7081 N/A 36496081.00 2930530.18 Agency Collateralized Mortgage Obligation FGRA 3747SA 10/15/40 N/A 31398QUP0 2040-10-15 2.5371 N/A 48956061.00 102061.72 Agency Collateralized Mortgage Obligation GNRA 2026-008 SP N/A 38385LUG1 2056-01-20 3.5255 N/A 29993714.00 3277658.84 Agency Collateralized Mortgage Obligation GNRM 2024-168 IO N/A 38384YTE1 2051-06-20 3 N/A 75990857.00 10707903.38 Agency Collateralized Mortgage Obligation GNRA 2016-33 DS N/A 38379VN83 2046-03-20 2.0347 N/A 86172451.00 1196456.64 Agency Collateralized Mortgage Obligation FREMF 2022-KF140 MORTGAGE TR CS 20290725 FLT N/A 30328BAE7 2029-07-25 8.9968 N/A 70488842.00 49599096.54 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 2.9464 N/A 20902000.00 2490253.54 Agency Collateralized Mortgage Obligation GNRA 2026-129 SA N/A 38385XLE0 2056-07-20 1.0755 N/A 50000000.00 1235563.39 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 3.1321 N/A 63668669.00 2479182.45 Agency Collateralized Mortgage Obligation GNRA 2025-124 ES N/A 38381PHG1 2065-07-20 2.0555 N/A 145000000.00 3394699.96 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-K95 D 20520825 0.00000 N/A 30311MAW2 2052-08-25 0 N/A 94991142.00 69592410.45 Agency Collateralized Mortgage Obligation GNRA 2024-097 CS N/A 38384PRW2 2054-06-20 1.3755 N/A 250000000.00 4258287.82 Agency Collateralized Mortgage Obligation FNRA CL050ST R23F050 N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 46684.97 Agency Collateralized Mortgage Obligation FNST TR0428 C27 RC N/A 31423YKB4 2037-11-01 1.5 N/A 80158597.00 2233394.32 Agency Collateralized Mortgage Obligation GNRA 2025-122 SB N/A 38381PMP5 2055-07-20 2.6255 N/A 53342121.00 3222767.21 Agency Collateralized Mortgage Obligation GNRM 2025-155 NI N/A 38381U4J8 2055-09-20 5 N/A 5000000.00 802587.34 Agency Collateralized Mortgage Obligation GNRM 2023-168 DI N/A 38384D8G5 2051-06-20 2.5 N/A 94219428.00 7502806.48 Agency Collateralized Mortgage Obligation GNRA 2025-110 FB N/A 38381NWF1 2055-06-20 5.6245 N/A 100000000.00 57917270.70 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB53 X1 20380625 FLT N/A 30297DAQ3 2038-06-25 0 N/A 256952913.00 199661.43 Agency Collateralized Mortgage Obligation FNRA CL059TB R20F059 N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 58214.74 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-K117 D 20531025 0.00000 N/A 302692AS7 2053-10-25 0 N/A 95364894.00 58003503.38 Agency Collateralized Mortgage Obligation FNRA CL023SC R13F023 N/A 3136ADAK5 2033-03-25 0.8357 N/A 7025000.00 1585055.87 Agency Collateralized Mortgage Obligation GNRA 2021-225 IT N/A 38383FTX1 2050-03-20 0 N/A 133302452.00 563815.89 Agency Collateralized Mortgage Obligation GNRA 2025-027 FE N/A 38385DQX7 2055-02-20 5.5245 N/A 100000000.00 48742212.16 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-164 X-3 20570525 FLT N/A 3137HDUY4 2057-05-25 5.6736 N/A 22000000.00 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Obligation GNRA 2025-039 ZM N/A 38385ED43 2048-01-20 3 N/A 5000000.00 3743726.39 Agency Collateralized Mortgage Obligation FGRA 4795WS 03/15/48 N/A 3137F5S67 2048-03-15 2.1871 N/A 21176438.00 207642.27 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB55 X1 20380825 FLT N/A 30297PAL7 2038-08-25 0 N/A 177390777.00 218969.82 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB91 X1 20410825 FLT N/A 30322XAE5 2041-08-25 0.1881 N/A 72000000.00 1332526.96 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-K101 D 20521025 0.00000 N/A 30298YAJ2 2052-10-25 0 N/A 109477635.00 72163387.36 Agency Collateralized Mortgage Obligation FNRA CL030IE R07F030 N/A 31396VJN9 2037-04-25 2.7376 N/A 48672317.00 249111.62 Agency Collateralized Mortgage Obligation FNRA CL059TA R20F059 N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 8952.89 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 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FGRM 4533JI 12/15/45 N/A 3137BMFN1 2045-12-15 5 N/A 28061628.00 517362.35 Agency Collateralized Mortgage Obligation GNRM 2024-001 TA N/A 38384H4S4 2048-08-20 5.5 N/A 4350000.00 390031.54 Agency Collateralized Mortgage Obligation GNRA 2025-071 SC N/A 38385FR94 2055-04-20 1.3755 N/A 80000000.00 1643767.87 Agency Collateralized Mortgage Obligation FNRA CL070CS R26F070 N/A 3136G7PW0 2056-09-25 0.8121 N/A 200000000.00 3681741.55 Agency Collateralized Mortgage Obligation GNRA 2023-069 FB N/A 38384AXR9 2053-05-20 4.8245 N/A 25000000.00 7563244.23 Agency Collateralized Mortgage Obligation GNRA 2014-066 SB N/A 38379B5Z7 2044-05-16 1.5529 N/A 90187500.00 179828.94 Agency Collateralized Mortgage Obligation FGRA 4301SD 07/15/37 N/A 3137B8CC9 2037-07-15 2.1371 N/A 77000000.00 259375.96 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-107 X1 20300125 FLT N/A 3137FRZC8 2030-01-25 1.5792 N/A 65000000.00 2747700.28 Agency Collateralized Mortgage Obligation FHLMC SCRTT SERIES 2018-2 MA 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TREASURY 254900HROIFWPRGM1V77 912810QZ4 2043-02-15 3.125 N/A 2.00 1.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FF5 2048-11-15 0 N/A 114042.00 34506.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803BK8 2027-02-15 0 N/A 2.00 2.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TW8 2043-11-15 4.75 N/A 21.00 19.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBZ3 2028-04-30 1.25 N/A 79206.00 75874.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 10.00 5.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803HD8 2054-08-15 0 N/A 2.00 0.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QE1 2040-02-15 4.625 N/A 54.00 52.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 0.00 0.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797UD7 2027-03-18 0 N/A 8.00 8.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FT5 2050-11-15 0 N/A 25.00 6.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CNN7 2030-07-31 3.875 N/A 561967.00 550076.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 1236974.00 430941.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834VE5 2049-11-15 0 N/A 0.00 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GF4 2042-02-15 0 N/A 2.00 0.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834YT9 2055-05-15 0 N/A 168590.00 36669.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RJ9 2044-11-15 3 N/A 2.00 1.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SV1 2051-02-15 0.125 N/A 29879.00 18991.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 20833.00 19658.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFF3 2032-08-15 2.75 N/A 4.00 3.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GU1 2053-08-15 0 N/A 35810.00 8544.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y46 2037-05-15 0 N/A 2.00 1.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DU4 2041-11-15 0 N/A 21.00 9.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CMB4 2027-12-15 4 N/A 42.00 42.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EJ8 2044-08-15 0 N/A 241042.00 92548.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128283R9 2028-01-15 0.5 N/A 19.00 24.95 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834B56 2052-02-15 0 N/A 0.00 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803ED1 2043-08-15 0 N/A 161354.00 65708.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 384190.00 375280.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834DU9 2038-11-15 0 N/A 168.00 90.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JP4 2041-02-15 0 N/A 0.00 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XP0 2029-08-15 0 N/A 24.00 21.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 10382.00 6134.45 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CPY1 2033-01-31 4 N/A 335787.00 323474.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XN5 2029-02-15 0 N/A 0.00 0.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAH4 2027-08-31 0.5 N/A 8.00 8.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJR3 2028-12-31 3.75 N/A 3923.00 3896.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UB2 2048-11-15 0 N/A 0.00 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 2665395.00 3135419.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797WZ6 2027-02-16 0 N/A 1211685.00 1196804.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SQ2 2040-08-15 1.125 N/A 2.00 1.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Y38 2028-07-15 0.75 N/A 63427.00 82958.78 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821NN1 2026-11-15 0 N/A 15.00 14.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 0.00 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TA6 2041-08-15 1.75 N/A 4.00 2.68 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833XY1 2030-08-15 0 N/A 1.00 1.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 4856.00 6043.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AD0 2037-11-15 0 N/A 0.00 0.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FB9 2027-11-15 6.125 N/A 6.00 6.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 98160.00 164465.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 5.00 3.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FJ2 2029-08-15 6.125 N/A 2.00 2.19 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0 N/A 4.00 4.02 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKX8 2029-06-30 4.25 N/A 3125000.00 3132529.73 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 0.00 0.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CQQ7 2036-05-15 4.375 N/A 330725.00 322087.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CES6 2029-05-31 2.75 N/A 8.00 8.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 N/A 6.00 2.62 U.S. 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254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 27.00 13.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334U1 2032-08-15 0 N/A 10.00 7.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QP6 2046-08-15 0 N/A 0.00 0.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLF6 2034-08-15 3.875 N/A 5121083.00 4815214.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803BW2 2029-02-15 0 N/A 2.00 1.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 2.00 2.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGM7 2033-02-15 3.5 N/A 715510.00 667804.56 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAV3 2030-11-15 0.875 N/A 1937.00 1668.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 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7135548.00 1195945.45 Agency Collateralized Mortgage Obligation FNMA_23-53H N/A 3136BQVN6 2053-11-25 2.11213 N/A 138871292.00 2325199.14 Agency Collateralized Mortgage Obligation FNMA_18-31D N/A 3136B1YK4 2048-05-25 2.19765 N/A 29650692.00 332583.38 Agency Collateralized Mortgage Obligation FHLMC_5452F N/A 3137HFH99 2054-09-25 1.26213 N/A 32000000.00 324773.10 Agency Collateralized Mortgage Obligation FNMA_17-93B N/A 3136AYH63 2047-11-25 2.14765 N/A 19500000.00 363818.67 Agency Collateralized Mortgage Obligation FNMA_18-51A N/A 3136B2KS0 2048-07-25 2.19765 N/A 15000000.00 155103.80 Agency Collateralized Mortgage Obligation FNMA_25-33F N/A 3136BVR26 2054-08-25 0.26213 N/A 100000000.00 647637.01 Agency Collateralized Mortgage Obligation GNMA_21-146M N/A 38382WC70 2051-08-20 2.5 N/A 11954523.00 1229324.49 Agency Collateralized Mortgage Obligation GNMA_24-127L N/A 38384UUH0 2035-05-20 6 N/A 7089196.00 1121233.79 Agency Collateralized Mortgage Obligation FHLMC_5652F N/A 3137HRJG5 2055-05-25 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1.41213 N/A 100000000.00 2049776.28 Agency Collateralized Mortgage Obligation FNMA_24-11B N/A 3136BRAE7 2054-03-25 3.11213 N/A 25000000.00 965730.07 Agency Collateralized Mortgage Obligation GNMA_26-26H N/A 38385NJG0 2056-02-20 1.22551 N/A 65206058.00 2725782.62 Agency Collateralized Mortgage Obligation FHLMC_4914B N/A 3137FNMY3 2049-09-25 2.04765 N/A 16853542.00 210793.03 Agency Collateralized Mortgage Obligation GNMA_23-70K N/A 38384AEQ2 2052-08-20 4 N/A 56461446.00 5425106.55 Agency Collateralized Mortgage Obligation FNMA_20-M17A N/A 3136B9NC7 2028-01-25 1.4171 N/A 7500000.00 26092.33 Agency Collateralized Mortgage Obligation FHLMC_5488A N/A 3137HHK91 2054-12-25 1.96213 N/A 30000000.00 959111.67 Agency Collateralized Mortgage Obligation FNMA_24-91C N/A 3136BTZE6 2054-12-25 2.01213 N/A 47370000.00 1258785.25 Agency Collateralized Mortgage Obligation FHLMC_5259 N/A 3137H8WF4 2052-09-25 1.41213 N/A 103908472.00 2407762.72 Agency Collateralized Mortgage Obligation GNMA_20-5N N/A 38382CJA0 2049-04-20 3.5 N/A 31742403.00 33937.57 Agency Collateralized Mortgage Obligation GNMA_26-179H N/A 38385Y5W6 2056-10-20 6 N/A 2352333.00 610915.78 Agency Collateralized Mortgage Obligation FNMA_12-111 N/A 3136A9FM5 2042-10-25 2.04765 N/A 27854550.00 93986.83 Agency Collateralized Mortgage Obligation FNMA_24-21F N/A 3136BRUS4 2054-05-25 3.16213 N/A 38000000.00 1328641.59 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST FRESB_22-SB94 N/A 30324QAL2 2041-11-25 0.97833 N/A 133557760.00 361565.81 Agency Collateralized Mortgage Obligation FNMA_18-77B N/A 3136B3JK7 2048-10-25 2.19765 N/A 61371260.00 675672.73 Agency Collateralized Mortgage Obligation FNMA_24-63A N/A 3136BSQZ1 2054-09-25 2.01213 N/A 14500000.00 353899.38 Agency Collateralized Mortgage Obligation FHLMC_5601C N/A 3137HNRU4 2055-11-25 2.06213 N/A 67753450.00 3673503.97 Agency Collateralized Mortgage Obligation FHLMC_2614E N/A 31393QNZ1 2033-05-15 6.03691 N/A 95000.00 733.52 Agency Collateralized Mortgage 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2259935.53 Agency Collateralized Mortgage Obligation GNMA_25-H19B N/A 38384LXL8 2075-09-20 1.52184 N/A 30000000.00 2337884.61 Agency Collateralized Mortgage Obligation FNMA_24-45A N/A 3136BSFT7 2054-07-25 3.21213 N/A 15000000.00 539128.10 Agency Collateralized Mortgage Obligation FNMA_24-61D N/A 3136BSW76 2053-03-25 1.61213 N/A 40621466.00 1073752.69 Agency Collateralized Mortgage Obligation FHLMC_5713C N/A 3137GCZN6 2051-04-25 5.5 N/A 136363.00 19518.82 Agency Collateralized Mortgage Obligation FNMA_18-29 N/A 3136B1ZH0 2048-05-25 2.19765 N/A 98683412.00 1002495.43 Agency Collateralized Mortgage Obligation FNMA_19-28B N/A 3136B4VC9 2049-06-25 2.04765 N/A 25240919.00 433715.75 Agency Collateralized Mortgage Obligation FHMS_K150 N/A 3137H9CB3 2032-09-25 0.310431 N/A 8500000.00 153550.79 Agency Collateralized Mortgage Obligation GNMA_19-H20B N/A 38380LP72 2069-11-20 1.61582 N/A 6250000.00 173445.05 Agency Collateralized Mortgage Obligation FNMA_23-4D N/A 3136BPB42 2053-03-25 2.46213 N/A 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MMTA1 2056-05-20 5.5 N/A 1485160.00 1476438.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WCHT4 2056-08-20 5 N/A 1560190.00 1493929.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36201MYV8 2032-03-15 6 N/A 30000.00 134.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UUN0 2049-06-20 5.5 N/A 216000.00 19871.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36209H7A7 2028-05-15 7.5 N/A 420000.00 269.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36181B3T5 2043-11-20 4 N/A 1110840.00 278098.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202D2F7 2033-11-20 6 N/A 105000.00 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N/A 90000.00 601.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36225BEV6 2029-06-15 6.5 N/A 580000.00 404.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WJT6 2051-07-20 3.5 N/A 3020.00 1362.78 Agency Mortgage-Backed Securities GNMA GNII SF MB1217 M N/A BYJ5KEXH8 2056-06-20 0 N/A 29440.00 28532.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DKK6 2030-11-20 7 N/A 610000.00 263.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WKJH0 2066-09-20 6 N/A 5236125.00 5252147.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5HG7 2039-11-20 3.5 N/A 139430.00 56668.41 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133EC6C3 2029-12-05 2.83 N/A 6000.00 5728.67 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36225A2B5 2028-04-15 6 N/A 240000.00 102.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36211SD20 2035-05-15 5.5 N/A 25000.00 203.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618FVL58 2053-11-20 7 N/A 1331080.00 790291.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TNX9 2047-12-20 6.5 N/A 220000.00 25286.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617XBPC5 2048-12-20 3 N/A 1000.00 394.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UMA7 2049-02-20 4 N/A 4000000.00 116982.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617YYVS2 2052-05-15 5 N/A 2000.00 1225.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TLY9 2047-11-20 6.5 N/A 147020.00 20418.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36196D2K4 2046-12-15 2.5 N/A 231110.00 98418.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36212VBR9 2030-11-15 8 N/A 30000.00 17.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N4C83 2066-04-20 2.5 N/A 291280.00 229021.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202C4N0 2028-08-20 6 N/A 300000.00 171.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WWYG9 2056-10-20 6 N/A 5912547.00 6053681.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36296DLL0 2038-10-15 6.5 N/A 790000.00 2613.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618FT4M5 2064-06-20 7 N/A 1000.00 442.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3620AC6B5 2039-10-15 4 N/A 110000.00 4393.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36209BZD3 2028-07-15 7 N/A 45000.00 135.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WKTN6 2056-10-20 6 N/A 1054752.00 1074543.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-06-20 5.5 N/A 24308850.00 18524841.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WLW91 2056-09-20 5 N/A 1000.00 958.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617Y0PE4 2052-01-20 4 N/A 97340.00 78754.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WHK93 2056-09-20 5.5 N/A 1030.00 1016.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617J3E56 2048-12-20 4.5 N/A 108400.00 7050.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MXX20 2056-06-20 5.5 N/A 14037030.00 14016836.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36213SBK0 2034-05-15 5 N/A 25000.00 416.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202FDX1 2040-01-20 5 N/A 45900.00 1352.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202EVH9 2038-08-20 6 N/A 400000.00 315.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DSD4 2032-03-20 7 N/A 326000.00 516.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202EZH5 2039-01-20 6 N/A 40300.00 422.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202FGS9 2040-06-20 4.5 N/A 19000.00 580.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36194RBM1 2046-06-20 3 N/A 1254560.00 347726.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VMK3 2050-05-20 6 N/A 87000.00 15491.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36200XBP3 2032-02-15 6 N/A 25000.00 103.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WWH78 2056-10-20 6 N/A 2585924.00 2637674.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MMPA5 2065-12-20 7 N/A 132916.00 136458.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618W8VG5 2056-08-20 8 N/A 1234438.00 1331546.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36225BCN6 2028-12-15 7.5 N/A 8300000.00 639.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202EQM4 2037-12-20 6 N/A 100000.00 923.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VM6M0 2056-06-20 5.5 N/A 7457850.00 7446239.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WTM0 2051-12-20 2.5 N/A 9997000.00 5733912.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202EPB9 2037-08-20 6.5 N/A 175000.00 1595.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136GCKU8 2031-02-11 4 N/A 35000.00 33900.57 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VYRT6 2056-07-20 5.5 N/A 1467890.00 1456450.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617MN3S0 2050-03-15 3 N/A 7631000.00 1098006.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622AEBB1 2052-05-20 3 N/A 745400.00 574637.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3135G05Y5 2027-10-08 0.75 N/A 150000.00 144945.35 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XQX7 2053-01-20 5.5 N/A 87479360.00 46934161.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618JRPF7 2055-02-20 7 N/A 4577624.00 4824036.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130A07B0 2028-09-01 4 N/A 500000.00 497277.78 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DQY0 2031-12-20 5.5 N/A 810000.00 2806.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DQZ7 2031-12-20 6 N/A 295000.00 672.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618X5RT7 2056-10-20 6 N/A 14222987.00 14650236.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618VNNM9 2061-07-15 5.74 N/A 1000.00 1017.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.5 N/A 29999670.00 20137802.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3136GC2C8 2030-06-26 4.01 N/A 4000000.00 3905648.89 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DNK3 2031-06-20 6 N/A 432000.00 727.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WWM31 2056-10-20 5.5 N/A 2578640.00 2555565.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36213TD91 2032-08-15 6.5 N/A 50000.00 62.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VHG8 2050-03-20 3 N/A 1000.00 73.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XAX4 2037-06-20 2 N/A 349940.00 133090.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WS4Z9 2066-08-20 7 N/A 392689.00 404634.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179RZZ5 2046-02-20 6.5 N/A 50000.00 3469.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WT57 2051-12-20 5 N/A 20000.00 8225.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DYK1 2033-07-20 5 N/A 25000.00 231.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YZJ6 2035-05-20 3.5 N/A 122160.00 92998.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VT6E3 2066-05-20 6 N/A 1000.00 1000.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36211QG54 2030-09-15 8 N/A 40000.00 20.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VNR7 2050-06-20 3 N/A 3359000.00 466072.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202ERS0 2038-03-20 5 N/A 3000.00 29.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YYU2 2054-06-20 4.5 N/A 166380.00 141415.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UPA4 2049-03-20 4 N/A 2000.00 140.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DMA6 2031-03-20 6.5 N/A 390000.00 266.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36207AA93 2028-01-15 7 N/A 60000.00 6.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.5 N/A 1000.00 503.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WEBQ2 2056-08-20 7 N/A 5800678.00 6207024.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36225BUV8 2032-09-15 6.5 N/A 420000.00 586.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36290RXW8 2033-08-15 5 N/A 30000.00 266.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WLBR4 2056-10-20 6 N/A 2358957.00 2414966.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VMMV2 2056-06-20 5.5 N/A 10565630.00 10422125.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179U7A4 2049-10-20 6 N/A 109000.00 19710.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202EXN4 2038-11-20 6 N/A 740000.00 984.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XME3 2037-12-20 3.5 N/A 471340.00 236155.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DAD3 2029-01-20 7.5 N/A 110000.00 78.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6QV2 2056-08-20 4.5 N/A 1048000.00 1025226.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3620AUFH2 2040-09-15 4 N/A 30000.00 3234.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36213EUL8 2032-02-15 6.5 N/A 231000.00 675.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36206PGP9 2027-12-15 7 N/A 980000.00 413.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WTCY1 2056-10-20 6 N/A 2632002.00 2697773.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3620A2ZH2 2039-07-15 4 N/A 50200.00 1551.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36177TZN0 2042-10-20 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36241KHK7 2036-01-15 6 N/A 741000.00 10804.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202CUB7 2027-02-20 7.5 N/A 200000.00 2.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36211Q3U3 2034-05-15 5 N/A 25000.00 901.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618X2QV0 2056-10-20 5 N/A 2007260.00 1898777.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3620A2ZG4 2039-07-15 4 N/A 162900.00 4936.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36297JXU3 2039-07-15 4 N/A 55200.00 771.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DQB0 2031-10-20 6.5 N/A 1911000.00 2119.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XBR6 2052-07-20 3 N/A 3565300.00 2036287.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36180ACE1 2054-10-20 7.5 N/A 911220.00 372292.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DBK6 2029-04-20 7 N/A 320000.00 184.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618X2AT2 2056-10-20 6.5 N/A 1777755.00 1835722.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TUB9 2048-03-20 4 N/A 1600.00 126.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36195FQC2 2046-09-20 3.5 N/A 2213080.00 237918.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UUK6 2049-06-20 4 N/A 158000.00 11762.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VY3K1 2056-08-20 5.5 N/A 3000.00 3001.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36225BC71 2029-03-15 6 N/A 1500000.00 882.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N3SL9 2066-02-20 6.5 N/A 1001.00 1014.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36291FG44 2035-02-15 5 N/A 28000.00 99.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XCH7 2037-07-20 2 N/A 478360.00 192758.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618JHE20 2054-10-20 5 N/A 250000.00 188680.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202EKM0 2036-09-20 6.5 N/A 58000.00 412.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XVJ2 2053-03-20 6.5 N/A 16200.00 1921.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36184BZ34 2045-02-15 3.5 N/A 225000.00 23894.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5JZ3 2034-04-20 3.5 N/A 261740.00 213506.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5JB6 2055-03-20 4.5 N/A 441970.00 388920.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KWRH8 2055-07-20 7 N/A 9457614.00 9611514.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618W42E1 2056-08-20 6.5 N/A 8144939.00 8562204.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130B9KZ2 2041-03-05 5.22 N/A 50000.00 46532.95 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DE23 2029-12-20 7.5 N/A 550000.00 213.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179T4S1 2048-07-20 5.5 N/A 25000.00 2113.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36194BZE8 2046-07-20 3 N/A 186000.00 53404.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202EWD7 2038-09-20 5.5 N/A 24000.00 265.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202C2Z5 2028-05-20 7.5 N/A 60000.00 11.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134A3ZU3 2029-12-14 0 N/A 4046000.00 3480733.34 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202ESB6 2038-04-20 5.5 N/A 546200.00 5855.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36178LYY3 2042-09-15 3.5 N/A 299900.00 20711.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617JYLP6 2050-02-20 3.5 N/A 300000.00 62554.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WMRZ7 2056-10-20 6.5 N/A 1466618.00 1560531.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DPG0 2031-08-20 8 N/A 200000.00 85.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618W7TN5 2056-08-20 6 N/A 1032567.00 1060977.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DNL1 2031-06-20 6.5 N/A 130000.00 125.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202C7A5 2028-12-20 6.5 N/A 2940000.00 1575.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179SLW5 2046-09-20 5.5 N/A 33000.00 3558.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DLV1 2031-02-20 7 N/A 170000.00 104.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MXVN6 2056-06-20 5.5 N/A 20017050.00 19983981.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YU85 2054-04-20 6.5 N/A 350000.00 112294.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202FM60 2040-12-20 3.5 N/A 40000.00 2123.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UGF3 2048-11-20 5.5 N/A 160000.00 12163.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618X3XC2 2056-10-20 6 N/A 1637603.00 1656514.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618X3YE7 2056-10-20 6.5 N/A 1317281.00 1361062.30 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133EPPF6 2029-07-05 4.125 N/A 5000.00 4977.59 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 313385N28 2026-11-04 0 N/A 79959000.00 79907026.65 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UZX3 2049-09-20 5.5 N/A 275000.00 34377.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179MEN6 2027-06-20 4 N/A 32000.00 257.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618W0UR9 2056-08-20 7.5 N/A 4390966.00 4759188.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36201EMU1 2032-02-15 6 N/A 25000.00 113.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618W25Z5 2056-07-20 6 N/A 1000.00 1019.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DS36 2032-05-20 6 N/A 515000.00 1072.28 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133EHWF6 2028-08-25 2.65 N/A 57000.00 55252.08 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DXB2 2033-04-20 5 N/A 285000.00 2080.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202CYG2 2027-11-20 7.5 N/A 720000.00 116.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202F2A3 2041-12-20 6 N/A 134000.00 2972.88 Agency Mortgage-Backed 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52945957.00 319566.35 Agency Collateralized Mortgage Obligation FNMS 07.000 CLDC1631 N/A 3140ANY52 2054-08-01 7 N/A 1000.00 1023.47 Agency Mortgage-Backed Securities GNII SF MA3376 M N/A 36179RXD6 2046-01-20 3.5 N/A 16297465.00 1389450.87 Agency Mortgage-Backed Securities GNII SF MA7472 M N/A 36179WJR0 2051-07-20 2.5 N/A 24338431.00 11998391.22 Agency Mortgage-Backed Securities GNRA 2018-127 SA N/A 38380YXX8 2044-07-20 1.17476 N/A 103749492.00 752123.41 Agency Collateralized Mortgage Obligation GNII SF BT5018 C N/A 3617MTSF8 2050-03-20 4 N/A 1000.00 126.54 Agency Mortgage-Backed Securities GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 N/A 1390060.00 848728.94 Agency Mortgage-Backed Securities GNII SF DG1233 C N/A 3618JWLN3 2054-12-20 6.5 N/A 1000.00 1020.48 Agency Mortgage-Backed Securities GNII SF DP8185 C N/A 3618MPCW4 2056-03-20 6 N/A 2243066.00 2281266.03 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6325 N/A 3140W7A34 2056-05-01 6.5 N/A 1024.00 985.78 Agency Mortgage-Backed 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5.5 N/A 883016.00 570254.24 Agency Mortgage-Backed Securities GNII SF MA9606 M N/A 36179YU77 2054-02-20 6 N/A 915246.00 407920.58 Agency Mortgage-Backed Securities GNII SF DP1323 C N/A 3618MFPG7 2056-03-20 6.5 N/A 385881.00 398854.91 Agency Mortgage-Backed Securities MNRA CL013A2 R18M013 N/A 3136B3DE7 2030-09-25 3.767857 N/A 2590.00 1517.78 Agency Collateralized Mortgage Obligation GNII SF CQ3399 C N/A 3618A5X40 2053-07-20 7.5 N/A 153188.00 60925.24 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8363 N/A 3132DWJG9 2053-09-01 6 N/A 1000.00 557.62 Agency Mortgage-Backed Securities FNRA CL112TB R25F112 N/A 3136BYNH1 2055-01-25 0.02 N/A 122950.00 58.46 Agency Collateralized Mortgage Obligation FEPC 04.500 CLQF6276 N/A 3133BT6M7 2053-01-01 4.5 N/A 1000.00 640.61 Agency Mortgage-Backed Securities FNRM CL054DO R23F054 N/A 3136BQRF8 2053-11-25 0 N/A 31375184.00 11136062.88 Agency Collateralized Mortgage Obligation GNII SF MA9362 M N/A 36179YMK7 2053-12-20 5.5 N/A 329312.00 222854.04 Agency Mortgage-Backed Securities FNRA CL011SB R24F011 N/A 3136BRAZ0 2054-03-25 4.21213 N/A 100013.00 4942.14 Agency Collateralized Mortgage Obligation GNII SF DJ4778 C N/A 3618KRJX3 2055-04-20 7 N/A 1024.00 893.84 Agency Mortgage-Backed Securities FERM 5651CI 12/25/48 N/A 3137HQT68 2048-12-25 5 N/A 7941751.00 1495144.92 Agency Collateralized Mortgage Obligation GNII SF MB0365 M N/A 3618N5MP1 2055-05-20 5 N/A 52303511.00 43979325.95 Agency Mortgage-Backed Securities GNII SF MA9423 M N/A 36179YPG3 2054-01-20 5.5 N/A 1138563.00 744245.77 Agency Mortgage-Backed Securities GNII SF DH6156 C N/A 3618KEZV8 2055-01-20 7 N/A 1000.00 940.05 Agency Mortgage-Backed Securities GNII SF DA6289 C N/A 3618GV7A2 2054-05-20 7.5 N/A 1000.00 1065.09 Agency Mortgage-Backed Securities GNII SF DJ4779 C N/A 3618KRJY1 2055-03-20 7.5 N/A 1572582.00 1285877.66 Agency Mortgage-Backed Securities GNRA 2012-106 YF N/A 38378HKR6 2042-09-20 4.48 N/A 486345.00 9505.06 Agency Collateralized Mortgage Obligation GNII SF MA4837 M N/A 36179TLS2 2047-11-20 3.5 N/A 10459773.00 1129194.02 Agency Mortgage-Backed Securities GNII SF MA9964 M N/A 36180AB93 2054-10-20 5 N/A 1000.00 792.91 Agency Mortgage-Backed Securities GNRM 2023-066 OQ N/A 38384AQK2 2052-07-20 0 N/A 4831365.00 2551426.34 Agency Collateralized Mortgage Obligation GNII SF MA9905 M N/A 36180AAE3 2054-09-20 5 N/A 1024.00 791.55 Agency Mortgage-Backed Securities GNII SF MB0746 M N/A 3618N5ZL6 2055-11-20 5.5 N/A 2000.00 1815.06 Agency Mortgage-Backed Securities FNRA RC065SE R24F065 N/A 3136BSK38 2054-09-25 2.01213 N/A 100000.00 4005.07 Agency Collateralized Mortgage Obligation GNII SF DP7747 C N/A 3618MNTC5 2056-01-20 6 N/A 4015808.00 4069933.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 N/A 1000.00 667.77 Agency Mortgage-Backed Securities GNII SF MA9488 M N/A 36179YRH9 2054-01-20 5.5 N/A 15701355.00 9575725.34 Agency Mortgage-Backed Securities GNII SF MA8569 M N/A 36179XQW9 2053-01-20 5 N/A 44117299.00 27964434.05 Agency Mortgage-Backed Securities GNII SF MA8491 M N/A 36179XNG7 2052-12-20 5.5 N/A 15251174.00 8310822.49 Agency Mortgage-Backed Securities GNRA 2026-052 SB N/A 38385NMQ4 2056-03-20 0.12551 N/A 100000000.00 591651.86 Agency Collateralized Mortgage Obligation GNII SF DP1322 C N/A 3618MFPF9 2056-03-20 6.5 N/A 278565.00 287894.75 Agency Mortgage-Backed Securities GNII SF DS1308 C N/A 3618VMNZ2 2056-06-20 6 N/A 5487907.00 5572848.08 Agency Mortgage-Backed Securities GNII SF DP8123 C N/A 3618MPAY2 2056-03-20 6.5 N/A 281816.00 292067.56 Agency Mortgage-Backed Securities FERA 5631CS 03/25/56 N/A 3137HQHV6 2056-03-25 1.19213 N/A 14115070.00 492746.34 Agency Collateralized Mortgage Obligation GNRA 2023-153 TA N/A 38384E5Z4 2053-10-20 0.01 N/A 106582.00 6.33 Agency Collateralized Mortgage Obligation GNII SF DQ6961 C N/A 3618N0WW6 2056-03-20 6.5 N/A 260563.00 266846.99 Agency Mortgage-Backed Securities GNII SF MB0685 M N/A 3618N5XP9 2055-09-20 5 N/A 1549397.00 1395354.40 Agency Mortgage-Backed Securities GNRM 2025-118 CI N/A 38381NG36 2052-03-20 6 N/A 3881308.00 129048.74 Agency Collateralized Mortgage Obligation GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 N/A 6983504.00 6498270.45 Agency Mortgage-Backed Securities GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 N/A 3185073.00 2978908.13 Agency Mortgage-Backed Securities GNRA 2023-164 CS N/A 38384D7N1 2053-11-20 3.22551 N/A 14514207.00 610207.20 Agency Collateralized Mortgage Obligation FEPC 03.500 CLQE4358 N/A 3133BDZX6 2052-06-01 3.5 N/A 1000.00 603.89 Agency Mortgage-Backed Securities GNII SF DR9674 C N/A 3618VJXB1 2056-06-20 6 N/A 2380656.00 2419126.37 Agency Mortgage-Backed Securities GNII SF MB1070 M N/A 3618N6FL6 2056-03-20 5 N/A 3264.00 3063.18 Agency Mortgage-Backed Securities GNII SF DS1314 C N/A 3618VMN74 2056-06-20 6 N/A 5782.00 5949.08 Agency Mortgage-Backed Securities GNII SF MB0935 M N/A 3618N6BD8 2056-02-20 4.5 N/A 1024.00 918.47 Agency Mortgage-Backed Securities FNRA CL009SA R25F009 N/A 3136BVDD7 2055-03-25 1.91213 N/A 100038.00 5799.04 Agency Collateralized Mortgage Obligation GNII SF DQ1225 C N/A 3618MTLE6 2056-03-20 6 N/A 3344654.00 3363744.36 Agency Mortgage-Backed Securities GNII SF MB0937 M N/A 3618N6BF3 2056-02-20 5.5 N/A 1005.00 956.62 Agency Mortgage-Backed Securities GNII SF DP3336 C N/A 3618MHV50 2056-03-20 6.5 N/A 3339374.00 3411304.41 Agency Mortgage-Backed Securities GNII SF MB0872 M N/A 3618N56J3 2056-01-20 5.5 N/A 2024.00 1890.27 Agency Mortgage-Backed Securities GNRA 2021-155 SM N/A 38383AJY1 2051-07-20 2.2347 N/A 8391360.00 522125.02 Agency Collateralized Mortgage Obligation GNII SF CB4292 C N/A 3617UPXV6 2051-03-20 4 N/A 37523.00 21194.96 Agency Mortgage-Backed Securities GNII SF DQ5953 C N/A 3618MYTJ6 2056-02-20 6.5 N/A 220721.00 226599.31 Agency Mortgage-Backed Securities FNRA CL056ES R24F056 N/A 3136BSSR7 2054-08-25 3.21213 N/A 100138.00 5918.12 Agency Collateralized Mortgage Obligation GNII SF DP6470 C N/A 3618MMFK4 2056-01-20 6.5 N/A 2000.00 2052.66 Agency Mortgage-Backed Securities GNII SF DA9885 C N/A 3618H06W2 2054-04-20 7.5 N/A 1000.00 769.07 Agency Mortgage-Backed Securities GNII SF MA8101 M N/A 36179XAA4 2052-06-20 4.5 N/A 3024.00 1917.90 Agency Mortgage-Backed Securities GNII SF MA8045 M N/A 36179W5E4 2052-05-20 4 N/A 3506560.00 2178402.43 Agency Mortgage-Backed Securities GNII SF DP8129 C N/A 3618MPA63 2056-03-20 6.5 N/A 292595.00 303144.96 Agency Mortgage-Backed Securities GNII SF DJ9519 C N/A 3618KWSG9 2056-01-20 6.5 N/A 283256.00 291620.64 Agency Mortgage-Backed Securities GNII SF DR9657 C N/A 3618VJWS5 2056-06-20 6 N/A 824760.00 835653.71 Agency Mortgage-Backed Securities GNII SF MA6090 M N/A 36179UXT4 2049-08-20 3.5 N/A 20575333.00 2116997.78 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7674 N/A 3131Y2Q35 2048-08-01 4.5 N/A 1000.00 216.32 Agency Mortgage-Backed Securities FNRA CL019SC R26F019 N/A 3136BY6D9 2056-04-25 0.01213 N/A 119357441.00 901352.50 Agency Collateralized Mortgage Obligation FNMS 06.000 CLCB6536 N/A 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Agency Mortgage-Backed Securities FNRA CL020IO R23F020 N/A 3136BP3E9 2061-03-25 1.935769 N/A 36562879.00 946964.09 Agency Collateralized Mortgage Obligation FERA 5720TA 11/25/56 N/A 3137GFEY8 2056-11-25 0.05 N/A 29999899.00 75088.08 Agency Collateralized Mortgage Obligation GNII SF DP1327 C N/A 3618MFPL6 2056-02-20 6.5 N/A 1006.00 1039.95 Agency Mortgage-Backed Securities GNRA 2023-082 KF N/A 38384AT94 2053-06-20 5.02449 N/A 1024.00 569.69 Agency Collateralized Mortgage Obligation GNII SF MB0307 M N/A 3618N5KV0 2055-04-20 5 N/A 402651.00 335711.88 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3443 N/A 31418CZH0 2048-08-01 4 N/A 6038.00 386.50 Agency Mortgage-Backed Securities GNRA 2024-157 TC N/A 38384WBW4 2054-09-20 0.05 N/A 49899921.00 54535.02 Agency Collateralized Mortgage Obligation GNII SF BZ7364 C N/A 3617U3FD5 2050-11-20 4 N/A 1000.00 488.29 Agency Mortgage-Backed Securities Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2026-11-02 2026-11-06 2026-11-06 Y BNP PARIBAS SA 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Agency Collateralized Mortgage Obligation FNMA_23-58F N/A 3136BQXW4 2053-12-25 3.11213 N/A 48409043.00 804369.83 Agency Collateralized Mortgage Obligation FNMA_25-5D N/A 3136BUJ84 2055-02-25 1.26213 N/A 80550000.00 2314230.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-149 N/A 38382KBL6 2050-10-20 2.5 N/A 22600000.00 2229649.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618KLL62 2067-07-15 6.14 N/A 538162.00 559763.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617MR3K8 2050-02-15 3.5 N/A 1937687.00 127126.77 Agency Mortgage-Backed Securities GNMA_25-25G N/A 38385DJN7 2055-02-20 1.52551 N/A 100210.00 1554.46 Agency Collateralized Mortgage Obligation FHMS_K117 N/A 3137FX3U0 2048-10-25 2.866337 N/A 13478000.00 1281110.77 Agency Collateralized Mortgage Obligation GNMA_20-55F N/A 38382ERF6 2050-04-20 2.0347 N/A 44539807.00 731586.00 Agency Collateralized Mortgage Obligation FNMA_24-46A N/A 3136BSJU0 2054-07-25 1.86213 N/A 73500000.00 1538046.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202EEH8 2035-07-20 5.5 N/A 218237.00 2720.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617J6EX8 2049-10-15 3 N/A 838000.00 185787.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36296FKC6 2038-08-15 6 N/A 1196.00 13.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPA48 2056-03-20 6.5 N/A 3241405.00 3359667.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WRV65 2066-10-20 6.5 N/A 571348.00 580355.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36201AV70 2032-08-15 6 N/A 25001.00 37.50 Agency Mortgage-Backed Securities GNMA_23-147J N/A 38384DSJ7 2051-05-20 2.37551 N/A 5170476.00 413279.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TCX1 2047-07-20 3.5 N/A 3079.00 324.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XJ4P4 2042-08-01 3 N/A 35389.00 3510.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N3XR0 2056-04-20 6.5 N/A 1735994.00 1794876.92 Agency Mortgage-Backed Securities GNMA_41-97E N/A 38385BAZ3 2054-12-20 2.02551 N/A 130000000.00 2065464.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TEY7 2047-08-20 3 N/A 2000.00 231.42 Agency Mortgage-Backed Securities GNMA_26-82Q N/A 38385SGS6 2065-12-20 4.75 N/A 410817.00 378084.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618V9RV6 2056-04-20 6.5 N/A 10467223.00 10597531.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3622A2BY7 2040-05-15 6.5 N/A 2012.00 92.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379UXZ4 2056-07-16 0.91674 N/A 68501969.00 521312.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36201NKD1 2032-10-15 5.5 N/A 150000.00 720.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N0AT7 2056-04-20 5 N/A 3033433.00 2890447.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UMM1 2049-02-20 4.5 N/A 41562.00 2609.16 Agency Mortgage-Backed Securities GNMA_18-168G N/A 38381BFG4 2048-12-20 2.25216 N/A 72000000.00 1381755.84 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4N5 2047-05-20 4 N/A 6943298.00 766932.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202C6X6 2028-12-20 5.5 N/A 453276.00 252.19 Agency Mortgage-Backed Securities GNMA_25-100C N/A 38385GS59 2055-05-20 1.27551 N/A 100059.00 1280.20 Agency Collateralized Mortgage Obligation GNMA_26-171 N/A 38383JHN8 2061-03-16 4.5 N/A 588235.00 520547.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36292JT58 2035-12-15 6 N/A 66350.00 983.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36296DG85 2038-09-15 6 N/A 2000.00 7.48 Agency Mortgage-Backed Securities GNMA_26-128 N/A 38381S4A2 2056-07-16 4.5 N/A 13842341.00 13120146.20 Agency Collateralized Mortgage Obligation FNMA_22-19A N/A 3136BMMG0 2052-04-25 1.71213 N/A 27333210.00 989222.55 Agency Collateralized Mortgage Obligation GNMA_13-82 N/A 38378TEW6 2043-05-20 3.5 N/A 8351857.00 158759.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36290VH31 2036-09-15 6.5 N/A 2000.00 9.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36296G6E6 2038-07-15 6 N/A 6872.00 2.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VNZX2 2056-06-20 6.5 N/A 1477498.00 1520483.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622A2RT1 2045-12-20 3 N/A 2346.00 229.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618W3ZU1 2056-07-20 6.5 N/A 1308854.00 1373940.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VCE43 2056-03-20 6.5 N/A 2000.00 1987.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A3M72 2040-05-01 5.5 N/A 156000.00 2088.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202DU74 2032-11-20 5.5 N/A 25003.00 91.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N1NX2 2056-03-20 6.5 N/A 3523824.00 3500800.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36296RE37 2038-11-15 6 N/A 71127.00 3709.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202ED55 2035-06-20 5.5 N/A 300000.00 3623.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36296QBZ1 2038-10-15 6.5 N/A 1339.00 2.19 Agency Mortgage-Backed Securities FHMS_K071 N/A 3137FCLG7 2028-02-25 2.009714 N/A 99774000.00 2086267.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36296TV26 2038-11-15 6 N/A 72003.00 1008.33 Agency Mortgage-Backed Securities GNMA_24-23C N/A 38384J2G8 2054-02-20 2.67551 N/A 100000000.00 1276082.52 Agency Collateralized Mortgage Obligation GNMA_26-171 N/A 38383JGJ8 2046-11-16 4.5 N/A 4186567.00 3906992.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622AEAQ9 2055-10-20 6.5 N/A 1216.00 855.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6SC2 2056-09-20 6 N/A 2000.00 1999.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VNWK3 2056-05-20 6 N/A 9608934.00 9867512.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MDDC4 2055-11-20 6 N/A 7601127.00 7511349.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WG36 2051-06-20 2.5 N/A 66000000.00 31486215.75 Agency Mortgage-Backed Securities GNMA_26-158D N/A 38385YDX5 2056-03-20 4.44 N/A 111592692.00 110497477.61 Agency Collateralized Mortgage Obligation GNMA_26-143H N/A 38385XTR3 2066-08-20 4.52449 N/A 71782721.00 69997636.92 Agency Collateralized Mortgage Obligation FHLMC_5630B N/A 3137HQ7K1 2056-02-25 1.36213 N/A 59125425.00 1568405.18 Agency Collateralized Mortgage Obligation GNMA_24-78E N/A 38384NK61 2054-05-20 1.37551 N/A 91177914.00 1617955.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6FK8 2056-04-20 4.5 N/A 51771224.00 46950709.27 Agency Mortgage-Backed Securities FNMA_23-13C N/A 3136BPR52 2052-12-25 1.66213 N/A 175000000.00 3782473.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36295QLQ1 2040-06-15 4.5 N/A 12878214.00 351658.66 Agency Mortgage-Backed Securities FHLMC_5062C N/A 3137F8TX1 2051-01-25 2.41213 N/A 6791579.00 508294.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WLN6 2051-08-20 2 N/A 3000.00 1478.48 Agency Mortgage-Backed Securities GNMA_26-108J N/A 38385TQZ7 2037-06-20 5 N/A 1008.00 964.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36295KJV6 2038-04-15 5.5 N/A 350721.00 1706.84 Agency Mortgage-Backed Securities FHLMC_5010Q N/A 3137FVR46 2050-09-25 2 N/A 25000000.00 1704834.19 Agency Collateralized Mortgage Obligation GNMA_23-185B N/A 38384GTV2 2053-12-20 1.82551 N/A 100000000.00 901504.13 Agency Collateralized Mortgage Obligation GNMA_23-183B N/A 38384HBE7 2053-12-20 1.97551 N/A 50000000.00 661148.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TXW0 2048-05-20 4.5 N/A 531960.00 34236.20 Agency Mortgage-Backed Securities GNMA_20-186B N/A 38382LYJ4 2050-12-20 0 N/A 45000000.00 49303.62 Agency Collateralized Mortgage Obligation GNMA_25-23B N/A 38385DYE0 2055-02-20 2.07551 N/A 115412010.00 1789147.00 Agency Collateralized Mortgage Obligation GNMA_25-134H N/A 38381UCJ9 2065-08-20 2.07551 N/A 31000000.00 537179.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VGXT8 2056-04-20 6.5 N/A 15191.00 15806.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36225BYC6 2033-03-15 6 N/A 1234012.00 4495.18 Agency Mortgage-Backed Securities GNMA_23-48L N/A 38383WUM6 2053-03-20 1.72551 N/A 100000000.00 1254653.56 Agency Collateralized Mortgage Obligation FHLMC_5366 N/A 3137HB4A9 2053-12-25 2.31213 N/A 141356296.00 2615758.09 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KHH25 2049-11-01 3 N/A 30816.00 2514.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VQT0 2050-07-20 3 N/A 10000.00 2334.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WKFJ4 2037-09-01 6.5 N/A 77049.00 218.94 Agency Mortgage-Backed Securities GNMA_24-58R N/A 38384NGB5 2054-04-20 2.02551 N/A 75000000.00 1232385.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36189KWW8 2047-05-15 5 N/A 113171.00 4631.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36291CDA0 2034-08-15 6 N/A 37999.00 32.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202FWC6 2041-08-20 5.5 N/A 90092.00 2800.75 Agency Mortgage-Backed Securities GNMA_18-160D N/A 38381AN93 2048-11-20 2.40216 N/A 41600000.00 752642.11 Agency Collateralized Mortgage Obligation FNMA_26-23C N/A 3136G5NR7 2054-09-25 1.66213 N/A 123356199.00 4824268.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618MUEE1 2068-07-15 5.3 N/A 10293741.00 10131516.21 Agency Mortgage-Backed Securities FNMA_20-41J N/A 3136B9Z91 2050-06-25 2.09765 N/A 14861349.00 427051.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3622ACC65 2052-04-20 3.5 N/A 3391774.00 2016470.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MPA55 2056-03-20 6.5 N/A 1179842.00 1222192.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VF6Y9 2056-04-20 5 N/A 4820806.00 4596307.70 Agency Mortgage-Backed Securities FNMA_25-18D N/A 3136BVAK4 2055-03-25 1.96213 N/A 37982080.00 1472419.76 Agency Collateralized Mortgage Obligation FHLMC_5257B N/A 3137H8WA5 2052-09-25 1.41213 N/A 60739852.00 2468149.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GHSX0 2054-02-20 7 N/A 24098858.00 12653795.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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Mortgage-Backed Securities GNMA_24-97B N/A 38384PPU8 2054-03-20 1.92551 N/A 100157.00 3773.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179MAX8 2042-04-20 3.5 N/A 1002.00 58.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31415BD71 2038-07-01 6 N/A 36270.00 1090.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VHXY5 2056-06-20 6.5 N/A 1163886.00 1193720.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3618VSEW6 2068-07-15 5.39 N/A 11082275.00 10895216.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202EW54 2038-10-20 6 N/A 2468663.00 20576.37 Agency Mortgage-Backed Securities GNMA_20-40 N/A 38380N8S1 2062-01-16 0.88446 N/A 105000000.00 2766599.23 Agency Collateralized Mortgage Obligation FHLMC_5477B N/A 3137HHEA5 2050-11-25 3.5 N/A 26000000.00 4064889.03 Agency Collateralized Mortgage Obligation GNMA_23-173J N/A 38384GHA1 2053-11-20 1.62551 N/A 100000000.00 1576229.29 Agency Collateralized Mortgage Obligation GNMA_24-113C N/A 38384QQW1 2054-07-20 7 N/A 5786934.00 1227530.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VWZA2 2056-06-20 6.5 N/A 7095310.00 7197417.91 Agency Mortgage-Backed Securities GNMA_23-153D N/A 38384E5Y7 2053-10-20 2.45551 N/A 200000000.00 2281174.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617LKHR4 2049-11-15 3 N/A 1896.00 282.06 Agency Mortgage-Backed Securities GNMA_25-65F N/A 38385FUW9 2055-04-20 1.42551 N/A 80000000.00 1726382.78 Agency Collateralized Mortgage Obligation FNMA_24-87F N/A 3136BTD34 2054-12-25 0.26213 N/A 115000000.00 749420.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 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36202ERD3 2038-02-20 5.5 N/A 181981.00 1753.91 Agency Mortgage-Backed Securities GNMA_25-208B N/A 38385KJZ4 2055-12-20 4.5 N/A 48572.00 40299.75 Agency Collateralized Mortgage Obligation GNMA_26-143D N/A 38385XVK5 2056-08-20 4.92449 N/A 1024.00 1006.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MS5Q9 2056-02-20 6.5 N/A 13991346.00 14132884.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131X1G47 2027-12-01 6 N/A 1992094.00 1835.98 Agency Mortgage-Backed Securities FNMA_24-57A N/A 3136BSTF2 2054-08-25 1.86213 N/A 115000000.00 1588440.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6SB4 2056-09-20 5.5 N/A 1499.00 1465.85 Agency Mortgage-Backed Securities GNMA_21-179J N/A 38383CZN3 2051-10-20 0 N/A 100000999.00 67100.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 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36177HBK8 2026-11-15 3 N/A 13522.00 0.19 Agency Mortgage-Backed Securities FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q014 N/A 3137F72J3 2055-10-25 2.729825 N/A 2893000.00 324388.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36292LAV6 2036-02-15 6 N/A 1053.00 3.67 Agency Mortgage-Backed Securities FNMA_26-3A N/A 3136BYTM4 2056-02-25 6 N/A 13229907.00 2280527.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TG33 2047-09-20 3 N/A 3000.00 379.39 Agency Mortgage-Backed Securities GNMA_23-152L N/A 38384DWJ2 2051-04-20 2.97551 N/A 27543477.00 2586957.93 Agency Collateralized Mortgage Obligation FNMA_24-73A N/A 3136BTBJ1 2054-10-25 1.36213 N/A 55425000.00 1016023.29 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-89 N/A 3136BCD80 2050-12-25 2.5 N/A 13700000.00 1250625.96 Agency Collateralized Mortgage Obligation 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202EWF2 2038-09-20 6.5 N/A 4636138.00 41999.93 Agency Mortgage-Backed Securities GNMA_22-22D N/A 38383MSA7 2052-02-20 0 N/A 50000000.00 54131.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UXU1 2049-08-20 4 N/A 1300000.00 123039.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VJRR3 2053-05-20 6.5 N/A 7710811.00 7815278.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-160 N/A 38379K4K1 2056-01-16 0.27889 N/A 125702000.00 237817.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WH6Z1 2066-09-20 6.5 N/A 634460.00 647606.71 Agency Mortgage-Backed Securities GNMA_20-164A N/A 38382LDX6 2050-11-20 0 N/A 72000000.00 235308.07 Agency Collateralized Mortgage Obligation GNMA_25-214E N/A 38385KS35 2055-12-20 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N/A 136017000.00 4007437.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36241LEH5 2039-01-15 5.5 N/A 273431.00 1685.64 Agency Mortgage-Backed Securities GNMA_20-57 N/A 38380PFH2 2060-01-16 1.79331 N/A 15700000.00 1125146.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36196BN90 2046-10-15 4.5 N/A 694964.00 31662.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 3617MYA58 2050-03-15 3.5 N/A 40461.00 3573.44 Agency Mortgage-Backed Securities GNMA_26-158C N/A 38385YEF3 2056-03-20 5.25 N/A 83494608.00 81598091.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-30 N/A 38378KBK4 2053-09-16 0.53404 N/A 100000000.00 158517.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WJQ2 2051-07-20 2 N/A 3000.00 1462.06 Agency 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36202FPG5 2041-01-20 4.5 N/A 2000.00 84.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WK3S3 2056-08-20 5.5 N/A 3348255.00 3302524.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179QPG0 2044-09-20 3.5 N/A 8326.00 550.93 Agency Mortgage-Backed Securities GNMA_13-129 N/A 38378WQ55 2043-09-20 2.0347 N/A 20708456.00 83903.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36194HQT2 2068-01-15 5.61 N/A 785271.00 793623.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36202C2W2 2028-05-20 6 N/A 59999.00 22.78 Agency Mortgage-Backed Securities FHLMC_5391E N/A 3137HBV27 2054-03-25 2.61213 N/A 100000000.00 1237618.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MYRQ2 2056-03-20 6.5 N/A 910091.00 931877.82 Agency Mortgage-Backed Securities GNMA_21-160S N/A 38383AWD2 2051-09-20 2.2347 N/A 29141493.00 2057448.79 Agency Collateralized Mortgage Obligation GNMA_24-183A N/A 38384XVV2 2054-11-20 0.62551 N/A 150000000.00 1399211.90 Agency Collateralized Mortgage Obligation GNMA_26-158B N/A 38385YDV9 2056-09-20 5.5 N/A 27166615.00 25516095.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6LA3 2056-06-20 7 N/A 3507526.00 3534895.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 549300M8ZYFG0OCMTT87 36200RYP1 2032-01-15 6 N/A 26287.00 71.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3 N/A 7000.00 1516.79 Agency Mortgage-Backed Securities FHLMC_3152 N/A 31396R3C9 2036-03-15 2.51711 N/A 117787959.00 205625.30 Agency Collateralized Mortgage Obligation FNMA_20-80F N/A 3136BCYT1 2049-04-25 2.5 N/A 10000000.00 822979.57 Agency 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179W2U1 2052-04-20 2.5 N/A 2024.00 1117.70 Agency Mortgage-Backed Securities GNMA_19-159J N/A 38382BJH7 2046-03-20 0.8912 N/A 56803643.00 447765.97 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 1.11342 N/A 2029944.00 7324.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 3456471.00 2110417.51 Agency Mortgage-Backed Securities GNMA_25-1T N/A 38385CFZ6 2053-07-20 0.62551 N/A 100001.00 1473.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VJWS5 2056-06-20 6 N/A 55610.00 56344.51 Agency Mortgage-Backed Securities GNMA_26-7B N/A 38385LAH1 2056-01-20 4.87449 N/A 1024.00 932.62 Agency Collateralized Mortgage Obligation GNMA GNII SP 788238 M N/A BYDTH6Y41 2052-05-22 0 N/A 1022.00 788.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE 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NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618JWLP8 2055-01-20 6.5 N/A 1000.00 1021.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VMN58 2056-06-20 6 N/A 66567.00 68488.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.5 N/A 1000.00 832.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N56J3 2056-01-20 5.5 N/A 2000.00 1867.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YAT1 2053-07-20 6 N/A 1024.00 468.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.5 N/A 1024.00 687.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 49852.00 3947.39 Agency Mortgage-Backed Securities GNMA_21-136A N/A 38382WQ75 2051-08-20 0 N/A 77580422.00 443121.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617MSCH3 2050-04-20 4 N/A 121073.00 18764.69 Agency Mortgage-Backed Securities GNMA_14-118F N/A 38379EHH8 2044-08-16 1.55292 N/A 35501323.00 375129.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617N4G57 2050-04-20 4 N/A 1000.00 444.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WJR0 2051-07-20 2.5 N/A 5644153.00 2782461.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5XR5 2055-10-20 6 N/A 1000.00 725.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.5 N/A 4080.00 2666.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MHV35 2056-03-20 6.5 N/A 546234.00 558983.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YHT4 2053-10-20 6 N/A 1024.00 488.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618V3RB3 2056-01-20 6.5 N/A 1000.00 1025.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7A34 2056-05-01 6.5 N/A 1001.00 963.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-06-20 5.5 N/A 28788558.00 21938654.65 Agency Mortgage-Backed Securities GNMA GNII SF MB1217 M N/A BYJ5KEXH8 2056-06-20 0 N/A 1024.00 992.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MTLC0 2056-03-20 6 N/A 1000.00 1014.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VJWU0 2056-06-20 6 N/A 16110.00 16248.97 Agency Mortgage-Backed Securities GNMA_26-154A N/A 38385XM25 2056-09-20 1.01351 N/A 9173739.00 255250.84 Agency Collateralized Mortgage Obligation GNMA_16-112 N/A 38379YUX4 2045-03-20 1.10648 N/A 58587192.00 85853.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5XP9 2055-10-20 5 N/A 6644.00 5983.44 Agency Mortgage-Backed Securities GNMA_26-7A N/A 38385LAE8 2054-09-20 0.96551 N/A 5933839.00 122825.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MFPK8 2056-03-20 6.5 N/A 939785.00 970908.72 Agency Mortgage-Backed Securities GNMA_26-32F N/A 38385MWM4 2056-02-20 1.82551 N/A 103701.00 5711.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MTLF3 2056-03-20 6 N/A 570659.00 573997.63 Agency Mortgage-Backed Securities GNMA_26-52B N/A 38385NMP6 2056-03-20 4.87449 N/A 1024.00 935.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5 N/A 42726426.00 39757673.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.5 N/A 45154208.00 15762504.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.5 N/A 3856452.00 3459037.21 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFT3 2029-10-31 4 N/A 200.00 199.84 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YRK2 2054-02-20 6.5 N/A 4035304.00 1271614.01 Agency Mortgage-Backed Securities GNMA_26-7A N/A 38385LAF5 2054-09-20 0.11 N/A 100001.00 196.11 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 2.09765 N/A 31164258.00 236029.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TLS2 2047-11-20 3.5 N/A 29519711.00 3186826.45 Agency Mortgage-Backed Securities GNMA_24-64V N/A 38384MQF7 2054-04-20 0.2 N/A 200065.00 802.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5VQ9 2055-09-20 5 N/A 55983700.00 50137030.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VVX5 2050-10-20 2 N/A 1024.00 414.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JDBF8 2055-08-01 5.391 N/A 1024.00 1032.45 Agency Mortgage-Backed Securities GNMA_21-49J N/A 38382PY97 2051-03-20 2.2347 N/A 30184457.00 933928.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36180AAE3 2054-09-20 5 N/A 740374.00 572309.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XVU7 2053-03-20 6 N/A 2008.00 792.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WVU9 2052-01-20 2.5 N/A 1024.00 561.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.5 N/A 1529969.00 1068003.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UST0 2049-05-20 3.5 N/A 497263594.00 41620205.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VJWQ9 2056-06-20 6 N/A 5178974.00 5261622.15 Agency Mortgage-Backed Securities GNMA_25-95C N/A 38385GTM1 2055-05-20 1.25551 N/A 10890416.00 302014.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4 N/A 1000.00 647.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YMK7 2053-12-20 5.5 N/A 1000.00 676.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5VS5 2055-09-20 6 N/A 12118.00 8376.72 Agency Mortgage-Backed Securities GNMA_24-51F N/A 38384KSX0 2054-03-20 5.5 N/A 1014.00 997.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6FL6 2056-04-20 5 N/A 9938215.00 9326766.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WGY25 2054-07-01 6.5 N/A 1000.00 821.01 Agency Mortgage-Backed Securities GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 40857.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MMMF7 2056-02-20 6.5 N/A 1000.00 1021.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N56G9 2056-01-20 4.5 N/A 1024.00 913.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5 N/A 1000.00 810.87 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286B1 2029-02-15 2.625 N/A 300.00 288.16 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJQ8 2055-04-20 7 N/A 41949.00 36196.32 Agency Mortgage-Backed Securities FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.933772 N/A 4371960.00 29070.29 Agency Collateralized Mortgage Obligation FNMA_16-40J N/A 3136ASM78 2046-07-25 1.528729 N/A 157677272.00 385233.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VMN25 2056-06-20 6.5 N/A 2346237.00 2449838.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q2LP1 2036-03-01 4.24 N/A 1084.00 1005.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJ62 2055-04-20 7.5 N/A 2257.00 1789.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5TN9 2055-08-20 5.5 N/A 4123.00 3341.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7 N/A 1000.00 872.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5VP1 2055-09-20 4.5 N/A 2127.00 1909.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UXT4 2049-08-20 3.5 N/A 1019.00 104.84 Agency Mortgage-Backed Securities FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.49765 N/A 40416765.00 202957.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VBHZ3 2056-05-20 6 N/A 6851.00 6962.98 Agency Mortgage-Backed Securities GNMA_23-82B N/A 38384AT94 2053-06-20 5.02449 N/A 1024.00 569.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XVT0 2053-03-20 5.5 N/A 26281440.00 14642988.34 Agency Mortgage-Backed Securities FNMA_25-46 N/A 3136BV7B8 2055-06-25 1.11213 N/A 113336646.00 1611881.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.5 N/A 1000.00 546.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5JD2 2055-03-20 5.5 N/A 326224.00 210723.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 1000.00 633.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.5 N/A 1023.00 660.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.5 N/A 1000.00 1063.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618BV3H6 2053-10-20 7.5 N/A 1000.00 771.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.5 N/A 2708453.00 2260017.58 Agency Mortgage-Backed Securities GNMA_22-50B N/A 38383PLV1 2052-03-20 3.5 N/A 1000.00 570.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YRH9 2054-02-20 5.5 N/A 3161600.00 1928152.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VJWP1 2056-06-20 6 N/A 1000.00 1017.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPD39 2052-11-01 5 N/A 1000.00 735.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VMNN9 2056-06-20 6 N/A 1000.00 1026.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617M7Y93 2050-02-20 4 N/A 4998106.00 1257626.32 Agency Mortgage-Backed Securities FNMA_26-3B N/A 3136BYUE0 2048-04-25 5 N/A 3515500.00 423259.65 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 3.22551 N/A 14694519.00 617787.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5 N/A 3928127.00 2549740.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 2024.00 1869.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179WLP1 2051-08-20 2.5 N/A 5119427.00 2577710.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MFPL6 2056-02-20 6.5 N/A 1000.00 1033.74 Agency Mortgage-Backed Securities FHLMC_5541B N/A 3137HL3P5 2055-05-25 1.26213 N/A 250000000.00 7181123.42 Agency Collateralized Mortgage Obligation FNMA_21-M23 N/A 3136BKBW1 2031-11-25 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329172.96 Agency Collateralized Mortgage Obligation FNMA_25-97B N/A 3136BX2T0 2055-11-25 1.50213 N/A 50000000.00 1534637.40 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHTT2 2052-01-01 3 N/A 115113394.00 83719949.24 Agency Mortgage-Backed Securities FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 842447.94 Agency Collateralized Mortgage Obligation FHLMC_5639B N/A 3137HQNV9 2056-03-25 1.76213 N/A 79898617.00 3153355.20 Agency Collateralized Mortgage Obligation FHLMC_5648J N/A 3137HQXW6 2055-03-25 1.11213 N/A 150000000.00 3186902.59 Agency Collateralized Mortgage Obligation FHLMC_5668A N/A 3137GCG23 2056-06-25 0.1 N/A 25000000.00 48107.74 Agency Collateralized Mortgage Obligation FHSTR_329 N/A 31325VHR8 2044-01-15 4 N/A 24213775.00 150607.99 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 711335.79 Agency Collateralized Mortgage Obligation GNMA_26-4K N/A 38385LNN4 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1.99765 N/A 38400349.00 892944.19 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_22-K141 N/A 3137H6ZT5 2032-02-25 0.305159 N/A 98196404.00 1496840.70 Agency Collateralized Mortgage Obligation FNMA_11-146 N/A 3136A3KB6 2042-01-25 1.99765 N/A 128376008.00 431471.27 Agency Collateralized Mortgage Obligation FHR_4924 N/A 3137FPEA9 2049-10-25 2.04765 N/A 45076729.00 812007.64 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 1.99765 N/A 46553866.00 1347678.38 Agency Collateralized Mortgage Obligation FHSTR_390 N/A 31325YX29 2037-04-15 2 N/A 5041017.00 235802.45 Agency Collateralized Mortgage Obligation FHLMC_5617G N/A 3137HPNS8 2049-07-15 2.03711 N/A 66465405.00 4022780.37 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-32 N/A 3136B1C69 2048-05-25 2.56392 N/A 3000000.00 557122.04 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K114 N/A 3137FVNJ7 2030-06-25 1.103536 N/A 10860000.00 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87856144.00 5519937.51 Agency Collateralized Mortgage Obligation FNMA_13-20N N/A 3136ACWA5 2043-03-25 2.09765 N/A 13066000.00 126368.20 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K118 N/A 3137F62Q9 2048-10-25 2.690466 N/A 184624.00 16446.55 Agency Collateralized Mortgage Obligation FNMA_18-21E N/A 3136B1RS5 2048-04-25 0 N/A 14275000.00 1160886.97 Agency Collateralized Mortgage Obligation FHLMC_5666J N/A 3137GCEA7 2056-06-25 1.11213 N/A 193473877.00 4296532.40 Agency Collateralized Mortgage Obligation FHLMC_4016 N/A 3137ANAR6 2042-03-15 2.53711 N/A 120553652.00 458098.04 Agency Collateralized Mortgage Obligation FHLMC_4954A N/A 3137FR3C3 2050-02-25 2.04765 N/A 136016008.00 2648681.70 Agency Collateralized Mortgage Obligation FHLMC_5711A N/A 3137GCV83 2056-10-25 1.67414 N/A 106386551.00 3340420.65 Agency Collateralized Mortgage Obligation FHLMC_5384A N/A 3137HBLE2 2053-09-25 5 N/A 11143798.00 11321624.42 Agency Collateralized Mortgage 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2353000.00 23823.67 Agency Collateralized Mortgage Obligation FHLMC_5606A N/A 3137HPC84 2055-12-25 0.91213 N/A 58962602.00 1071286.97 Agency Collateralized Mortgage Obligation FHLMC_5659B N/A 3137HRN70 2056-05-25 5.5 N/A 24817468.00 17984330.48 Agency Collateralized Mortgage Obligation FNMA_25-102E N/A 3136BYDE9 2055-12-25 1.56213 N/A 141430551.00 5092773.57 Agency Collateralized Mortgage Obligation FHLMC_4906F N/A 3137FNWB2 2049-09-25 2.04765 N/A 550000.00 11927.45 Agency Collateralized Mortgage Obligation FHLMC_5711A N/A 3137GCV91 2056-10-25 1.55414 N/A 46779104.00 1410998.18 Agency Collateralized Mortgage Obligation FHLMC_5502A N/A 3137HJTE7 2055-02-25 1.64894 N/A 132000000.00 2306970.38 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 2907574.34 Agency Collateralized Mortgage Obligation FHLMC_5531A N/A 3137HKS39 2055-04-25 1.21213 N/A 31500000.00 697785.79 Agency Collateralized Mortgage Obligation FNMA_24-103D N/A 3136BUPC8 2055-01-25 1.96213 N/A 105302659.00 2344535.06 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_17-68 N/A 3136AXQ81 2047-09-25 4.5 N/A 39712487.00 977841.10 Agency Collateralized Mortgage Obligation FHSTR_424 N/A 3133Q6XX7 2040-08-25 5 N/A 29306953.00 2892888.89 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-119 N/A 31396LM56 2036-12-25 3.19765 N/A 125000000.00 130267.33 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 2.51215 N/A 119039665.00 586416.41 Agency Collateralized Mortgage Obligation FNMA_16-106A N/A 3136AUZG9 2047-01-25 1.99765 N/A 26845225.00 393464.95 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123 N/A 3137F8ZX4 2030-12-25 0.753834 N/A 107637700.00 2722524.94 Agency Collateralized Mortgage Obligation FHLMC_5503E N/A 3137HJDB0 2055-02-25 1.26213 N/A 34448197.00 447937.06 Agency Collateralized Mortgage Obligation FHLMC_5617F N/A 3137HPNL3 2049-09-25 2.04765 N/A 64502160.00 4029060.37 Agency Collateralized Mortgage Obligation FNMA_26-22D N/A 3136G5UH1 2056-04-25 0.86213 N/A 119571493.00 2151447.76 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 2.48711 N/A 62000000.00 162459.06 Agency Collateralized Mortgage Obligation FHLMC_4623D N/A 3137BSL27 2046-10-15 2.08711 N/A 20715144.00 285605.38 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 297898.51 Agency Collateralized Mortgage Obligation FHLMC_3762 N/A 3137A3QW2 2040-11-15 2.63711 N/A 21863608.00 161755.30 Agency Collateralized Mortgage Obligation FHLMC_5596C N/A 3137HNTY4 2055-11-25 0.91213 N/A 61000000.00 1164620.10 Agency Collateralized Mortgage Obligation FHLMC_4621A N/A 3137BSHF3 2046-10-15 3.5 N/A 33242142.00 605971.18 Agency Collateralized Mortgage Obligation FHLMC_5668D N/A 3137GCG31 2050-07-25 3.50001 N/A 715830.00 108096.91 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 1.94765 N/A 123256386.00 1520468.41 Agency Collateralized Mortgage Obligation FNMA_20-26E N/A 3136B9YP6 2050-05-25 1.94765 N/A 11870512.00 307044.58 Agency Collateralized Mortgage Obligation Y Fitch F1+ Standard & Poor's A-1 Moody's NR 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 1500000000.00 1500000000.00 0.0080 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.01000040 3130BCP72 2549001DPIFGXC1TOL40 US3130BCP728 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-11-02 2027-01-15 2027-01-15 N N N 0.0401 386412496.18 386412496.18 0.0021 N N N N Federal National Mortgage Association Variable Rate Notes Federal National Mortgage Association Variable Rate Notes 4.02000120 3135G1AD3 B1V7KEBTPIMZEU4LTD58 US3135G1AD31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-11-02 2028-01-07 2028-01-07 N N N 0.0412 1098860284.98 1098860284.98 0.0058 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 3.95000000 N/A 549300HN4UKV1E2R3U73 BYJFZZVX0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMA_26-76B N/A 3136G7NT9 2056-09-25 5.25 N/A 2053835.00 1820755.88 Agency Collateralized Mortgage Obligation GNMA_26-49F N/A 38385PPQ6 2056-03-20 0.50902 N/A 193999999.00 4589082.57 Agency Collateralized Mortgage Obligation GNMA_22-19 N/A 38383GMT5 2052-01-20 0 N/A 302069996.00 598718.04 Agency Collateralized Mortgage Obligation GNMA_24-160J N/A 38384YPV7 2054-09-20 0.92551 N/A 200000000.00 3093402.38 Agency Collateralized Mortgage Obligation FNMA_17-84 N/A 3136AYMB6 2053-04-25 3.5 N/A 1424520.00 93306.34 Agency Collateralized Mortgage Obligation GNMA_21-96G N/A 38382UVM0 2051-06-20 3 N/A 44956000.00 25262912.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_25-117 N/A 38381NQ50 2052-03-20 5.25 N/A 36791440.00 25145451.93 Agency Collateralized Mortgage Obligation GNMA_15-86 N/A 38379KRN0 2052-05-16 2.75 N/A 6499990.00 299505.30 Agency Collateralized Mortgage Obligation GNMA_22-22C N/A 38383MPJ1 2052-02-20 0 N/A 49999837.00 29585.58 Agency Collateralized Mortgage Obligation FNMA_25-1B N/A 3136BUZN3 2055-02-25 1.91213 N/A 86093312.00 1789709.01 Agency Collateralized Mortgage Obligation FNMA_25-17A N/A 3136BU4E7 2055-03-25 3.21213 N/A 42187520.00 2377570.41 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2026-11-02 2026-11-02 2026-11-02 N N N 0.0395 62000000.00 62000000.00 0.0003 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.97500120 3133ETX28 254900C5LP6DN9OP9V83 US3133ETX286 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Aa1 2026-11-02 2026-11-19 2026-11-19 N N N 0.0423 151280163.42 151280163.42 0.0008 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797WC7 254900HROIFWPRGM1V77 US912797WC78 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2027-02-25 2027-02-25 2027-02-25 N N N 0.0407 19147797.87 19147797.87 0.0001 N Y Y 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 0.0413 491895097.60 491895097.60 0.0026 N Y Y N Deutsche Bank AG Deutsche Bank AG 3.94000000 N/A 7LTWFZYICNSX8D621K86 BYJG03EH1 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 91282CLW9 2034-11-15 4.25 N/A 175000000.00 170872480.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284V9 2028-08-15 2.875 N/A 93372400.00 91161575.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLX7 2027-11-15 4.125 N/A 22208200.00 22546042.72 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2026-11-02 2026-11-02 2026-11-02 N N N 0.0394 279000000.00 279000000.00 0.0015 N Y Y N BlackRock Liquidity Funds 2026-11-05 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer