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N/A 37962525.00 29884112.34 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 2.15971 N/A 17311159.00 584066.86 Agency Collateralized Mortgage Obligation FHLMC_5711B N/A 3137GCUL5 2055-01-25 5.5 N/A 26576006.00 25585028.08 Agency Collateralized Mortgage Obligation FHLMC_5128D N/A 3137H1C79 2051-07-25 4.5 N/A 13509000.00 1335169.44 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 2.23702 N/A 14600000.00 48053.71 Agency Collateralized Mortgage Obligation GNMA_26-158C N/A 38385YBW9 2056-09-20 2.47117 N/A 151205810.00 7678599.39 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 2.29523 N/A 36714285.00 111612.69 Agency Collateralized Mortgage Obligation FHLMC_5606E N/A 3137HPCB7 2055-12-25 1.05971 N/A 215250018.00 4032410.44 Agency Collateralized Mortgage Obligation FNMA_98-46 N/A 31359ULD5 2028-05-18 4.26001 N/A 150000000.00 13884.16 Agency Collateralized Mortgage Obligation FNMA_04-91B N/A 31394BYN8 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2056-06-20 5 N/A 52133279.00 48324707.76 Agency Collateralized Mortgage Obligation FNMA_23-53D N/A 3136BQTQ2 2053-11-25 5.34029 N/A 70107946.00 38640131.13 Agency Collateralized Mortgage Obligation FNMA_26-39G N/A 3136G53R9 2056-06-25 5 N/A 202020.00 170311.70 Agency Collateralized Mortgage Obligation FHLMC_5681A N/A 3137GB5Q4 2056-07-25 1.10971 N/A 98254623.00 1859988.80 Agency Collateralized Mortgage Obligation FNMA_13-44 N/A 3136ADA90 2043-05-25 2.94523 N/A 69433333.00 527372.02 Agency Collateralized Mortgage Obligation FHLMC_5611A N/A 3137HP3P6 2049-08-25 4.5 N/A 2000000.00 1564492.88 Agency Collateralized Mortgage Obligation GNMA_26-158E N/A 38385YBX7 2052-07-20 5.5 N/A 35000000.00 34000629.44 Agency Collateralized Mortgage Obligation GNMA_26-158B N/A 38385YAL4 2052-06-20 5.25 N/A 45320719.00 43678756.90 Agency Collateralized Mortgage Obligation FNMA_25-34A N/A 3136BVC30 2051-12-25 5 N/A 400000.00 293570.98 Agency Collateralized Mortgage Obligation FNMA_25-20A N/A 3136BVCY2 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S6XOOCT0IEG5ABCC6L87 3133KPN95 2052-07-01 5 N/A 155000.00 95312.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B6DZ0 2052-03-01 3 N/A 1343000.00 694469.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A33S7 2042-02-01 5 N/A 1870000.00 112346.23 Agency Mortgage-Backed Securities GNMA_26-4K N/A 38385LNN4 2056-01-20 1.45217 N/A 100000000.00 2856284.30 Agency Collateralized Mortgage Obligation GNMA_26-156A N/A 38385YPC8 2052-02-20 1.15 N/A 50000000.00 1171922.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6C99 2037-12-01 3.5 N/A 18000.00 8963.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLWM5 2051-05-01 3 N/A 44000.00 23173.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DUG5 2050-11-01 2 N/A 43388000.00 19881703.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6CJ7 2037-08-01 4 N/A 11000.00 5151.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DS2L5 2052-08-01 3 N/A 281000.00 181988.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQMV5 2053-05-01 6 N/A 870000.00 530757.75 Agency Mortgage-Backed Securities GNMA_24-1D N/A 38384H3Z9 2054-01-20 2.15217 N/A 90448538.00 1393998.12 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJQU9 2050-07-01 2 N/A 1063000.00 450659.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5GY5 2047-04-01 4.5 N/A 355512.00 25657.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QRL8 2054-12-01 5 N/A 1600000.00 1256157.92 Agency Mortgage-Backed Securities 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3.5 N/A 18000.00 6325.38 Agency Mortgage-Backed Securities GNMA_26-102F N/A 38385TEG2 2056-06-20 1.90217 N/A 67434888.00 3430420.13 Agency Collateralized Mortgage Obligation GNMA_24-108B N/A 38384UEW5 2054-07-20 2.35217 N/A 75000000.00 2885257.74 Agency Collateralized Mortgage Obligation GNMA_24-155C N/A 38384XKL6 2054-09-20 2.50217 N/A 53191489.00 2407605.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNNB5 2052-01-01 4 N/A 60000.00 26289.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPQE1 2052-12-01 3.5 N/A 17000.00 11156.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AAFU3 2030-04-01 5.5 N/A 4412183.00 74594.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W7ZA1 2048-05-01 4.5 N/A 1000.00 942.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE 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0 N/A 100000000.00 38578.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C0T36 2053-04-01 5 N/A 5359597.00 3879290.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AXQ70 2051-11-01 2.5 N/A 318653.00 147034.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AEEW2 2049-03-01 5 N/A 1399000.00 235634.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329KQF4 2032-04-01 4 N/A 200000.00 11264.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WJPL1 2037-03-01 5.5 N/A 790000.00 1844.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWMR1 2054-10-01 5 N/A 1765000.00 1378681.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVLP8 2051-02-01 2.5 N/A 1903529.00 845036.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUY43 2054-12-01 5.5 N/A 1413750.00 1069046.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQK21 2053-01-01 5.5 N/A 300000.00 209904.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5AX3 2043-07-01 3 N/A 1120000.00 153207.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5EJ0 2045-11-01 3 N/A 2356309.00 285332.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427RH78 2051-12-01 2.5 N/A 7206095.00 5382573.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5HT5 2047-11-01 3 N/A 1213000.00 175623.77 Agency Mortgage-Backed Securities GNMA_26-43A N/A 38385NXX7 2056-03-20 0 N/A 235640750.00 40604.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTX62 2050-09-01 3 N/A 2698941.00 1828928.67 Agency Mortgage-Backed Securities GNMA_25-192B N/A 38385JWX7 2055-11-20 4.79783 N/A 50000000.00 46785038.19 Agency Collateralized Mortgage Obligation GNMA_25-105M N/A 38381NDG0 2055-06-20 2.80217 N/A 25000000.00 1788067.06 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6CX9 2055-12-01 5.5 N/A 332000.00 287671.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DUEA1 2054-05-01 5.5 N/A 5000.00 3756.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFT5 2052-12-01 6 N/A 25000.00 15301.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFL2 2052-10-01 2.5 N/A 46000.00 30264.24 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912797VR5 2027-08-05 0 N/A 15979000.00 15387137.84 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMX75 2051-05-01 2.5 N/A 470470.00 231326.03 Agency Mortgage-Backed Securities GNMA_24-137B N/A 38384U4P1 2054-08-20 2.55217 N/A 70476190.00 2738405.31 Agency Collateralized Mortgage Obligation GNMA_24-79B N/A 38384PAH3 2054-05-20 4.94783 N/A 50000000.00 16234188.95 Agency Collateralized Mortgage Obligation GNMA_14-131 N/A 38379E3S9 2044-09-16 4.27599 N/A 35000000.00 10560439.86 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6ED8 2038-06-01 4 N/A 39000.00 22220.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A03H7 2033-07-01 5.5 N/A 575000.00 2044.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6CU5 2056-01-01 4 N/A 1561000.00 1320528.14 Agency 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3133C1KE9 2053-04-01 5.5 N/A 231221.00 195899.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSQ54 2054-02-01 5.5 N/A 604808.00 394409.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQDM5 2053-01-01 5 N/A 2000.00 1494.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0M25 2053-04-01 5 N/A 691000.00 511539.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN3B7 2052-10-01 4.5 N/A 175000.00 115627.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWD83 2052-07-01 4 N/A 18000.00 11865.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6CM3 2055-12-01 5 N/A 36000.00 31790.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GVEQ0 2055-08-01 6 N/A 1450000.00 1279886.68 Agency Mortgage-Backed Securities GNMA_17-153A N/A 38380HA51 2047-10-20 4.30525 N/A 30000000.00 5696565.18 Agency Collateralized Mortgage Obligation GNMA_22-10K N/A 38383GBQ3 2052-01-20 3 N/A 1809000.00 971542.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142J6DG5 2056-03-01 5 N/A 87000.00 77898.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AAVK7 2046-03-01 3.5 N/A 17000.00 2735.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329MUS7 2043-04-01 3 N/A 1650000.00 288757.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DVMS1 2054-04-01 6 N/A 200000.00 144568.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427MDS7 2054-11-01 6 N/A 103512.00 92302.63 Agency Mortgage-Backed Securities 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24010474.12 Agency Collateralized Mortgage Obligation GNRA 2024-069 BS N/A 38384MGY7 2054-04-20 0.05 N/A 24744000.00 19313.10 Agency Collateralized Mortgage Obligation GNRA 2021-215 IH N/A 38383D2X5 2051-12-20 3 N/A 39646357.00 2449241.16 Agency Collateralized Mortgage Obligation FGRA 5331TH 08/15/44 N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 14400.31 Agency Collateralized Mortgage Obligation GNRA 2026-101 FA N/A 38385TJ77 2056-06-20 4.6478 N/A 100000000.00 93601500.19 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB87 B 20410425 FLT N/A 30320VAF8 2041-04-25 7.9882 N/A 42861096.00 27188129.24 Agency Collateralized Mortgage Obligation GNRA 2025-152 SC N/A 38381UNY4 2055-09-20 1.6526 N/A 127000000.00 2485305.60 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB52 X1-SA 20380725 FLT N/A 30297CAM4 2038-07-25 0 N/A 96789390.00 70601.32 Agency Collateralized Mortgage Obligation GNRA 2017-036 ZB N/A 38376MPA9 2047-03-20 3 N/A 2056695.00 1935151.85 Agency Collateralized Mortgage Obligation FGRM 4783JI 07/15/33 N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 184139.80 Agency Collateralized Mortgage Obligation FNRA CL085SC R17F085 N/A 3136AYSU8 2047-11-25 2.3952 N/A 39003748.00 329702.23 Agency Collateralized Mortgage Obligation GNRA 2025-090 SC N/A 38385GYT0 2055-05-20 1.5022 N/A 163449087.00 2963772.76 Agency Collateralized Mortgage Obligation GNRA 2024-159 FM N/A 38384YDN8 2054-10-20 4.6978 N/A 14617000.00 12212196.71 Agency Collateralized Mortgage Obligation FGRA 4161SP 02/15/43 N/A 3137AYNW7 2043-02-15 2.387 N/A 20500000.00 281695.29 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB70 B 20391025 FLT N/A 302987AJ1 2039-10-25 9.0158 N/A 41272141.00 19730670.80 Agency Collateralized Mortgage Obligation GNRA 2025-027 ID N/A 38385DQZ2 2055-02-20 0.07 N/A 50000000.00 14878.55 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-143 X3 20500425 FLT N/A 3137H74D2 2050-04-25 3.2473 N/A 7000000.00 986341.10 Agency Collateralized Mortgage Obligation FNRA CL022SB R26F022 N/A 3136G5HK9 2056-04-25 1.3097 N/A 210371335.00 3331682.00 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-034 A-PT2 20540725 FLT N/A 3137HLY30 2054-07-25 3.2261 N/A 500000.00 425286.91 Agency Collateralized Mortgage Obligation GNRA 2026-045 FL N/A 38385N6F6 2056-03-20 4.2478 N/A 21086333.00 20344164.55 Agency Collateralized Mortgage Obligation GNRA 2022-009 FB N/A 38383FN58 2052-01-20 2.5 N/A 300000000.00 161354102.61 Agency Collateralized Mortgage Obligation GNRA 2003-41 DS N/A 38373QNJ6 2033-05-20 3.6947 N/A 25000000.00 645.41 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-113 X3 20480525 FLT N/A 3137FV5R9 2048-05-25 3.0769 N/A 108643404.00 10898738.21 Agency Collateralized Mortgage Obligation FNRM RC091IK R20F091 N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 608852.27 Agency Collateralized Mortgage Obligation FGRA 4091ES 08/15/42 N/A 3137ATDJ8 2042-08-15 2.787 N/A 22372053.00 265736.98 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB75 X1 20400425 FLT N/A 30314WAJ6 2040-04-25 0.9414 N/A 444201323.00 12041545.36 Agency Collateralized Mortgage Obligation FGRA 4351AS 06/15/44 N/A 3137BBPE4 2044-06-15 2.437 N/A 50000000.00 132444.47 Agency Collateralized Mortgage Obligation GNRA 2025-208 CF N/A 38385KHG8 2065-12-20 4.7978 N/A 45000000.00 40230403.79 Agency Collateralized Mortgage Obligation FNRA CL067SB R26F067 N/A 3136G7DJ2 2056-08-25 1.7097 N/A 76520217.00 2785410.94 Agency Collateralized Mortgage Obligation GNRA 2025-027 FB N/A 38385DQU3 2055-02-20 5.3778 N/A 100000000.00 49424803.71 Agency Collateralized Mortgage Obligation FNRA CL043FI R12F043 N/A 3136A5YL4 2041-07-25 3.8048 N/A 7000000.00 3280.56 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-X04 X-FX 20340125 FLT N/A 3137FWHN3 2034-01-25 1.3743 N/A 19940000.00 297698.86 Agency Collateralized Mortgage Obligation FNRA CL035SJ R25F035 N/A 3136BVK56 2055-05-25 1.2097 N/A 100000000.00 1116757.34 Agency Collateralized Mortgage Obligation GNRA 2024-185 FG N/A 38385AAA0 2054-11-20 5.1978 N/A 19043596.00 15653371.62 Agency Collateralized Mortgage Obligation FNRA CL006BI R24F006 N/A 3136BQ2W8 2043-07-25 2.9244 N/A 6098639.00 360811.67 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-042 A6 20420225 9.50000 N/A 31392MH47 2042-02-25 9.5 N/A 128000.00 3168.32 Agency Collateralized Mortgage Obligation GNRA 2024-046 CS N/A 38384MAK3 2049-02-20 2.0448 N/A 32705658.00 1646243.28 Agency Collateralized Mortgage Obligation FGRM 4010QI 01/15/42 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 270275.71 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 X1-SA 20381125 FLT N/A 302966AQ9 2038-11-25 0.4174 N/A 143846917.00 171798.00 Agency Collateralized Mortgage Obligation FNRA CL099IA R24F099 N/A 3136BUKB5 2055-01-25 0.07 N/A 41742981.00 62837.30 Agency Collateralized Mortgage Obligation GNRA 2025-211 FJ N/A 38385KQJ2 2065-12-20 4.7478 N/A 35000000.00 30514867.89 Agency Collateralized Mortgage Obligation GNRA 2025-039 ST N/A 38385EJ39 2050-06-20 1.9948 N/A 39175563.00 2300534.14 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KX04 B-FL 20300325 FLT N/A 30315WAC0 2030-03-25 8.7597 N/A 19798253.00 5852520.49 Agency Collateralized Mortgage Obligation FGRM 4733GI 07/15/38 N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 179403.30 Agency Collateralized Mortgage Obligation FNRA CL064TI R23F064 N/A 3136BQZR3 2048-07-25 0.05 N/A 5118934.00 7714.80 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 X1-RC 20371125 FLT N/A 30308AAK9 2037-11-25 0 N/A 66534907.00 44229.55 Agency Collateralized Mortgage Obligation FREMF MTG TR 2016-K59 D 20491125 0.00000 N/A 30295RAW1 2049-11-25 0 N/A 7000000.00 4253144.00 Agency Collateralized Mortgage Obligation GNRA 2024-142 SD N/A 38384XAN3 2054-09-20 3.0022 N/A 80000000.00 3601261.36 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 X1-AR 20371225 FLT N/A 30308AAJ2 2037-12-25 0 N/A 108859383.00 39294.92 Agency Collateralized Mortgage Obligation GNRA 2024-022 BS N/A 38384JF41 2051-07-20 2.2948 N/A 132338141.00 9404469.62 Agency Collateralized Mortgage Obligation FNRM CL018Z R18F018 N/A 3136B04R4 2048-03-25 3.5 N/A 3337000.00 3542215.18 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-025 X 20340227 FLT N/A 3137HCKT8 2034-02-27 0.362 N/A 324636000.00 4116516.80 Agency Collateralized Mortgage Obligation GNRA 2024-046 BS N/A 38384MAF4 2052-01-20 0 N/A 98438929.00 96452.00 Agency Collateralized Mortgage Obligation GNRA 2026-145 SA N/A 38385WM27 2056-08-20 1.2322 N/A 70000000.00 1403581.00 Agency Collateralized Mortgage Obligation FGRA 4695OZ 06/15/47 N/A 3137F1FB9 2047-06-15 3 N/A 646000.00 667835.12 Agency Collateralized Mortgage Obligation GNRA 2024-046 IA N/A 38384MAQ0 2054-03-20 0.03 N/A 25000000.00 9798.92 Agency Collateralized Mortgage Obligation FNRM CL071BZ R12F071 N/A 3136A62H6 2042-07-25 3.75 N/A 611000.00 898800.90 Agency Collateralized Mortgage Obligation GNRA 2025-216 TB N/A 38385KA83 2055-07-20 0.08 N/A 98273824.00 72107.31 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KLU1 B 20310125 0.00000 N/A 30292SAN2 2031-01-25 0 N/A 58944392.00 18386128.45 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB92 X1 20410825 FLT N/A 30323PAJ0 2041-08-25 0.9806 N/A 171423843.00 2608479.22 Agency Collateralized Mortgage Obligation GNST 0764-GT PO N/A 37610VAA3 2034-07-20 0 N/A 1671972.00 15113.22 Agency Collateralized Mortgage Obligation GNRA 2026-045 ZL N/A 38385N3Q5 2056-03-20 6 N/A 24475846.00 11574226.20 Agency Collateralized Mortgage Obligation GNRA 2024-094 YS N/A 38384PJ43 2054-06-20 1.7022 N/A 67567336.00 1420983.51 Agency Collateralized Mortgage Obligation GNRA 2014-027 SA N/A 38379ALS7 2044-02-16 2.124 N/A 57270053.00 378993.26 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-166 X1 20341025 FLT N/A 3137HHJC6 2034-10-25 9.3217 N/A 14797467.00 3186511.36 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB49 X1-AR 20380325 FLT N/A 302961AF4 2038-03-25 0.0114 N/A 168448788.00 230336.93 Agency Collateralized Mortgage Obligation GNRA 2026-140 S N/A 38385WPP3 2056-08-20 0.9759 N/A 200000000.00 3838539.01 Agency Collateralized Mortgage Obligation FGRA 4698ES 07/15/47 N/A 3137F1XH6 2047-07-15 0.187 N/A 50000000.00 57699.06 Agency Collateralized Mortgage Obligation FGRM 4046IM 05/15/42 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 257165.19 Agency Collateralized Mortgage Obligation GNRA 2019-38 AS N/A 38381RW39 2049-03-20 2.0448 N/A 38282717.00 243889.00 Agency Collateralized Mortgage Obligation FNRA CL026TI R16F026 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 3040.69 Agency Collateralized Mortgage Obligation GNRA 2023-192 AF N/A 38384GC57 2053-12-20 4.9478 N/A 100000000.00 33355410.23 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB67 X1 20390825 FLT N/A 30314KAX1 2039-08-25 0 N/A 529411508.00 4067107.10 Agency Collateralized Mortgage 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N/A 3137HRVN6 2033-04-25 4.18 N/A 75000000.00 69972016.65 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIS K-114 X3 20480825 FLT N/A 3137FVNK4 2048-08-25 2.8282 N/A 10500000.00 907749.26 Agency Collateralized Mortgage Obligation FNRA CL064SA R25F064 N/A 3136BWK88 2055-08-25 2.8097 N/A 97987347.00 5743716.22 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB87 X1 20410425 FLT N/A 30320VAE1 2041-04-25 0.4357 N/A 209249861.00 3864308.55 Agency Collateralized Mortgage Obligation FNRA CL061SA R19F061 N/A 3136B66Q1 2059-11-25 2.2452 N/A 14507222.00 356504.63 Agency Collateralized Mortgage Obligation GNRA 2024-142 DS N/A 38384XCJ0 2053-10-20 1.8222 N/A 250000000.00 3398149.07 Agency Collateralized Mortgage Obligation FNRM CL006PO R24F006 N/A 3136BQ2X6 2045-04-25 0 N/A 10816174.00 4917299.78 Agency Collateralized Mortgage Obligation GNRA 2025-216 TD N/A 38385KB25 2055-06-20 0.05 N/A 97912195.00 36907.64 Agency Collateralized Mortgage Obligation FESB MTG TR 2018-SB56 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38384VBK2 2053-12-20 0.07 N/A 42683741.00 25291.52 Agency Collateralized Mortgage Obligation GNRA 2020-101 SJ N/A 38382F5Q3 2050-07-20 2.1947 N/A 75209809.00 2374271.41 Agency Collateralized Mortgage Obligation FNRA CL022S R21F022 N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 221.05 Agency Collateralized Mortgage Obligation FGRA 3747SA 10/15/40 N/A 31398QUP0 2040-10-15 2.737 N/A 48956061.00 92459.55 Agency Collateralized Mortgage Obligation GNRA 2024-162 FA N/A 38384YM73 2054-10-20 4.6478 N/A 19600000.00 11059528.45 Agency Collateralized Mortgage Obligation FREMF 2022-KF140 MORTGAGE TR CS 20290725 FLT N/A 30328BAE7 2029-07-25 8.8952 N/A 70488842.00 49664303.20 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-131 X3 20490925 FLT N/A 3137H2N91 2049-09-25 3.048 N/A 20902000.00 2516670.63 Agency Collateralized Mortgage Obligation GNRA 2026-129 SA N/A 38385XLE0 2056-07-20 1.3022 N/A 50000000.00 1104137.01 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 3.3297 N/A 63668669.00 2375780.90 Agency Collateralized Mortgage Obligation GNRA 2022-009 FE N/A 38383FN74 2052-01-20 2.5 N/A 21995000.00 11829944.96 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-K95 D 20520825 0.00000 N/A 30311MAW2 2052-08-25 0 N/A 94991142.00 69522686.95 Agency Collateralized Mortgage Obligation GNRA 2024-097 CS N/A 38384PRW2 2054-06-20 1.6022 N/A 250000000.00 3804546.81 Agency Collateralized Mortgage Obligation FNRA CL050ST R23F050 N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 46436.61 Agency Collateralized Mortgage Obligation FNST TR0428 C27 RC N/A 31423YKB4 2037-11-01 1.5 N/A 80158597.00 2277928.69 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB53 X1 20380625 FLT N/A 30297DAQ3 2038-06-25 0 N/A 256952913.00 213466.62 Agency Collateralized Mortgage Obligation FNRA CL059TB R20F059 N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 57806.81 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-K117 D 20531025 0.00000 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3136A6AM6 2042-05-25 2.7752 N/A 104663303.00 610061.48 Agency Collateralized Mortgage Obligation FGRA 4795WS 03/15/48 N/A 3137F5S67 2048-03-15 2.387 N/A 21176438.00 198744.85 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB55 X1 20380825 FLT N/A 30297PAL7 2038-08-25 0 N/A 177390777.00 248754.30 Agency Collateralized Mortgage Obligation GNRA 2026-101 PF N/A 38385TK26 2056-06-20 4.5478 N/A 40234333.00 38792942.15 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB91 X1 20410825 FLT N/A 30322XAE5 2041-08-25 0.2656 N/A 72000000.00 1350708.54 Agency Collateralized Mortgage Obligation FREM MTG TR 2019-K101 D 20521025 0.00000 N/A 30298YAJ2 2052-10-25 0 N/A 109477635.00 72067156.52 Agency Collateralized Mortgage Obligation FNRA CL030IE R07F030 N/A 31396VJN9 2037-04-25 2.9352 N/A 48672317.00 231678.92 Agency Collateralized Mortgage Obligation FNRA CL059TA R20F059 N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 8836.65 Agency Collateralized Mortgage Obligation FREMF 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Mortgage Obligation FGRM 4544AI 11/15/44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 1814360.11 Agency Collateralized Mortgage Obligation GNRA 2011-080 SK N/A 38376LRR2 2041-06-20 2.0747 N/A 167610000.00 240974.65 Agency Collateralized Mortgage Obligation GNRA 2024-094 DI N/A 38384PJ50 2054-06-20 0.05 N/A 50000000.00 32690.55 Agency Collateralized Mortgage Obligation GNRA 2026-065 SD N/A 38385RNJ0 2055-05-20 2.2522 N/A 84827456.00 4268743.74 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 X3 20480525 FLT N/A 3137FTG35 2048-05-25 3.4988 N/A 20000000.00 2134830.18 Agency Collateralized Mortgage Obligation FGRM 4701DI 01/15/36 N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 563931.87 Agency Collateralized Mortgage Obligation FNRA CL050TS R23F050 N/A 3136BQLS6 2044-04-25 0.05 N/A 1254090.00 1477.76 Agency Collateralized Mortgage Obligation FGRA 5427HZ 08/15/42 N/A 3137HDQT0 2042-08-15 3.5 N/A 2300000.00 1922335.58 Agency Collateralized Mortgage Obligation GNRA 2025-033 GS N/A 38385CB98 2055-02-20 2.9522 N/A 23500000.00 1127842.58 Agency Collateralized Mortgage Obligation FNRM CL035IE R13F035 N/A 3136ADRU5 2033-04-25 3 N/A 24874298.00 158497.46 Agency Collateralized Mortgage Obligation FNRA CL070DS R16F070 N/A 3136ATZA5 2046-10-25 2.2952 N/A 176880174.00 1452341.09 Agency Collateralized Mortgage Obligation FGRA 4564SI 04/15/43 N/A 3137BNGB4 2043-04-15 0.237 N/A 26456473.00 18771.32 Agency Collateralized Mortgage Obligation GNRA 2024-046 LS N/A 38384MAD9 2052-04-20 0 N/A 281702770.00 250037.33 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2002-26B A1 20480125 7.00000 N/A 31392CR30 2048-01-25 7 N/A 49841000.00 876347.64 Agency Collateralized Mortgage Obligation GNRA 2013-034 IA N/A 38378JK27 2038-04-20 0.35 N/A 22733674.00 395.82 Agency Collateralized Mortgage Obligation FREDDIE MAC MSCR TR 2023-MN6 M-2 20430526 FLT N/A 355920AA7 2043-05-26 10.4403 N/A 11000000.00 12188319.45 Agency Collateralized Mortgage Obligation FRESB MTG TR 2019-SB62 X1 20390325 FLT N/A 30298AAT2 2039-03-25 1.29 N/A 623416713.00 5593954.35 Agency Collateralized Mortgage Obligation FNRA CL062SQ R19F062 N/A 3136B6Z89 2059-11-25 2.1952 N/A 10012996.00 319114.89 Agency Collateralized Mortgage Obligation GNRA 2025-027 IB N/A 38385DQY5 2055-02-20 0.02 N/A 100000000.00 7710.88 Agency Collateralized Mortgage Obligation GNRA 2026-101 SA N/A 38385TJ85 2056-06-20 0.8522 N/A 100000000.00 1977592.96 Agency Collateralized Mortgage Obligation FNRM RC002KO R07W002 N/A 31396VAQ1 2037-03-25 0 N/A 19777901.00 212970.46 Agency Collateralized Mortgage Obligation GNRA 2025-216 SP N/A 38385KG79 2055-12-20 3.6022 N/A 34845167.00 3374029.47 Agency Collateralized Mortgage Obligation GNRA 2014-41 SG N/A 38379AX96 2044-03-16 2.774 N/A 30000000.00 139368.54 Agency Collateralized Mortgage Obligation GNRA 2026-045 SL N/A 38385N6G4 2056-03-20 3.7522 N/A 61086333.00 5648332.36 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-130 X-3 20480825 FLT N/A 3137H1YY6 2048-08-25 3.2031 N/A 13487621.00 1711933.26 Agency Collateralized Mortgage Obligation GNRA 2024-046 TC N/A 38384MAL1 2048-12-20 0.1 N/A 17641475.00 54429.74 Agency Collateralized Mortgage Obligation FNRM CL099UI R12F099 N/A 3136A8WB2 2042-09-25 4 N/A 23159229.00 152808.88 Agency Collateralized Mortgage Obligation GNRA 2011-069 SC N/A 38377VE77 2041-05-20 1.3747 N/A 2855000.00 3140.45 Agency Collateralized Mortgage Obligation GNRA 2024-022 TI N/A 38384JF33 2051-08-20 0.25 N/A 31792013.00 273388.32 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-110 X3 20480625 FLT N/A 3137FTZT7 2048-06-25 3.4901 N/A 9600000.00 1019121.36 Agency Collateralized Mortgage Obligation GNRA 2026-065 ID N/A 38385RNH4 2055-01-20 0.1 N/A 40397354.00 97861.08 Agency Collateralized Mortgage Obligation FGRA 5121TA 09/15/40 N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 91196.47 Agency Collateralized Mortgage Obligation GNRA 2024-069 CS N/A 38384MHA8 2054-04-20 0.05 N/A 24744000.00 19369.12 Agency Collateralized Mortgage Obligation FRESB MTG TR 2018-SB45 B-RC 20371125 FLT N/A 30308AAC7 2037-11-25 11.5734 N/A 5886000.00 1754802.66 Agency Collateralized Mortgage Obligation FNST TR0440 C59 RC N/A 31424U8P4 2053-11-01 6.5 N/A 49796960.00 6243109.12 Agency Collateralized Mortgage Obligation FLMC REMIC SERIES K-085 X3 20451225 FLT N/A 3137FKJF4 2045-12-25 2.3916 N/A 4265750.00 197856.51 Agency Collateralized Mortgage Obligation GNRA 2022-009 FA N/A 38383FN33 2052-01-20 2.5 N/A 100000000.00 57154080.33 Agency Collateralized Mortgage Obligation GNRA 2024-160 FW N/A 38384YPP0 2054-10-20 4.6978 N/A 5000000.00 4314919.48 Agency Collateralized Mortgage Obligation FGRA 4833IM 04/15/44 N/A 3137FJBD0 2044-04-15 0.05 N/A 34129268.00 8876.81 Agency Collateralized Mortgage Obligation FNRA RC150SL R10F150 N/A 31397QDV7 2040-10-25 2.6452 N/A 135801587.00 1477.66 Agency Collateralized Mortgage Obligation GNRA 2026-035 CZ N/A 38385MTC0 2056-02-20 4.5 N/A 4666334.00 2711443.58 Agency Collateralized Mortgage Obligation FGRA 4935AI 03/15/43 N/A 3137FQ6B4 2043-03-15 0.06 N/A 13906717.00 6382.32 Agency Collateralized Mortgage Obligation FNRA CL031MS R26F031 N/A 3136G5YS3 2056-05-25 0.3097 N/A 103021921.00 624505.80 Agency Collateralized Mortgage Obligation FNRA CL086IC R24F086 N/A 3136BTZY2 2054-12-25 0.05 N/A 93100000.00 97182.26 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-180 A-1 20351125 4.35000 N/A 3137GB2C8 2035-11-25 4.35 N/A 46500000.00 43411468.54 Agency Collateralized Mortgage Obligation GNRA 2026-065 IB N/A 38385RND3 2055-03-20 0.15 N/A 31413582.00 87701.09 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-743 X3 20490625 FLT N/A 3137H14E3 2049-06-25 3.0552 N/A 9500000.00 446900.10 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-097 X3 20460925 FLT N/A 3137FNX88 2046-09-25 2.0876 N/A 17926832.00 958273.14 Agency Collateralized Mortgage Obligation GNRA 2026-035 SD N/A 38385MSN7 2056-02-20 0.8522 N/A 100000000.00 1274004.29 Agency Collateralized Mortgage Obligation FNRA CL041SA R11F041 N/A 31397SQ23 2041-05-25 2.7752 N/A 31387088.00 45093.47 Agency Collateralized Mortgage Obligation GNRA 2009-106 SC N/A 38376JAK0 2039-11-20 2.3447 N/A 142784000.00 210196.98 Agency Collateralized Mortgage Obligation FGRM 4121MI 10/15/42 N/A 3137AV6J1 2042-10-15 4 N/A 42374111.00 679148.52 Agency Collateralized Mortgage Obligation FGRM 5060DI 04/15/41 N/A 3137F86R9 2041-04-15 5 N/A 7685360.00 200676.91 Agency Collateralized Mortgage Obligation GNRA 2026-065 FA N/A 38385RNB7 2056-04-20 4.6478 N/A 100000000.00 93211468.65 Agency Collateralized Mortgage Obligation FNRA CL055SG R18F055 N/A 3136B2TM4 2048-08-25 2.4452 N/A 58135875.00 582179.96 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB90 X1 20410625 FLT N/A 30322KAJ2 2041-06-25 0.604 N/A 145462875.00 1764627.06 Agency Collateralized Mortgage Obligation GNRA 2019-86 FP N/A 38381WC22 2049-07-20 4.5 N/A 20000000.00 4009649.13 Agency Collateralized Mortgage Obligation FGRA 03451S 02/15/37 N/A 31397TP71 2037-02-15 2.267 N/A 2000000.00 303.62 Agency Collateralized Mortgage Obligation FREMF MTG TR 2019-KF65 C 20290725 FLT N/A 30298JAJ5 2029-07-25 9.7597 N/A 62395000.00 28500447.56 Agency Collateralized Mortgage Obligation FNRM RC038IO R26F038 N/A 3136G6HS0 2052-02-25 5.5 N/A 15435363.00 2271406.66 Agency Collateralized Mortgage Obligation FNRA CL093SI R13F093 N/A 3136AGKY7 2043-09-25 1.41 N/A 49800000.00 322781.88 Agency Collateralized Mortgage Obligation FGRA 5121TD 10/15/41 N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 11126.76 Agency Collateralized Mortgage Obligation FRESB MTG TR 2020-SB76 X1 20400425 FLT N/A 30315EAE6 2040-04-25 0 N/A 50000000.00 669971.52 Agency Collateralized Mortgage Obligation GNRA 2022-129 FB N/A 38383UCT5 2052-07-20 4.6478 N/A 20000000.00 12164001.43 Agency Collateralized Mortgage Obligation FNRM WL003PO R07W003 N/A 31396VPT9 2037-04-25 0 N/A 8074073.00 64718.41 Agency Collateralized Mortgage Obligation FREMF MTG TR 2018-KSW4 C 20281025 FLT N/A 302960AH2 2028-10-25 8.7597 N/A 4200000.00 2169414.89 Agency Collateralized Mortgage Obligation FNRA CL071SC R25F071 N/A 3136BXBD5 2055-09-25 1.4597 N/A 100000000.00 1684121.91 Agency Collateralized Mortgage Obligation FNRM RC006YI R13F006 N/A 3136ABY49 2033-02-25 3 N/A 27672262.00 124247.28 Agency Collateralized Mortgage Obligation GNRA 2026-101 PS N/A 38385TK59 2056-06-20 1.9522 N/A 40234333.00 1418994.18 Agency Collateralized Mortgage Obligation FNRA CL084SA R24F084 N/A 3136BTTK9 2054-11-25 0.8097 N/A 226602094.00 1849250.40 Agency Collateralized Mortgage Obligation GNRA 2024-142 IB N/A 38384XAH6 2054-09-20 0.01 N/A 35000000.00 2945.37 Agency Collateralized Mortgage Obligation FGRA 3860PZ 05/15/41 N/A 3137AAYT4 2041-05-15 5 N/A 3620000.00 3711357.22 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-148 X3 20540825 FLT N/A 3137H8UC3 2054-08-25 4.2879 N/A 5300000.00 1047477.03 Agency Collateralized Mortgage Obligation FRESB 2023-SB107 MTG 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1.10971 N/A 50000000.00 1329210.40 Agency Collateralized Mortgage Obligation FNMA_15-38A N/A 3136APAB8 2045-06-25 2.39523 N/A 39960659.00 378450.12 Agency Collateralized Mortgage Obligation FHLMC_5705 N/A 3137GCPN7 2056-08-25 1.77889 N/A 25000000.00 966393.24 Agency Collateralized Mortgage Obligation GNMA_26-62C N/A 38385PV22 2056-04-20 2.05217 N/A 34852045.00 1464387.43 Agency Collateralized Mortgage Obligation FHLMC_5686A N/A 3137GBWY7 2056-06-25 7.24029 N/A 1851221.00 1565900.06 Agency Collateralized Mortgage Obligation GNMA_25-1S N/A 38385CFV5 2055-01-20 1.60217 N/A 30000000.00 991279.05 Agency Collateralized Mortgage Obligation GNMA_24-126L N/A 38384UWY1 2054-08-20 3.00217 N/A 25100000.00 1636489.03 Agency Collateralized Mortgage Obligation FNMA_22-M04A N/A 3136BLQ29 2030-05-25 0.25784 N/A 67855000.00 395845.98 Agency Collateralized Mortgage Obligation FHLMC_5661B N/A 3137HRRS0 2052-12-25 5.5 N/A 7135548.00 1270819.97 Agency Collateralized Mortgage Obligation GNMA_21-136G N/A 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3136BS4Y8 2054-10-25 2.25971 N/A 50000000.00 1818680.15 Agency Collateralized Mortgage Obligation GNMA_24-125E N/A 38384VMC8 2054-08-20 3.00217 N/A 30100000.00 2151848.50 Agency Collateralized Mortgage Obligation GNMA_25-120F N/A 38381N7V4 2055-02-20 6 N/A 3852555.00 487905.71 Agency Collateralized Mortgage Obligation GNMA_17-68B N/A 38376UP94 2047-05-20 2.14475 N/A 42262930.00 748158.50 Agency Collateralized Mortgage Obligation GNMA_26-151B N/A 38384T7E6 2068-05-16 0.62933 N/A 120000000.00 7952251.61 Agency Collateralized Mortgage Obligation FNMA_26-5B N/A 3136BYC75 2056-02-25 1.80971 N/A 44029500.00 1789616.50 Agency Collateralized Mortgage Obligation FNMA_23-65F N/A 3136BQE62 2054-01-25 2.70971 N/A 14900000.00 334623.13 Agency Collateralized Mortgage Obligation GNMA_25-115G N/A 38381PBA0 2055-07-20 1.70217 N/A 70744606.00 2172304.08 Agency Collateralized Mortgage Obligation GNMA_24-46P N/A 38384MBP1 2053-08-20 0.5 N/A 42063213.00 292097.36 Agency Collateralized Mortgage Obligation 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N/A 3137HPAM5 2055-12-25 1.85971 N/A 34898564.00 1950891.74 Agency Collateralized Mortgage Obligation GNMA_23-H05C N/A 38382YU92 2072-04-20 1.25205 N/A 75000000.00 3486321.09 Agency Collateralized Mortgage Obligation FNMA_18-56B N/A 3136B2SR4 2048-08-25 2.39523 N/A 21206519.00 227906.04 Agency Collateralized Mortgage Obligation FHLMC_2614E N/A 31393QNZ1 2033-05-15 6.37996 N/A 95000.00 729.72 Agency Collateralized Mortgage Obligation GNMA_26-108M N/A 38385TRL7 2056-06-20 1.95217 N/A 26255000.00 1224017.25 Agency Collateralized Mortgage Obligation FNMA_24-98A N/A 3136BUCV0 2053-12-25 2.15971 N/A 100000000.00 2002752.64 Agency Collateralized Mortgage Obligation FHLMC_5489A N/A 3137HHWT4 2055-01-25 7.50136 N/A 1200000.00 913765.47 Agency Collateralized Mortgage Obligation FHLMC_5269E N/A 3137H9A25 2052-10-25 1.48971 N/A 38724719.00 841557.30 Agency Collateralized Mortgage Obligation GNMA_20-146G N/A 38382KWD1 2050-10-20 2.5 N/A 22351228.00 1984981.71 Agency Collateralized Mortgage 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Agency Mortgage-Backed Securities FEPC 03.500 CLZM3056 N/A 3131XWMD2 2047-04-01 3.5 N/A 12200.00 988.37 Agency Mortgage-Backed Securities FNMS 02.000 CLBV0894 N/A 3140MD7G7 2052-01-01 2 N/A 3960.00 2200.35 Agency Mortgage-Backed Securities GNMI SF 542492 X N/A 36212SUR5 2031-02-15 7 N/A 110000.00 61.49 Agency Mortgage-Backed Securities FNMS 06.000 CLBV6318 N/A 3140MLAU4 2055-11-01 6 N/A 1000.00 956.21 Agency Mortgage-Backed Securities FNMS 07.000 CLDA4446 N/A 3140A45G2 2053-11-01 7 N/A 1000.00 514.10 Agency Mortgage-Backed Securities FNMS 05.000 CL773429 N/A 31404NHE9 2034-06-01 5 N/A 10000.00 48.97 Agency Mortgage-Backed Securities GNII ET DQ4929 C N/A 3618MXPN3 2066-04-20 5.5 N/A 3070.00 2897.86 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0202 N/A 3140QKGL6 2051-04-01 3 N/A 1670.00 617.24 Agency Mortgage-Backed Securities GNII SF MA3007 M N/A 36179RKU2 2030-08-20 3.5 N/A 642500.00 28441.59 Agency Mortgage-Backed Securities GNII SF MA9779 M N/A 36179Y2L7 2054-07-20 5.5 N/A 4120000.00 2643638.58 Agency Mortgage-Backed Securities GNII SF 002445 M N/A 36202CWE9 2027-06-20 8 N/A 1400000.00 78.41 Agency Mortgage-Backed Securities FNMS 05.500 CLFA0243 N/A 3140W0HV0 2054-12-01 5.5 N/A 4620.00 3839.80 Agency Mortgage-Backed Securities FNMS 03.500 CIMA6035 N/A 31418FV53 2041-04-01 3.5 N/A 2040.00 1759.02 Agency Mortgage-Backed Securities FNMS 06.500 CLDG4911 N/A 3140U8N55 2056-05-01 6.5 N/A 3988.00 3999.27 Agency Mortgage-Backed Securities FNMS 05.500 CLDF2446 N/A 3140BSWG8 2055-11-01 5.5 N/A 1330380.00 1270411.81 Agency Mortgage-Backed Securities FNMS 05.500 CLDH5855 N/A 3140UMQH5 2056-08-01 5.5 N/A 2020.00 1813.45 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4547 N/A 31418EBR0 2052-02-01 2 N/A 1010.00 583.38 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5760 N/A 31418FMJ3 2055-07-01 5.5 N/A 1010.00 796.46 Agency Mortgage-Backed Securities FEPC 05.500 CLQY1246 N/A 31426KL46 2055-04-01 5.5 N/A 2970.00 2713.65 Agency Mortgage-Backed Securities FEPC 05.500 CLTB8852 N/A 3142KAZS4 2056-07-01 5.5 N/A 4000.00 3811.99 Agency Mortgage-Backed Securities GNII SF DR8329 C N/A 3618VHHE7 2056-06-20 6.5 N/A 1000.00 1019.52 Agency Mortgage-Backed Securities FNMS 06.000 CLCC1403 N/A 3140Y7RZ3 2055-09-01 6 N/A 1000.00 932.53 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0176 N/A 3140QKFS2 2051-04-01 2.5 N/A 1000.00 547.41 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4474 N/A 31418D6L1 2041-11-01 2 N/A 1000.00 537.92 Agency Mortgage-Backed Securities 05.500 FGPC L10214 G N/A 3128DHGX6 2033-03-01 5.5 N/A 9196000.00 29684.62 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3392 N/A 31418CXW9 2033-06-01 3.5 N/A 1000.00 68.99 Agency Mortgage-Backed Securities FNMS 05.000 CLDG7447 N/A 3140UBHZ9 2056-09-01 5 N/A 2990.00 2799.72 Agency Mortgage-Backed Securities FNMS 05.000 CLDI0957 N/A 3140UUB34 2056-08-01 5 N/A 3980.00 3704.15 Agency Mortgage-Backed Securities FNMS 06.000 CL725690 N/A 31402DF70 2034-08-01 6 N/A 172000.00 1001.92 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2203 N/A 31426YNV4 2055-09-01 5.5 N/A 1020.00 857.93 Agency Mortgage-Backed Securities GNII SF 003997 M N/A 36202ENN5 2037-06-20 5.5 N/A 71000.00 692.05 Agency Mortgage-Backed Securities FEPC 05.000 CISB8350 N/A 3132D6H37 2039-12-01 5 N/A 1204430.00 715498.22 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5477 N/A 31418FCP0 2039-09-01 6 N/A 3000.00 1367.94 Agency Mortgage-Backed Securities GNII SF DJ3142 C N/A 3618KPP36 2055-08-20 5.5 N/A 4990.00 4617.83 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8222 N/A 3132DWD34 2052-06-01 4 N/A 1000.00 642.42 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8487 N/A 3132DWNC3 2054-12-01 4 N/A 3000.00 2388.87 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5733 N/A 3142GWLP2 2056-01-01 5 N/A 1000.00 891.17 Agency Mortgage-Backed Securities FEPC 05.000 CISB8260 N/A 3132D6E97 2038-10-01 5 N/A 16080.00 7396.47 Agency Mortgage-Backed Securities FEPC 03.500 CLSD4180 N/A 3132E0UD2 2053-01-01 3.5 N/A 1000.00 682.84 Agency Mortgage-Backed Securities GNII SP 783619 M N/A 3622A2AU6 2042-05-20 4 N/A 39100.00 1787.77 Agency Mortgage-Backed Securities GNII SF DV4927 C N/A 3618WUPL2 2056-09-20 5.5 N/A 5990.00 5810.15 Agency Mortgage-Backed Securities FNMS 05.500 CL190379 N/A 31368HM42 2037-05-01 5.5 N/A 6000.00 29.14 Agency Mortgage-Backed Securities FEPC 05.500 CLSL6576 N/A 31427UJW4 2056-09-01 5.5 N/A 1090.00 1047.98 Agency Mortgage-Backed Securities FEPC 05.500 CLTC7085 N/A 3130G6XP1 2056-10-01 5.5 N/A 1000.00 960.35 Agency Mortgage-Backed Securities GNII SF MB0873 M N/A 3618N56K0 2055-12-20 6 N/A 41057510.00 37446132.33 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5765 N/A 3140QRMP5 2053-02-01 6.5 N/A 5550.00 2518.41 Agency Mortgage-Backed Securities FEPC 05.500 CLTB5543 N/A 3142K7ER6 2056-06-01 5.5 N/A 4000.00 3478.27 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7535 N/A 3138WHLR1 2041-07-01 3 N/A 1960.00 225.01 Agency Mortgage-Backed Securities FEPC 02.000 CLQC2530 N/A 3133ALY36 2051-06-01 2 N/A 2990.00 1690.29 Agency Mortgage-Backed Securities FNMS 06.500 CLDD6925 N/A 3140B7VT7 2055-04-01 6.5 N/A 1000.00 1017.98 Agency Mortgage-Backed Securities GNII SF DT1584 C N/A 3618W0XM7 2056-07-20 6 N/A 6000.00 6066.87 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6656 N/A 3140W7ME7 2056-09-01 5.5 N/A 1050.00 1017.00 Agency Mortgage-Backed Securities GNII SF DT7580 C N/A 3618W7M51 2056-08-20 5.5 N/A 4492350.00 4371181.97 Agency Mortgage-Backed Securities FNMS 05.000 CLDB6834 N/A 3140AGSY1 2054-07-01 5 N/A 2000.00 1625.90 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2045 N/A 3140QMHX5 2051-11-01 2.5 N/A 2000.00 1067.21 Agency Mortgage-Backed Securities GNII SF DT0251 C N/A 3618VYH42 2056-05-20 5 N/A 9960.00 9186.81 Agency Mortgage-Backed Securities 4 TPRN F 35 N/A 912821TF2 2035-11-15 0 N/A 100.00 62.13 U.S. Treasuries (including strips) GNII SF DU6534 C N/A 3618WJHK8 2056-09-20 6 N/A 7060.00 7058.96 Agency Mortgage-Backed Securities FEPC 03.000 CIQO1405 N/A 3133WKR24 2038-06-01 3 N/A 384760.00 233428.91 Agency Mortgage-Backed Securities FEPC 05.500 CLTC5441 N/A 3130G45B8 2056-09-01 5.5 N/A 2000.00 1929.21 Agency Mortgage-Backed Securities GNII SF 003774 M N/A 36202EFP9 2035-10-20 5.5 N/A 1226700.00 17771.11 Agency Mortgage-Backed Securities FEPC 02.000 CLQC3695 N/A 3133ANC85 2051-07-01 2 N/A 125000.00 63320.19 Agency Mortgage-Backed Securities GNII SF DU1935 C N/A 3618WDEG3 2056-08-20 5.5 N/A 1420.00 1376.50 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3382 N/A 3140Y9XL3 2056-09-01 5.5 N/A 1020.00 980.08 Agency Mortgage-Backed Securities FNMS 05.000 CLDG8540 N/A 3140UCP21 2056-05-01 5 N/A 3472250.00 3222948.19 Agency Mortgage-Backed Securities GNII SF DT4128 C N/A 3618W3SR6 2056-07-20 6 N/A 1000.00 1000.33 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4957 N/A 3140Q0QK1 2030-09-01 4.09 N/A 25203000.00 24163898.51 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8480 N/A 3140QUM60 2054-05-01 5.5 N/A 3010.00 1848.85 Agency Mortgage-Backed Securities GNII SF DP5619 C N/A 3618MLG41 2056-08-20 6 N/A 9919.00 10060.08 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6136 N/A 3133KMY90 2051-10-01 2.5 N/A 83410.00 50691.74 Agency Mortgage-Backed Securities GNII SF MB1070 M N/A 3618N6FL6 2056-03-20 5 N/A 494800.00 455293.70 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7047 N/A 3138EPZM9 2045-02-01 3.5 N/A 1010.00 151.36 Agency Mortgage-Backed Securities FEPC 05.500 CLTC1336 N/A 3130G0LS1 2056-08-01 5.5 N/A 1000.00 963.65 Agency Mortgage-Backed Securities GNII SF MA7651 M N/A 36179WQC5 2051-10-20 3.5 N/A 354130.00 187916.24 Agency Mortgage-Backed Securities FEPC 06.000 CLTB7826 N/A 3142K9VU6 2056-05-01 6 N/A 2580850.00 2544447.23 Agency Mortgage-Backed Securities FNMS 04.000 CI890884 N/A 31410LXM9 2034-04-01 4 N/A 43100.00 2627.44 Agency Mortgage-Backed Securities FNMS 06.000 CLDE1140 N/A 3140BDHS2 2055-06-01 6 N/A 1010.00 970.44 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7865 N/A 3142K9W35 2056-07-01 5 N/A 4040.00 3748.73 Agency Mortgage-Backed Securities 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 700.00 587.40 U.S. Treasuries (including strips) GNII SF CC9824 C N/A 3617V84H6 2051-05-20 4 N/A 34670.00 8622.41 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4453 N/A 3140U75P3 2056-03-01 5.5 N/A 497550.00 450300.72 Agency Mortgage-Backed Securities FNMS 06.000 CLDH7008 N/A 3140UNYE1 2056-09-01 6 N/A 9816780.00 9766560.62 Agency Mortgage-Backed Securities FNMS 02.500 CIFM6703 N/A 3140XANV0 2033-04-01 2.5 N/A 21620.00 4751.10 Agency Mortgage-Backed Securities FNMS 02.500 CIFA4732 N/A 3140W5HJ6 2037-08-01 2.5 N/A 1020.00 824.64 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3050 N/A 3140QNL83 2052-03-01 2.5 N/A 6000.00 3716.07 Agency Mortgage-Backed Securities FNMS 03.500 CIAL6146 N/A 3138ENZL6 2030-01-01 3.5 N/A 1000.00 42.84 Agency Mortgage-Backed Securities GNII SF MB1191 M N/A 3618N6KD8 2041-06-20 4 N/A 336370.00 306920.35 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5953 N/A 31418FTK3 2041-01-01 6 N/A 6270.00 4714.55 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8065 N/A 3132DV6A8 2050-05-01 4.5 N/A 2000.00 380.68 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4388 N/A 3140W42W6 2056-01-01 5.5 N/A 1020.00 916.76 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5089 N/A 3142GVUP4 2055-10-01 6 N/A 3100.00 2782.19 Agency Mortgage-Backed Securities FNMS 06.000 CICC2563 N/A 3140Y8Z58 2041-02-01 6 N/A 3235630.00 2919989.10 Agency Mortgage-Backed Securities 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 N/A 100.00 93.66 U.S. Treasuries (including strips) GNII SF DT1591 C N/A 3618W0XU9 2056-07-20 6.5 N/A 7000.00 7197.74 Agency Mortgage-Backed Securities FNMS 03.000 CIBJ0664 N/A 3140H1W22 2033-03-01 3 N/A 19000.00 2614.37 Agency Mortgage-Backed Securities FNMS 02.000 CLBU0720 N/A 3140M1YS7 2051-10-01 2 N/A 1000.00 559.88 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3855 N/A 3140QPH91 2052-06-01 4 N/A 2000.00 1240.69 Agency Mortgage-Backed Securities FEPC 05.500 CLTA1252 N/A 3142JPMA6 2055-12-01 5.5 N/A 1010.00 934.62 Agency Mortgage-Backed Securities GNII SF DU6695 C N/A 3618WJNL9 2056-09-20 6 N/A 1000.00 1021.63 Agency Mortgage-Backed Securities 08.000 FGPC G01903 G N/A 3128LXDG2 2034-01-01 8 N/A 5719000.00 26952.91 Agency Mortgage-Backed Securities FNMS 03.000 CKMA2248 N/A 31418BQA7 2045-04-01 3 N/A 27000.00 1289.63 Agency Mortgage-Backed Securities GNII SF MA8801 M N/A 36179XX68 2053-04-20 5.5 N/A 8980.00 5162.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5865 N/A 3140MXQT4 2052-08-01 4.5 N/A 1000.00 585.74 Agency Mortgage-Backed Securities GNII SF MA0910 M N/A 36179NAK4 2028-04-20 3.5 N/A 1000.00 9.47 Agency Mortgage-Backed Securities GNMI SF 471549 X N/A 36209GZN0 2029-03-15 7 N/A 25000.00 46.21 Agency Mortgage-Backed Securities GNII SF DS4829 C N/A 3618VRLJ9 2056-06-20 5.5 N/A 1032270.00 998034.26 Agency Mortgage-Backed Securities FNMS 03.500 CLAB3868 N/A 31417AJN0 2041-11-01 3.5 N/A 1000.00 131.62 Agency Mortgage-Backed Securities GNII SF DR2954 C N/A 3618VBH75 2056-05-20 5.5 N/A 1052320.00 1033608.09 Agency Mortgage-Backed Securities GNMI SF 720181 X N/A 3620A6CS4 2039-07-15 4 N/A 138700.00 4487.30 Agency Mortgage-Backed Securities GNII SF DQ2690 C N/A 3618MU7B5 2056-03-20 5.5 N/A 4922290.00 4742431.61 Agency Mortgage-Backed Securities GNII SF MA9017 M N/A 36179YAS3 2053-07-20 5.5 N/A 94711830.00 57773027.30 Agency Mortgage-Backed Securities FNMS 05.500 CLDH4875 N/A 3140ULMZ1 2056-07-01 5.5 N/A 2020.00 1790.96 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8867 N/A 3140QGZ91 2051-02-01 3 N/A 1080.00 522.90 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6753 N/A 3140XAQF2 2050-10-01 4 N/A 13000.00 3228.14 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6004 N/A 31418FU62 2041-03-01 5 N/A 33000.00 28864.09 Agency Mortgage-Backed Securities FNMS 05.000 CLDH1746 N/A 3140UG5G3 2056-06-01 5 N/A 2090.00 1940.12 Agency Mortgage-Backed Securities FNMS 06.500 CLDH9256 N/A 3140URJA7 2056-10-01 6.5 N/A 1366.00 1403.43 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1035 N/A 3140KYEH3 2051-05-01 2 N/A 292610.00 157599.54 Agency Mortgage-Backed Securities FNMS 05.000 CL883026 N/A 31410AA30 2036-06-01 5 N/A 1100.00 44.18 Agency Mortgage-Backed Securities GNMI SF 434326 X N/A 36207KPK0 2029-05-15 6.5 N/A 100000.00 141.49 Agency Mortgage-Backed Securities GNII SF MA9305 M N/A 36179YKS2 2053-11-20 5.5 N/A 6962980.00 4529106.34 Agency Mortgage-Backed Securities GNII SF MA9964 M N/A 36180AB93 2054-10-20 5 N/A 8420.00 6604.83 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ7541 N/A 3142GYLX1 2056-09-01 4.5 N/A 1000.00 906.11 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5595 N/A 3140W6GD8 2056-04-01 5.5 N/A 6150.00 5824.20 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6174 N/A 31418F2G1 2056-09-01 4.5 N/A 1190.00 1074.02 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ9470 N/A 3133D1QX0 2054-11-01 5.5 N/A 1000.00 803.84 Agency Mortgage-Backed Securities FEPC 06.000 CLSL6569 N/A 31427UJP9 2056-10-01 6 N/A 35793070.00 35436833.49 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1620 N/A 3140QLYS9 2051-09-01 2 N/A 1000.00 550.16 Agency Mortgage-Backed Securities FNMS 06.000 CLBU5036 N/A 3140M6S20 2054-10-01 6 N/A 5920.00 4390.30 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5615 N/A 3140U9GZ5 2056-04-01 5.5 N/A 4000.00 3823.37 Agency Mortgage-Backed Securities GNII SF 003132 M N/A 36202DPR6 2031-09-20 6 N/A 340000.00 455.22 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ4285 N/A 3140NYXP1 2030-07-01 4.415 N/A 1925000.00 1869572.57 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9838 N/A 3140QV4Y7 2055-01-01 6.5 N/A 974260.00 468872.46 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5038 N/A 3140W5S47 2056-02-01 5.5 N/A 6598850.00 5775893.00 Agency Mortgage-Backed Securities FNMS 05.000 CIDH3736 N/A 3140UKEJ8 2041-06-01 5 N/A 1000.00 946.80 Agency Mortgage-Backed Securities FNMS 06.000 CLDD1767 N/A 3140B16D3 2055-02-01 6 N/A 4970.00 2733.37 Agency Mortgage-Backed Securities FEPC 06.000 CLSL6700 N/A 31427UNS8 2055-02-01 6 N/A 5570.00 5519.84 Agency Mortgage-Backed Securities GNMI SF BK5529 X N/A 3617J6EA8 2049-06-15 4 N/A 1286160.00 620731.48 Agency Mortgage-Backed Securities GNII SF DR0635 C N/A 3618V8V43 2056-03-20 5 N/A 1000.00 935.57 Agency Mortgage-Backed Securities FEPC 06.000 CLTC6456 N/A 3130G6B26 2056-10-01 6 N/A 3062840.00 3047171.53 Agency Mortgage-Backed Securities 4 NOTE K 32 N/A 91282CNA5 2032-04-30 4 N/A 100.00 96.37 U.S. Treasuries (including strips) GNII SF DH6380 C N/A 3618KFCR9 2055-03-20 7.5 N/A 1036250.00 1010983.93 Agency Mortgage-Backed Securities FEPC 02.000 CIQN9440 N/A 3133GGPZ0 2037-02-01 2 N/A 6848250.00 3936791.72 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8372 N/A 3132DWJR5 2053-11-01 5.5 N/A 75780.00 51720.58 Agency Mortgage-Backed Securities FNMS 06.000 CLDI7629 N/A 3140V2PP1 2056-10-01 6 N/A 4322190.00 4301959.27 Agency Mortgage-Backed Securities GNII SF DT1493 C N/A 3618W0US7 2056-08-20 7 N/A 8124381.00 8656281.41 Agency Mortgage-Backed Securities FNMS 04.000 CLBC0305 N/A 3140EUKT5 2046-03-01 4 N/A 9300.00 821.46 Agency Mortgage-Backed Securities GNII SF MB1407 M N/A 3618N6R58 2051-02-20 2.5 N/A 2685830.00 2162291.60 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0573 N/A 3132DMT62 2051-04-01 2 N/A 1940.00 805.07 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5676 N/A 31427TJW7 2056-01-01 6 N/A 1000.00 936.52 Agency Mortgage-Backed Securities FNMS 05.000 CLFA3534 N/A 3140W34U0 2055-11-01 5 N/A 4030.00 3557.61 Agency Mortgage-Backed Securities FEPC 06.000 CLTB1825 N/A 3142K3A32 2056-04-01 6 N/A 936920.00 931648.19 Agency Mortgage-Backed Securities FEPC 04.500 CLTA0891 N/A 3142JN7D2 2055-11-01 4.5 N/A 1065840.00 947676.25 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5102 N/A 3140U8U40 2056-03-01 5.5 N/A 1950.00 1861.16 Agency Mortgage-Backed Securities FEPC 05.000 CIQO6081 N/A 3133WQXJ7 2041-08-01 5 N/A 2000.00 1934.78 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6218 N/A 31418F4C8 2041-09-01 5 N/A 1020.00 992.29 Agency Mortgage-Backed Securities GNII SF 003473 M N/A 36202D2E0 2033-11-20 5.5 N/A 562000.00 5242.70 Agency Mortgage-Backed Securities FNMS 06.500 CZAL0778 N/A 3138EG2L7 2049-01-01 6.5 N/A 223000.00 4746.97 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4625 N/A 31418ED72 2052-06-01 3.5 N/A 12140.00 7648.62 Agency Mortgage-Backed Securities FEPC 06.500 CLRQ0058 N/A 3142J6B44 2055-10-01 6.5 N/A 114980.00 75962.12 Agency Mortgage-Backed Securities GNII SF 002935 M N/A 36202DHL8 2030-06-20 8 N/A 70000.00 32.20 Agency Mortgage-Backed Securities FEPC 05.500 CLTC6628 N/A 3130G6HE4 2056-09-01 5.5 N/A 1000.00 966.75 Agency Mortgage-Backed Securities GNMI SF BH4578 X N/A 3617H2CP8 2048-05-15 3 N/A 937090.00 147466.05 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1595 N/A 31427NXZ7 2055-06-01 5 N/A 1010.00 918.65 Agency Mortgage-Backed Securities GNII SF DS0092 C N/A 3618VLC52 2056-08-20 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CLAS1380 N/A 3138WARA7 2043-12-01 4.5 N/A 2433000.00 58717.87 Agency Mortgage-Backed Securities GNII SF DU8555 C N/A 3618WLQG2 2056-09-20 5.5 N/A 1000.00 974.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8692 N/A 3140XCUS5 2051-09-01 2.5 N/A 1000.00 586.58 Agency Mortgage-Backed Securities FNMS 05.500 CLDI1028 N/A 3140UUEA5 2056-08-01 5.5 N/A 13239860.00 12726387.61 Agency Mortgage-Backed Securities BILL 03/18/27 N/A 912797UD7 2027-03-18 0 N/A 16504100.00 16180124.52 U.S. Treasuries (including strips) FEPC 04.000 CTZA2511 N/A 31329KYG3 2038-06-01 4 N/A 3000.00 352.42 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5629 N/A 3138WFHF6 2045-08-01 3.5 N/A 14000.00 1537.68 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2370 N/A 3132DPT32 2052-07-01 3.5 N/A 1940.00 1275.45 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6623 N/A 3138EPLD4 2027-08-01 4 N/A 4490000.00 4192.44 Agency Mortgage-Backed Securities GNMI SP 780651 X N/A 36225AWL0 2027-10-15 7 N/A 100000.00 7.90 Agency 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1020.00 748.29 Agency Mortgage-Backed Securities FEPC 05.500 CLTB6886 N/A 3142K8UL9 2056-07-01 5.5 N/A 1000.00 960.10 Agency Mortgage-Backed Securities FNMS 05.500 CLBV6411 N/A 3140MLDR8 2055-11-01 5.5 N/A 1100.00 1056.86 Agency Mortgage-Backed Securities FEPC 03.000 CIZA3766 N/A 31329MFF2 2030-01-01 3 N/A 1600.00 77.46 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8662 N/A 3140XCTU2 2051-08-01 3 N/A 1040.00 575.74 Agency Mortgage-Backed Securities FNMS 05.000 CLDG1954 N/A 3140U5E44 2056-04-01 5 N/A 1010.00 942.48 Agency Mortgage-Backed Securities GNII SF MA7649 M N/A 36179WQA9 2051-10-20 2.5 N/A 47171970.00 24534103.13 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6701 N/A 3140QSNT4 2053-07-01 6 N/A 1040.00 677.82 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4346 N/A 3140XKZL7 2052-04-01 3.5 N/A 654410.00 405785.40 Agency Mortgage-Backed Securities 03.000 FGPC G07289 G N/A 3128M9NE8 2042-11-01 3 N/A 15000.00 2178.60 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2689 N/A 3140Y87B6 2056-05-01 6 N/A 1040.00 1009.34 Agency Mortgage-Backed Securities FNMS 04.500 CLDI1402 N/A 3140UURY9 2056-08-01 4.5 N/A 3170.00 2868.99 Agency Mortgage-Backed Securities FEPC 06.500 CTZS8916 N/A 3132A93Z8 2029-01-01 6.5 N/A 9000.00 9.71 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0384 N/A 3140Y6NA4 2055-05-01 5 N/A 1020.00 895.29 Agency Mortgage-Backed Securities FNMS 05.500 CLFA3133 N/A 3140W3PT0 2055-10-01 5.5 N/A 1000.00 883.37 Agency Mortgage-Backed Securities FEPC 06.500 CLSL6431 N/A 31427UED1 2056-02-01 6.5 N/A 2895170.00 2864611.39 Agency Mortgage-Backed Securities GNMI SF 570019 X N/A 36200RG48 2032-07-15 6.5 N/A 25000.00 27.26 Agency Mortgage-Backed Securities GNII SF MB0714 M N/A 3618N5YL7 2040-11-20 3.5 N/A 50910.00 43854.32 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3619 N/A 3140X7AV1 2050-01-01 4.5 N/A 2980.00 327.31 Agency Mortgage-Backed Securities FNMS 03.000 CLMA1235 N/A 31418ALR7 2042-10-01 3 N/A 2000.00 224.34 Agency Mortgage-Backed Securities GNII SF CX5902 C N/A 3618FSRX8 2053-10-20 7 N/A 1096360.00 801183.27 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9605 N/A 3140XRU78 2054-07-01 6 N/A 1000.00 790.21 Agency Mortgage-Backed Securities GNII SF DQ8168 C N/A 3618N2CD6 2056-04-20 5.5 N/A 10910.00 10541.27 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9304 N/A 3140QVKS2 2054-10-01 5 N/A 1000.00 812.85 Agency Mortgage-Backed Securities FNMS 06.500 CL569888 N/A 31386QCZ2 2031-02-01 6.5 N/A 70000.00 52.17 Agency Mortgage-Backed Securities GNMI SF 702203 X N/A 36296VDG0 2039-07-15 4 N/A 44100.00 1002.44 Agency Mortgage-Backed Securities 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 N/A 100.00 63.52 U.S. Treasuries (including strips) FNMS 05.500 CLDF2905 N/A 3140BTGP4 2055-11-01 5.5 N/A 2990.00 2465.47 Agency Mortgage-Backed Securities FNMS 05.000 CIMA5168 N/A 31418EW63 2038-10-01 5 N/A 2900.00 1433.17 Agency Mortgage-Backed Securities GNMI SP 782461 X N/A 36241KWW4 2032-03-15 7.5 N/A 2400.00 56.62 Agency 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1750.00 1726.62 Agency Mortgage-Backed Securities FNMS 05.500 CL959514 N/A 31413YN72 2037-12-01 5.5 N/A 1000.00 8.65 Agency Mortgage-Backed Securities FNMS 03.500 CLFA3656 N/A 3140W4B22 2050-08-01 3.5 N/A 10500000.00 8440273.98 Agency Mortgage-Backed Securities FNMS 04.000 CIAL6105 N/A 3138ENYB9 2029-12-01 4 N/A 1000.00 7.55 Agency Mortgage-Backed Securities FEPC 04.500 CLZS2728 N/A 3132A3A59 2039-07-01 4.5 N/A 3000.00 58.45 Agency Mortgage-Backed Securities FEPC 06.000 CLRQ0086 N/A 3142J6CY7 2056-01-01 6 N/A 1000.00 835.91 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0584 N/A 31417YUJ4 2040-10-01 4.5 N/A 7000.00 67.19 Agency Mortgage-Backed Securities FNMS 03.000 CI890710 N/A 31410LR79 2031-02-01 3 N/A 190000.00 11228.93 Agency Mortgage-Backed Securities GNII SF DV0087 C N/A 3618WPCY9 2056-09-20 6 N/A 9940.00 9930.25 Agency Mortgage-Backed Securities GNII SF DT1324 C N/A 3618W0PH7 2056-08-20 5.5 N/A 16627970.00 16118418.05 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9801 N/A 3140XR3K9 2054-11-01 5.5 N/A 1000.00 728.40 Agency Mortgage-Backed Securities FNMS 06.500 CLDD2921 N/A 3140B3G71 2055-04-01 6.5 N/A 1000.00 708.99 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9919 N/A 3140XEAV6 2051-12-01 3 N/A 5000.00 2800.22 Agency Mortgage-Backed Securities FEPC 05.500 CLTC0694 N/A 3133W4XX5 2056-08-01 5.5 N/A 3020.00 2901.32 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4698 N/A 31427SGG7 2056-02-01 5 N/A 1010.00 931.67 Agency Mortgage-Backed Securities FEPC 05.500 CLSL6314 N/A 31427UAQ6 2056-08-01 5.5 N/A 1040.00 986.71 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ1449 N/A 3140NVTF4 2031-07-01 4.52 N/A 8300000.00 8029678.22 Agency Mortgage-Backed Securities FNMS 05.500 CLDG4502 N/A 3140U8AC4 2056-03-01 5.5 N/A 3000.00 2862.95 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ6041 N/A 3140Q1WB2 2033-01-01 4.41 N/A 39565000.00 37527105.76 Agency Mortgage-Backed Securities 03.500 FGPC G61748 G N/A 31335B5H5 2048-11-01 3.5 N/A 6120.00 1395.57 Agency 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N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 4.01500080 3133ERP21 254900C5LP6DN9OP9V83 US3133ERP211 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-10-01 2026-12-23 2026-12-23 N N N 0.0401 114919427.29 114919427.29 0.0006 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797VM6 254900HROIFWPRGM1V77 US912797VM69 U.S. Treasury Debt Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2026-10-20 2026-10-20 2026-10-20 N N N 0.0370 803452023.58 803452023.58 0.0042 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.92500080 3130BBC60 2549001DPIFGXC1TOL40 US3130BBC603 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-10-01 2026-12-28 2026-12-28 N N N 0.0399 662903221.69 662903221.69 0.0035 N N N N BMO Capital Markets Corp. BMO Capital Markets Corp. 3.99000000 N/A RUC0QBLBRPRCU4W1NE59 BYD952M08 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA_22-20F N/A 38383GK26 2052-01-20 0 N/A 30000000.00 7758.64 Agency Collateralized Mortgage Obligation GNMA_16-H07C N/A 38376RRK4 2066-02-20 0.14556 N/A 58002227.00 119.61 Agency Collateralized Mortgage Obligation GNMA_23-152B N/A 38384DXN2 2051-04-20 6.5 N/A 1998594.00 76418.35 Agency Collateralized Mortgage Obligation GNMA_22-37 N/A 38381EXY9 2062-01-16 1.9 N/A 880000.00 420407.29 Agency Collateralized Mortgage Obligation GNMA_23-47M N/A 38383WN69 2053-03-20 6 N/A 3333333.00 306241.67 Agency Collateralized Mortgage Obligation GNMA_25-105Q N/A 38381NDS4 2049-08-20 0.05 N/A 10838778.00 18153.33 Agency Collateralized Mortgage Obligation GNMA_25-105D N/A 38381NBY3 2055-06-20 0.05 N/A 320000000.00 283085.74 Agency Collateralized Mortgage Obligation GNMA_21-68 N/A 38380R4W7 2062-10-16 0.87768 N/A 3200000.00 159090.81 Agency Collateralized Mortgage Obligation GNMA_18-121D N/A 38380YK20 2048-09-20 2.19475 N/A 48400735.00 75985.32 Agency Collateralized Mortgage Obligation GNMA_24-79G N/A 38384PCP3 2054-05-20 0.1 N/A 50000000.00 78867.21 Agency Collateralized Mortgage Obligation GNMA_23-83L N/A 38384BSM4 2053-06-20 6.5 N/A 4923076.00 469270.68 Agency Collateralized Mortgage Obligation GNMA_22-H20D N/A 38382YYS6 2071-08-20 0.28248 N/A 86443221.00 97571.50 Agency Collateralized Mortgage Obligation GNMA_25-69B N/A 38385FAW1 2055-04-20 0.12 N/A 21330000.00 40979.50 Agency Collateralized Mortgage Obligation GNMA_22-H26A N/A 38382YJ20 2072-12-20 4.66783 N/A 700000.00 690466.62 Agency Collateralized Mortgage Obligation GNMA_26-67G N/A 38385RJC0 2051-12-20 5.5 N/A 1136363.00 186879.37 Agency Collateralized Mortgage Obligation GNMA_18-H01A N/A 38375U3K4 2068-01-20 2.36534 N/A 2659000.00 26998.62 Agency Collateralized Mortgage Obligation GNMA_21-96J N/A 38382UVZ1 2051-06-20 0.15217 N/A 47979314.00 279160.00 Agency Collateralized Mortgage Obligation GNMA_25-41G N/A 38385ETF1 2035-12-20 5.5 N/A 1180189.00 204691.96 Agency Collateralized Mortgage Obligation GNMA_14-14 N/A 38378NTF0 2046-10-16 0.02723 N/A 186970000.00 1586.53 Agency Collateralized Mortgage Obligation GNMA_25-135A N/A 38381QFL0 2052-04-20 6 N/A 9375000.00 146443.86 Agency Collateralized Mortgage Obligation GNMA_25-69V N/A 38385FLH2 2055-01-20 6 N/A 286786.00 39086.46 Agency Collateralized Mortgage Obligation GNMA_22-159S N/A 38383YQV7 2052-09-20 5.5 N/A 9234390.00 422137.44 Agency Collateralized Mortgage Obligation GNMA_14-H03B N/A 38375UEJ5 2064-01-20 4.37125 N/A 200000.00 3342.92 Agency Collateralized Mortgage Obligation GNMA_26-3L N/A 38385LA73 2055-03-20 0.15 N/A 47642451.00 117177.50 Agency Collateralized Mortgage Obligation GNMA_24-30J N/A 38384JME1 2064-02-20 3.20217 N/A 35000000.00 290794.28 Agency Collateralized Mortgage Obligation GNMA_23-56L N/A 38383XQ23 2051-04-20 3.5 N/A 568005.00 51475.99 Agency Collateralized Mortgage Obligation GNMA_25-1V N/A 38385CMH8 2051-03-20 5.5 N/A 1818182.00 213554.94 Agency Collateralized Mortgage Obligation FNMA_26-87A N/A 3136G7YL4 2056-10-25 4.70252 N/A 75000000.00 73601184.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-18 N/A 38383GYF2 2052-01-20 4 N/A 364517.00 277481.72 Agency Collateralized Mortgage Obligation GNMA_22-145F N/A 38383M3B2 2050-05-20 0.65217 N/A 36390000.00 138708.34 Agency Collateralized Mortgage Obligation GNMA_25-211E N/A 38385KPZ7 2055-12-20 0.02 N/A 20000000.00 9900.09 Agency Collateralized Mortgage Obligation GNMA_17-50 N/A 38379RVF7 2057-01-16 0.45571 N/A 67000000.00 458011.16 Agency Collateralized Mortgage Obligation GNMA_12-109 N/A 38378BH28 2053-10-16 0.00028 N/A 17200000.00 20.93 Agency Collateralized Mortgage Obligation GNMA_25-105Q N/A 38381NDU9 2048-09-20 0.15 N/A 2469413.00 12875.70 Agency Collateralized Mortgage Obligation GNMA_24-51J N/A 38384KUL3 2054-03-20 1.90217 N/A 10000000.00 235042.91 Agency Collateralized Mortgage Obligation GNMA_25-124E N/A 38381PGB3 2055-07-20 0 N/A 933333.00 114856.64 Agency Collateralized Mortgage Obligation GNMA_21-139F N/A 38382XGF6 2050-06-20 1.08366 N/A 4983354.00 142911.88 Agency Collateralized Mortgage Obligation GNMA_23-66C N/A 38384AQV8 2053-05-20 6.5 N/A 115384.00 9500.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-H19 N/A 38376RGB6 2065-08-20 4.37125 N/A 466000.00 40295.53 Agency Collateralized Mortgage Obligation GNMA_51-71A N/A 38385HSX6 2049-08-20 5.5 N/A 2272727.00 204484.05 Agency Collateralized Mortgage Obligation GNMA_26-3B N/A 38385LZA9 2056-01-20 0.03 N/A 15000000.00 4947.52 Agency Collateralized Mortgage Obligation GNMA_12-112 N/A 38378BF61 2053-02-16 0.10678 N/A 176495000.00 45264.20 Agency Collateralized Mortgage Obligation GNMA_18-42C N/A 38380VQH7 2048-03-20 0 N/A 50000000.00 14058.90 Agency Collateralized Mortgage Obligation GNMA_25-105D N/A 38381NBZ0 2055-06-20 0.1 N/A 30000000.00 52519.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-109 N/A 38373MKM1 2043-11-16 0 N/A 66163444.00 4288.73 Agency Collateralized Mortgage Obligation GNMA_25-1B N/A 38385CFM5 2054-11-20 2.20217 N/A 20552847.00 587617.79 Agency Collateralized Mortgage Obligation GNMA_25-139C N/A 38381QXG1 2055-08-20 0.05 N/A 80000000.00 84866.65 Agency Collateralized Mortgage Obligation GNMA_25-211G N/A 38385KQF0 2043-07-20 0.85003 N/A 8369515.00 250820.78 Agency Collateralized Mortgage Obligation GNMA_20-189 N/A 38382MGE3 2050-12-20 2.29475 N/A 100000.00 5482.53 Agency Collateralized Mortgage Obligation GNMA_26-136Q N/A 38385WWN0 2056-08-20 0.05 N/A 46500001.00 71427.91 Agency Collateralized Mortgage Obligation GNMA_24-64K N/A 38384MMJ3 2054-04-20 0.15 N/A 50000000.00 159810.61 Agency Collateralized Mortgage Obligation GNMA_25-1A N/A 38385CKA5 2054-09-20 6.5 N/A 826923.00 60202.37 Agency Collateralized Mortgage Obligation GNMA_51-71X N/A 38385HVU8 2054-06-20 6 N/A 423962.00 60159.35 Agency Collateralized Mortgage Obligation GNMA_20-H13F N/A 38380QGT3 2070-07-20 1.84051 N/A 23205000.00 591121.58 Agency Collateralized Mortgage Obligation GNMA_51-56K N/A 38383BCR1 2055-09-20 0.05 N/A 100000000.00 107368.81 Agency Collateralized Mortgage Obligation GNMA_16-H16 N/A 38376RWJ1 2066-07-20 4.92085 N/A 1000000.00 92956.91 Agency Collateralized Mortgage Obligation GNMA_20-149 N/A 38382KCC5 2050-10-20 0 N/A 1599000.00 7161.36 Agency Collateralized Mortgage Obligation GNMA_23-113H N/A 38384CVY2 2049-09-20 4.5 N/A 509186.00 76250.25 Agency Collateralized Mortgage Obligation GNMA_13-101 N/A 38378KZQ5 2054-10-16 0.23345 N/A 2550000.00 8130.28 Agency Collateralized Mortgage Obligation GNMA_25-69H N/A 38385FCP4 2055-04-20 0.75 N/A 27111106.00 172349.50 Agency Collateralized Mortgage Obligation GNMA_21-62 N/A 38380RP61 2063-02-16 0.00151 N/A 20819882.00 28.95 Agency Collateralized Mortgage Obligation GNMA_51-71U N/A 38385HVQ7 2049-10-20 0 N/A 24496666.00 44260.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGEASSOCIATION GNMA_12-58 N/A 38378BVA4 2053-02-16 0.12811 N/A 17467174.00 5518.99 Agency Collateralized Mortgage Obligation GNMA_23-86E N/A 38384A3B7 2050-09-20 3.00217 N/A 215000.00 16572.96 Agency Collateralized Mortgage Obligation GNMA_21-154A N/A 38383ACA0 2051-09-20 2.5 N/A 786962.00 425404.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379RSQ7 2059-05-16 0.68708 N/A 35563000.00 244517.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379R4C4 2058-10-16 0.70129 N/A 50699000.00 555954.83 Agency Collateralized Mortgage Obligation GNMA_23-H05B N/A 38382YU84 2068-02-20 0 N/A 53010043.00 37204.68 Agency Collateralized Mortgage Obligation GNMA_26-3L N/A 38385LA81 2055-04-20 0.05 N/A 46487681.00 37908.15 Agency Collateralized Mortgage Obligation GNMA_24-51H N/A 38384KUF6 2054-03-20 0.15 N/A 25000000.00 55936.43 Agency Collateralized Mortgage Obligation GNMA_16-41B N/A 38379UHW9 2057-03-16 0.55972 N/A 194098741.00 671417.14 Agency Collateralized Mortgage Obligation GNMA_25-1G N/A 38385CEE4 2055-01-20 0.05 N/A 40000000.00 42182.31 Agency Collateralized Mortgage Obligation GNMA_20-H12J N/A 38380QEJ7 2069-08-20 2.28356 N/A 14635149.00 647396.83 Agency Collateralized Mortgage Obligation GNMA_25-105N N/A 38381NDK1 2055-06-20 0.05 N/A 160000000.00 123996.09 Agency Collateralized Mortgage Obligation GNMA_24-184C N/A 38384XYU1 2054-11-20 0.1 N/A 200000000.00 137428.03 Agency Collateralized Mortgage Obligation GNMA_12-144 N/A 38378B2G3 2053-01-16 0.34621 N/A 81070000.00 111218.78 Agency Collateralized Mortgage Obligation GNMA_25-89D N/A 38385GFV6 2055-05-20 0.05 N/A 122500000.00 36237.38 Agency Collateralized Mortgage Obligation GNMA_25-105Q N/A 38381NDT2 2048-10-20 0.1 N/A 6490513.00 26175.54 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JLA0 2054-02-20 6.5 N/A 1461536.00 142032.98 Agency Collateralized Mortgage Obligation GNMA_11-1 N/A 38376GZQ6 2052-11-16 0 N/A 50000000.00 7918.52 Agency Collateralized Mortgage Obligation GNMA_25-105A N/A 38381NAH1 2055-06-20 0.05 N/A 350000000.00 109065.14 Agency Collateralized Mortgage Obligation GNMA_25-25C N/A 38385DAQ9 2054-02-20 0.90217 N/A 50000000.00 309740.50 Agency Collateralized Mortgage Obligation GNMA_24-32 N/A 38381J2J5 2063-06-16 0.69984 N/A 5100000.00 237897.22 Agency Collateralized Mortgage Obligation GNMA_21-44A N/A 38382PNF5 2051-03-20 2 N/A 150000.00 11536.24 Agency Collateralized Mortgage Obligation GNMA_23-173D N/A 38384GGJ3 2051-05-20 6.5 N/A 1615385.00 18663.32 Agency Collateralized Mortgage Obligation GNMA_05-2 N/A 38373MMW7 2044-07-16 0 N/A 91000000.00 907.33 Agency Collateralized Mortgage Obligation GNMA_21-143 N/A 38381DZY9 2063-10-16 0.96684 N/A 1382000.00 78944.28 Agency Collateralized Mortgage Obligation GNMA_20-46F N/A 38382C4E8 2050-04-20 0 N/A 75000000.00 101053.51 Agency Collateralized Mortgage Obligation GNMA_13-138 N/A 38378KW96 2054-11-16 0 N/A 38345000.00 100.68 Agency Collateralized Mortgage Obligation GNMA_26-100D N/A 38385THA2 2056-06-20 0.05 N/A 33819959.00 45396.55 Agency Collateralized Mortgage Obligation GNMA_15-13 N/A 38379H3J2 2045-01-20 1.59475 N/A 59403599.00 213472.48 Agency Collateralized Mortgage Obligation GNMA_26-121A N/A 38385WAE4 2051-04-20 5.5 N/A 1704545.00 231632.22 Agency Collateralized Mortgage Obligation GNMA_21-181 N/A 38381EBB3 2063-07-16 0.9926 N/A 3600000.00 183083.36 Agency Collateralized Mortgage Obligation GNMA_21-113 N/A 38381DKY5 2063-03-16 0.90413 N/A 10570000.00 551307.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379KV54 2057-09-16 0.36699 N/A 2873000.00 547.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375BGF3 2060-10-20 4.10125 N/A 2470000.00 76970.21 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JKV5 2054-02-20 6.5 N/A 461538.00 53298.83 Agency Collateralized Mortgage Obligation GNMA_24-110T N/A 38384QWY0 2054-07-20 5.5 N/A 909090.00 141996.32 Agency Collateralized Mortgage Obligation GNMA_22-51P N/A 38383PNJ6 2052-03-20 0 N/A 57915422.00 145062.10 Agency Collateralized Mortgage Obligation GNMA_20-35D N/A 38382C2M2 2050-03-20 3 N/A 8333333.00 130248.96 Agency Collateralized Mortgage Obligation GNMA_14-145 N/A 38379GUD7 2029-10-20 3.5 N/A 738000.00 789.46 Agency Collateralized Mortgage Obligation GNMA_26-50S N/A 38385NL28 2056-02-20 4.5 N/A 954000.00 646977.63 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FVH3 2051-12-20 0.15217 N/A 96000000.00 577771.66 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RC30 2051-04-20 2 N/A 12984250.00 437077.11 Agency Collateralized Mortgage Obligation GNMA_18-161 N/A 38380MXB2 2060-08-16 0.48763 N/A 98884949.00 225698.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379U5F9 2058-10-16 0.58916 N/A 18080000.00 218108.54 Agency Collateralized Mortgage Obligation GNMA_51-56K N/A 38383BLT7 2054-10-20 6 N/A 2145371.00 365383.92 Agency Collateralized Mortgage Obligation GNMA_26-121A N/A 38385WAS3 2056-07-20 0 N/A 200000.00 409.58 Agency Collateralized Mortgage Obligation GNMA_24-1D N/A 38384H4E5 2054-01-20 0.05 N/A 80448538.00 26972.23 Agency Collateralized Mortgage Obligation GNMA_24-126Q N/A 38384UXR5 2064-08-20 0.05 N/A 20000000.00 9551.80 Agency Collateralized Mortgage Obligation GNMA_20-43 N/A 38380PAD6 2061-11-16 1.23914 N/A 10555000.00 310758.21 Agency Collateralized Mortgage Obligation GNMA_23-173K N/A 38384GDA5 2053-11-20 3.23217 N/A 25000000.00 516232.50 Agency Collateralized Mortgage Obligation GNMA_23-139 N/A 38381JUW5 2065-05-16 0.61412 N/A 10000000.00 414695.17 Agency Collateralized Mortgage Obligation GNMA_23-113H N/A 38384CVX4 2049-06-20 4.5 N/A 412595.00 63578.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-132 N/A 38381DZE3 2063-04-16 0.90705 N/A 6270000.00 318938.27 Agency Collateralized Mortgage Obligation GNMA_22-60L N/A 38383PBR1 2052-03-20 0.08217 N/A 40315110.00 63208.38 Agency Collateralized Mortgage Obligation GNMA_20-10 N/A 38380NQ77 2060-05-16 2.25 N/A 60000.00 24087.56 Agency Collateralized Mortgage Obligation GNMA_13-061 N/A 38378KGE3 2053-05-16 0.45007 N/A 187842399.00 1944.13 Agency Collateralized Mortgage Obligation GNMA_41-97CC N/A 38385BLW8 2035-11-20 5.5 N/A 1485455.00 254900.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H25 N/A 38375BXY3 2061-12-20 4.47125 N/A 5020000.00 30318.78 Agency Collateralized Mortgage Obligation GNMA_17-H24A N/A 38375U3B4 2067-11-20 4.52714 N/A 2368000.00 433872.43 Agency Collateralized Mortgage Obligation GNMA_19-65M N/A 38381VKZ2 2049-05-20 2.09475 N/A 1698000.00 24392.45 Agency Collateralized Mortgage Obligation GNMA_13-178 N/A 38378NJF1 2055-06-16 0 N/A 174273490.00 208.40 Agency Collateralized Mortgage Obligation GNMA_21-35 N/A 38380RWA4 2062-12-16 1.03552 N/A 5212000.00 277151.06 Agency Collateralized Mortgage Obligation GNMA_24-64K N/A 38384MMG9 2054-04-20 0.2 N/A 50000000.00 208207.89 Agency Collateralized Mortgage Obligation GNMA_24-110K N/A 38384QC71 2064-07-20 2.40217 N/A 50000000.00 468604.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RAQ9 2065-04-20 1.95102 N/A 2643000.00 9677.53 Agency Collateralized Mortgage Obligation GNMA_25-69H N/A 38385FCL3 2055-04-20 0.50217 N/A 40000000.00 175839.67 Agency Collateralized Mortgage Obligation GNMA_12-142 N/A 38378BR92 2054-04-16 0.14514 N/A 45683000.00 23247.95 Agency Collateralized Mortgage Obligation GNMA_26-25B N/A 38385MB54 2056-02-20 0.65217 N/A 30000000.00 347044.17 Agency Collateralized Mortgage Obligation GNMA_17-092 N/A 38379RG31 2058-08-16 0.59075 N/A 42490345.00 505357.73 Agency Collateralized Mortgage Obligation GNMA_25-41A N/A 38385EQY3 2036-02-20 6 N/A 1383375.00 282558.86 Agency Collateralized Mortgage Obligation GNMA_18-H03C N/A 38375U5K2 2068-01-20 2.63915 N/A 21066040.00 406105.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-108 N/A 38379KYD4 2056-10-16 0.34149 N/A 657000.00 30.26 Agency Collateralized Mortgage Obligation GNMA_22-H12C N/A 38382YUM3 2072-06-20 1.91732 N/A 11564324.00 125326.86 Agency Collateralized Mortgage Obligation GNMA_25-89G N/A 38385GGG8 2055-05-20 6 N/A 321274.00 44368.04 Agency Collateralized Mortgage Obligation GNMA_22-204C N/A 38383LKZ2 2052-11-20 0.46116 N/A 25000000.00 79598.71 Agency Collateralized Mortgage Obligation GNMA_25-89B N/A 38385GFJ3 2055-05-20 0.05 N/A 350000000.00 173038.38 Agency Collateralized Mortgage Obligation GNMA_24-97S N/A 38384PUA6 2064-06-20 0.02 N/A 50000000.00 6025.70 Agency Collateralized Mortgage Obligation GNMA_10-166 N/A 38377RVE2 2040-12-20 2.01475 N/A 5970310.00 33759.14 Agency Collateralized Mortgage Obligation GNMA_21-H02F N/A 38380QWH1 2071-01-20 0.58276 N/A 12977576.00 406307.64 Agency Collateralized Mortgage Obligation GNMA_21-116H N/A 38382WTM9 2051-07-20 3.5 N/A 2119357.00 122572.09 Agency Collateralized Mortgage Obligation GNMA_20-119 N/A 38380PY57 2062-08-16 0.60723 N/A 19129000.00 556789.73 Agency Collateralized Mortgage Obligation GNMA_21-216K N/A 38383D6F0 2051-10-20 0 N/A 1139270.00 363707.09 Agency Collateralized Mortgage Obligation GNMA_24-159E N/A 38384YBQ3 2064-10-20 0.05 N/A 124056268.00 51722.04 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PBG4 2054-05-20 2.20217 N/A 10000000.00 117261.75 Agency Collateralized Mortgage Obligation GNMA_24-1D N/A 38384H4F2 2054-01-20 0.05 N/A 80448538.00 26909.79 Agency Collateralized Mortgage Obligation GNMA_24-151F N/A 38384WDY8 2054-09-20 0.05 N/A 61000000.00 56366.68 Agency Collateralized Mortgage Obligation GNMA_23-113B N/A 38384CUC1 2053-08-20 6.5 N/A 615384.00 57571.84 Agency Collateralized Mortgage Obligation GNMA_25-69N N/A 38385FEB3 2055-04-20 0.09 N/A 100000000.00 105655.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375UWT3 2066-04-20 4.62125 N/A 3000000.00 264183.29 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTA9 2054-03-20 0.1 N/A 50000000.00 75130.31 Agency Collateralized Mortgage Obligation GNMA_26-25A N/A 38385MS64 2053-05-20 5.5 N/A 682727.00 208199.34 Agency Collateralized Mortgage Obligation GNMA_16-108A N/A 38379YVM7 2046-08-20 2.10216 N/A 14348938.00 63741.48 Agency Collateralized Mortgage Obligation GNMA_26-67E N/A 38385RGZ2 2053-03-20 6 N/A 2697083.00 324522.63 Agency Collateralized Mortgage Obligation GNMA_24-1F N/A 38384H5H7 2054-01-20 0.05 N/A 9821002.00 24492.48 Agency Collateralized Mortgage Obligation GNMA_41-97L N/A 38385BCH1 2064-12-20 0.14 N/A 55000000.00 53572.56 Agency Collateralized Mortgage Obligation GNMA_26-136G N/A 38385WUS1 2056-08-20 0 N/A 100000.00 44.83 Agency Collateralized Mortgage Obligation GNMA_22-25R N/A 38383G3U3 2052-02-20 0 N/A 30000000.00 1720.70 Agency Collateralized Mortgage Obligation GNMA_25-211K N/A 38385KQL7 2065-12-20 0.05 N/A 100000000.00 101871.30 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTJ0 2054-03-20 0.15 N/A 24679500.00 60877.02 Agency Collateralized Mortgage Obligation GNMA_25-139B N/A 38381QWT4 2065-08-20 0.05 N/A 175000000.00 181306.67 Agency Collateralized Mortgage Obligation GNMA_26-3D N/A 38385LZE1 2066-01-20 0.65217 N/A 30000000.00 319657.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-159 N/A 38380JAH1 2059-06-16 0.39964 N/A 39388000.00 197992.01 Agency Collateralized Mortgage Obligation GNMA_20-21F N/A 38382DMQ9 2045-08-20 1.69475 N/A 15486249.00 184566.41 Agency Collateralized Mortgage Obligation GNMA_21-155L N/A 38383AJT2 2051-09-20 0 N/A 3872000.00 14581.40 Agency Collateralized Mortgage Obligation GNMA_25-25G N/A 38385DCQ7 2055-02-20 0.05 N/A 50000000.00 20843.17 Agency Collateralized Mortgage Obligation GNMA_12-111 N/A 38378BJ42 2053-10-16 0 N/A 225456174.00 272.67 Agency Collateralized Mortgage Obligation GNMA_13-H02 N/A 38375BH47 2062-12-20 0.66724 N/A 12068141.00 50.16 Agency Collateralized Mortgage Obligation GNMA_03-73 N/A 38374B6S7 2043-08-16 0 N/A 73356939.00 6.77 Agency Collateralized Mortgage Obligation GNMA_12-H27 N/A 38375BZC9 2062-10-20 1.64249 N/A 1100000.00 805.67 Agency Collateralized Mortgage Obligation GNMA_23-83L N/A 38384BSY8 2053-06-20 1.55217 N/A 20000000.00 259155.73 Agency Collateralized Mortgage Obligation GNMA_19-157 N/A 38380NZX0 2062-01-16 0.78932 N/A 87000000.00 634134.07 Agency Collateralized Mortgage Obligation GNMA_21-2 N/A 38380RNM8 2063-06-16 0.88673 N/A 9148000.00 428658.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_13-063 N/A 38378KPD5 2051-09-16 0.70609 N/A 83000000.00 221579.36 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTF8 2054-03-20 0.08 N/A 20000000.00 26228.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379RV34 2059-02-16 0.5274 N/A 45071000.00 358858.11 Agency Collateralized Mortgage Obligation GNMA_16-H24H N/A 38376RG34 2066-11-20 4.54419 N/A 3000000.00 176259.08 Agency Collateralized Mortgage Obligation GNMA_26-3M N/A 38385LB31 2056-01-20 5.5 N/A 2761428.00 385346.32 Agency Collateralized Mortgage Obligation GNMA_09-HO1 N/A 38376ETM7 2059-11-20 5.15525 N/A 9440000.00 86759.99 Agency Collateralized Mortgage Obligation GNMA_24-79D N/A 38384PBL3 2064-05-20 0.13 N/A 7218915.00 3626.13 Agency Collateralized Mortgage Obligation GNMA_24-79Y N/A 38384PEZ9 2064-05-20 0.1 N/A 10000000.00 6060.08 Agency Collateralized Mortgage Obligation GNMA_17-H03 N/A 38376RQ41 2066-12-20 2.50302 N/A 62614494.00 339192.54 Agency Collateralized Mortgage Obligation GNMA_16-176 N/A 38379U3D6 2058-08-16 0.8307 N/A 66000000.00 570405.07 Agency Collateralized Mortgage Obligation GNMA_21-119L N/A 38382UQ95 2049-09-20 1.67646 N/A 6994179.00 57391.63 Agency Collateralized Mortgage Obligation GNMA_20-115A N/A 38382HA34 2050-08-20 0.19475 N/A 5500000.00 27989.18 Agency Collateralized Mortgage Obligation GNMA_21-79 N/A 38381DBP4 2063-08-16 0.86771 N/A 1371000.00 65274.27 Agency Collateralized Mortgage Obligation GNMA_13-50 N/A 38378KJP5 2048-10-16 0.06479 N/A 50000000.00 12760.90 Agency Collateralized Mortgage Obligation GNMA_25-1F N/A 38385CDT2 2055-01-20 0.05 N/A 100000000.00 43175.17 Agency Collateralized Mortgage Obligation GNMA_14-H21A N/A 38375UPZ7 2064-10-20 1.5065 N/A 1183000.00 2760.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378B2Q1 2054-01-16 0.69357 N/A 10010000.00 38001.22 Agency Collateralized Mortgage Obligation GNMA_25-14 N/A 38381LS86 2066-03-16 0.55827 N/A 15000000.00 637142.99 Agency Collateralized Mortgage Obligation GNMA_25-139R N/A 38381QS85 2055-08-20 6 N/A 1083333.00 147625.30 Agency Collateralized Mortgage Obligation GNMA_18-H06 N/A 38380LBS1 2068-02-20 4.07125 N/A 2849129.00 127796.78 Agency Collateralized Mortgage Obligation GNMA_13-189B N/A 38378PMK1 2043-12-20 2.04475 N/A 24000000.00 79825.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RNT9 2065-12-20 1.72264 N/A 3636000.00 1144.51 Agency Collateralized Mortgage Obligation GNMA_24-74 N/A 38381LDL3 2064-08-16 4.5 N/A 50000.00 43531.79 Agency Collateralized Mortgage Obligation GNMA_22-7 N/A 38381EPC6 2064-02-16 0.00151 N/A 92000000.00 221.06 Agency Collateralized Mortgage Obligation GNMA_13-150 N/A 38378UGA9 2042-11-20 0.91941 N/A 32519064.00 53309.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-174 N/A 38379RJU8 2056-11-16 0.72195 N/A 33180300.00 216680.32 Agency Collateralized Mortgage Obligation GNMA_20-70 N/A 38380PLS1 2062-04-16 0.76438 N/A 1288696.00 46497.45 Agency Collateralized Mortgage Obligation GNMA_15-7 N/A 38378X2M2 2057-01-16 0.48791 N/A 244000.00 544.20 Agency Collateralized Mortgage Obligation GNMA_14-79 N/A 38379B3Q9 2029-07-20 1.12985 N/A 73086544.00 541.59 Agency Collateralized Mortgage Obligation GNMA_24-159X N/A 38384YDV0 2054-10-20 1.78217 N/A 10000000.00 275039.91 Agency Collateralized Mortgage Obligation GNMA_18-H20D N/A 38380LNK5 2068-12-20 2.49193 N/A 8990000.00 65282.85 Agency Collateralized Mortgage Obligation GNMA_14-157 N/A 38378XUN9 2055-05-16 0.17404 N/A 2369000.00 1087.80 Agency Collateralized Mortgage Obligation GNMA_24-11C N/A 38384G3V0 2054-01-20 2.75217 N/A 18126000.00 296889.17 Agency Collateralized Mortgage Obligation GNMA_24-51H N/A 38384KUB5 2054-03-20 0.35 N/A 10000000.00 79749.81 Agency Collateralized Mortgage Obligation GNMA_24-30Y N/A 38384JPY4 2054-02-20 6 N/A 625000.00 84200.21 Agency Collateralized Mortgage Obligation GNMA_22-51R N/A 38383PNQ0 2050-12-20 0 N/A 10000000.00 36.93 Agency Collateralized Mortgage Obligation GNMA_26-50P N/A 38385NK29 2056-03-20 0.62217 N/A 50000000.00 569796.38 Agency Collateralized Mortgage Obligation GNMA_23-41G N/A 38383WC46 2053-03-20 2.45217 N/A 25000000.00 350658.90 Agency Collateralized Mortgage Obligation GNMA_26-88H N/A 38385SLY7 2056-05-20 1.30217 N/A 15000000.00 461720.01 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RF52 2051-04-20 2 N/A 15440000.00 491193.60 Agency Collateralized Mortgage Obligation GNMA_51-71W N/A 38385HVS3 2053-06-20 2.35217 N/A 18781751.00 681686.79 Agency Collateralized Mortgage Obligation GNMA_24-1D N/A 38384H4D7 2054-01-20 0.05 N/A 80448538.00 27003.45 Agency Collateralized Mortgage Obligation GNMA_22-56F N/A 38383MB98 2052-03-20 0 N/A 60000000.00 36413.56 Agency Collateralized Mortgage Obligation GNMA_23-24N N/A 38383WFT8 2052-07-20 3 N/A 5000000.00 167493.08 Agency Collateralized Mortgage Obligation GNMA_26-136C N/A 38385WTK0 2066-08-20 6.5 N/A 65672.00 66224.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H14 N/A 38376R5E2 2067-05-20 4.28 N/A 100000.00 1804.16 Agency Collateralized Mortgage Obligation GNMA_14-188 N/A 38379HSN6 2044-05-20 4 N/A 27602812.00 238944.68 Agency Collateralized Mortgage Obligation GNMA_26-136K N/A 38385WVQ4 2056-04-20 5.5 N/A 227272.00 50041.54 Agency Collateralized Mortgage Obligation GNMA_25-89A N/A 38385GES4 2055-05-20 0.05 N/A 4000000.00 3768.40 Agency Collateralized Mortgage Obligation GNMA_25-69C N/A 38385FBQ3 2055-04-20 0.1 N/A 30000000.00 83225.91 Agency Collateralized Mortgage Obligation GNMA_24-159E N/A 38384YBS9 2064-10-20 0.05 N/A 124800000.00 50372.47 Agency Collateralized Mortgage Obligation GNMA_17-H07A N/A 38376RY34 2067-02-20 1.40562 N/A 121565875.00 204821.48 Agency Collateralized Mortgage Obligation GNMA_21-209F N/A 38383DU30 2051-11-20 2 N/A 18539500.00 485172.23 Agency Collateralized Mortgage Obligation GNMA_24-97D N/A 38384PRE2 2054-06-20 0.05 N/A 50000000.00 46746.63 Agency Collateralized Mortgage Obligation GNMA_21-83L N/A 38382QWF3 2051-05-20 0 N/A 600000.00 789.23 Agency Collateralized Mortgage Obligation GNMA_24-184E N/A 38384XZD8 2054-11-20 1.55217 N/A 25000000.00 209767.03 Agency Collateralized Mortgage Obligation GNMA_18-H19C N/A 38380LMB6 2068-10-20 4.12125 N/A 2100000.00 327560.01 Agency Collateralized Mortgage Obligation GNMA_51-56B N/A 38383BHK1 2055-09-20 6.5 N/A 384615.00 75158.46 Agency Collateralized Mortgage Obligation GNMA_12-102 N/A 38375G2K6 2027-08-20 2.5 N/A 25011927.00 469.49 Agency Collateralized Mortgage Obligation GNMA_22-90C N/A 38383RD87 2051-12-20 2 N/A 361925.00 66981.50 Agency Collateralized Mortgage Obligation GNMA_22-76A N/A 38383RNZ6 2051-09-20 0 N/A 20000000.00 1018.63 Agency Collateralized Mortgage Obligation GNMA_23-172 N/A 38381JA72 2066-02-16 1.33277 N/A 535000.00 43887.58 Agency Collateralized Mortgage Obligation GNMA_24-79S N/A 38384PEE6 2049-06-20 0.05 N/A 5460253.00 7620.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378B2X6 2052-11-16 0.42667 N/A 60000000.00 55824.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_14-47 N/A 38378NK51 2048-02-16 0.16242 N/A 32327393.00 3418.16 Agency Collateralized Mortgage Obligation GNMA_24-184N N/A 38384XD42 2054-11-20 0.05 N/A 120000000.00 134190.70 Agency Collateralized Mortgage Obligation GNMA_26-3B N/A 38385LZB7 2056-01-20 0.23 N/A 30000000.00 105244.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-51 N/A 38379WWN8 2046-04-20 2.04475 N/A 200000.00 2206.28 Agency Collateralized Mortgage Obligation GNMA_25-124C N/A 38381PES8 2055-07-20 6 N/A 833333.00 36563.27 Agency Collateralized Mortgage Obligation GNMA_25-139E N/A 38381QXZ9 2055-08-20 0.11 N/A 21147941.00 41828.12 Agency Collateralized Mortgage Obligation GNMA_19-93 N/A 38380NGA1 2060-08-16 0.5 N/A 40000000.00 44384.88 Agency Collateralized Mortgage Obligation GNMA_26-25B N/A 38385MV45 2056-02-20 4.5 N/A 53897.00 14223.84 Agency Collateralized Mortgage Obligation GNMA_17-76 N/A 38379RWL3 2056-12-16 0.7432 N/A 62391760.00 645292.56 Agency Collateralized Mortgage Obligation GNMA_21-226B N/A 38383FAC7 2051-12-20 0 N/A 485000.00 376.94 Agency Collateralized Mortgage Obligation GNMA_26-25Q N/A 38385M4J2 2056-02-20 5.5 N/A 582727.00 124571.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RJH0 2065-10-20 2.27372 N/A 1157000.00 4002.78 Agency Collateralized Mortgage Obligation GNMA_26-43C N/A 38385NYC2 2056-03-20 2.05217 N/A 9200000.00 306892.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378BYY9 2052-09-16 0.5782 N/A 32233402.00 21398.33 Agency Collateralized Mortgage Obligation GNMA_18-H20B N/A 38380LNF6 2068-06-20 2.33092 N/A 24543000.00 167709.60 Agency Collateralized Mortgage Obligation GNMA_21-83K N/A 38382QVV9 2051-05-20 1.5 N/A 583333.00 24920.62 Agency Collateralized Mortgage Obligation GNMA_13-H20 N/A 38375B6D9 2063-08-20 4.37125 N/A 150000.00 3145.78 Agency Collateralized Mortgage Obligation GNMA_51-71W N/A 38385HVT1 2053-03-20 0.1 N/A 9921161.00 24116.68 Agency Collateralized Mortgage Obligation GNMA_20-089 N/A 38380PTL8 2062-04-16 1.16353 N/A 7400000.00 438848.84 Agency Collateralized Mortgage Obligation GNMA_24-51E N/A 38384KSU6 2064-03-20 3.40217 N/A 15000000.00 238386.60 Agency Collateralized Mortgage Obligation GNMA_12-H08 N/A 38375BQS4 2062-04-20 4.34125 N/A 350000.00 6906.38 Agency Collateralized Mortgage Obligation GNMA_15-140 N/A 38379KG44 2057-06-16 0.49383 N/A 23000000.00 91745.30 Agency Collateralized Mortgage Obligation GNMA_20-165A N/A 38382KV75 2050-11-20 0 N/A 22752607.00 48938.53 Agency Collateralized Mortgage Obligation GNMA_21-119M N/A 38382UR86 2051-06-20 2.5 N/A 376108.00 78939.76 Agency Collateralized Mortgage Obligation GNMA_16-H11 N/A 38375UXM7 2066-05-20 4.57125 N/A 4000000.00 361741.48 Agency Collateralized Mortgage Obligation GNMA_20-62D N/A 38382FFA7 2050-05-20 4.5 N/A 4569062.00 180471.54 Agency Collateralized Mortgage Obligation GNMA_21-89C N/A 38382QXM7 2051-05-20 0 N/A 3406000.00 16562.69 Agency Collateralized Mortgage Obligation GNMA_11-38 N/A 38376GL32 2053-04-16 0.53014 N/A 41255000.00 5666.93 Agency Collateralized Mortgage Obligation GNMA_15-H08 N/A 38375UUZ1 2065-03-20 4.40125 N/A 100000.00 4639.46 Agency Collateralized Mortgage Obligation GNMA_26-121R N/A 38385WHQ0 2055-10-20 6 N/A 437500.00 92342.02 Agency Collateralized Mortgage Obligation GNMA_24-51P N/A 38384KVB4 2054-03-20 0.1 N/A 150000000.00 148447.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-3 N/A 38381ETU2 2061-02-16 1.85 N/A 700000.00 335683.09 Agency Collateralized Mortgage Obligation GNMA_13-H10 N/A 38375BX72 2063-04-20 2.51084 N/A 120000000.00 16270.35 Agency Collateralized Mortgage Obligation FHLMC_5678B N/A 3137GBCW3 2056-07-25 4.64029 N/A 86262530.00 81288562.03 Agency Collateralized Mortgage Obligation GNMA_25-25C N/A 38385DAS5 2055-02-20 0.1 N/A 30000000.00 14425.10 Agency Collateralized Mortgage Obligation GNMA_22-78G N/A 38383RSH1 2051-12-20 4.5 N/A 1523506.00 107200.07 Agency Collateralized Mortgage Obligation GNMA_16-H11D N/A 38375UWV8 2066-04-20 1.94783 N/A 50000000.00 207840.61 Agency Collateralized Mortgage Obligation GNMA_25-139B N/A 38381QWU1 2065-08-20 0.05 N/A 25000000.00 25992.94 Agency Collateralized Mortgage Obligation GNMA_23-66L N/A 38384ASG9 2049-01-20 4 N/A 63366.00 6641.79 Agency Collateralized Mortgage Obligation GNMA_15-075 N/A 38379KLQ9 2055-05-16 0 N/A 85000000.00 61.29 Agency Collateralized Mortgage Obligation GNMA_14-092IX N/A 38378XAQ4 2054-05-16 0.10428 N/A 44160000.00 18647.24 Agency Collateralized Mortgage Obligation GNMA_25-25C N/A 38385DAR7 2055-02-20 0.13 N/A 250000000.00 156296.91 Agency Collateralized Mortgage Obligation GNMA_20-191M N/A 38382MRL5 2050-06-20 2.5 N/A 5373900.00 362315.07 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSC2 2050-09-20 3.5 N/A 581646.00 43836.10 Agency Collateralized Mortgage Obligation GNMA_17-H03G N/A 38376RS31 2067-01-20 2.52822 N/A 1497000.00 20472.18 Agency Collateralized Mortgage Obligation GNMA_23-150G N/A 38384C7Q6 2053-08-20 4.54783 N/A 1700000.00 556648.50 Agency Collateralized Mortgage Obligation GNMA_51-56D N/A 38383BBB7 2055-09-20 0.07 N/A 100000000.00 146728.73 Agency Collateralized Mortgage Obligation GNMA_16-68M N/A 38379XCM0 2046-05-20 4 N/A 9625875.00 115336.65 Agency Collateralized Mortgage Obligation GNMA_17-62 N/A 38379RSY0 2058-12-16 0.55842 N/A 10000000.00 116249.95 Agency Collateralized Mortgage Obligation GNMA_21-54 N/A 38380RK41 2063-09-16 1.60342 N/A 4500000.00 362790.85 Agency Collateralized Mortgage Obligation GNMA_17-18D N/A 38376MEW3 2044-01-20 3.5 N/A 30406879.00 143010.75 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JKK9 2054-02-20 6.5 N/A 576922.00 57297.78 Agency Collateralized Mortgage Obligation GNMA_24-159F N/A 38384YBY6 2064-10-20 0.05 N/A 25000000.00 10645.60 Agency Collateralized Mortgage Obligation GNMA_25-105D N/A 38381NBE7 2055-06-20 0.05 N/A 250000000.00 249340.93 Agency Collateralized Mortgage Obligation GNMA_26-153K N/A 38385YJZ4 2056-09-20 0 N/A 275000.00 57.20 Agency Collateralized Mortgage Obligation GNMA_20-H12F N/A 38380QEY4 2070-07-20 1.86711 N/A 11700000.00 90370.57 Agency Collateralized Mortgage Obligation GNMA_26-88L N/A 38385SMV2 2056-05-20 0.02 N/A 50000000.00 9758.30 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHLMC_5580 N/A 3137HMXP0 2055-09-25 4.79029 N/A 65604346.00 46394814.40 Agency Collateralized Mortgage Obligation GNMA_24-151C N/A 38384WCU7 2054-09-20 2.70217 N/A 10000000.00 190502.35 Agency Collateralized Mortgage Obligation GNMA_24-79S N/A 38384PEG1 2048-10-20 0.05 N/A 14949417.00 20490.72 Agency Collateralized Mortgage Obligation GNMA_26-136B N/A 38385WTE4 2056-08-20 0 N/A 100000.00 5.49 Agency Collateralized Mortgage Obligation GNMA_20-H09F N/A 38380QAV4 2070-05-20 1.93924 N/A 23262877.00 248751.28 Agency Collateralized Mortgage Obligation GNMA_51-56E N/A 38383BBL5 2055-09-20 0.1 N/A 125000000.00 177183.71 Agency Collateralized Mortgage Obligation GNMA_26-25R N/A 38385MM45 2066-02-20 0.05 N/A 25000000.00 30912.69 Agency Collateralized Mortgage Obligation GNMA_16-H24J N/A 38376RJ80 2066-09-20 1.98624 N/A 208000.00 2079.34 Agency Collateralized Mortgage Obligation GNMA_25-H13C N/A 38384LNW5 2075-06-20 1.38005 N/A 1144219.00 100589.38 Agency Collateralized Mortgage Obligation GNMA_22-78G N/A 38383RWA1 2052-04-20 0 N/A 101829622.00 333641.03 Agency Collateralized Mortgage Obligation GNMA_12-123 N/A 38378BQ77 2051-12-16 0.59621 N/A 41095000.00 78799.65 Agency Collateralized Mortgage Obligation GNMA_17-20 N/A 38379U6A9 2049-12-31 0.46726 N/A 22343000.00 106817.57 Agency Collateralized Mortgage Obligation GNMA_23-56B N/A 38383XR97 2053-04-20 6.5 N/A 307692.00 23168.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RFJ0 2065-08-20 4.37125 N/A 300000.00 23276.36 Agency Collateralized Mortgage Obligation GNMA_26-136L N/A 38385WVT8 2066-08-20 6 N/A 824492.00 522416.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-58 N/A 38380JG93 2057-12-16 0.44081 N/A 839000.00 4543.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379U4A1 2058-12-16 0.53975 N/A 18000000.00 166036.26 Agency Collateralized Mortgage Obligation GNMA_17-H20 N/A 38375UM72 2067-10-20 2.20629 N/A 500000.00 2609.58 Agency Collateralized Mortgage Obligation GNMA_24-78H N/A 38384NV69 2054-05-20 4.74783 N/A 470000.00 268818.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-32 N/A 38373MVE7 2045-11-16 0.14301 N/A 3913000.00 1.90 Agency Collateralized Mortgage Obligation GM_03-17 N/A 38373SB97 2043-03-16 0 N/A 177706745.00 0.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379KAT5 2057-01-16 0.29138 N/A 5831000.00 10685.75 Agency Collateralized Mortgage Obligation GNMA_23-H23D N/A 38383KFM9 2073-09-20 0.0083 N/A 77663932.00 298884.30 Agency Collateralized Mortgage Obligation GNMA_23-164C N/A 38384D2K2 2053-11-20 1.50217 N/A 100000000.00 544585.96 Agency Collateralized Mortgage Obligation GNMA_21-114B N/A 38382URD5 2051-06-20 0 N/A 6235000.00 987.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR_17-190 N/A 38380JKP2 2060-03-16 0.60772 N/A 63505104.00 378007.23 Agency Collateralized Mortgage Obligation GNMA_12-033 N/A 38378BQY8 2052-06-16 0 N/A 45000000.00 18.63 Agency Collateralized Mortgage Obligation GNMA_12-147 N/A 38378B3G2 2054-04-16 0.49881 N/A 14686909.00 19146.05 Agency Collateralized Mortgage Obligation GNMA_25-69H N/A 38385FCR0 2055-04-20 0.15 N/A 20000000.00 20533.38 Agency Collateralized Mortgage Obligation GNMA_20-H18C N/A 38380QQR6 2070-09-20 0.84392 N/A 15293749.00 312160.66 Agency Collateralized Mortgage Obligation GNMA_19-131 N/A 38380NPW3 2061-07-16 0.80339 N/A 20375000.00 522424.69 Agency Collateralized Mortgage Obligation GNMA_14-22 N/A 38379AQG8 2029-02-20 4 N/A 26831725.00 233.15 Agency Collateralized Mortgage Obligation GNMA_12-100 N/A 38378BB57 2052-08-16 0.25679 N/A 31600000.00 15805.43 Agency Collateralized Mortgage Obligation GNMA_17-18 N/A 38376MET0 2047-02-16 2.12401 N/A 885000.00 15931.02 Agency Collateralized Mortgage Obligation GNMA_26-100M N/A 38385TJT9 2055-04-20 6.50001 N/A 1463058.00 199415.57 Agency Collateralized Mortgage Obligation GNMA_21-97E N/A 38382VBP3 2051-06-20 0 N/A 2250000.00 10146.31 Agency Collateralized Mortgage Obligation GNMA_10-H06 N/A 38375BAW2 2060-04-20 0.56335 N/A 34242459.00 11981.47 Agency Collateralized Mortgage Obligation GNMA_17-H18E N/A 38376R7A8 2067-09-20 2.01318 N/A 1890000.00 32060.93 Agency Collateralized Mortgage Obligation GNMA_24-51R N/A 38384KWC1 2054-03-20 0.1 N/A 50000000.00 59033.58 Agency Collateralized Mortgage Obligation GNMA_14-161C N/A 38379G7D3 2044-11-20 3.5 N/A 17360904.00 61726.64 Agency Collateralized Mortgage Obligation GNMA_20-071 N/A 38380PHG2 2062-01-16 1.05563 N/A 661000.00 20712.22 Agency Collateralized Mortgage Obligation GNMA_23-136E N/A 38384EX67 2053-09-20 6.50056 N/A 192307.00 14604.25 Agency Collateralized Mortgage Obligation GNMA_26-100E N/A 38385TMV0 2052-09-20 5.5 N/A 2508727.00 490073.13 Agency Collateralized Mortgage Obligation GNMA_23-91 N/A 38381JJR9 2055-02-16 4 N/A 100000.00 86501.06 Agency Collateralized Mortgage Obligation GNMA_24-126X N/A 38384UZ77 2054-03-20 6 N/A 689583.00 13193.03 Agency Collateralized Mortgage Obligation GNMA_24-97W N/A 38384PTP5 2054-06-20 0.1 N/A 150000000.00 152483.40 Agency Collateralized Mortgage Obligation GNMA_22-83K N/A 38383RA56 2052-05-20 0 N/A 20000000.00 27531.60 Agency Collateralized Mortgage Obligation GNMA_24-30W N/A 38384JPS7 2054-02-20 1.50217 N/A 15000000.00 370729.56 Agency Collateralized Mortgage Obligation GNMA_21-116H N/A 38382WUC9 2051-07-20 3.5 N/A 4995428.00 350667.27 Agency Collateralized Mortgage Obligation GNMA_16-H19D N/A 38376RZM1 2066-09-20 2.56778 N/A 4585000.00 13098.62 Agency Collateralized Mortgage Obligation GNMA_25-41F N/A 38385ESY1 2053-06-20 6.5 N/A 1611586.00 226792.03 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PFY1 2053-07-20 7 N/A 1107143.00 68989.71 Agency Collateralized Mortgage Obligation GNMA_23-5F N/A 38383HRQ4 2053-01-20 2.60217 N/A 50000000.00 469727.37 Agency Collateralized Mortgage Obligation GNMA_14-34 N/A 38378YT25 2053-09-16 0.71613 N/A 212570560.00 81175.89 Agency Collateralized Mortgage Obligation GNMA_26-25R N/A 38385MM37 2066-02-20 0.125 N/A 253958.00 1103.33 Agency Collateralized Mortgage Obligation GNMA_19-H17B N/A 38382AL94 2069-11-20 4.79419 N/A 933000.00 355815.11 Agency Collateralized Mortgage Obligation GNMA_10-110 N/A 38376GTH3 2050-05-16 0.29999 N/A 49244404.00 1307.93 Agency Collateralized Mortgage Obligation GNMA_25-211B N/A 38385KUJ7 2055-12-20 5.5 N/A 3524522.00 631046.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-143 N/A 38379R5L3 2059-01-16 0.47863 N/A 10000000.00 83820.84 Agency Collateralized Mortgage Obligation GNMA_41-97F N/A 38385BBD1 2064-12-20 0.1 N/A 20000000.00 15896.13 Agency Collateralized Mortgage Obligation GNMA_23-173D N/A 38384GFV7 2053-11-20 6.5 N/A 1346154.00 76923.07 Agency Collateralized Mortgage Obligation GNMA_24-30H N/A 38384JLX0 2054-02-20 2.20217 N/A 19000000.00 627067.22 Agency Collateralized Mortgage Obligation GNMA_25-69M N/A 38385FDP3 2055-04-20 0.05 N/A 21000000.00 24736.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-20 N/A 38380RYD6 2062-08-16 1.14284 N/A 1223000.00 64918.75 Agency Collateralized Mortgage Obligation GNMA_25-25W N/A 38385DFQ4 2065-02-20 0.05 N/A 200000000.00 115726.44 Agency Collateralized Mortgage Obligation GNMA_24-4G N/A 38384HYU6 2054-01-20 6.5 N/A 323076.00 41192.23 Agency Collateralized Mortgage Obligation GNMA_24-4G N/A 38384HYN2 2054-01-20 1.90217 N/A 10000000.00 198932.21 Agency Collateralized Mortgage Obligation GNMA_16-H09 N/A 38376RTD8 2066-03-20 4.62125 N/A 5000000.00 326251.99 Agency Collateralized Mortgage Obligation GNMA_24-64H N/A 38384MLU9 2054-04-20 0.1 N/A 25000000.00 49602.43 Agency Collateralized Mortgage Obligation GNMA_23-136F N/A 38384EX75 2053-09-20 2.05217 N/A 14918139.00 168347.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-171 N/A 38380JGF9 2059-09-16 0.59174 N/A 42920000.00 344767.37 Agency Collateralized Mortgage Obligation GNMA_20-H08C N/A 38380L7J6 2070-02-20 1.42762 N/A 55270998.00 162268.90 Agency Collateralized Mortgage Obligation GNMA_15-78 N/A 38379KLF3 2055-02-16 0.01298 N/A 155389291.00 5030.98 Agency Collateralized Mortgage Obligation GNMA_24-30Q N/A 38384JNC4 2054-02-20 0.05 N/A 20000000.00 15858.28 Agency Collateralized Mortgage Obligation GNMA_19-92D N/A 38381WQ84 2049-07-20 4.5 N/A 5371079.00 252269.62 Agency Collateralized Mortgage Obligation GNMA_51-71M N/A 38385HUV7 2065-10-20 4.49783 N/A 10000.00 9890.62 Agency Collateralized Mortgage Obligation GNMA_17-H09A N/A 38375UYV6 2067-04-20 2.09283 N/A 13312000.00 54448.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RA63 2066-10-20 2.69525 N/A 2828000.00 15312.23 Agency Collateralized Mortgage Obligation GNMA_25-41V N/A 38385EXB5 2055-02-20 6 N/A 293750.00 38289.03 Agency Collateralized Mortgage Obligation GNMA_24-79U N/A 38384PEM8 2054-05-20 0.1 N/A 65000000.00 65035.26 Agency Collateralized Mortgage Obligation GNMA_13-H18 N/A 38375B7M8 2063-07-20 4.37125 N/A 1380000.00 29336.19 Agency Collateralized Mortgage Obligation GNMA_25-105L N/A 38381NCY2 2055-06-20 5.5 N/A 1268498.00 288473.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-79 N/A 38378BWM7 2053-03-16 0.41938 N/A 8648000.00 6933.05 Agency Collateralized Mortgage Obligation GNMA_51-71D N/A 38385HE86 2051-01-20 6 N/A 2760625.00 218026.78 Agency Collateralized Mortgage Obligation GNMA_24-79F N/A 38384PHA1 2049-10-20 6.5 N/A 1892021.00 63838.65 Agency Collateralized Mortgage Obligation GNMA_24-64S N/A 38384MXS1 2050-11-20 5 N/A 1881711.00 116404.12 Agency Collateralized Mortgage Obligation GNMA_21-124 N/A 38381DUJ7 2062-10-16 0.98878 N/A 10700000.00 519599.47 Agency Collateralized Mortgage Obligation GNMA_25-69L N/A 38385FDM0 2055-04-20 0.83217 N/A 40000000.00 513746.39 Agency Collateralized Mortgage Obligation GNMA_15-42F N/A 38379LAR7 2040-06-20 2.50559 N/A 17909885.00 73922.41 Agency Collateralized Mortgage Obligation GNMA_22-190L N/A 38383LBB5 2050-02-20 2.04475 N/A 850000.00 37140.35 Agency Collateralized Mortgage Obligation GNMA_20-146B N/A 38382KVG5 2050-10-20 0 N/A 5197000.00 16446.64 Agency Collateralized Mortgage Obligation GNMA_19-57E N/A 38381VTF7 2049-05-20 0 N/A 30000000.00 4193.09 Agency Collateralized Mortgage Obligation GNMA_15-H26 N/A 38376RJY3 2065-10-20 1.67988 N/A 9850000.00 38115.84 Agency Collateralized Mortgage Obligation GNMA_20-157 N/A 38380RDK3 2062-06-16 0.93445 N/A 3330000.00 167751.28 Agency Collateralized Mortgage Obligation GNMA_22-59 N/A 38381EX45 2062-02-16 0.56982 N/A 7000000.00 254866.43 Agency Collateralized Mortgage Obligation GNMA_21-47 N/A 38380RA75 2061-03-16 0.99229 N/A 855000.00 48289.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RTW6 2066-02-20 4.49125 N/A 7500000.00 79238.21 Agency Collateralized Mortgage Obligation GNMA_24-64S N/A 38384MXK8 2052-04-20 5 N/A 325000.00 28395.86 Agency Collateralized Mortgage Obligation GNMA_10-22 N/A 38376GDW7 2052-03-16 0 N/A 200000000.00 29385.19 Agency Collateralized Mortgage Obligation GNMA_23-83D N/A 38384BRM5 2063-06-20 2.20217 N/A 50000000.00 651808.88 Agency Collateralized Mortgage Obligation GNMA_16-133 N/A 38379UR65 2057-12-16 0.64863 N/A 13700000.00 86709.91 Agency Collateralized Mortgage Obligation GNMA_18-H19C N/A 38380LMA8 2068-10-20 1.8523 N/A 20136422.00 124068.86 Agency Collateralized Mortgage Obligation GNMA_15-H05B N/A 38375UUV0 2065-02-20 4.25125 N/A 280000.00 16172.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RV78 2067-02-20 2.39025 N/A 47207427.00 190361.65 Agency Collateralized Mortgage Obligation GNMA_18-65H N/A 38380WP86 2048-05-20 7 N/A 6255189.00 81165.67 Agency Collateralized Mortgage Obligation GNMA_26-25K N/A 38385MH58 2056-02-20 0.05 N/A 70000000.00 47864.77 Agency Collateralized Mortgage Obligation GNMA_13-153 N/A 38378NAJ2 2053-10-16 0 N/A 248116522.00 262.48 Agency Collateralized Mortgage Obligation GNMA_24-70 N/A 38381LDK5 2060-02-16 4.5 N/A 750000.00 597620.25 Agency Collateralized Mortgage Obligation GNMA_25-89B N/A 38385GFH7 2055-05-20 0.05 N/A 175000000.00 88211.96 Agency Collateralized Mortgage Obligation GNMA_51-56K N/A 38383BMK5 2052-05-20 6 N/A 5725000.00 527817.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-40 N/A 38380RE71 2063-02-16 0.82279 N/A 10295000.00 498426.20 Agency Collateralized Mortgage Obligation GNMA_21-158J N/A 38382XY58 2051-09-20 0.05217 N/A 340000.00 1250.39 Agency Collateralized Mortgage Obligation GNMA_21-213H N/A 38383FLN1 2051-12-20 0 N/A 18500000.00 80572.73 Agency Collateralized Mortgage Obligation GNMA_21-5 N/A 38380RSG6 2061-01-16 1.11121 N/A 1700000.00 87562.59 Agency Collateralized Mortgage Obligation GNMA_22-1B N/A 38383GRM5 2052-01-20 0 N/A 100000000.00 155150.01 Agency Collateralized Mortgage Obligation GNMA_10-H01 N/A 38376T5F5 2060-01-20 1.60139 N/A 35000000.00 32920.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H07 N/A 38376RY42 2067-03-20 1.94009 N/A 22783581.00 94380.21 Agency Collateralized Mortgage Obligation GNMA_25-124D N/A 38381PFQ1 2055-07-20 0.05 N/A 58494493.00 64509.62 Agency Collateralized Mortgage Obligation GNMA_25-89G N/A 38385GLM9 2055-01-20 6 N/A 208333.00 27038.77 Agency Collateralized Mortgage Obligation GNMA_24-30H N/A 38384JLP7 2054-02-20 1.55217 N/A 30000000.00 658802.38 Agency Collateralized Mortgage Obligation GNMA_23-83L N/A 38384BST9 2053-06-20 6.5 N/A 30769.00 2044.08 Agency Collateralized Mortgage Obligation GNMA_25-139K N/A 38381QN31 2055-08-20 6.5 N/A 1455884.00 272938.54 Agency Collateralized Mortgage Obligation GNMA_12-72 N/A 38378BVQ9 2053-04-16 2.85 N/A 12750000.00 56228.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-H16 N/A 38380LKR3 2068-09-20 4.19125 N/A 1542019.00 540640.42 Agency Collateralized Mortgage Obligation GNMA_24-51E N/A 38384KSP7 2064-03-20 1.55217 N/A 25000000.00 96672.29 Agency Collateralized Mortgage Obligation GNMA_24-159E N/A 38384YBP5 2064-10-20 0.15 N/A 25000000.00 33928.99 Agency Collateralized Mortgage Obligation GNMA_25-192L N/A 38385JG80 2055-11-20 6.5 N/A 1899693.00 314086.90 Agency Collateralized Mortgage Obligation GNMA_14-186B N/A 38378XW80 2046-04-16 0.84999 N/A 271506813.00 42284.41 Agency Collateralized Mortgage Obligation GNMA_21-97A N/A 38382VKV0 2049-08-20 2.5 N/A 215000.00 12613.54 Agency Collateralized Mortgage Obligation GNMA_21-119F N/A 38382UP21 2050-06-20 0.81837 N/A 4283780.00 102444.03 Agency Collateralized Mortgage Obligation GNMA_26-153D N/A 38385YHM5 2066-09-20 8.09518994 N/A 250000.00 254536.92 Agency Collateralized Mortgage Obligation GNMA_21-89 N/A 38382QXL9 2051-05-20 0 N/A 52650000.00 298807.34 Agency Collateralized Mortgage Obligation GNMA_23-173F N/A 38384GJH4 2052-02-20 7 N/A 5853856.00 72831.73 Agency Collateralized Mortgage Obligation GNMA_10-35E N/A 38376WR56 2040-03-20 4.5 N/A 9820000.00 61631.87 Agency Collateralized Mortgage Obligation GNMA_24-159D N/A 38384YBK6 2054-10-20 6 N/A 3750000.00 56076.10 Agency Collateralized Mortgage Obligation GNMA_24-H20E N/A 38383K3U4 2074-11-20 1.20604 N/A 4863186.00 179507.57 Agency Collateralized Mortgage Obligation GNMA_14-62 N/A 38379BTX6 2043-09-20 4.5 N/A 25616000.00 53622.76 Agency Collateralized Mortgage Obligation GNMA_25-69Y N/A 38385FGH8 2065-04-20 0.1 N/A 360000000.00 473475.01 Agency Collateralized Mortgage Obligation GNMA_22-99B N/A 38383R7N1 2052-01-20 2.5 N/A 100000.00 80727.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-H09 N/A 38375BLE0 2061-03-20 4.27125 N/A 700000.00 16795.97 Agency Collateralized Mortgage Obligation GNMA_24-30W N/A 38384JPT5 2054-02-20 1.45217 N/A 10000000.00 237075.89 Agency Collateralized Mortgage Obligation GNMA_24-51H N/A 38384KUD1 2054-03-20 0.1 N/A 25000000.00 37020.25 Agency Collateralized Mortgage Obligation GNMA_25-89B N/A 38385GFE4 2055-05-20 0.05 N/A 199356000.00 115008.47 Agency Collateralized Mortgage Obligation GNMA_25-69V N/A 38385FLR0 2055-04-20 6 N/A 1587500.00 239512.95 Agency Collateralized Mortgage Obligation GNMA_18-H07E N/A 38380LDA8 2068-04-20 2.8107 N/A 50590001.00 689092.70 Agency Collateralized Mortgage Obligation GNMA_21-178 N/A 38381D4P2 2060-02-16 1.25 N/A 36000.00 22119.18 Agency Collateralized Mortgage Obligation GNMA_13-128 N/A 38378KU64 2051-10-16 1.32463 N/A 4700000.00 30220.51 Agency Collateralized Mortgage Obligation GNMA_25-183 N/A 38384TAD4 2065-02-16 4.5 N/A 177291.00 133717.30 Agency Collateralized Mortgage Obligation GNMA_26-67E N/A 38385RHJ7 2056-04-20 0.11 N/A 50000000.00 139609.84 Agency Collateralized Mortgage Obligation GNMA_25-69N N/A 38385FEC1 2055-04-20 0.35 N/A 80000000.00 395305.18 Agency Collateralized Mortgage Obligation GNMA_26-88H N/A 38385SLX9 2052-11-20 5.5 N/A 2272727.00 412921.36 Agency Collateralized Mortgage Obligation GNMA_24-126R N/A 38384UXX2 2064-08-20 0.08 N/A 65000000.00 37547.53 Agency Collateralized Mortgage Obligation GNMA_07-15 N/A 38373MYV6 2047-03-16 1.59776 N/A 6000000.00 19.02 Agency Collateralized Mortgage Obligation GNMA_22-60L N/A 38383PCL3 2052-03-20 6 N/A 3691254.00 241170.76 Agency Collateralized Mortgage Obligation GNMA_25-69R N/A 38385FJT9 2054-01-20 5.5 N/A 2266564.00 420210.77 Agency Collateralized Mortgage Obligation GNMA_25-105H N/A 38381NCK2 2055-06-20 5.5 N/A 422832.00 84860.48 Agency Collateralized Mortgage Obligation GNMA_25-89A N/A 38385GEQ8 2055-05-20 0.05 N/A 40000000.00 31044.23 Agency Collateralized Mortgage Obligation GNMA_14-136 N/A 38378XRQ6 2055-02-16 0 N/A 89505099.00 94.87 Agency Collateralized Mortgage Obligation GNMA_12-086 N/A 38378BYJ2 2053-12-16 0.00017 N/A 24000000.00 4.34 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JL26 2043-03-20 4.5 N/A 39450000.00 436120.62 Agency Collateralized Mortgage Obligation GNMA_25-118A N/A 38381ND21 2055-07-20 4.79783 N/A 600000.00 528210.84 Agency Collateralized Mortgage Obligation GNMA_25-105D N/A 38381NCD8 2055-06-20 0.05 N/A 335000000.00 289855.73 Agency Collateralized Mortgage Obligation GNMA_12-114 N/A 38378BE47 2053-01-16 0.6411 N/A 132320000.00 290033.54 Agency Collateralized Mortgage Obligation GNMA_26-121A N/A 38385WAN4 2056-07-20 0.25217 N/A 16666667.00 64916.85 Agency Collateralized Mortgage Obligation GNMA_21-H05D N/A 38380QE57 2071-03-20 0.91493 N/A 4669000.00 117487.70 Agency Collateralized Mortgage Obligation GNMA_22-46L N/A 38383PSD4 2052-03-20 0 N/A 35701084.00 34785.80 Agency Collateralized Mortgage Obligation GNMA_25-211E N/A 38385KPY0 2055-12-20 0.05 N/A 33360446.00 42166.43 Agency Collateralized Mortgage Obligation GNMA_24-64N N/A 38384MNG8 2054-04-20 0.1 N/A 57564189.00 70662.11 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTE1 2054-03-20 2.20217 N/A 24679500.00 684494.09 Agency Collateralized Mortgage Obligation GNMA_26-153L N/A 38385YKC3 2056-04-20 5.5 N/A 1000772.00 185982.03 Agency Collateralized Mortgage Obligation GNMA_26-67E N/A 38385RLK9 2054-06-20 6 N/A 2083333.00 264448.03 Agency Collateralized Mortgage Obligation GNMA_24-30E N/A 38384JJK1 2054-02-20 6.5 N/A 576923.00 91284.33 Agency Collateralized Mortgage Obligation GNMA_21-209F N/A 38383DU55 2051-11-20 2 N/A 15052750.00 358720.75 Agency Collateralized Mortgage Obligation GNMA_25-105P N/A 38381NDP0 2049-08-20 0.05 N/A 23507789.00 38578.01 Agency Collateralized Mortgage Obligation GNMA_14-H16A N/A 38375UMW7 2064-07-20 1.5387 N/A 67120667.00 67634.62 Agency Collateralized Mortgage Obligation GNMA_26-152 N/A 38381S6Z5 2069-04-16 4.5 N/A 25000.00 20149.53 Agency Collateralized Mortgage Obligation GNMA_20-H05D N/A 38380L4Z3 2070-03-20 2.54253 N/A 4928000.00 46907.27 Agency Collateralized Mortgage Obligation GNMA_21-189 N/A 38381D7S3 2061-06-16 0.88196 N/A 7164000.00 350902.19 Agency Collateralized Mortgage Obligation GNMA_22-60L N/A 38383PCH2 2052-03-20 5.5 N/A 2144825.00 72604.13 Agency Collateralized Mortgage Obligation GNMA_11-H17 N/A 38375BMK5 2061-06-20 1.56881 N/A 58505000.00 41515.05 Agency Collateralized Mortgage Obligation GNMA_13-107 N/A 38378KYU7 2047-11-16 0.11629 N/A 20130000.00 6175.08 Agency Collateralized Mortgage Obligation GNMA_13-174C N/A 38378NJT1 2053-09-16 0.57749 N/A 70404789.00 147913.62 Agency Collateralized Mortgage Obligation GNMA_25-139A N/A 38381QF22 2052-01-20 5.5 N/A 432640.00 44087.84 Agency Collateralized Mortgage Obligation GNMA_24-51R N/A 38384KVW8 2054-03-20 0.1 N/A 50000000.00 60846.99 Agency Collateralized Mortgage Obligation GNMA_12-125 N/A 38378BN62 2053-02-16 0.15969 N/A 7233000.00 9564.97 Agency Collateralized Mortgage Obligation GNMA_21-149F N/A 38382XET8 2051-08-20 2.5 N/A 9000131.00 649984.64 Agency Collateralized Mortgage Obligation GNMA_12-68 N/A 38378ETA1 2042-05-20 1.49475 N/A 5224358.00 20574.41 Agency Collateralized Mortgage Obligation GNMA_24-30E N/A 38384JSE5 2054-02-20 0 N/A 804001.00 243615.17 Agency Collateralized Mortgage Obligation GNMA_25-124D N/A 38381PFP3 2055-07-20 0.05 N/A 20000000.00 20685.40 Agency Collateralized Mortgage Obligation GNMA_14-134 N/A 38378XSQ5 2055-01-16 0.11841 N/A 67275564.00 28572.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375BBX9 2060-05-20 4.80262 N/A 8080000.00 314905.26 Agency Collateralized Mortgage Obligation GNMA_26-100E N/A 38385THG9 2051-03-20 5.5 N/A 1136363.00 149808.20 Agency Collateralized Mortgage Obligation GNMA_24-64A N/A 38384MKC0 2054-04-20 0.05 N/A 40000000.00 39932.37 Agency Collateralized Mortgage Obligation GNMA_17-157 N/A 38380JBV9 2059-12-16 0.52079 N/A 10270000.00 57995.40 Agency Collateralized Mortgage Obligation GNMA_26-100D N/A 38385TGX3 2056-06-20 4.49783 N/A 1000.00 889.72 Agency Collateralized Mortgage Obligation GNMA_17-124 N/A 38379RW58 2059-01-16 0.63303 N/A 61380000.00 233926.69 Agency Collateralized Mortgage Obligation GNMA_22-60L N/A 38383PBY6 2052-03-20 5.5 N/A 4206831.00 279869.28 Agency Collateralized Mortgage Obligation GNMA_25-105P N/A 38381NDQ8 2048-05-20 0.2 N/A 13410737.00 85570.93 Agency Collateralized Mortgage Obligation GNMA_21-H12E N/A 38382YCJ0 2071-08-20 0.51679 N/A 15700000.00 293962.60 Agency Collateralized Mortgage Obligation GNMA_17-H03 N/A 38376RP91 2066-12-20 4.5508 N/A 972000.00 93713.59 Agency Collateralized Mortgage Obligation GNMA_18-18E N/A 38380KP74 2048-02-20 0 N/A 134494000.00 156238.86 Agency Collateralized Mortgage Obligation GNMA_21-48 N/A 38380RZB9 2062-12-16 0.00151 N/A 197271706.00 246.92 Agency Collateralized Mortgage Obligation GNMA_24-4Q N/A 38384HZS0 2054-01-20 6 N/A 1666666.00 20855.37 Agency Collateralized Mortgage Obligation GNMA_15-H04B N/A 38378U8K6 2064-12-20 1.92849 N/A 3154000.00 9296.22 Agency Collateralized Mortgage Obligation GNMA_25-139A N/A 38381QE31 2050-08-20 5.5 N/A 1681818.00 146570.32 Agency Collateralized Mortgage Obligation GNMA_24-1D N/A 38384H4C9 2054-01-20 0.05 N/A 80448538.00 27065.90 Agency Collateralized Mortgage Obligation GNMA_24-51E N/A 38384KSV4 2064-03-20 0.05 N/A 20000000.00 16264.77 Agency Collateralized Mortgage Obligation GNMA_14-58 N/A 38379BRW0 2043-09-20 2.09475 N/A 72207000.00 48029.15 Agency Collateralized Mortgage Obligation GNMA_25-133E N/A 38381QMQ1 2049-04-20 5.5 N/A 2869870.00 272809.47 Agency Collateralized Mortgage Obligation GNMA_21-H02F N/A 38380QWL2 2070-05-20 2.17186 N/A 5049054.00 22819.14 Agency Collateralized Mortgage Obligation GNMA_18-172 N/A 38381A4A1 2048-12-20 0 N/A 100000000.00 58266.67 Agency Collateralized Mortgage Obligation GNMA_22-18H N/A 38383GE31 2052-01-20 2.5 N/A 350000.00 18160.79 Agency Collateralized Mortgage Obligation GNMA_22-17 N/A 38381EVR6 2064-06-16 0.8018 N/A 12419000.00 614416.55 Agency Collateralized Mortgage Obligation GNMA_24-4G N/A 38384HYT9 2054-01-20 1.55217 N/A 10000000.00 150164.35 Agency Collateralized Mortgage Obligation GNMA_25-124A N/A 38381PEJ8 2055-07-20 0.85217 N/A 10000000.00 120603.11 Agency Collateralized Mortgage Obligation GNMA_26-136K N/A 38385WVP6 2056-08-20 5.5 N/A 321923.00 283715.43 Agency Collateralized Mortgage Obligation GNMA_10-118 N/A 38376GUU2 2053-04-16 0 N/A 25000000.00 5.87 Agency Collateralized Mortgage Obligation GNMA_25-105D N/A 38381NCC0 2055-06-20 0.05 N/A 100000000.00 89706.01 Agency Collateralized Mortgage Obligation GNMA_25-127J N/A 38381PU43 2055-06-20 0.01 N/A 2064325.00 294780.38 Agency Collateralized Mortgage Obligation GNMA_25-69Y N/A 38385FGF2 2065-04-20 0.1 N/A 360000000.00 475533.78 Agency Collateralized Mortgage Obligation GNMA_26-50A N/A 38385NA46 2056-03-20 0.02 N/A 20000000.00 14614.47 Agency Collateralized Mortgage Obligation GNMA_20-55B N/A 38382ELY1 2050-04-20 4 N/A 460000.00 194853.61 Agency Collateralized Mortgage Obligation GNMA_25-105J N/A 38381NCT3 2055-06-20 0.65217 N/A 25000000.00 379871.15 Agency Collateralized Mortgage Obligation GNMA_20-178 N/A 38380RFZ8 2060-10-16 1.42209 N/A 540000.00 42320.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-163 N/A 38381D2H2 2064-03-16 0.80352 N/A 355551.00 15564.50 Agency Collateralized Mortgage Obligation GNMA_10-H07 N/A 38377EX90 2060-04-20 2.6002 N/A 12830316.00 119.00 Agency Collateralized Mortgage Obligation GNMA_25-139F N/A 38381QYF2 2065-08-20 0.05 N/A 75000000.00 91544.40 Agency Collateralized Mortgage Obligation GNMA_22-34A N/A 38383MBM9 2052-02-20 0 N/A 10000000.00 17752.12 Agency Collateralized Mortgage Obligation GNMA_10-74 N/A 38376GRU6 2050-03-16 0 N/A 290558680.00 2.82 Agency Collateralized Mortgage Obligation GNMA_23-173D N/A 38384GFP0 2049-12-20 6.5 N/A 3822995.00 4140.38 Agency Collateralized Mortgage Obligation GNMA_25-105R N/A 38381NKF4 2036-02-20 6.5 N/A 615301.00 95156.11 Agency Collateralized Mortgage Obligation GNMA_16-H20E N/A 38376RYP5 2066-08-20 4.52125 N/A 2000000.00 148691.65 Agency Collateralized Mortgage Obligation GNMA_26-121H N/A 38385WBU7 2056-07-20 0 N/A 258825.00 635.50 Agency Collateralized Mortgage Obligation GNMA_25-139D N/A 38381QXV8 2055-08-20 0.05 N/A 20000000.00 20143.72 Agency Collateralized Mortgage Obligation GNMA_20-183M N/A 38382LVA6 2037-01-20 6 N/A 9536654.00 404650.98 Agency Collateralized Mortgage Obligation GNMA_14-11 N/A 38378YD89 2044-01-16 2.22401 N/A 81620726.00 251797.70 Agency Collateralized Mortgage Obligation GNMA_26-67H N/A 38385RJL0 2066-04-20 0.15 N/A 20000000.00 85058.66 Agency Collateralized Mortgage Obligation GNMA_23-194 N/A 38381JN94 2065-10-16 0.84461 N/A 580000.00 30980.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-96 N/A 38378KWZ8 2054-10-16 0.05084 N/A 14480000.00 3368.55 Agency Collateralized Mortgage Obligation GNMA_14-171 N/A 38378XD32 2055-11-16 0.23516 N/A 40670000.00 51544.51 Agency Collateralized Mortgage Obligation GNMA_21-H16E N/A 38382YGC1 2071-08-20 1.00033 N/A 15000000.00 572905.59 Agency Collateralized Mortgage Obligation GNMA_13-95 N/A 38378KTM1 2047-04-16 0.30438 N/A 8350000.00 9815.33 Agency Collateralized Mortgage Obligation GNMA_20-42 N/A 38380PBP8 2062-03-16 0.93966 N/A 1478000.00 52471.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-H21 N/A 38375BWA6 2061-05-20 4.47125 N/A 1681000.00 202.55 Agency Collateralized Mortgage Obligation GNMA_24-62A N/A 38384MDH7 2054-04-20 6 N/A 833333.00 70479.17 Agency Collateralized Mortgage Obligation GNMA_24-82B N/A 38381LHR6 2066-02-16 5.25 N/A 235000.00 211537.40 Agency Collateralized Mortgage Obligation GNMA_10-71 N/A 38376GRM4 2052-03-16 0 N/A 200000000.00 4.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-H09 N/A 38380QBN1 2070-04-20 5.02125 N/A 1500000.00 276184.10 Agency Collateralized Mortgage Obligation GNMA_18-158 N/A 38380MUV1 2061-05-16 0.80279 N/A 20953405.00 480580.53 Agency Collateralized Mortgage Obligation GNMA_15-165F N/A 38379FE47 2041-07-16 3.5 N/A 25579804.00 592.81 Agency Collateralized Mortgage Obligation GNMA_26-33B N/A 38385MQE9 2066-02-20 1.40217 N/A 35200000.00 469064.36 Agency Collateralized Mortgage Obligation GNMA_24-126E N/A 38384UZM4 2054-08-20 6 N/A 250000.00 33731.33 Agency Collateralized Mortgage Obligation GNMA_51-56D N/A 38383BBD3 2055-09-20 0.02 N/A 30000000.00 12561.76 Agency Collateralized Mortgage Obligation GNMA_51-56K N/A 38383BLL4 2054-03-20 6 N/A 1125000.00 186183.99 Agency Collateralized Mortgage Obligation GNMA_16-065 N/A 38379UQY5 2058-01-16 0.45885 N/A 2566000.00 5312.31 Agency Collateralized Mortgage Obligation GNMA_14-93 N/A 38378N6R9 2055-11-16 0.68154 N/A 31620000.00 81988.40 Agency Collateralized Mortgage Obligation GNMA_24-97S N/A 38384PSY7 2064-06-20 0.03 N/A 10000000.00 2046.42 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RN28 2066-12-20 4.77125 N/A 80000.00 8953.04 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KSY8 2054-03-20 0.05 N/A 70000000.00 38266.80 Agency Collateralized Mortgage Obligation GNMA_23-152K N/A 38384DWF0 2053-10-20 7.5 N/A 333333.00 4819.89 Agency Collateralized Mortgage Obligation GNMA_23-136E N/A 38384EX59 2053-09-20 6.5 N/A 1269230.00 110407.79 Agency Collateralized Mortgage Obligation GNMA_26-121M N/A 38385WCS1 2066-07-20 5 N/A 128283.00 106610.33 Agency Collateralized Mortgage Obligation GNMA_25-192D N/A 38385JA94 2051-06-20 5.5 N/A 869757.00 105373.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-30 N/A 38373MVL1 2046-05-16 2.78916 N/A 9000000.00 74.93 Agency Collateralized Mortgage Obligation GNMA_16-094 N/A 38379UZL3 2057-12-16 0.69808 N/A 15000000.00 61200.83 Agency Collateralized Mortgage Obligation GNMA_51-56D N/A 38383BBC5 2055-09-20 0.02 N/A 50000000.00 18630.38 Agency Collateralized Mortgage Obligation GNMA_23-56C N/A 38383XM68 2053-04-20 1.80217 N/A 15000000.00 225053.10 Agency Collateralized Mortgage Obligation GNMA_21-177A N/A 38383CFL9 2051-10-20 0 N/A 63000000.00 201989.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-H22 N/A 38375UU73 2067-10-20 2.18542 N/A 19428364.00 56131.40 Agency Collateralized Mortgage Obligation GNMA_25-3 N/A 38381LT36 2044-11-16 4.5 N/A 250000.00 221929.27 Agency Collateralized Mortgage Obligation GNMA_25-116C N/A 38381PYT4 2065-07-20 1.55217 N/A 34138395.00 445307.42 Agency Collateralized Mortgage Obligation GNMA_41-97C N/A 38385BAK6 2054-12-20 1.65217 N/A 25000000.00 484075.08 Agency Collateralized Mortgage Obligation GNMA_26-153C N/A 38385YHE3 2056-09-20 8.39485 N/A 500000.00 498657.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORGAGE ASSO N/A 38379K3S5 2057-07-16 0.24317 N/A 2689000.00 3979.36 Agency Collateralized Mortgage Obligation GNMA_11-161 N/A 38378BBB4 2046-01-16 0 N/A 16751815.00 1335.28 Agency Collateralized Mortgage Obligation GNMA_13-107 N/A 38378KYP8 2047-11-16 2.76629 N/A 2400000.00 292744.07 Agency Collateralized Mortgage Obligation GNMA_21-161E N/A 38383A5X8 2051-09-20 2 N/A 5630000.00 302742.70 Agency Collateralized Mortgage Obligation GNMA_12-27 N/A 38378BQJ1 2053-04-16 0.18406 N/A 90888774.00 37826.87 Agency Collateralized Mortgage Obligation GNMA_24-126G N/A 38384UVS5 2054-08-20 0.1 N/A 120500000.00 209238.18 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_15-048 N/A 38379KHJ0 2050-02-16 0.71607 N/A 288270000.00 114940.62 Agency Collateralized Mortgage Obligation GNMA_24-H11A N/A 38383KZH8 2074-07-20 1.31538 N/A 1000000.00 67809.83 Agency Collateralized Mortgage Obligation GNMA_21-97G N/A 38382VET2 2051-06-20 0 N/A 27000000.00 37043.68 Agency Collateralized Mortgage Obligation GNMA_23-83E N/A 38384BRY9 2053-06-20 5 N/A 1000.00 715.09 Agency Collateralized Mortgage Obligation FNMA_26-77 N/A 3136G7JD9 2056-09-25 4.66773 N/A 100000000.00 96329829.07 Agency Collateralized Mortgage Obligation GNMA_26-67A N/A 38385RGG4 2056-04-20 0.06 N/A 50000000.00 49081.83 Agency Collateralized Mortgage Obligation GNMA_26-88D N/A 38385SLE1 2056-05-20 0.05 N/A 20000000.00 25006.31 Agency Collateralized Mortgage Obligation GNMA_24-64C N/A 38384MKM8 2054-04-20 0.1 N/A 50000000.00 88184.97 Agency Collateralized Mortgage Obligation GNMA_20-143 N/A 38380P5D2 2062-03-16 1.13416 N/A 7500000.00 360011.53 Agency Collateralized Mortgage Obligation GNMA_17-109 N/A 38379RG98 2057-04-16 0.17502 N/A 39705000.00 39653.12 Agency Collateralized Mortgage Obligation GNMA_21-82 N/A 38381DCG3 2061-04-16 0.25 N/A 20000000.00 177678.12 Agency Collateralized Mortgage Obligation GNMA_41-97G N/A 38385BBJ8 2064-12-20 0.05 N/A 75000000.00 40530.86 Agency Collateralized Mortgage Obligation GNMA_21-97G N/A 38382VEU9 2051-06-20 0 N/A 39355586.00 12481.40 Agency Collateralized Mortgage Obligation GNMA_23-115C N/A 38384CE88 2053-08-20 2.17217 N/A 30000000.00 482155.68 Agency Collateralized Mortgage Obligation GNMA_20-182 N/A 38380RLQ1 2063-06-16 0.7 N/A 8300000.00 163441.11 Agency Collateralized Mortgage Obligation GNMA_15-H08A N/A 38375UUY4 2065-03-20 1.95165 N/A 80000000.00 184351.15 Agency Collateralized Mortgage Obligation GNMA_14-125 N/A 38378XLU3 2054-11-16 0.87958 N/A 1315000.00 3396.31 Agency Collateralized Mortgage Obligation GNMA_25-211E N/A 38385KPU8 2052-12-20 5.5 N/A 2272727.00 361545.40 Agency Collateralized Mortgage Obligation GNMA_25-25C N/A 38385DAU0 2055-02-20 0.04 N/A 25000000.00 4104.92 Agency Collateralized Mortgage Obligation GNMA_19-1B N/A 38381BVR2 2049-01-20 0 N/A 50000000.00 14267.78 Agency Collateralized Mortgage Obligation GNMA_14-17A N/A 38378NXK4 2048-06-16 0.05957 N/A 150896202.00 11730.62 Agency Collateralized Mortgage Obligation GNMA_22-112E N/A 38383TTH6 2052-06-20 0 N/A 65000000.00 81579.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_23-144 N/A 38381JTD9 2057-12-16 4.25 N/A 190000.00 167830.20 Agency Collateralized Mortgage Obligation GNMA_24-97S N/A 38384PTG5 2064-06-20 0.06 N/A 25000000.00 10245.85 Agency Collateralized Mortgage Obligation GNMA_21-216K N/A 38383D6E3 2049-04-20 3 N/A 2194063.00 170815.94 Agency Collateralized Mortgage Obligation GNMA_41-97L N/A 38385BCJ7 2064-12-20 0.05 N/A 50000000.00 20977.06 Agency Collateralized Mortgage Obligation GNMA_17-140 N/A 38379R4P5 2059-02-16 0.48526 N/A 21567000.00 122362.08 Agency Collateralized Mortgage Obligation GNMA_19-65K N/A 38381VKT6 2049-05-20 0 N/A 45000000.00 37702.55 Agency Collateralized Mortgage Obligation GNMA_11-95 N/A 38376GY87 2051-04-16 0 N/A 210603879.00 177.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORGAGE ASSO N/A 38376RCF1 2065-05-20 4.20125 N/A 600000.00 16307.06 Agency Collateralized Mortgage Obligation GNMA_21-139F N/A 38382XGH2 2049-02-20 4.91035 N/A 51721.00 1362.45 Agency Collateralized Mortgage Obligation GNMA_26-25T N/A 38385MQ74 2056-02-20 0.05 N/A 50000000.00 65995.86 Agency Collateralized Mortgage Obligation GNMA_25-192D N/A 38385JZZ9 2049-10-20 5.5 N/A 727272.00 74243.14 Agency Collateralized Mortgage Obligation GNMA_10-52 N/A 38376GHA1 2051-11-16 0 N/A 41268846.00 5.91 Agency Collateralized Mortgage Obligation GNMA_24-170A N/A 38381LVU3 2065-10-16 0.76222 N/A 5347000.00 300122.78 Agency Collateralized Mortgage Obligation GNMA_15-5 N/A 38378X6G1 2054-11-16 0.19205 N/A 15280000.00 12836.47 Agency Collateralized Mortgage Obligation GNMA_19-157 N/A 38380NZW2 2062-01-16 0.4 N/A 120483604.00 288346.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RYS9 2066-08-20 4.47125 N/A 13944000.00 131976.36 Agency Collateralized Mortgage Obligation GNMA_19-121C N/A 38382AAJ4 2049-10-20 1.99475 N/A 1704000.00 56808.44 Agency Collateralized Mortgage Obligation GNMA_25-139X N/A 38381QC58 2065-08-20 0.05 N/A 205215842.00 154932.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-16 N/A 38380JNU8 2059-03-16 0.58533 N/A 20000000.00 346055.03 Agency Collateralized Mortgage Obligation GNMA_22-168G N/A 38383YYT3 2052-09-20 0.10217 N/A 15000000.00 112532.07 Agency Collateralized Mortgage Obligation GNMA_10-66 N/A 38376GQL7 2052-06-16 0.39891 N/A 303515873.00 17692.88 Agency Collateralized Mortgage Obligation GNMA_04-70 N/A 38374JBD7 2034-07-20 4.45525 N/A 420000.00 4571.27 Agency Collateralized Mortgage Obligation GNMA_21-107L N/A 38382UCS8 2050-02-20 3 N/A 63937.00 15855.14 Agency Collateralized Mortgage Obligation GNMA_51-56B N/A 38383BGU0 2054-02-20 6.5 N/A 1424945.00 119481.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-H26 N/A 38375BGS5 2058-08-20 4.12125 N/A 40010849.00 131352.07 Agency Collateralized Mortgage Obligation GNMA_13-170 N/A 38378U6A0 2043-11-20 2.14475 N/A 13861142.00 9142.91 Agency Collateralized Mortgage Obligation GNMA_24-51P N/A 38384KVA6 2054-03-20 0.1 N/A 149425000.00 152700.41 Agency Collateralized Mortgage Obligation GNMA_18-118 N/A 38380MKQ3 2060-08-16 0.72614 N/A 120000000.00 533094.86 Agency Collateralized Mortgage Obligation GNMA_18-116 N/A 38380MGP0 2058-06-16 0.39665 N/A 96712448.00 276817.53 Agency Collateralized Mortgage Obligation GNMA_20-H19G N/A 38380QQA3 2070-10-20 1.37603 N/A 8700000.00 45512.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H01 N/A 38380LNQ2 2068-10-20 4.17125 N/A 70000.00 1225.47 Agency Collateralized Mortgage Obligation GNMA_20-75 N/A 38380PLB8 2062-02-16 0.87714 N/A 1304000.00 36481.30 Agency Collateralized Mortgage Obligation GNMA_14-033 N/A 38378NE74 2049-05-16 0 N/A 100000000.00 121.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-H04 N/A 38380LRU9 2068-09-20 3.5 N/A 260000.00 90571.90 Agency Collateralized Mortgage Obligation GNMA_26-3M N/A 38385LC22 2056-01-20 0.2 N/A 35965002.00 149366.72 Agency Collateralized Mortgage Obligation GNMA_13-105 N/A 38378KYB9 2054-06-16 0.06133 N/A 20110000.00 2366.40 Agency Collateralized Mortgage Obligation GNMA_10-13 N/A 38376GFJ4 2051-11-16 0 N/A 252124239.00 46.02 Agency Collateralized Mortgage Obligation GNMA_23-173K N/A 38384GCQ1 2053-11-20 2.55217 N/A 20000000.00 350272.63 Agency Collateralized Mortgage Obligation GNMA_11-142 N/A 38376G5V8 2046-09-16 0 N/A 194494000.00 143.17 Agency Collateralized Mortgage Obligation GNMA_23-100E N/A 38384B4M0 2049-09-20 5.00004 N/A 363189.00 44854.19 Agency Collateralized Mortgage Obligation GNMA_23-179 N/A 38381JZQ3 2063-09-16 0.61022 N/A 6200000.00 240526.52 Agency Collateralized Mortgage Obligation GNMA_26-25E N/A 38385MX43 2056-01-20 6 N/A 834625.00 149872.71 Agency Collateralized Mortgage Obligation GNMA_15-H26 N/A 38376RKB1 2065-10-20 1.81417 N/A 22838000.00 76531.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379KZT8 2055-04-16 0.13707 N/A 15248565.00 15103.14 Agency Collateralized Mortgage Obligation GNMA_23-152B N/A 38384DUV7 2053-10-20 1.95217 N/A 10000000.00 102016.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-34 N/A 38378D2U8 2042-03-20 2.04475 N/A 22927823.00 139669.90 Agency Collateralized Mortgage Obligation GNMA_17-H22 N/A 38375UY79 2067-11-20 2.37027 N/A 9100000.00 39328.81 Agency Collateralized Mortgage Obligation GNMA_20-185 N/A 38382LS51 2050-12-20 2 N/A 220000.00 14432.71 Agency Collateralized Mortgage Obligation GNMA_25-105E N/A 38381NBM9 2055-06-20 0.1 N/A 80000000.00 133991.96 Agency Collateralized Mortgage Obligation GNMA_14-77 N/A 38378N5W9 2047-12-16 0.43681 N/A 974000.00 379.72 Agency Collateralized Mortgage Obligation GNMA_19-119F N/A 38381YD84 2043-10-16 4 N/A 4155500.00 138285.77 Agency Collateralized Mortgage Obligation GNMA_23-182C N/A 38384GPA2 2053-12-20 2.75217 N/A 48888889.00 608357.59 Agency Collateralized Mortgage Obligation GNMA_17-145 N/A 38379R5W9 2057-04-16 0.49331 N/A 7837000.00 28273.00 Agency Collateralized Mortgage Obligation GNMA_15-H13B N/A 38376RCL8 2065-06-20 2.1656 N/A 6434000.00 36800.21 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JKH6 2054-02-20 6.5 N/A 1538461.00 154832.85 Agency Collateralized Mortgage Obligation GNMA_14-175 N/A 38378XJ85 2056-04-16 0.48481 N/A 4500000.00 7311.38 Agency Collateralized Mortgage Obligation GNMA_17-H04D N/A 38376RT63 2066-12-20 4.4097 N/A 825000.00 544.18 Agency Collateralized Mortgage Obligation GNMA_16-80 N/A 38379XFQ8 2046-06-20 2.09475 N/A 3145000.00 46845.25 Agency Collateralized Mortgage Obligation GNMA_24-159C N/A 38384YBD2 2054-10-20 0.05 N/A 9447191.00 9200.12 Agency Collateralized Mortgage Obligation GNMA_21-112 N/A 38381DQY9 2063-10-16 0.99383 N/A 10000000.00 511717.20 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_14-50 N/A 38378NF99 2055-09-16 0.59032 N/A 7250000.00 33034.50 Agency Collateralized Mortgage Obligation GNMA_25-105A N/A 38381NAJ7 2055-06-20 0.05 N/A 100000000.00 61206.06 Agency Collateralized Mortgage Obligation GNMA_15-168E N/A 38379FY52 2034-10-16 2.12401 N/A 11167583.00 1665.05 Agency Collateralized Mortgage Obligation GNMA_11-165 N/A 38378BAF6 2051-10-16 0 N/A 2000000.00 1.74 Agency Collateralized Mortgage Obligation GNMA_25-1Y N/A 38385CQQ4 2053-09-20 6.5 N/A 1780935.00 69596.59 Agency Collateralized Mortgage Obligation GNMA_26-25T N/A 38385M4Z6 2051-12-20 5.5 N/A 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Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RAH9 2065-04-20 4.25125 N/A 30000.00 1802.01 Agency Collateralized Mortgage Obligation GNMA_12-143A N/A 38378GTS7 2027-12-20 3.5 N/A 11074030.00 240.17 Agency Collateralized Mortgage Obligation GNMA_25-139M N/A 38381QQ95 2055-08-20 7 N/A 737795.00 11056.26 Agency Collateralized Mortgage Obligation GNMA_25-89D N/A 38385GFU8 2055-05-20 0.03 N/A 200000000.00 35088.12 Agency Collateralized Mortgage Obligation GNMA_19-15C N/A 38381RMH9 2048-07-20 0.37515 N/A 264000.00 143151.68 Agency Collateralized Mortgage Obligation GNMA_16-H06E N/A 38376RSJ6 2066-02-20 4.69125 N/A 5590000.00 417943.06 Agency Collateralized Mortgage Obligation GNMA_24-151V N/A 38384WSQ9 2052-05-20 5.5 N/A 3750545.00 344184.62 Agency Collateralized Mortgage Obligation GNMA_21-16A N/A 38382NAB3 2051-01-20 0 N/A 835000.00 1731.79 Agency Collateralized Mortgage Obligation GNMA_25-139E N/A 38381QYB1 2055-08-20 0.06 N/A 100000000.00 178821.43 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Agency Mortgage-Backed Securities FNMS 05.500 CLMA5010 N/A 31418ER85 2053-05-01 5.5 N/A 76472650.00 47731123.02 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5009 N/A 31418ER77 2053-05-01 5 N/A 2048.00 1435.20 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8533 N/A 3132DWPS6 2055-05-01 5.5 N/A 2562521.00 1904847.64 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0052 N/A 3142GQBW1 2053-10-01 6.5 N/A 1000.00 407.89 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3051 N/A 3140Y9L93 2056-07-01 5.5 N/A 1000.00 956.89 Agency Mortgage-Backed Securities 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 N/A 127100.00 119008.18 U.S. Treasuries (including strips) FNMS 05.000 CLDF5367 N/A 3140BV6D7 2055-12-01 5 N/A 1000.00 929.03 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3481 N/A 3142GT2P0 2055-02-15 5.5 N/A 1102656.00 925475.55 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7483 N/A 3132DVJ48 2055-01-01 6 N/A 1024.00 774.72 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 577288.00 411458.34 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5611 N/A 31418FGV3 2055-02-01 4 N/A 1000.00 806.02 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2824 N/A 3140XJD67 2051-12-01 2.5 N/A 1000.00 637.76 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7502 N/A 3132DVKP9 2049-07-01 3.5 N/A 12409.00 2071.49 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6696 N/A 3133BUNM5 2053-02-01 6 N/A 1015.00 387.61 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3280 N/A 31427QUE0 2053-07-01 5 N/A 2000.00 1722.21 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3723 N/A 3142GUD59 2055-03-01 5.5 N/A 5799658.00 5160624.87 Agency Mortgage-Backed Securities FNMS 02.500 CLFA1024 N/A 3140W1D67 2051-05-01 2.5 N/A 1256.00 889.93 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4653 N/A 31418EE30 2052-07-01 3 N/A 58023.00 37382.66 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4468 N/A 31418D6E7 2051-11-01 3.5 N/A 1000.00 431.55 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 12763896.00 1909674.19 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8596 N/A 3133BJRR5 2052-09-01 4.5 N/A 3024.00 2132.79 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6849 N/A 3140QSTF8 2053-08-01 5.5 N/A 1024.00 750.47 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4140 N/A 3142GUS61 2055-05-01 5.5 N/A 2144.00 1873.26 Agency Mortgage-Backed Securities FNMS 05.000 CL725027 N/A 31402CPL0 2033-11-01 5 N/A 1515.00 10.29 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7271 N/A 3140QTCH0 2053-10-01 6 N/A 1120.00 798.10 Agency Mortgage-Backed Securities FNMS 06.500 CLDD7437 N/A 3140B8HP9 2055-04-01 6.5 N/A 1018478.00 683767.34 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8777 N/A 3140XQXF9 2053-11-01 6 N/A 2350398.00 1621293.20 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5998 N/A 3142GWUY3 2056-03-01 5 N/A 2246.00 2050.80 Agency Mortgage-Backed Securities FNMS 04.000 CTMA3561 N/A 31418C5X8 2039-01-01 4 N/A 1048000.00 88921.31 Agency Mortgage-Backed Securities FNMS 05.500 CLDF1678 N/A 3140BR2L2 2055-10-01 5.5 N/A 950520.00 838252.70 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8167 N/A 3132DWCC5 2051-09-01 2.5 N/A 1053.00 556.33 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3093 N/A 3142GTNK8 2054-12-01 6 N/A 8006536.00 5607457.14 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6444 N/A 3133A1ER9 2050-01-01 4.5 N/A 1000.00 525.96 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 N/A 60363.00 37387.62 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5146 N/A 31427SWG9 2056-05-01 5 N/A 1049.00 973.65 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3890 N/A 3142GUKC6 2055-04-01 6 N/A 1122.00 893.83 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3126 N/A 3140QNPL0 2052-03-01 3.5 N/A 200000.00 112921.44 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4192 N/A 31427RUS7 2056-02-01 5 N/A 1014.00 929.10 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5730 N/A 3140W6LL4 2056-05-01 5.5 N/A 1024.00 977.15 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5051 N/A 3142GVTH4 2055-10-01 6 N/A 2048.00 1753.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4303 N/A 3140JLX90 2048-12-01 5 N/A 1642000.00 238956.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6698 N/A 3133BUNP8 2053-02-01 5.5 N/A 1008.00 740.91 Agency Mortgage-Backed Securities FNMS 06.000 CLDF6385 N/A 3140BXCX2 2055-12-01 6 N/A 1000.00 888.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3230 N/A 3140Y9SU9 2056-08-01 5.5 N/A 57727767.00 55202027.47 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5330 N/A 3140QQ4Q5 2052-12-01 6.5 N/A 16499456.00 10766816.27 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0668 N/A 3131Y6W54 2043-04-01 4 N/A 1000.00 123.53 Agency Mortgage-Backed Securities FEPC 06.000 CLQX4397 N/A 31425Y3F2 2055-02-01 6 N/A 1000.00 704.37 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0656 N/A 3140FXWS7 2062-06-01 4 N/A 1024.00 630.12 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4300 N/A 3142GUX65 2055-06-01 5.5 N/A 38861.00 34274.88 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5700 N/A 31418FKN6 2055-05-01 5.5 N/A 5767965.00 4170287.55 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3691 N/A 31427RC57 2055-12-01 5 N/A 2865106.00 2517610.41 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5011 N/A 31418ER93 2053-05-01 6 N/A 55489987.00 29761337.15 Agency Mortgage-Backed Securities FEPC 05.500 CLQY4189 N/A 31426NUP3 2055-06-01 5.5 N/A 1007.00 932.15 Agency Mortgage-Backed Securities 3 5/8 NOTE AR 28 N/A 91282CNU1 2028-08-15 3.625 N/A 10000000.00 9825262.50 U.S. Treasuries (including strips) FNMS 01.500 CICB1718 N/A 3140QL4C7 2036-09-01 1.5 N/A 2048.00 1046.19 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6360 N/A 3140W7B66 2056-08-01 5.5 N/A 2000.00 1890.27 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9994 N/A 3133KSC75 2053-10-01 6 N/A 1000.00 636.01 Agency Mortgage-Backed Securities FNMS 06.500 CLFA1134 N/A 3140W1HL0 2054-06-01 6.5 N/A 1000.00 549.90 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6799 N/A 3140QERV6 2050-08-01 2 N/A 868680.00 349027.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4772 N/A 3140HJJS1 2048-08-01 4 N/A 575000.00 40394.09 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0610 N/A 3140QKVC9 2051-05-01 2.5 N/A 49000.00 24879.50 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1692 N/A 3140Q83A1 2048-05-01 4 N/A 1500000.00 227803.68 Agency Mortgage-Backed Securities FNMS 05.500 CLDH6381 N/A 3140UNCT2 2056-07-01 5.5 N/A 2003.00 1902.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0242 N/A 31427MHU8 2054-12-01 5.5 N/A 1000.00 743.00 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1896 N/A 31427PDA9 2055-07-01 5 N/A 5466927.00 4755216.54 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1202 N/A 3140XGKQ1 2050-09-01 3 N/A 1593000.00 821284.85 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0096 N/A 31427MDA6 2054-11-01 5 N/A 1024.00 839.50 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9871 N/A 3140XD6H4 2051-12-01 2.5 N/A 149000.00 84632.61 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 N/A 1223.00 649.92 Agency Mortgage-Backed Securities FNMS 02.000 CLBR6489 N/A 3140L5F76 2051-03-01 2 N/A 75000.00 34406.44 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1006 N/A 3140Y7DL9 2055-09-01 5.5 N/A 1037.00 930.56 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5040 N/A 31418ES68 2053-06-01 6 N/A 1088.00 557.77 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4202 N/A 31418DU42 2040-12-01 1.5 N/A 145000.00 69719.16 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4554 N/A 3142GVBY6 2055-07-01 5.5 N/A 10427.00 8780.06 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8972 N/A 3140QU6J0 2054-08-01 5 N/A 2000.00 1581.88 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8272 N/A 3132DWFM0 2052-12-01 3 N/A 1000.00 648.48 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3047 N/A 3140Y9L51 2056-07-01 5.5 N/A 1152.00 1109.66 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6691 N/A 3140QSNH0 2053-07-01 5 N/A 39618112.00 24779435.13 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3895 N/A 3142GUKH5 2055-04-01 6 N/A 6158.00 4393.95 Agency Mortgage-Backed Securities FEPC 05.500 CLQY9879 N/A 31426U6R0 2055-08-01 5.5 N/A 265000.00 236960.27 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4141 N/A 31418DS78 2040-09-01 1.5 N/A 2171.00 919.93 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 N/A 1003.00 749.99 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8474 N/A 3132DWMX8 2054-11-01 5 N/A 7315.00 5769.91 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4131 N/A 3142GUSV6 2055-05-01 6.5 N/A 1040.00 782.47 Agency Mortgage-Backed Securities FNMS 05.000 CLDI3986 N/A 3140UXNC5 2056-08-01 5 N/A 1000.00 931.29 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0022 N/A 3140A0AY5 2053-09-01 6 N/A 411000.00 218704.56 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1328 N/A 31418APN2 2042-12-01 3.5 N/A 2049.00 246.92 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8173 N/A 3132DWCJ0 2051-10-01 2.5 N/A 1000.00 532.47 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 5700032.00 2457774.45 Agency Mortgage-Backed Securities FEPC 02.500 CLSL5006 N/A 31427SR42 2052-05-01 2.5 N/A 2016.00 1550.35 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4607 N/A 3132A5DL6 2045-03-01 3.5 N/A 285970.00 23267.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0983 N/A 3140Y7CV8 2055-09-01 5.5 N/A 1024.00 925.91 Agency Mortgage-Backed Securities FEPC 06.000 CLTC6776 N/A 3130G6M24 2056-10-01 6 N/A 2018433.00 2006155.54 Agency Mortgage-Backed Securities FNMS 05.000 CLCC1836 N/A 3140Y8BE5 2056-01-01 5 N/A 7341983.00 6224983.53 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6960 N/A 3132DUWV5 2054-11-01 5.5 N/A 2548695.00 1941834.40 Agency Mortgage-Backed Securities FEPC 05.000 CLTA3806 N/A 3142JSGQ2 2056-01-01 5 N/A 2055.00 1886.68 Agency Mortgage-Backed Securities FEPC 05.500 CLTC3656 N/A 3130G25S5 2056-09-01 5.5 N/A 3914016.00 3774776.45 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5075 N/A 3142GVT92 2055-10-01 5 N/A 2053.00 1758.28 Agency Mortgage-Backed Securities FEPC 07.500 CLZJ5752 N/A 3131WWL93 2032-02-01 7.5 N/A 1000.00 2.27 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4283 N/A 31418DXM9 2051-03-01 3 N/A 1000.00 399.76 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4782 N/A 3132DSJ37 2053-11-01 5.5 N/A 100000.00 64977.49 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4826 N/A 3142GVLG4 2055-09-01 5.5 N/A 1123440.00 999092.57 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 2294.00 488.58 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 N/A 3000.00 2098.78 Agency Mortgage-Backed Securities FEPC 03.500 CLZM0091 N/A 3131XTC40 2045-09-01 3.5 N/A 1024.00 148.16 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7135 N/A 3140XN4V3 2052-11-01 5.5 N/A 1000.00 574.53 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1151 N/A 3132DNH48 2051-01-01 2.5 N/A 1000.00 596.39 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8828 N/A 3140QUY26 2054-07-01 5 N/A 9789.00 8092.11 Agency Mortgage-Backed Securities FEPC 05.500 CLQY7372 N/A 31426SFN4 2055-06-01 5.5 N/A 1034.00 903.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1119 N/A 31427NG52 2055-05-01 5.5 N/A 40642701.00 33685212.34 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7568 N/A 3132DVMR3 2054-02-01 5.5 N/A 562025.00 406030.87 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8107 N/A 3132DWAG8 2050-11-01 2.5 N/A 17999.00 6757.91 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3769 N/A 3140QPFK8 2052-06-01 3.5 N/A 430496.00 250064.13 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 N/A 2413.00 1641.24 Agency Mortgage-Backed Securities FNMS 05.500 CLBM4422 N/A 3140J84G5 2048-08-01 5.5 N/A 1105002.00 96663.76 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0933 N/A 3142GRBB5 2054-02-01 6 N/A 1000.00 642.45 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5673 N/A 31418FJT5 2055-04-01 5.5 N/A 1024.00 736.93 Agency Mortgage-Backed Securities FEPC 05.500 CLTC3653 N/A 3130G25P1 2056-08-01 5.5 N/A 1033.00 994.20 Agency Mortgage-Backed Securities FEPC 06.000 CLQH9040 N/A 3133CNBH4 2054-02-01 6 N/A 1001.00 679.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0267 N/A 31427MJM4 2055-01-01 5.5 N/A 35730480.00 27489223.26 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7380 N/A 3133KPFV5 2052-05-01 3.5 N/A 2000.00 1145.38 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4163 N/A 3142GUTV5 2055-05-01 6 N/A 2067.00 1872.19 Agency Mortgage-Backed Securities 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 N/A 20000000.00 12647260.00 U.S. Treasuries (including strips) FEPC 02.500 CLSD3632 N/A 3132E0A93 2052-07-01 2.5 N/A 19000.00 12685.06 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5020 N/A 3142GVSJ1 2055-10-01 6 N/A 1000.00 904.88 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3727 N/A 3142GUD91 2055-03-01 6 N/A 1617618.00 1287145.74 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5391 N/A 3133KL7C5 2051-06-01 3 N/A 10000.00 6133.63 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4272 N/A 31427RXA3 2056-02-01 5.5 N/A 3500509.00 3221339.00 Agency Mortgage-Backed Securities FEPC 06.500 CLSL3013 N/A 31427QK35 2055-08-01 6.5 N/A 100000.00 71156.02 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3975 N/A 31427RMZ0 2056-01-01 5 N/A 2048.00 1881.75 Agency Mortgage-Backed Securities FNMS 05.500 CLFA4619 N/A 3140W5DZ4 2056-02-01 5.5 N/A 362270.00 326683.41 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5552 N/A 31418FE29 2054-12-01 5 N/A 1025.00 818.76 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3320 N/A 3140QNVN9 2052-04-01 4 N/A 16029.00 9802.79 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9973 N/A 3133BLCJ4 2052-09-01 5 N/A 1000.00 617.84 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1373 N/A 31418AQ35 2043-03-01 3.5 N/A 1000.00 139.48 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 N/A 2029.00 1392.14 Agency Mortgage-Backed Securities FNMS 03.500 CLAK9393 N/A 3138EENK1 2042-04-01 3.5 N/A 590000.00 37982.33 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0497 N/A 31427MRT0 2055-02-01 6 N/A 2048.00 1438.27 Agency Mortgage-Backed Securities FNMS 04.000 CTFS4580 N/A 3140XLCS5 2043-02-01 4 N/A 745040.00 460340.18 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4598 N/A 31418EDC1 2052-05-01 2.5 N/A 8920.00 5401.24 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4484 N/A 3140J86W8 2047-05-01 4 N/A 1024.00 168.89 Agency Mortgage-Backed Securities FEPC 05.500 CLQY7118 N/A 31426R4C2 2055-07-01 5.5 N/A 1008.00 858.75 Agency Mortgage-Backed Securities FEPC 02.500 CIZS8593 N/A 3132A9RN9 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1000.00 621.22 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6760 N/A 3132DUQM2 2054-11-01 5 N/A 1035.00 890.93 Agency Mortgage-Backed Securities FNMS 05.000 CIMA6061 N/A 31418FWX1 2041-05-01 5 N/A 26256.00 24060.97 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3059 N/A 3142GTMH6 2054-12-01 5 N/A 12312224.00 9905054.66 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 123878.00 67787.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBU5152 N/A 3140M6WN9 2054-11-01 5.5 N/A 1000.00 854.14 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1703 N/A 3140Q83M5 2048-05-01 4.5 N/A 50000050.00 10104731.97 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2742 N/A 3142GTBL9 2054-11-01 5.5 N/A 1216.00 985.37 Agency Mortgage-Backed Securities FEPC 05.000 CLSL2961 N/A 31427QJF0 2055-10-01 5 N/A 7635743.00 6738549.43 Agency Mortgage-Backed Securities FEPC 05.000 CLTA9185 N/A 3142JYF31 2056-04-01 5 N/A 4321301.00 3990098.20 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3077 N/A 3142GTM37 2054-12-01 5.5 N/A 1054.00 813.89 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7039 N/A 3142GXZD2 2056-07-01 5.5 N/A 1080.00 1031.39 Agency Mortgage-Backed Securities FEPC 06.500 CLQY5410 N/A 31426QAL7 2055-06-01 6.5 N/A 1000.00 809.99 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3439 N/A 3140XJZD8 2052-12-01 5.5 N/A 1000.00 642.57 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4618 N/A 31418EDY3 2052-04-01 4 N/A 1000.00 549.37 Agency Mortgage-Backed Securities 3 1/2 NOTE AL 29 N/A 91282CQE4 2029-03-15 3.5 N/A 3260600.00 3158462.61 U.S. Treasuries (including strips) FNMS 05.500 CLFA3600 N/A 3140W4AA5 2055-11-01 5.5 N/A 1012.00 898.74 Agency Mortgage-Backed Securities FNMS 03.000 CIFS4798 N/A 3140XLKL1 2038-04-01 3 N/A 1000.00 556.01 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5296 N/A 31418E3E8 2054-03-01 5.5 N/A 1000.00 645.86 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1959 N/A 3140J6E94 2047-10-01 3.5 N/A 8000.00 1900.99 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2912 N/A 3140Y9GW8 2056-06-01 6 N/A 1019.00 1007.92 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2932 N/A 3132DQHH2 2053-04-01 4 N/A 454000.00 304447.91 Agency Mortgage-Backed Securities FEPC 06.500 CLTA7566 N/A 3142JWMQ6 2056-02-01 6.5 N/A 1009.00 936.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0308 N/A 31427MKW0 2055-02-01 5.5 N/A 1024.00 777.39 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ3740 N/A 3142GUEN9 2055-03-01 6.5 N/A 1000.00 613.06 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5439 N/A 3133BTBG4 2052-12-01 5.5 N/A 1000.00 714.03 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6041 N/A 3138ENWB1 2033-08-01 4 N/A 365997.00 25954.75 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0118 N/A 3142J6DY6 2056-05-01 5 N/A 1030.00 928.00 Agency Mortgage-Backed Securities FNMS 03.500 CLAY5612 N/A 3138YKGW7 2045-06-01 3.5 N/A 1001.00 170.77 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5164 N/A 31418EW22 2053-10-01 5 N/A 1000.00 743.16 Agency Mortgage-Backed Securities FNMS 04.000 CQBA4527 N/A 3140E9A55 2045-11-01 4 N/A 1000.00 78.10 Agency Mortgage-Backed Securities FEPC 04.500 CLQE6679 N/A 3133BGM47 2052-08-01 4.5 N/A 100000.00 61725.49 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0835 N/A 3142GQ4V1 2054-02-01 5.5 N/A 7913296.00 6686248.85 Agency Mortgage-Backed Securities FNMS 06.000 CLDG4727 N/A 3140U8HD5 2056-05-01 6 N/A 3135584.00 3114767.26 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0106 N/A 3133CCDK9 2053-08-01 5.5 N/A 2527118.00 1648114.42 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3483 N/A 31427Q2R2 2055-09-01 5.5 N/A 1003.00 930.45 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2918 N/A 3142GTG42 2054-11-01 6 N/A 1024.00 795.93 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1068 N/A 3142GRFJ4 2054-03-01 5.5 N/A 1024.00 804.33 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3305 N/A 31418CU77 2048-03-01 3.5 N/A 1025.00 115.41 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5719 N/A 3142GWK99 2056-01-01 5 N/A 1241.00 1120.47 Agency Mortgage-Backed Securities 05.000 FGPC P00062 G N/A 31283NB76 2035-01-01 5 N/A 1972.00 52.26 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7567 N/A 3132DVMQ5 2054-02-01 5.5 N/A 12944354.00 9322460.80 Agency Mortgage-Backed Securities FEPC 05.000 CLQY1784 N/A 31426K6W1 2055-05-01 5 N/A 1070.00 967.67 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3163 N/A 3142GTQR0 2054-12-01 5 N/A 307190.00 265123.72 Agency Mortgage-Backed Securities FEPC 03.000 CTQK0071 N/A 3133D3CG8 2039-10-01 3 N/A 1000.00 401.44 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7382 N/A 3133KPFX1 2052-05-01 3.5 N/A 1000.00 570.41 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8324 N/A 3132DWG98 2053-05-01 5.5 N/A 1024.00 647.24 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6658 N/A 3140W7MG2 2056-08-01 5.5 N/A 1067.00 1032.06 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1212 N/A 3142GRK25 2054-04-01 5.5 N/A 1055.00 759.79 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4373 N/A 3132E02E1 2053-11-01 6.5 N/A 7434239.00 5350801.64 Agency Mortgage-Backed Securities 3 3/4 NOTE U 31 N/A 91282CPW5 2031-01-31 3.75 N/A 4638300.00 4432109.16 U.S. Treasuries (including strips) FNMS 06.000 CIMA5202 N/A 31418EX88 2038-11-01 6 N/A 519792.00 190177.97 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6327 N/A 3140QSA50 2053-05-01 6 N/A 31261272.00 18727162.03 Agency Mortgage-Backed Securities FNMS 04.500 CIMA5859 N/A 31418FQM2 2040-10-01 4.5 N/A 5000.00 3981.72 Agency Mortgage-Backed Securities FEPC 06.500 CTRB5429 N/A 3133L0A69 2046-10-01 6.5 N/A 1008.00 1025.52 Agency Mortgage-Backed Securities FNMS 07.000 CLMA6179 N/A 31418F2M8 2056-09-01 7 N/A 14731460.00 15159342.94 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2459 N/A 3142GSWV6 2054-09-01 6 N/A 1024.00 718.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8126 N/A 3138WJA40 2046-10-01 3.5 N/A 670000.00 85684.19 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5612 N/A 31418FGW1 2055-02-01 4.5 N/A 2027.00 1669.99 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4151 N/A 3142GUTH6 2055-05-01 5.5 N/A 57770921.00 52533324.07 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0822 N/A 3140FX4G4 2062-10-01 2.5 N/A 1000.00 697.52 Agency Mortgage-Backed Securities FNMS 04.000 CTAL6720 N/A 3138EPPE8 2034-06-01 4 N/A 18189000.00 1755945.17 Agency Mortgage-Backed Securities FNMS 02.500 R3BF0408 N/A 3140FXN24 2046-08-01 2.5 N/A 1000.00 317.15 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4624 N/A 3142GVD65 2055-08-01 5.5 N/A 1970.00 1736.03 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6313 N/A 3133C7AN7 2053-07-01 5 N/A 2028.00 1506.96 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 N/A 1000.00 609.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDI4306 N/A 3140UXYC3 2056-08-01 5.5 N/A 1000.00 964.28 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5445 N/A 31418FBP1 2054-08-01 6 N/A 227554.00 121049.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ3775 N/A 3140H5FR7 2048-01-01 3.5 N/A 1000.00 130.52 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6561 N/A 3132DUJE8 2054-10-01 6 N/A 3627850.00 3060000.15 Agency Mortgage-Backed Securities FNMS 06.000 CLCC3402 N/A 3140Y9X82 2056-09-01 6 N/A 10925212.00 10793129.83 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5530 N/A 31418FEC7 2054-11-01 5 N/A 31003.00 24454.86 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8555 N/A 3140QUQH2 2054-05-01 6.5 N/A 68366000.00 43484497.04 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2987 N/A 3132DQJ80 2053-03-01 3.5 N/A 1000.00 666.17 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8347 N/A 3132DWHY2 2053-08-01 4.5 N/A 1298.00 951.10 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1101 N/A 3142GRGK0 2054-03-01 6 N/A 1008.00 672.21 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2675 N/A 3140Y86M3 2056-05-01 5.5 N/A 1012.00 955.67 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5983 N/A 31418FUH8 2046-02-01 5.5 N/A 1000.00 801.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 96558.00 64080.17 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8331 N/A 3140QUHH2 2054-04-01 5.5 N/A 1000.00 743.87 Agency Mortgage-Backed Securities 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 1356500.00 1294727.25 U.S. Treasuries (including strips) FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 N/A 2000.00 1292.87 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1231 N/A 3142GRLM0 2054-04-01 6 N/A 1000.00 695.62 Agency Mortgage-Backed Securities FEPC 03.500 CLZL2862 N/A 3131XJFB3 2042-03-01 3.5 N/A 6190.00 539.55 Agency Mortgage-Backed Securities FEPC 05.000 CLQY8981 N/A 31426T6T9 2055-07-01 5 N/A 1008.00 902.78 Agency Mortgage-Backed Securities 03.500 FGPC U69915 G N/A 3132LVVG8 2043-11-15 3.5 N/A 18877202.00 13413209.47 Agency Mortgage-Backed Securities FNMS 04.000 CLAE7720 N/A 31419JSJ8 2040-11-01 4 N/A 5171.00 320.24 Agency Mortgage-Backed Securities FNMS 04.500 CLFS9507 N/A 3140XRR56 2054-02-01 4.5 N/A 25102000.00 19373525.22 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7570 N/A 3132DVMT9 2054-05-01 6 N/A 1000.00 724.62 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0852 N/A 3142GQ5N8 2054-02-01 6.5 N/A 2037.00 1362.56 Agency Mortgage-Backed Securities FNMS 06.000 CIMA5450 N/A 31418FBU0 2039-08-01 6 N/A 1000.00 438.40 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8005 N/A 3140QT3P2 2054-02-01 6 N/A 3704514.00 2364813.16 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5235 N/A 3142GVY96 2055-11-01 5.5 N/A 1024.00 927.73 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8237 N/A 3132DWEJ8 2052-08-01 4 N/A 1000.00 666.71 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6308 N/A 3140MYAJ1 2052-08-01 5 N/A 16980371.00 9997524.38 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 N/A 1024.00 715.34 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1070 N/A 3142GRFL9 2054-03-01 6 N/A 725244.00 519922.43 Agency Mortgage-Backed Securities 03.000 FGPC C91891 G N/A 3128P8C41 2036-09-01 3 N/A 64385596.00 9898349.36 Agency Mortgage-Backed Securities FEPC 06.000 CLQH5013 N/A 3133CHSA4 2053-11-01 6 N/A 2000.00 1233.05 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0179 N/A 3140FXFV9 2057-01-01 3.5 N/A 7818608.00 2256031.82 Agency Mortgage-Backed Securities FNMS 03.000 CQAY5608 N/A 3138YKGS6 2035-06-01 3 N/A 1422188.00 376507.69 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9277 N/A 3140GYJX8 2048-02-01 3.5 N/A 2100.00 270.51 Agency Mortgage-Backed Securities FNMS 03.500 CIFS4367 N/A 3140XKZ94 2037-05-01 3.5 N/A 1000.00 457.33 Agency Mortgage-Backed Securities FNMS 03.500 REAE7768 N/A 31419JT24 2040-11-01 3.5 N/A 2200000.00 101101.57 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 N/A 374000.00 37704.37 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ0789 N/A 31426W2X7 2055-08-01 5 N/A 29529479.00 26169053.97 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9955 N/A 3133BLBY2 2052-09-01 5 N/A 1000.00 522.25 Agency Mortgage-Backed Securities FEPC 05.500 CLSL6094 N/A 31427TXY7 2056-08-01 5.5 N/A 8748805.00 8175475.94 Agency Mortgage-Backed Securities FEPC 05.500 CLQY7856 N/A 31426SWS4 2055-07-01 5.5 N/A 1039.00 901.23 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6456 N/A 3140XNE67 2053-11-01 6 N/A 13035.00 8958.18 Agency Mortgage-Backed Securities FNMS 02.500 CTCB3077 N/A 3140QNM33 2042-03-01 2.5 N/A 496000.00 275022.04 Agency Mortgage-Backed Securities FEPC 06.000 CLTA7665 N/A 3142JWQT6 2056-03-01 6 N/A 1002.00 969.59 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1739 N/A 3132DN4Y6 2052-10-01 4.5 N/A 1000.00 668.90 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4765 N/A 3140QQJK2 2052-09-01 5 N/A 1010000.00 672819.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQX3424 N/A 31425XYW3 2055-01-01 6 N/A 39811776.00 31055456.40 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3415 N/A 31427QYM8 2055-09-01 5 N/A 1000.00 905.20 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0104 N/A 3140FXDJ8 2056-02-01 4 N/A 272959.00 69549.75 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5839 N/A 3140NNPZ2 2053-07-01 6 N/A 1024.00 539.56 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7513 N/A 3132DVK20 2050-04-01 3.5 N/A 12556.00 3763.63 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ3472 N/A 31427A2E6 2055-09-01 5 N/A 13351536.00 12139087.06 Agency Mortgage-Backed Securities FNMS 04.000 CLFS3140 N/A 3140XJP23 2051-10-01 4 N/A 1000.00 583.99 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4113 N/A 3140QPSB4 2052-07-01 3.5 N/A 42000.00 25648.91 Agency Mortgage-Backed Securities FEPC 06.000 CLSL2142 N/A 31427PLY8 2055-08-01 6 N/A 1000.00 781.68 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1549 N/A 3132DNWJ8 2052-04-01 3.5 N/A 40043.00 24063.14 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7747 N/A 3133BHTC0 2052-08-01 4.5 N/A 1008.00 658.11 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8893 N/A 3133KQ3A2 2053-04-01 6 N/A 174375.00 109301.78 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1850 N/A 3140Y8BU9 2056-01-01 5.5 N/A 1032.00 942.22 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3425 N/A 31427QYX4 2055-11-01 5.5 N/A 43261579.00 38900683.96 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2929 N/A 3140QNHF2 2052-02-01 3 N/A 410942.00 217935.31 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8147 N/A 3132DWBQ5 2051-05-01 2.5 N/A 1000.00 473.74 Agency Mortgage-Backed Securities FEPC 03.000 CLZL3747 N/A 3131XKEU9 2042-09-01 3 N/A 12000000.00 1147399.03 Agency Mortgage-Backed Securities FEPC 06.000 CLSL3324 N/A 31427QVS8 2055-09-01 6 N/A 1024.00 866.41 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ6882 N/A 31427GUG7 2055-11-01 5.5 N/A 13322.00 12297.99 Agency Mortgage-Backed Securities FEPC 05.500 CLTB1500 N/A 3142K2U24 2056-04-01 5.5 N/A 2141.00 2000.03 Agency Mortgage-Backed Securities FEPC 04.000 CLSL5818 N/A 31427TPC4 2052-09-01 4 N/A 2000.00 1692.00 Agency Mortgage-Backed Securities FEPC 04.000 CLQE3306 N/A 3133BCU70 2052-06-01 4 N/A 1020.00 707.14 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5276 N/A 3140QQ2J3 2052-12-01 5 N/A 11373136.00 7109386.51 Agency Mortgage-Backed Securities FNMS 07.500 CLCB7876 N/A 3140QTXE4 2054-01-01 7.5 N/A 392000.00 121363.27 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3685 N/A 3140QBCX4 2049-06-01 4.5 N/A 1000.00 287.69 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0340 N/A 3140UFLW2 2056-07-01 5 N/A 1000.00 931.82 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7528 N/A 3140QFLJ6 2050-10-01 2.5 N/A 155801.00 70224.97 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3488 N/A 3142GT2W5 2055-02-01 5.5 N/A 1024.00 840.12 Agency Mortgage-Backed Securities FNMS 04.500 CLFA7026 N/A 3140W7YY0 2054-10-01 4.5 N/A 1008.00 917.64 Agency Mortgage-Backed Securities FNMS 04.500 CLBK2004 N/A 3140HFGN3 2048-04-01 4.5 N/A 20440668.00 2815157.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1356 N/A 31427NQJ1 2055-05-01 6 N/A 47382068.00 39904196.91 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8895 N/A 3140QG3D7 2051-02-01 2.5 N/A 1003.00 507.72 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5409 N/A 3140JNAK6 2049-04-01 3.5 N/A 1000.00 160.28 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4947 N/A 3140X8P92 2050-12-01 2 N/A 1000.00 472.65 Agency Mortgage-Backed Securities FEPC 04.500 CLTC1829 N/A 3130G04P6 2056-07-01 4.5 N/A 1000.00 903.69 Agency Mortgage-Backed Securities FEPC 04.500 CLSL2246 N/A 31427PP81 2053-09-01 4.5 N/A 1000.00 855.03 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4799 N/A 3142GVKM2 2055-09-01 6 N/A 4097741.00 3636223.68 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3221 N/A 31418CSK1 2027-12-01 3 N/A 1000.00 22.77 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1908 N/A 3140QMDN1 2051-10-01 2.5 N/A 815465.00 450419.60 Agency Mortgage-Backed Securities 07.000 FGPC G60552 G N/A 31335ATH1 2031-12-01 7 N/A 3310.00 152.69 Agency Mortgage-Backed Securities FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 N/A 1000.00 152.28 Agency Mortgage-Backed Securities FNMS 04.500 CLFM7476 N/A 3140XBJW1 2050-12-01 4.5 N/A 1002.00 263.55 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 N/A 1000.00 138.47 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4563 N/A 31418EB90 2052-03-01 2.5 N/A 24000.00 13818.53 Agency Mortgage-Backed Securities FEPC 06.500 CLQZ6763 N/A 31427GQR8 2055-11-01 6.5 N/A 1000.00 1010.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1079 N/A 31427NFV6 2054-12-01 5.5 N/A 13765317.00 11081258.73 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 N/A 1054.00 454.71 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 97999.00 63165.77 Agency Mortgage-Backed Securities FNMS 05.000 CLDG3223 N/A 3140U6SM7 2056-02-01 5 N/A 4280690.00 3955446.70 Agency Mortgage-Backed Securities FEPC 03.000 CLQA1790 N/A 31334X7B9 2049-08-01 3 N/A 1000.00 143.03 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2759 N/A 3133C3B47 2053-05-01 5.5 N/A 1000.00 562.70 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5681 N/A 3140XMJ31 2053-09-01 6 N/A 1001.00 694.56 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1262 N/A 3142GRML1 2054-04-01 5.5 N/A 62565852.00 44644487.23 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0958 N/A 3132DNB36 2052-04-01 3.5 N/A 601874.00 335047.60 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6167 N/A 3138ENZ93 2044-01-01 3.5 N/A 1100000.00 148746.81 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3449 N/A 31427QZP0 2055-03-01 5 N/A 22579552.00 19115528.90 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8468 N/A 3132DWMR1 2054-10-01 5 N/A 45997.00 35929.31 Agency Mortgage-Backed Securities FEPC 06.000 CLQX3015 N/A 31425XK57 2055-01-01 6 N/A 1346388.00 1163310.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 54620.00 46019.75 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9533 N/A 3140NESX4 2053-03-01 6 N/A 1000.00 390.42 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1020 N/A 3140QLD29 2051-07-01 2 N/A 3000.00 1535.10 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4978 N/A 31427SQ84 2056-05-01 5 N/A 51306.00 46589.22 Agency Mortgage-Backed Securities FNMS 06.000 CLDI5354 N/A 3140UY5Q2 2056-10-01 6 N/A 574264.00 566914.19 Agency Mortgage-Backed Securities 03.500 FGPC T65257 G N/A 31322YZW4 2044-12-01 3.5 N/A 2993208.00 107368.04 Agency Mortgage-Backed Securities FNMS 05.000 CLDF1881 N/A 3140BSCT2 2055-10-01 5 N/A 1009.00 923.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6970 N/A 3140AGW83 2054-08-01 5.5 N/A 1000.00 758.89 Agency Mortgage-Backed Securities FNMS 04.500 CIFA3110 N/A 3140W3N47 2040-10-01 4.5 N/A 38000.00 31278.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQY6287 N/A 31426Q6Z1 2055-06-01 5.5 N/A 2024.00 1624.14 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6458 N/A 3132DUE78 2054-10-01 5.5 N/A 1000.00 828.43 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0406 N/A 31427MNY3 2053-04-01 5 N/A 32317103.00 25900280.63 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9263 N/A 3133KRJG0 2053-06-01 5 N/A 1024.00 719.84 Agency Mortgage-Backed Securities FNMS 05.500 CLDD0527 N/A 3140B0SR0 2055-02-01 5.5 N/A 1004.00 818.46 Agency Mortgage-Backed Securities FEPC 05.500 CLSL6066 N/A 31427TW44 2053-07-01 5.5 N/A 2203.00 2076.79 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8203 N/A 3140XCDH8 2051-07-01 2.5 N/A 510507.00 294805.87 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3190 N/A 3140W3RL5 2055-10-01 6 N/A 1024.00 913.39 Agency Mortgage-Backed Securities FEPC 03.500 CIRR0029 N/A 3142JCA75 2040-10-01 3.5 N/A 1427850.00 1146210.50 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 1000.00 259.49 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8524 N/A 3132DWPH0 2055-04-01 5.5 N/A 17996.00 13049.14 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 N/A 3132DWHH9 2053-06-01 6 N/A 1001.00 555.74 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9437 N/A 3140XRPX7 2053-05-01 3.5 N/A 1000.00 730.83 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2587 N/A 3140XH2V8 2052-08-01 4.5 N/A 5979.00 3921.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0199 N/A 31427MGH8 2054-12-01 5.5 N/A 8144.00 6528.73 Agency Mortgage-Backed Securities FEPC 04.500 CLZA6083 N/A 31329PXL2 2048-12-01 4.5 N/A 1000.00 99.07 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2690 N/A 3140Y87C4 2056-05-01 6 N/A 1146.00 1129.66 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4120 N/A 31418DSJ2 2050-09-01 2.5 N/A 1000.00 349.50 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 N/A 1999.00 1288.82 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1314 N/A 31427NN88 2055-06-01 5.5 N/A 117514.00 86234.09 Agency Mortgage-Backed Securities FEPC 06.500 CLTB4875 N/A 3142K6MZ1 2056-05-01 6.5 N/A 1080924.00 878637.57 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ1313 N/A 31426XN79 2055-07-01 5.5 N/A 1803809.00 1712856.01 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3510 N/A 3140QN3U4 2052-05-01 4 N/A 11893579.00 7300516.12 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 N/A 1024.00 670.70 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8218 N/A 3132DWDX8 2052-06-01 2 N/A 1000.00 599.88 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5082 N/A 3132DSUF7 2052-07-01 3.5 N/A 3055540.00 2042594.44 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5845 N/A 3142GWP78 2056-01-01 5.5 N/A 27816679.00 25627618.87 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6815 N/A 3133KNSC8 2052-02-01 2.5 N/A 1000.00 539.29 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 1140.00 204.29 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3742 N/A 3140BUEQ1 2055-11-01 5.5 N/A 4494459.00 4047923.90 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 5879274.00 3720596.79 Agency Mortgage-Backed Securities FNMS 05.000 CLDG4273 N/A 3140U7XB3 2056-04-01 5 N/A 1029.00 958.48 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1342 N/A 31427NP45 2055-05-01 5.5 N/A 1066.00 936.86 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1030 N/A 3140M2EC2 2051-11-01 2 N/A 197999.00 99822.63 Agency Mortgage-Backed Securities FNMS 05.000 CLFA4637 N/A 3140W5EK6 2056-02-01 5 N/A 16694016.00 15300205.16 Agency Mortgage-Backed Securities FNMS 06.000 CLDC2530 N/A 3140APY40 2054-09-01 6 N/A 2357984.00 1491524.30 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1219 N/A 3140Y7K98 2055-10-01 5.5 N/A 6984735.00 6304408.91 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4720 N/A 31427SG69 2056-04-01 5 N/A 4268320.00 3898106.25 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4403 N/A 3142GU3M3 2055-06-01 6.5 N/A 1554.00 899.78 Agency Mortgage-Backed Securities 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 4186700.00 4086380.39 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 84300.00 85762.18 U.S. Treasuries (including strips) FEPC 06.500 CLRJ5122 N/A 3142GVVQ1 2055-10-01 6.5 N/A 5562976.00 4902499.13 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2994 N/A 3140Y9KG8 2056-07-01 5 N/A 16330754.00 14614857.45 Agency Mortgage-Backed Securities FEPC 04.500 CISB1742 N/A 3132CX5B4 2040-12-01 4.5 N/A 1000.00 857.12 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1125 N/A 31418AHB7 2042-06-01 4 N/A 1000.00 70.74 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4346 N/A 3140XKZL7 2052-04-01 3.5 N/A 77200.00 47870.04 Agency Mortgage-Backed Securities FNMS 02.500 CWAS6715 N/A 3138WGN91 2031-02-01 2.5 N/A 1000.00 112.93 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7929 N/A 3133KPY28 2052-09-01 4.5 N/A 2034200.00 1263280.61 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2909 N/A 3142GTGT7 2054-12-01 5.5 N/A 2075.00 1690.74 Agency Mortgage-Backed Securities FNMS 04.500 RE749043 N/A 31403HEQ9 2033-10-01 4.5 N/A 2000000.00 26671.23 Agency Mortgage-Backed Securities FEPC 02.500 CIQN7488 N/A 3133GEJ90 2036-09-01 2.5 N/A 100000.00 31196.58 Agency Mortgage-Backed Securities FNMS 02.500 CTCB2113 N/A 3140QMK37 2041-11-01 2.5 N/A 500000.00 280318.60 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4999 N/A 31427SRV2 2055-12-01 5.5 N/A 9784960.00 9055101.27 Agency Mortgage-Backed Securities 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 100.00 69.18 U.S. Treasuries (including strips) FEPC 06.000 CLRJ4393 N/A 3142GU3B7 2055-06-01 6 N/A 15875182.00 12373969.64 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5194 N/A 3142GVXY2 2055-11-01 5 N/A 10402600.00 9287555.70 Agency Mortgage-Backed Securities FNMS 02.500 CICA6522 N/A 3140QEG89 2035-07-01 2.5 N/A 177000.00 61129.55 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 N/A 31418EHJ2 2052-09-01 4 N/A 657249.00 436890.96 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9265 N/A 3133KRJJ4 2053-06-01 5.5 N/A 16724434.00 11370076.58 Agency Mortgage-Backed Securities FNMS 05.000 CLCC0981 N/A 3140Y7CT3 2055-09-01 5 N/A 36441445.00 32080209.04 Agency Mortgage-Backed Securities FEPC 04.500 CLSD6706 N/A 3132DUNX1 2054-01-01 4.5 N/A 65954.00 51704.02 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4018 N/A 3140QBPC6 2049-08-01 3 N/A 675000.00 97007.89 Agency Mortgage-Backed Securities FNMS 04.500 CTMA6090 N/A 31418FXU6 2046-06-01 4.5 N/A 5000.00 4536.36 Agency Mortgage-Backed Securities FEPC 05.000 CLTA2342 N/A 3142JQS83 2055-12-01 5 N/A 6825980.00 6211270.04 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0263 N/A 31427MJH5 2055-02-01 5 N/A 1040.00 843.23 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8068 N/A 3132DV6D2 2050-06-01 3 N/A 302000.00 64676.14 Agency Mortgage-Backed Securities FEPC 02.000 CLQB6086 N/A 3133ACXP8 2050-12-01 2 N/A 322811.00 128602.57 Agency Mortgage-Backed Securities 06.050 FGPC U31948 G N/A 31321XEV2 2038-06-01 6.05 N/A 827628.00 84702.34 Agency Mortgage-Backed Securities FNMS 05.000 CLDF3740 N/A 3140BUEN8 2055-11-01 5 N/A 29156707.00 26172911.36 Agency Mortgage-Backed Securities FNMS 04.500 CLDI3984 N/A 3140UXNA9 2056-08-01 4.5 N/A 1000.00 903.63 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2210 N/A 3142GSN46 2054-08-01 6 N/A 1000.00 618.03 Agency Mortgage-Backed Securities FNMS 05.000 CL995245 N/A 31416BTA6 2039-01-01 5 N/A 10200000.00 72149.08 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8030 N/A 3140QT4Q9 2054-02-01 7 N/A 1000.00 583.31 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2365 N/A 3140Y8TX4 2056-04-01 5 N/A 1024.00 934.61 Agency Mortgage-Backed Securities FEPC 05.000 CLSL0773 N/A 31427M2F7 2054-04-01 5 N/A 4858620.00 3248174.22 Agency Mortgage-Backed Securities FEPC 05.500 CLSL0451 N/A 31427MQD6 2055-02-01 5.5 N/A 127487.00 98798.07 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0463 N/A 3140Q7QR1 2047-09-01 4 N/A 3024.00 611.13 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2857 N/A 3140QNE73 2052-02-01 2.5 N/A 164000.00 90151.89 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4962 N/A 31418EQQ6 2053-03-01 4 N/A 2023.00 1438.82 Agency Mortgage-Backed Securities FNMS 04.500 CIMA6152 N/A 31418FZS9 2041-08-01 4.5 N/A 1049.00 973.10 Agency Mortgage-Backed Securities FNMS 05.000 CLDI5500 N/A 3140V0DE3 2056-09-01 5 N/A 1000.00 930.69 Agency Mortgage-Backed Securities FEPC 03.000 CLSL2044 N/A 31427PHW7 2050-02-01 3 N/A 1000.00 765.48 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4175 N/A 3142GUT94 2055-05-01 6.5 N/A 21754727.00 18547366.87 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1172 N/A 3140XGJS9 2051-11-01 3 N/A 2000.00 1117.53 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8246 N/A 3132DWET6 2052-09-01 5 N/A 1026.00 675.16 Agency Mortgage-Backed Securities FEPC 05.000 CLTB7903 N/A 3142K9X91 2056-07-01 5 N/A 1000.00 931.49 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5583 N/A 31418FFZ5 2055-01-01 4 N/A 1000.00 807.34 Agency Mortgage-Backed Securities FNMS 07.000 CLFS7411 N/A 3140XPGV5 2054-02-01 7 N/A 47014194.00 29231806.39 Agency Mortgage-Backed Securities FNMS 05.500 CLMA6207 N/A 31418F3R6 2056-09-01 5.5 N/A 837024.00 803183.59 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ9633 N/A 31427KV36 2055-12-01 5 N/A 437504.00 394922.67 Agency Mortgage-Backed Securities FEPC 06.500 CLSL0673 N/A 31427MXB2 2055-03-01 6.5 N/A 475000.00 320475.09 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3011 N/A 3142GTKZ8 2054-12-01 5 N/A 3209.00 2611.74 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ4920 N/A 31427CPE7 2055-10-01 5 N/A 9161336.00 8037825.87 Agency Mortgage-Backed Securities FEPC 06.500 CLQY8023 N/A 31426S4H9 2055-07-01 6.5 N/A 1212466.00 782338.23 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4279 N/A 31418DXH0 2036-03-01 2 N/A 1000.00 412.24 Agency Mortgage-Backed Securities FEPC 03.500 CLSL3822 N/A 31427RG87 2052-08-01 3.5 N/A 1000.00 792.49 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8089 N/A 3132DV7A7 2050-07-01 2.5 N/A 19000.00 5864.03 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1900 N/A 3132DPDD7 2052-06-01 3.5 N/A 1000.00 647.55 Agency Mortgage-Backed Securities FNMS 04.000 CTMA4662 N/A 31418EFC9 2042-07-01 4 N/A 6904000.00 3847217.75 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 N/A 249701.00 157927.21 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1789 N/A 3132DN7A5 2052-10-01 5 N/A 507859.00 322011.68 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1333 N/A 3142GRPT1 2054-04-01 5.5 N/A 9450379.00 7118591.67 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1043 N/A 31427NER6 2054-06-01 5 N/A 5970.00 4858.50 Agency Mortgage-Backed Securities FEPC 02.500 CLQB1469 N/A 3133A7T25 2050-07-01 2.5 N/A 1000.00 398.65 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9654 N/A 3138WKWQ4 2047-05-01 4 N/A 1008.00 150.83 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3841 N/A 3140QPHT7 2052-06-01 3.5 N/A 18000.00 11055.72 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 4476441.00 2888094.36 Agency Mortgage-Backed Securities FNMS 04.500 ZL310167 N/A 31374CQU3 2044-02-01 4.5 N/A 1000.00 93.50 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6210 N/A 3132DT3T5 2054-08-01 6.5 N/A 8072688.00 4745166.48 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5049 N/A 3133KYTE9 2040-05-01 3 N/A 1000.00 221.05 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1666 N/A 3140QLZ82 2051-09-01 2.5 N/A 200000.00 108369.86 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1273 N/A 3140QLMX1 2051-08-01 2 N/A 1324999.00 701012.91 Agency Mortgage-Backed Securities FEPC 03.000 3PRE6019 N/A 3133N3VL5 2049-12-01 3 N/A 1000.00 89.34 Agency Mortgage-Backed Securities FNMS 06.000 CLCC0403 N/A 3140Y6NV8 2055-05-01 6 N/A 1040.00 870.30 Agency Mortgage-Backed Securities FNMS 05.500 NPAE0287 N/A 31419AJ99 2038-02-01 5.5 N/A 3109496.00 51582.55 Agency Mortgage-Backed Securities FNMS 02.500 CLFA2839 N/A 3140W3EM7 2052-07-01 2.5 N/A 117034.00 86443.04 Agency Mortgage-Backed Securities FEPC 03.500 CLQD8778 N/A 3133B6XF2 2052-03-01 3.5 N/A 39490.00 16384.00 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6861 N/A 3132DUTS6 2054-10-01 6 N/A 32219853.00 22062990.59 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 N/A 1022.00 753.32 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5088 N/A 3142GVUN9 2055-11-01 5.5 N/A 51161429.00 44814763.51 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3114 N/A 31418CN83 2032-08-01 2.5 N/A 772208.00 82078.98 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1718 N/A 3142GR4C1 2054-06-01 6 N/A 1178.00 700.33 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 N/A 8849022.00 4624554.80 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4305 N/A 3140N8YB8 2053-04-01 5.5 N/A 9075874.00 7376646.20 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1335 N/A 3142GRPV6 2054-04-01 5.5 N/A 6354136.00 5027281.05 Agency Mortgage-Backed Securities 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 5000000.00 2967557.50 U.S. Treasuries (including strips) FNMS 06.000 CLBU5036 N/A 3140M6S20 2054-10-01 6 N/A 1000.00 741.61 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1112 N/A 3140QLGW0 2051-07-01 2 N/A 270000.00 139501.07 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5605 N/A 31418FGP6 2055-01-01 3.5 N/A 5000.00 3972.70 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7995 N/A 31427H3D2 2055-11-01 5.5 N/A 1024.00 927.18 Agency Mortgage-Backed Securities FNMS 06.500 CLDH4913 N/A 3140ULN72 2056-07-01 6.5 N/A 1209253.00 1227655.09 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4997 N/A 3132DSRS3 2053-10-01 5 N/A 118765.00 90572.73 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7832712.00 6542884.11 Agency Mortgage-Backed Securities FNMS 02.500 CLBV3042 N/A 3140MGLY5 2052-02-01 2.5 N/A 1000.00 543.25 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6159 N/A 3142GWZZ5 2056-02-01 5 N/A 19071981.00 17023961.58 Agency Mortgage-Backed Securities FNMS 06.500 CLFA7103 N/A 3140W73M0 2056-10-01 6.5 N/A 1014592.00 1028451.44 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6111 N/A 3140W6YH9 2055-09-01 6 N/A 1000.00 952.04 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5094 N/A 3142GVUU3 2055-10-01 6 N/A 1122.00 1026.73 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4112 N/A 3140QPSA6 2052-07-01 3.5 N/A 113803.00 69302.55 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ6191 N/A 3142GW2Z1 2056-03-01 5 N/A 1086.00 983.60 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 N/A 7047.00 4622.54 Agency Mortgage-Backed Securities FEPC 05.000 CISB8334 N/A 3132D6HK9 2039-10-01 5 N/A 40049.00 23386.72 Agency Mortgage-Backed Securities FEPC 03.000 CISB8155 N/A 3132D6BY5 2037-05-01 3 N/A 12000.00 6035.28 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0818 N/A 3132DM4B8 2051-12-01 3 N/A 2323525.00 1231046.57 Agency Mortgage-Backed Securities FNMS 06.000 CLCC2900 N/A 3140Y9GJ7 2056-06-01 6 N/A 1129255.00 1012802.14 Agency Mortgage-Backed Securities 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 875500.00 579759.60 U.S. Treasuries (including strips) FNMS 05.000 CLMA4761 N/A 31418EJF8 2052-09-01 5 N/A 67933.00 43192.30 Agency Mortgage-Backed Securities FEPC 05.500 CLTA2601 N/A 3142JQ3K3 2056-01-01 5.5 N/A 1000.00 905.49 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2711 N/A 3132DQAL0 2049-11-01 5 N/A 210000.00 134055.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4394 N/A 31427R3C2 2056-01-01 5.5 N/A 1113.00 1031.77 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6052 N/A 31418FWN3 2056-05-01 4.5 N/A 2280.00 2023.96 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3239 N/A 3142GTS56 2055-01-01 5.5 N/A 6470977.00 5292562.30 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1374 N/A 3140XGQ44 2052-03-01 3 N/A 1024.00 627.73 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ7670 N/A 3142GYQY4 2056-10-01 6 N/A 4980549.00 4913920.87 Agency Mortgage-Backed Securities FEPC 05.500 CLQX7144 N/A 31426C5E0 2055-02-01 5.5 N/A 1000.00 845.21 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4167 N/A 3142GUTZ6 2055-05-01 6 N/A 3057664.00 2202994.23 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5258 N/A 3133KLZX8 2051-05-01 2 N/A 129205.00 66829.86 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0397 N/A 3140QKNP9 2051-05-01 3 N/A 1000.00 462.75 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5304 N/A 3140QQ3N3 2052-12-01 6 N/A 13880416.00 8328698.68 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3985 N/A 31427RNB2 2056-01-01 5 N/A 456249.00 407098.53 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5449 N/A 31427TBT2 2054-06-01 5.5 N/A 5081216.00 4663930.17 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1210 N/A 31427NKY4 2055-05-01 6 N/A 21920008.00 18534360.07 Agency Mortgage-Backed Securities 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 N/A 2570812.00 327119.51 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5099 N/A 31427SUZ9 2055-08-01 6 N/A 1000.00 948.69 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ5246 N/A 3142GVZL8 2055-11-01 6 N/A 1024.00 942.00 Agency Mortgage-Backed Securities FNMS 03.500 CRAB6076 N/A 31417CXE0 2042-09-01 3.5 N/A 1024.00 89.08 Agency Mortgage-Backed Securities FEPC 05.000 CLQX2439 N/A 31425WV99 2054-12-01 5 N/A 1000.00 916.15 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8977 N/A 3140BM6P0 2055-10-01 5.5 N/A 1074.00 949.76 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8108 N/A 3132DWAH6 2050-11-01 3 N/A 507000.00 155522.00 Agency Mortgage-Backed Securities 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 256200.00 251895.33 U.S. Treasuries (including strips) FEPC 05.500 CLRJ2910 N/A 3142GTGU4 2054-11-01 5.5 N/A 53040.00 38471.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4458 N/A 31427R5U0 2056-03-01 5.5 N/A 1077.00 996.83 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8490 N/A 3132DWNF6 2055-01-01 4.5 N/A 31000.00 24782.13 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4016 N/A 3140QBPA0 2049-08-01 3 N/A 27000.00 5381.75 Agency Mortgage-Backed Securities 05.500 FGPC H11244 G N/A 3128N1LZ9 2037-06-01 5.5 N/A 1457437.00 35533.64 Agency Mortgage-Backed Securities FEPC 06.000 CLQY2367 N/A 31426LTZ7 2055-05-01 6 N/A 1008.00 746.40 Agency Mortgage-Backed Securities FNMS 03.000 CLFA6913 N/A 3140W7VF4 2052-07-01 3 N/A 1000.00 826.17 Agency Mortgage-Backed Securities FEPC 05.500 CLTC2025 N/A 3130G1D74 2056-08-01 5.5 N/A 1027.00 992.61 Agency Mortgage-Backed Securities FEPC 06.000 CLSL4887 N/A 31427SND6 2054-12-01 6 N/A 12353530.00 11819635.50 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4203 N/A 31418DU59 2040-12-01 2.5 N/A 70000.00 26029.00 Agency Mortgage-Backed Securities FNMS 04.500 CLFA4517 N/A 3140W5AT1 2055-02-01 4.5 N/A 32156655.00 26783370.42 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8037 N/A 3132DV4W2 2050-01-01 2.5 N/A 176000.00 37401.52 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3389 N/A 31427QXT4 2055-09-01 5.5 N/A 1046.00 888.20 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0432 N/A 3140Y6PS3 2055-05-01 5.5 N/A 6389986.00 4912674.92 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 N/A 3132DNQD8 2052-07-01 3.5 N/A 2000.00 1182.66 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4911 N/A 3140QQN50 2052-10-01 5.5 N/A 12000004.00 7492639.74 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3905 N/A 31418DKT8 2050-01-01 3 N/A 375001.00 56696.39 Agency Mortgage-Backed Securities FNMS 05.000 CLFA2135 N/A 3140W2LR0 2055-06-01 5 N/A 2040.00 1752.72 Agency Mortgage-Backed Securities FEPC 05.000 CLSL5575 N/A 31427TFR2 2054-06-01 5 N/A 12702673.00 11599696.55 Agency Mortgage-Backed Securities 03.500 FGPC T65441 G N/A 31323ABJ0 2047-10-01 3.5 N/A 1000.00 59.36 Agency Mortgage-Backed Securities FNMS 05.000 CLDE1010 N/A 3140BDDQ0 2055-06-01 5 N/A 6036.00 5265.83 Agency Mortgage-Backed Securities FNMS 04.000 CTMA4729 N/A 31418EHF0 2042-09-01 4 N/A 66000.00 38047.97 Agency Mortgage-Backed Securities FEPC 04.500 CTRB5404 N/A 3133L0AD4 2046-06-01 4.5 N/A 633482.00 576827.40 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1240 N/A 3140XGLW7 2051-12-01 3.5 N/A 1000.00 557.79 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2907 N/A 3142GTGR1 2054-11-01 5.5 N/A 28557456.00 22174342.49 Agency Mortgage-Backed Securities FEPC 06.000 CLSL5682 N/A 31427TJ49 2056-06-01 6 N/A 212204.00 203203.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 1084.00 229.93 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5270 N/A 3140QQ2C8 2052-12-01 5 N/A 2010.00 1409.62 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 N/A 2000.00 313.49 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5572 N/A 31418FFN2 2054-11-01 3.5 N/A 1000.00 774.49 Agency Mortgage-Backed Securities 4 1/4 NOTE U 30 N/A 91282CMG3 2030-01-31 4.25 N/A 577000.00 567746.56 U.S. Treasuries (including strips) FNMS 06.000 CLCB5777 N/A 3140QRM34 2053-02-01 6 N/A 50192001.00 32927601.38 Agency Mortgage-Backed Securities FNMS 04.500 CIFS9495 N/A 3140XRRR8 2038-09-01 4.5 N/A 104004.00 66715.63 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9622 N/A 3133KRVP6 2053-08-01 5.5 N/A 20274300.00 15308503.23 Agency Mortgage-Backed Securities FEPC 06.000 CLQG5225 N/A 3133C5YW5 2053-06-01 6 N/A 1000.00 628.34 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8030 N/A 3132DV4P7 2049-12-01 3 N/A 1000.00 150.16 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ0816 N/A 31426W4A5 2055-08-01 5.5 N/A 1000.00 783.73 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4202 N/A 31427RU40 2056-01-01 5 N/A 2500645.00 2225097.04 Agency Mortgage-Backed Securities FNMS 06.000 CLFA6079 N/A 3140W6XH0 2056-05-01 6 N/A 1406.00 1339.90 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5350 N/A 3140X85L7 2050-09-01 4.5 N/A 1031.00 189.24 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3435 N/A 31427QY97 2055-11-01 5.5 N/A 50001018.00 45909036.31 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2751 N/A 3140QNBV3 2052-02-01 2.5 N/A 1000.00 573.51 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5892 N/A 3140QRRN5 2053-03-01 4.5 N/A 900000.00 651724.68 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ3048 N/A 3142GTL61 2054-12-01 6 N/A 2048.00 1590.79 Agency Mortgage-Backed Securities FEPC 05.500 CLTC6304 N/A 3130G53N1 2056-10-01 5.5 N/A 1259.00 1217.77 Agency Mortgage-Backed Securities FNMS 05.500 CLDD9137 N/A 3140BAEK8 2055-05-01 5.5 N/A 5904.00 3317.52 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6932 N/A 3140W7V23 2056-10-01 5.5 N/A 4704695.00 4550642.38 Agency Mortgage-Backed Securities FNMS 05.000 CLDH0943 N/A 3140UGBM3 2056-05-01 5 N/A 1000.00 928.94 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8309 N/A 3132DWGS6 2053-03-01 6 N/A 3983634.00 2037897.91 Agency Mortgage-Backed Securities FNMS 03.500 CIMA6001 N/A 31418FU39 2041-03-01 3.5 N/A 1008.00 884.18 Agency Mortgage-Backed Securities FNMS 03.000 CTMA2832 N/A 31418CEE0 2036-12-01 3 N/A 1900496.00 263822.27 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2284 N/A 3132DPRD2 2052-12-01 6 N/A 10000.00 6137.29 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4364 N/A 31418DZ62 2041-06-01 2 N/A 1000.00 522.08 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6517 N/A 3140QSG39 2053-06-01 5 N/A 13589722.00 9549781.03 Agency Mortgage-Backed Securities FNMS 05.000 CLCC2992 N/A 3140Y9KE3 2056-07-01 5 N/A 26221120.00 24174279.95 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5601 N/A 3142GWGK9 2055-12-01 4.5 N/A 8179328.00 7332420.78 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3011 N/A 3140Y9KZ6 2056-07-01 5.5 N/A 1008.00 968.04 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ3275 N/A 3142GTT97 2055-02-01 5.5 N/A 2000.00 1690.55 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4464 N/A 31427R6A3 2056-03-01 5.5 N/A 1108.00 983.08 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2171 N/A 3132DPMU9 2053-01-01 6 N/A 1024.00 544.63 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9613 N/A 3140QVVF8 2054-12-01 5.5 N/A 51389391.00 41667165.05 Agency Mortgage-Backed Securities FEPC 06.500 CLQI4750 N/A 3133WBH33 2054-05-01 6.5 N/A 1024.00 720.85 Agency Mortgage-Backed Securities FEPC 05.500 CLQX9449 N/A 31426GQB4 2055-04-01 5.5 N/A 6872758.00 6177360.39 Agency Mortgage-Backed Securities FNMS 05.500 CLCC1699 N/A 3140Y73H9 2055-12-01 5.5 N/A 5385507.00 4844485.12 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2880 N/A 3140XJFW8 2050-04-01 3.5 N/A 1024.00 609.87 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1121 N/A 31427NG78 2055-05-01 5.5 N/A 60513354.00 52237033.32 Agency Mortgage-Backed Securities FNMS 05.500 CLCC2448 N/A 3140Y8WJ1 2056-04-01 5.5 N/A 1000.00 935.50 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8199 N/A 3132DWDC4 2052-03-01 2 N/A 5000.00 2859.39 Agency Mortgage-Backed Securities FNMS 03.000 I6BF0497 N/A 3140FXRT1 2060-07-01 3 N/A 2630245.00 1088487.60 Agency Mortgage-Backed Securities FNMS 04.500 CLFA5741 N/A 3140W6LX8 2055-03-01 4.5 N/A 30192364.00 26640252.80 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5509 N/A 3142GWDP1 2055-12-01 5 N/A 7178624.00 6383353.36 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3828 N/A 3140QBHE1 2049-07-01 4 N/A 1000.00 171.41 Agency Mortgage-Backed Securities 04.000 FGPC Q42605 G N/A 3132WF3P2 2046-08-01 4 N/A 17307200.00 2288186.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSL1419 N/A 31427NSH3 2055-05-01 5.5 N/A 1000.00 746.72 Agency Mortgage-Backed Securities FNMS 04.500 CLCB9630 N/A 3140QVVY7 2054-12-01 4.5 N/A 1000.00 802.90 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6043 N/A 3140XMWD4 2053-05-01 3.5 N/A 1000.00 682.02 Agency Mortgage-Backed Securities FEPC 06.000 CLSL1220 N/A 31427NLA5 2055-04-01 6 N/A 1047.00 860.18 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2887 N/A 3140XJF57 2052-09-01 4 N/A 1024.00 627.57 Agency Mortgage-Backed Securities FEPC 04.000 CIRR0036 N/A 3142JCBE9 2040-11-01 4 N/A 1000.00 846.08 Agency Mortgage-Backed Securities FEPC 05.000 CLSD4279 N/A 3132E0XG2 2053-10-01 5 N/A 1001.00 646.00 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9472 N/A 3133KRQZ0 2053-07-01 5 N/A 2700215.00 2106333.89 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ5685 N/A 3133CWJ60 2054-10-01 6.5 N/A 1000.00 514.24 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1371 N/A 3140QLQZ2 2051-08-01 2.5 N/A 1000.00 521.76 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8487 N/A 3132DWNC3 2054-12-01 4 N/A 41000.00 32647.84 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 106000.00 24561.90 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4383 N/A 31418D2R2 2036-07-01 2 N/A 2250944.00 996815.71 Agency Mortgage-Backed Securities FNMS 01.500 CNMA4367 N/A 31418DZ96 2031-06-01 1.5 N/A 1000.00 297.89 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ4007 N/A 3142GUNZ2 2055-04-01 5.5 N/A 1083.00 932.79 Agency Mortgage-Backed Securities FNMS 05.500 CLFA5462 N/A 3140W6B84 2054-05-01 5.5 N/A 2054.00 1831.43 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6722 N/A 3140XNPG3 2053-12-01 6.5 N/A 1808.00 892.72 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1409 N/A 3140QLR73 2051-08-01 3 N/A 3024.00 1882.31 Agency Mortgage-Backed Securities FNMS 06.000 CLBU3953 N/A 3140M5MB8 2053-03-01 6 N/A 1224628.00 1081768.96 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3183 N/A 31418CRD8 2047-11-01 4 N/A 1000.00 99.74 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4815 N/A 31427SK56 2056-04-01 5 N/A 1147.00 1040.18 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7538 N/A 3140XPLU1 2054-03-01 6 N/A 1023.00 727.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ7062 N/A 31427GZ49 2055-11-01 5.5 N/A 1000.00 906.59 Agency Mortgage-Backed Securities 05.875 FRPC G80376 G N/A 31335PMZ5 2038-12-20 5.875 N/A 2021618.00 181475.42 Agency Mortgage-Backed Securities FNMS 06.000 CL745837 N/A 31403DS26 2033-04-01 6 N/A 63683736.00 964459.28 Agency Mortgage-Backed Securities FNMS 03.500 CLMA5026 N/A 31418ESQ4 2053-04-01 3.5 N/A 6000.00 4086.28 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2220 N/A 3142GSPE2 2054-08-01 6.5 N/A 27938720.00 19194794.49 Agency Mortgage-Backed Securities FNMS 03.500 CRBM7205 N/A 3140JCAF1 2043-09-01 3.5 N/A 1000.00 616.17 Agency Mortgage-Backed Securities BILL 01/28/27 N/A 912797VU8 2027-01-28 0 N/A 432800.00 426988.36 U.S. Treasuries (including strips) FNMS 04.500 CLBV2615 N/A 3140MF3Z4 2052-07-01 4.5 N/A 43000.00 23368.79 Agency Mortgage-Backed Securities FEPC 04.500 CLSL3721 N/A 31427RD31 2055-03-01 4.5 N/A 527418.00 452000.40 Agency Mortgage-Backed Securities FNMS 05.500 CLFA1138 N/A 3140W1HQ9 2055-01-01 5.5 N/A 4600560.00 3640843.41 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5388 N/A 31418E7A2 2054-06-01 5.5 N/A 3051.00 2009.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBH9284 N/A 3140GYJ67 2048-02-01 4.5 N/A 1000.00 226.14 Agency Mortgage-Backed Securities FEPC 05.500 CLQZ2366 N/A 31426YTY2 2055-09-01 5.5 N/A 1000.00 882.78 Agency Mortgage-Backed Securities FEPC 05.000 CISB8384 N/A 3132D6J50 2040-05-01 5 N/A 1200875.00 714840.07 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7466 N/A 3132DVJK2 2055-01-01 5.5 N/A 4477256.00 3718486.80 Agency Mortgage-Backed Securities FNMS 06.000 CLDC3258 N/A 3140AQTQ5 2054-09-01 6 N/A 1088.00 799.44 Agency Mortgage-Backed Securities FEPC 06.500 CLSL0614 N/A 31427MVG3 2055-03-01 6.5 N/A 1041.00 805.21 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5597 N/A 3138WFGF7 2045-08-01 3.5 N/A 1000.00 90.50 Agency Mortgage-Backed Securities FNMS 05.000 CLDF5129 N/A 3140BVVX5 2055-12-01 5 N/A 4144376.00 3814554.82 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3813 N/A 3140XKGX2 2052-11-01 4.5 N/A 1000.00 590.02 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5245 N/A 31418EZK9 2054-01-01 5 N/A 1001.00 778.60 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ7816 N/A 31427HVJ8 2055-11-01 5 N/A 7959523.00 7028369.61 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0898 N/A 31417Y7L5 2041-10-01 4.5 N/A 994000.00 42645.11 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ4192 N/A 3133CUUR5 2054-08-01 6.5 N/A 1046580.00 685361.30 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1630 N/A 3140XGY45 2051-09-01 2.5 N/A 4154.00 2529.86 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4357 N/A 3140XKZX1 2053-04-01 5.5 N/A 2000.00 1338.61 Agency Mortgage-Backed Securities FNMS 05.500 CLDE8050 N/A 3140BL5L2 2055-09-01 5.5 N/A 1000.00 946.68 Agency Mortgage-Backed Securities FNMS 04.500 CLFM8632 N/A 3140XCSW9 2045-07-01 4.5 N/A 4103303.00 1788867.78 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7189 N/A 3133KN7A5 2052-04-01 3.5 N/A 1000.00 605.12 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3625 N/A 3140M5A39 2051-12-01 2.5 N/A 1000.00 532.94 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 N/A 1024.00 577.62 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2276 N/A 3140QMQ64 2051-11-01 2.5 N/A 698000.00 380497.67 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9219 N/A 3133BKG45 2052-09-01 5 N/A 1024.00 608.02 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0098 N/A 31427MDC2 2054-09-01 6 N/A 1064.00 798.05 Agency Mortgage-Backed Securities FNMS 06.000 CLFA3166 N/A 3140W3QU6 2055-10-01 6 N/A 1008.00 907.28 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9794 N/A 3140QV3C6 2055-01-01 5.5 N/A 1000.00 817.89 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 N/A 1017.00 693.92 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5550 N/A 31418FEY9 2054-12-01 4 N/A 1000.00 807.15 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9466 N/A 3140YXQU8 2054-02-01 5.5 N/A 2000.00 853.35 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ4599 N/A 3142GVDD0 2055-08-01 6.5 N/A 12124813.00 9765084.85 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1476 N/A 3140XGUA5 2052-03-01 3 N/A 1005.00 617.86 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ4636 N/A 31427CEJ8 2055-10-01 5 N/A 1016.00 928.47 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2578 N/A 3132DP2K3 2053-03-01 6 N/A 1000.00 611.93 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ3014 N/A 3142GTK47 2054-12-01 5 N/A 1682938.00 1333281.64 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3929 N/A 3140QPLK1 2052-06-01 5 N/A 1000.00 590.99 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5584 N/A 31418FF28 2055-01-01 4.5 N/A 2999.00 2434.93 Agency Mortgage-Backed Securities FEPC 03.000 CLSL6078 N/A 31427TXG6 2052-07-01 3 N/A 2119.00 1724.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4507 N/A 3132DSAG7 2053-12-01 5.5 N/A 3138600.00 2236332.50 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5073 N/A 31418ET75 2053-07-01 6 N/A 2366.00 1297.06 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5303 N/A 3142GV3M1 2055-11-01 5 N/A 2000.00 1829.11 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8129 N/A 3132DWA60 2051-02-01 2.5 N/A 2006.00 823.11 Agency Mortgage-Backed Securities FEPC 02.500 CLQD2148 N/A 3133AYL57 2051-12-01 2.5 N/A 13904032.00 7808510.30 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 N/A 3102.00 1976.09 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1867 N/A 3140QMCD4 2051-10-01 2.5 N/A 62000.00 35622.67 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4266 N/A 3132E0W32 2053-11-01 6 N/A 1000.00 736.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5231 N/A 3140QQY58 2052-12-01 5.5 N/A 431849.00 292393.45 Agency Mortgage-Backed Securities FNMS 06.500 CLDH9947 N/A 3140USBR6 2056-07-01 6.5 N/A 1181783.00 1201086.64 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4261 N/A 31418DWX6 2036-02-01 2 N/A 1001.00 387.60 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5760 N/A 31418FMJ3 2055-07-01 5.5 N/A 1039.00 819.32 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9022 N/A 3140QVAY0 2054-08-01 6.5 N/A 10509904.00 7396937.59 Agency Mortgage-Backed Securities FNMS 03.000 CLFA6486 N/A 3140W7F47 2050-11-01 3 N/A 2000.00 1644.24 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ9979 N/A 3133D2CQ8 2054-12-01 5 N/A 1000.00 753.72 Agency Mortgage-Backed Securities FNMS 04.000 CLFA5063 N/A 3140W5TV6 2052-04-01 4 N/A 1090.00 906.33 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3447 N/A 3140N7ZM5 2052-11-01 5.5 N/A 4032.00 2896.03 Agency Mortgage-Backed Securities 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 14163200.00 9535512.49 U.S. Treasuries (including strips) FEPC 02.500 CLRA4349 N/A 3133KKZN2 2051-01-01 2.5 N/A 1000.00 411.31 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4361 N/A 3140QPZ34 2052-08-01 3.5 N/A 2000.00 1326.74 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4838 N/A 31418ELU2 2052-12-01 3.5 N/A 6000.00 4001.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8372 N/A 3132DWJR5 2053-11-01 5.5 N/A 112992.00 77118.12 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7985 N/A 3140XB2T6 2051-07-01 2.5 N/A 672754.00 359321.01 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ5882 N/A 3140KRRC5 2050-11-01 2.5 N/A 332716.00 161708.99 Agency Mortgage-Backed Securities FEPC 04.500 CLSD0984 N/A 3132DNCV3 2052-04-01 4.5 N/A 1024.00 404.13 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0180 N/A 3142GQFW7 2053-11-01 5.5 N/A 1028.00 764.14 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9643 N/A 3140QVWD2 2054-12-01 5 N/A 1002.00 811.84 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ4135 N/A 3142GUSZ7 2055-05-01 5 N/A 1035.00 922.25 Agency Mortgage-Backed Securities FNMS 05.500 CLFA6661 N/A 3140W7MK3 2056-08-01 5.5 N/A 1037.00 976.83 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5468 N/A 3140QRCE1 2053-01-01 5.5 N/A 7551890.00 5428483.23 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5997 N/A 31418FUX3 2056-03-01 5 N/A 1024.00 918.19 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1499000.00 91218.50 Agency Mortgage-Backed Securities FEPC 06.000 CLSL0376 N/A 31427MM24 2055-02-01 6 N/A 2016.00 1633.09 Agency Mortgage-Backed Securities FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 N/A 1001.00 516.55 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2614 N/A 3132DP3X4 2052-09-01 4.5 N/A 1024.00 676.14 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4466 N/A 31418D6C1 2051-11-01 2.5 N/A 49001.00 26689.76 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 N/A 39000.00 24034.06 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5098 N/A 3140J9UY5 2048-12-01 5 N/A 329000.00 51607.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQY3465 N/A 31426MZ70 2055-05-01 5.5 N/A 7168.00 6593.75 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3058 N/A 31418CMG6 2047-07-01 4 N/A 2002.00 166.23 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5614 N/A 31418FGY7 2055-02-01 5.5 N/A 1000.00 710.82 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5877 N/A 31418FQ75 2055-11-01 4.5 N/A 1547010.00 1338828.00 Agency Mortgage-Backed Securities FNMS 04.500 RE916462 N/A 31411WFB8 2037-05-01 4.5 N/A 1000.00 51.93 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1873 N/A 3140J6CK1 2047-09-01 3.5 N/A 1000.00 217.98 Agency Mortgage-Backed Securities FEPC 05.000 CLSL3731 N/A 31427RED8 2056-01-01 5 N/A 50743040.00 45282191.10 Agency Mortgage-Backed Securities 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 5554600.00 2914931.88 U.S. Treasuries (including strips) FEPC 04.500 CLRJ5143 N/A 3142GVWD9 2055-10-01 4.5 N/A 1000.00 893.79 Agency Mortgage-Backed Securities FEPC 02.500 CLQD2061 N/A 3133AYJE1 2051-12-01 2.5 N/A 21774272.00 11334575.19 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5073 N/A 3142GVT76 2055-10-01 5 N/A 2547560.00 2246067.93 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4659 N/A 31427SE95 2056-04-01 5 N/A 2089.00 1900.93 Agency Mortgage-Backed Securities FEPC 05.500 CLSL4465 N/A 31427R6B1 2056-02-01 5.5 N/A 20010.00 18632.44 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0373 N/A 3132ACMW7 2044-02-01 3.5 N/A 1000.00 243.78 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8540 N/A 3140QUP26 2054-05-01 6 N/A 48997128.00 36684777.10 Agency Mortgage-Backed Securities FNMS 05.500 CLFA2124 N/A 3140W2LE9 2055-06-01 5.5 N/A 43303777.00 35036668.77 Agency Mortgage-Backed Securities FNMS 05.500 CLDG5505 N/A 3140U9DK1 2056-03-01 5.5 N/A 1014.00 968.80 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 N/A 2832360.00 1943333.91 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5661 N/A 3132DTJE1 2054-05-01 6 N/A 1072.00 767.26 Agency Mortgage-Backed Securities FEPC 04.500 CLSL4558 N/A 31427SB49 2053-10-01 4.5 N/A 1120.00 963.74 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ2612 N/A 3142GS3W6 2054-10-01 6 N/A 2103.00 1538.76 Agency Mortgage-Backed Securities FEPC 05.000 CLRQ0110 N/A 3142J6DQ3 2056-04-01 5 N/A 1673.00 1505.05 Agency Mortgage-Backed Securities 3 1/2 NOTE AU 28 N/A 91282CPK1 2028-11-15 3.5 N/A 4200000.00 4137835.80 U.S. Treasuries (including strips) FEPC 06.000 CLQY4745 N/A 31426PHX6 2055-06-01 6 N/A 1027.00 776.78 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ6225 N/A 3142GW4K2 2056-03-01 5.5 N/A 27938552.00 24663290.90 Agency Mortgage-Backed Securities FNMS 05.000 CLFA5072 N/A 3140W5T61 2054-11-01 5 N/A 5385780.00 4662074.13 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 N/A 80620.00 44259.29 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6599 N/A 3140XNKM5 2052-09-01 3.5 N/A 25110.00 17471.85 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5014 N/A 3140AESC4 2054-06-01 6 N/A 1002.00 845.56 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4782 N/A 3140QQJ48 2052-10-01 5 N/A 1024.00 680.12 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5076 N/A 3142GVUA7 2055-11-01 5 N/A 6030.00 5431.52 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4336 N/A 3132E0Y97 2053-11-01 6 N/A 1051.00 744.08 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4921 N/A 31427SPF9 2056-04-01 5 N/A 1024.00 946.83 Agency Mortgage-Backed Securities FEPC 05.500 CLQY0117 N/A 31426JDX4 2055-04-01 5.5 N/A 1117.00 938.38 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2664 N/A 3140QM6A7 2052-01-01 3 N/A 1000.00 547.54 Agency Mortgage-Backed Securities FEPC 05.500 CLTC6306 N/A 3130G53Q4 2056-10-01 5.5 N/A 1674.00 1617.74 Agency Mortgage-Backed Securities FEPC 06.000 CLSD7569 N/A 3132DVMS1 2054-04-01 6 N/A 4075485.00 2945942.06 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4781 N/A 3142GVJ36 2055-09-01 6 N/A 7105412.00 6407431.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2408 N/A 3140QMVA9 2051-12-01 2.5 N/A 50000.00 28979.28 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1322 N/A 3140X4PG5 2049-05-01 4.5 N/A 1000.00 113.94 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9220 N/A 3140QHG66 2051-02-01 2 N/A 375010.00 186978.10 Agency Mortgage-Backed Securities FEPC 05.000 CLTB0141 N/A 3142K1EP3 2056-04-01 5 N/A 2656852.00 2472094.84 Agency Mortgage-Backed Securities FEPC 02.500 CLSL2621 N/A 31427P4F8 2052-07-01 2.5 N/A 6000.00 4412.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDH0991 N/A 3140UGC59 2056-05-01 6 N/A 546413.00 541610.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBD3833 N/A 3140FBHK9 2046-07-01 3.5 N/A 7550280.00 2577577.82 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4945 N/A 3140QQP74 2052-10-01 4.5 N/A 1004.00 680.94 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7391 N/A 3138WHF98 2046-06-01 3.5 N/A 12205000.00 1207656.92 Agency Mortgage-Backed Securities FEPC 03.000 CLQE3315 N/A 3133BCVG9 2052-05-01 3 N/A 1015.00 649.86 Agency Mortgage-Backed Securities FEPC 05.500 CLQX0427 N/A 31425UPM1 2054-12-01 5.5 N/A 8943.00 8445.64 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 18206530.00 4534717.50 Agency Mortgage-Backed Securities FEPC 03.500 3VZT1104 N/A 3132ADGM4 2043-02-01 3.5 N/A 1040.00 146.60 Agency Mortgage-Backed Securities FNMS 06.000 CLDD8162 N/A 3140B9B81 2055-05-01 6 N/A 93062.00 83233.14 Agency Mortgage-Backed Securities FNMS 03.500 CLFS9439 N/A 3140XRPZ2 2054-11-01 3.5 N/A 1008.00 746.77 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5470 N/A 31418FCG0 2054-09-01 5.5 N/A 1146.00 770.13 Agency Mortgage-Backed Securities FNMS 04.000 CLMA5177 N/A 31418EXF2 2053-10-01 4 N/A 1000.00 727.67 Agency Mortgage-Backed Securities FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 N/A 1012.00 20.76 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5798 N/A 3142GWNQ8 2056-01-01 4.5 N/A 1202592.00 1064212.71 Agency Mortgage-Backed Securities FNMS 05.000 CLDF4138 N/A 3140BUS45 2055-11-01 5 N/A 1000.00 920.97 Agency Mortgage-Backed Securities FEPC 04.500 CLRJ5793 N/A 3142GWNK1 2056-01-01 4.5 N/A 1112386.00 968715.19 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ4800 N/A 3142GVKN0 2055-09-01 6 N/A 18025664.00 16119561.23 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4048 N/A 31418DQA3 2050-06-01 3 N/A 16005792.00 3657299.36 Agency Mortgage-Backed Securities FEPC 04.500 CLQF3224 N/A 3133BQSM9 2052-10-01 4.5 N/A 2000.00 1118.76 Agency Mortgage-Backed Securities FEPC 05.000 CLSL1236 N/A 31427NLS6 2055-05-01 5 N/A 9756300.00 8135677.48 Agency Mortgage-Backed Securities 4 3/4 BOND 45 N/A 912810UJ5 2045-02-15 4.75 N/A 7304100.00 6583181.68 U.S. Treasuries (including strips) FNMS 06.000 CTMA5222 N/A 31418EYU8 2043-12-01 6 N/A 75000.00 29479.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSL3916 N/A 31427RK66 2056-01-01 5.5 N/A 1024.00 941.77 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2804 N/A 3140QNDJ8 2052-02-01 2.5 N/A 199000.00 109972.25 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1783 N/A 3142GR6V7 2054-06-01 6 N/A 83232.00 56414.19 Agency Mortgage-Backed Securities FNMS 05.500 CLCC3060 N/A 3140Y9MJ0 2056-07-01 5.5 N/A 1120.00 1060.63 Agency Mortgage-Backed Securities FNMS 05.000 CLDC6402 N/A 3140AUDG5 2054-11-01 5 N/A 1000.00 876.89 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ2906 N/A 3142GTGQ3 2054-11-01 5.5 N/A 127447.00 105028.56 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5136 N/A 3142GVV65 2055-10-01 5.5 N/A 34625780.00 30587820.01 Agency Mortgage-Backed Securities FEPC 05.000 CLSL4658 N/A 31427SE87 2056-01-01 5 N/A 1000.00 912.09 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5847 N/A 3140QDP99 2049-12-01 3.5 N/A 1008.00 320.36 Agency Mortgage-Backed Securities FNMS 05.000 CLDF6316 N/A 3140BXAS5 2055-12-01 5 N/A 1000.00 895.08 Agency Mortgage-Backed Securities FNMS 06.000 CL796097 N/A 31405QNN4 2034-10-01 6 N/A 24405175.00 408988.77 Agency Mortgage-Backed Securities FNMS 04.500 CLDI5056 N/A 3140UYTN3 2056-09-01 4.5 N/A 2698250.00 2455615.27 Agency Mortgage-Backed Securities FEPC 06.000 CLTB8560 N/A 3142KAQN5 2056-07-01 6 N/A 3042376.00 3009770.74 Agency Mortgage-Backed Securities FEPC 02.500 CLQD4749 N/A 3133B2H28 2052-01-01 2.5 N/A 1002.00 654.65 Agency Mortgage-Backed Securities FNMS 04.500 CLMA6028 N/A 31418FVW4 2056-04-01 4.5 N/A 1024.00 909.04 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7500 N/A 3133KPKM9 2052-07-01 4.5 N/A 1065.00 631.37 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ5087 N/A 3142GVUM1 2055-10-01 5.5 N/A 1043.00 914.96 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6376 N/A 3133WDCM2 2054-06-01 6 N/A 871101.00 640135.82 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0669 N/A 3133B9W67 2052-04-01 3.5 N/A 95000.00 75163.21 Agency Mortgage-Backed Securities FEPC 05.000 CLQF2390 N/A 3133BPUP1 2052-10-01 5 N/A 41000000.00 26381925.81 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2848 N/A 3140QNEW8 2052-02-01 2 N/A 66049.00 34555.20 Agency Mortgage-Backed Securities FEPC 02.000 CLSL5784 N/A 31427TNA0 2052-03-01 2 N/A 15453089.00 11511581.14 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8210 N/A 3140XCDQ8 2050-04-01 3 N/A 1000.00 423.59 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 N/A 1021.00 697.53 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ5140 N/A 3142GVWA5 2055-11-01 5 N/A 2301.00 2002.28 Agency Mortgage-Backed Securities FEPC 05.000 CLQZ6914 N/A 31427GVG6 2055-11-01 5 N/A 1024.00 864.28 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1412 N/A 3142GRSA9 2054-05-01 5.5 N/A 1136.00 898.09 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9610 N/A 3140QVVC5 2054-12-01 5 N/A 4033.00 3495.18 Agency Mortgage-Backed Securities FNMS 05.500 CLCC0399 N/A 3140Y6NR7 2055-05-01 5.5 N/A 1123.00 950.77 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5354 N/A 3140QC5Q5 2050-03-01 3.5 N/A 475000.00 197796.37 Agency Mortgage-Backed Securities FEPC 05.500 CLSL2515 N/A 31427PYM0 2055-04-01 5.5 N/A 44444197.00 40454351.98 Agency Mortgage-Backed Securities Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2026-10-01 2026-10-01 2026-10-01 N N N 0.0389 2500000000.00 2500000000.00 0.0130 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.97000080 3133EWCE8 254900C5LP6DN9OP9V83 US3133EWCE85 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-10-01 2028-02-09 2028-02-09 N N N 0.0401 125175148.37 125175148.37 0.0007 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.99499920 3133ETN45 254900C5LP6DN9OP9V83 US3133ETN451 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-10-01 2027-08-27 2027-08-27 N N N 0.0402 258300310.70 258300310.70 0.0014 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.92000040 3133ETY35 254900C5LP6DN9OP9V83 US3133ETY359 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-10-01 2027-01-20 2027-01-20 N N N 0.0402 520355124.23 520355124.23 0.0027 N N N N BNP Paribas SA BNP Paribas SA 3.95000000 N/A R0MUWSFPU8MPRO8K5P83 BRT5BLUX4 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 DA8867 C N/A 3618GYZ80 2054-03-20 5 N/A 1000.00 906.31 Agency Mortgage-Backed Securities GNII SF MB0686 M N/A 3618N5XQ7 2055-10-20 5.5 N/A 105152870.00 91441103.91 Agency Mortgage-Backed Securities FNRA CL054DI R24F054 N/A 3136BSSJ5 2046-12-25 0.001846 N/A 110536573.00 754.85 Agency Collateralized Mortgage Obligation FNRM CL094PO R24F094 N/A 3136BTK69 2054-08-25 0 N/A 7127338.00 2361939.75 Agency Collateralized Mortgage Obligation FNRM CL039PO R23F039 N/A 3136BQFS3 2053-05-25 0 N/A 5769230.00 2187765.61 Agency Collateralized Mortgage Obligation GNII SF DJ4784 C N/A 3618KRJ54 2055-03-20 7.5 N/A 19392.00 14365.16 Agency Mortgage-Backed Securities GNII SF MA8727 M N/A 36179XVU7 2053-03-20 6 N/A 1732.00 690.69 Agency Mortgage-Backed Securities GNII SF MA5595 M N/A 36179UGC0 2048-11-20 4 N/A 112560645.00 8801334.96 Agency Mortgage-Backed Securities GNRA 2014-22 IA N/A 38379APY0 2043-09-20 0.95492 N/A 36086707.00 27945.66 Agency Collateralized Mortgage Obligation GNII SF BU2920 C N/A 3617N4G57 2050-04-20 4 N/A 5600823.00 2439470.30 Agency Mortgage-Backed Securities FNRA CL042WI R21F042 N/A 3136BGAV3 2046-02-25 2.170681 N/A 18923538.00 344558.55 Agency Collateralized Mortgage Obligation GNRA 2026-047 KF N/A 38385NQF4 2056-03-20 4.89783 N/A 1000.00 785.17 Agency Collateralized Mortgage Obligation GNRA 2024-044 ES N/A 38384K2M2 2054-03-20 1.75217 N/A 41775707.00 1288365.91 Agency Collateralized Mortgage Obligation GNII SF DP3333 C N/A 3618MHV27 2056-03-20 6.5 N/A 730241.00 741877.37 Agency Mortgage-Backed Securities GNRM 2025-118 PO N/A 38381NA57 2055-07-20 0 N/A 38746.00 22248.88 Agency Collateralized Mortgage Obligation GNII SF DJ4772 C N/A 3618KRJR6 2055-03-20 7 N/A 199187.00 191733.64 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6069 N/A 3133C6W62 2053-06-01 5 N/A 1000.00 580.48 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ9217 N/A 3140KVG38 2051-01-01 2 N/A 1000.00 588.86 Agency Mortgage-Backed Securities GNII SF CZ3119 C N/A 3618GEPC6 2053-12-20 7.5 N/A 581360.00 618617.10 Agency Mortgage-Backed Securities GNII SF MA8150 M N/A 36179XBT2 2052-07-20 4 N/A 1008.00 627.19 Agency Mortgage-Backed Securities FNRM RC112CI R25F112 N/A 3136BYPQ9 2048-02-25 5 N/A 6031342.00 1071202.84 Agency Collateralized Mortgage Obligation GNII SF DP6651 C N/A 3618MML84 2056-02-20 6.5 N/A 309471.00 314130.06 Agency Mortgage-Backed Securities GNII SF MB0423 M N/A 3618N5PH6 2055-06-20 5 N/A 849172.00 722730.10 Agency Mortgage-Backed Securities FNRA CL050TB R25F050 N/A 3136BWUF1 2055-07-25 0.05 N/A 25000000.00 28200.80 Agency Collateralized Mortgage Obligation GNII SF DG1234 C N/A 3618JWLP8 2055-01-20 6.5 N/A 645366.00 655810.40 Agency Mortgage-Backed Securities GNII SF MA9670 M N/A 36179YW75 2054-05-20 6.5 N/A 274128.00 96572.77 Agency Mortgage-Backed Securities GNRM 2024-028 DI N/A 38384JAH7 2054-02-20 6.5 N/A 12941000.00 1341164.76 Agency Collateralized Mortgage Obligation GNII SF DR9654 C N/A 3618VJWP1 2056-06-20 6 N/A 321960.00 322600.91 Agency Mortgage-Backed Securities GNRA 2021-077 FA N/A 38382Q2Q2 2051-05-20 3 N/A 1000.00 482.43 Agency Collateralized Mortgage Obligation FNMS 05.000 CLCC1671 N/A 3140Y72D9 2055-12-01 5 N/A 1008.00 913.90 Agency Mortgage-Backed Securities GNII SF DA1869 C N/A 3618GRCE7 2054-03-20 5.5 N/A 11809.00 7973.08 Agency Mortgage-Backed Securities GNII SF MB0556 M N/A 3618N5TN9 2055-06-20 5.5 N/A 4757597.00 3809524.90 Agency Mortgage-Backed Securities GNII SF DA5635 C N/A 3618GVHL7 2054-03-20 5 N/A 1000.00 541.18 Agency Mortgage-Backed Securities MNRM CL004A2 R19M004 N/A 3136B35Z9 2031-02-25 3.61 N/A 1000.00 772.70 Agency Collateralized Mortgage Obligation GNII SF MB0555 M N/A 3618N5TM1 2055-08-20 5 N/A 5535179.00 4841707.89 Agency Mortgage-Backed Securities GNII SF DR9676 C N/A 3618VJXD7 2056-07-20 6 N/A 1000.00 997.46 Agency Mortgage-Backed Securities GNII SF CB8590 C N/A 3617UURK6 2051-03-20 2.5 N/A 3345577.00 1795975.09 Agency Mortgage-Backed Securities GNII SF MA8571 M N/A 36179XQY5 2053-01-20 6 N/A 1232.00 500.42 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ5137 N/A 3140Q0V74 2030-10-01 3.82 N/A 2021472.00 1915935.44 Agency Mortgage-Backed Securities FNRA CL014SA R12F014 N/A 3136A4WV7 2042-03-25 2.69523 N/A 5013548.00 22680.24 Agency Collateralized Mortgage Obligation GNRA 2025-026 SC N/A 38385CF45 2055-02-20 2.35217 N/A 54715948.00 2267777.95 Agency Collateralized Mortgage Obligation GNII SF DJ4783 C N/A 3618KRJ47 2055-03-20 7.5 N/A 2006.00 2120.71 Agency Mortgage-Backed Securities FNRA CL056JS R24F056 N/A 3136BSSY2 2054-08-25 3.40971 N/A 12930761.00 636050.21 Agency Collateralized Mortgage Obligation GNII SF DQ2962 C N/A 3618MVJF1 2056-02-20 6.5 N/A 1000.00 1024.10 Agency Mortgage-Backed Securities GNII SF CE3259 C N/A 3617VRTQ7 2051-08-20 4 N/A 1079080.00 737122.97 Agency Mortgage-Backed Securities GNII SF DQ1226 C N/A 3618MTLF3 2056-03-20 6 N/A 1398646.00 1389794.05 Agency Mortgage-Backed Securities GNII SF DP0286 C N/A 3618MEJ77 2056-03-20 6.5 N/A 2539621.00 2634211.14 Agency Mortgage-Backed Securities FNMS 04.500 CLBX3533 N/A 3140N74T4 2056-05-01 4.5 N/A 1000.00 896.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2773 N/A 3140QNCK6 2052-02-01 2 N/A 1000.00 589.82 Agency Mortgage-Backed Securities GNII SF MA5077 M N/A 36179TUA1 2048-03-20 3.5 N/A 1022.00 103.42 Agency Mortgage-Backed Securities FERM 5442BO 08/25/54 N/A 3137HF4S1 2054-08-25 0 N/A 4032397.00 1471482.87 Agency Collateralized Mortgage Obligation GNII SF MB1285 M N/A 3618N6NB9 2056-07-20 5.5 N/A 253400.00 242387.22 Agency Mortgage-Backed Securities 05.500 FGPC G06964 G N/A 3128M9B92 2038-11-01 5.5 N/A 13776.00 703.22 Agency Mortgage-Backed Securities GNII SF CT6580 C N/A 3618BCJZ1 2054-09-20 7.5 N/A 9462.00 9468.75 Agency Mortgage-Backed Securities FNMS 05.500 CLDF3295 N/A 3140BTUV5 2055-11-01 5.5 N/A 1000.00 874.50 Agency Mortgage-Backed Securities GNII SF DJ4780 C N/A 3618KRJZ8 2055-04-20 7.5 N/A 3000.00 2942.17 Agency Mortgage-Backed Securities GNII SF MB0025 M N/A 3618N5A33 2054-11-20 5 N/A 1000.00 808.20 Agency Mortgage-Backed Securities GNII SF DP0479 C N/A 3618MEQ87 2056-01-20 6.5 N/A 229370.00 232813.13 Agency Mortgage-Backed Securities FNRA CL082SA R21F082 N/A 3136BKEP3 2051-12-25 2.219663 N/A 21791806.00 444811.78 Agency Collateralized Mortgage Obligation GNII SF DP3318 C N/A 3618MHVK7 2056-02-20 6.5 N/A 322869.00 327894.43 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-108 A-2 20300325 1.51700 N/A 3137FTBM8 2030-03-25 1.517 N/A 1000.00 886.70 Agency Collateralized Mortgage Obligation FNMS 03.000 CLCA6738 N/A 3140QEPY2 2050-08-01 3 N/A 1001.00 320.41 Agency Mortgage-Backed Securities GNII SF MB0871 M N/A 3618N56H7 2056-01-20 5 N/A 15296.00 13920.09 Agency Mortgage-Backed Securities GNII SF MB0995 M N/A 3618N6C96 2056-03-20 4.5 N/A 1060.00 939.03 Agency Mortgage-Backed Securities GNII SF DJ4771 C N/A 3618KRJQ8 2055-04-20 7 N/A 2009664.00 1726899.58 Agency Mortgage-Backed Securities GNII SF MB0147 M N/A 3618N5EV7 2055-01-20 5.5 N/A 645489.00 425303.60 Agency Mortgage-Backed Securities GNII SF DP0886 C N/A 3618ME6X4 2056-01-20 7.5 N/A 4672.00 4977.58 Agency Mortgage-Backed Securities GNII SF DH7130 C N/A 3618KF4P2 2055-01-20 6.5 N/A 50503.00 31648.37 Agency Mortgage-Backed Securities GNII SF MB0308 M N/A 3618N5KW8 2055-04-20 5.5 N/A 1999.00 1369.52 Agency Mortgage-Backed Securities GNII SF DN6115 C N/A 3618M8YL2 2055-11-20 7.5 N/A 1059725.00 1126025.26 Agency Mortgage-Backed Securities GNRA 2023-151 SD N/A 38384DKU0 2053-10-20 3.35217 N/A 33152708.00 1248382.73 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAS9992 N/A 3138WLC68 2047-07-01 4.5 N/A 1024.00 170.83 Agency Mortgage-Backed Securities GNII SF DP8198 C N/A 3618MPDB9 2056-04-20 6 N/A 1000.00 992.34 Agency Mortgage-Backed Securities GNRA 2019-11 SD N/A 38381BSJ4 2045-08-20 0.98459 N/A 52945957.00 292049.97 Agency Collateralized Mortgage Obligation FNMS 07.000 CLDC1631 N/A 3140ANY52 2054-08-01 7 N/A 1000.00 1018.36 Agency Mortgage-Backed Securities GNII SF MA3376 M N/A 36179RXD6 2046-01-20 3.5 N/A 16297470.00 1357937.73 Agency Mortgage-Backed Securities GNII SF DP8628 C N/A 3618MPSR8 2056-04-20 6.5 N/A 1950448.00 1984693.50 Agency Mortgage-Backed Securities GNRA 2018-127 SA N/A 38380YXX8 2044-07-20 1.1525 N/A 103749492.00 657420.83 Agency Collateralized Mortgage Obligation GNII SF BT5018 C N/A 3617MTSF8 2050-03-20 4 N/A 1000.00 124.06 Agency Mortgage-Backed Securities FNMS 05.500 CLAE4630 N/A 31419FEC6 2040-10-01 5.5 N/A 1000.00 107.55 Agency Mortgage-Backed Securities GNII SF MA8948 M N/A 36179X5H5 2053-06-20 5.5 N/A 1390060.00 843923.21 Agency Mortgage-Backed Securities GNII SF DP8185 C N/A 3618MPCW4 2056-03-20 6 N/A 2243066.00 2248506.64 Agency Mortgage-Backed Securities FNMS 06.500 CLFA6325 N/A 3140W7A34 2056-05-01 6.5 N/A 1024.00 993.98 Agency Mortgage-Backed Securities GNRA 2026-106 F N/A 38385TZY0 2055-12-20 4.76783 N/A 1099.00 1023.69 Agency Collateralized Mortgage Obligation GNRA 2015-126 IA N/A 38379QGB5 2044-06-20 1.10398 N/A 31229106.00 49181.32 Agency Collateralized Mortgage Obligation GNII SF DP8675 C N/A 3618MPT89 2056-02-20 7 N/A 434917.00 447518.46 Agency Mortgage-Backed Securities GNII SF CZ1645 C N/A 3618GCZJ4 2054-03-20 5.5 N/A 1498184.00 1406188.74 Agency Mortgage-Backed Securities GNII SF BZ3902 C N/A 3617QYKP9 2050-11-20 4 N/A 297466.00 178278.23 Agency Mortgage-Backed Securities GNII SF DQ2628 C N/A 3618MU4M4 2056-03-20 7.5 N/A 486012.00 518382.04 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3686 N/A 31418DCY6 2049-06-01 3.5 N/A 1706.00 124.10 Agency Mortgage-Backed Securities FERA 5508SE 02/25/55 N/A 3137HJH67 2055-02-25 1.20971 N/A 88811400.00 887307.91 Agency Collateralized Mortgage Obligation GNII SF MA9603 M N/A 36179YU44 2054-04-20 4.5 N/A 1018906.00 840084.91 Agency Mortgage-Backed Securities GNRA 2023-123 TK N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 4547.91 Agency Collateralized Mortgage Obligation FEPC 05.000 CLRJ6111 N/A 3142GWYH6 2056-02-01 5 N/A 1000.00 896.07 Agency Mortgage-Backed Securities GNRA 2025-118 SD N/A 38381NC30 2055-07-20 2.30217 N/A 31809822.00 892902.59 Agency Collateralized Mortgage Obligation GNRA 2015-057 AS N/A 38379LKS4 2045-04-20 1.59475 N/A 136500000.00 498528.17 Agency Collateralized Mortgage Obligation FNRM CL018PI R22F018 N/A 3136BMGK8 2051-11-25 4 N/A 15671446.00 1752979.14 Agency Collateralized Mortgage Obligation GNII SF DP1324 C N/A 3618MFPH5 2056-02-20 6.5 N/A 1000.00 1025.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDG0271 N/A 3140U3JR3 2056-01-01 5.5 N/A 1000.00 830.94 Agency Mortgage-Backed Securities GNII SF DQ2961 C N/A 3618MVJE4 2056-02-20 6.5 N/A 2492639.00 2552922.82 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1922 N/A 3132DPD39 2052-11-01 5 N/A 1000.00 729.96 Agency Mortgage-Backed Securities GNII SF CZ2469 C N/A 3618GDW63 2054-01-20 7.5 N/A 1486672.00 981383.99 Agency Mortgage-Backed Securities GNII SF DP8127 C N/A 3618MPA48 2056-03-20 6.5 N/A 810351.00 835769.35 Agency Mortgage-Backed Securities GNII SF DP6648 C N/A 3618MML50 2056-02-20 6.5 N/A 10866.00 11033.38 Agency Mortgage-Backed Securities FNRA CL113SB R10F113 N/A 31398T7D7 2040-10-25 2.79523 N/A 32968833.00 29781.63 Agency Collateralized Mortgage Obligation GNRA 2021-135 GS N/A 38382XAJ4 2051-08-20 2.29475 N/A 79415041.00 4353143.29 Agency Collateralized Mortgage Obligation GNII SF DP3314 C N/A 3618MHVF8 2056-02-20 6.5 N/A 1000.00 1015.31 Agency Mortgage-Backed Securities GNII SF MA9779 M N/A 36179Y2L7 2054-07-20 5.5 N/A 883016.00 566595.91 Agency Mortgage-Backed Securities GNII SF MA9606 M N/A 36179YU77 2054-02-20 6 N/A 915246.00 408688.70 Agency Mortgage-Backed Securities GNII SF DP1323 C N/A 3618MFPG7 2056-03-20 6.5 N/A 385881.00 395438.57 Agency Mortgage-Backed Securities MNRA CL013A2 R18M013 N/A 3136B3DE7 2030-09-25 3.89344 N/A 2590.00 1606.51 Agency Collateralized Mortgage Obligation GNII SF CQ3399 C N/A 3618A5X40 2053-07-20 7.5 N/A 153188.00 60596.82 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8363 N/A 3132DWJG9 2053-09-01 6 N/A 1000.00 558.43 Agency Mortgage-Backed Securities FNRA CL112TB R25F112 N/A 3136BYNH1 2055-01-25 0.02 N/A 122956.00 59.37 Agency Collateralized Mortgage Obligation GNRA 2025-146 SH N/A 38381Q2R1 2053-04-20 2.55217 N/A 95793666.00 4327455.05 Agency Collateralized Mortgage Obligation GNII SF DA7708 C N/A 3618GXR57 2054-03-20 5 N/A 4385719.00 3857086.76 Agency Mortgage-Backed Securities FEPC 04.500 CLQF6276 N/A 3133BT6M7 2053-01-01 4.5 N/A 1000.00 626.05 Agency Mortgage-Backed Securities FNRM CL054DO R23F054 N/A 3136BQRF8 2053-11-25 0 N/A 31375184.00 11062526.38 Agency Collateralized Mortgage Obligation GNII SF MA9362 M N/A 36179YMK7 2053-12-20 5.5 N/A 329312.00 220488.25 Agency Mortgage-Backed Securities FNRA CL011SB R24F011 N/A 3136BRAZ0 2054-03-25 4.40971 N/A 100013.00 4760.47 Agency Collateralized Mortgage Obligation GNII SF DJ4778 C N/A 3618KRJX3 2055-04-20 7 N/A 1024.00 926.71 Agency Mortgage-Backed Securities FERM 5651CI 12/25/48 N/A 3137HQT68 2048-12-25 5 N/A 7941751.00 1301983.43 Agency Collateralized Mortgage Obligation GNII SF MB0365 M N/A 3618N5MP1 2055-05-20 5 N/A 52303511.00 43468777.14 Agency Mortgage-Backed Securities GNII SF MA9423 M N/A 36179YPG3 2054-01-20 5.5 N/A 1138563.00 738336.68 Agency Mortgage-Backed Securities GNII SF DH6156 C N/A 3618KEZV8 2055-01-20 7 N/A 1000.00 936.20 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ7171 N/A 3142GX6H5 2056-08-01 5 N/A 1008.00 933.63 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7368 N/A 3132DVFH3 2052-04-01 2 N/A 1000.00 629.35 Agency Mortgage-Backed Securities GNII SF DA6289 C N/A 3618GV7A2 2054-05-20 7.5 N/A 1000.00 1059.34 Agency Mortgage-Backed Securities GNII SF DJ4779 C N/A 3618KRJY1 2055-03-20 7.5 N/A 1572582.00 1380576.00 Agency Mortgage-Backed Securities GNRA 2012-106 YF N/A 38378HKR6 2042-09-20 4.48 N/A 486345.00 9676.23 Agency Collateralized Mortgage Obligation GNII SF MA4837 M N/A 36179TLS2 2047-11-20 3.5 N/A 10459773.00 1115607.52 Agency Mortgage-Backed Securities GNII SF MA9964 M N/A 36180AB93 2054-10-20 5 N/A 1000.00 784.42 Agency Mortgage-Backed Securities GNRM 2023-066 OQ N/A 38384AQK2 2052-07-20 0 N/A 4831365.00 2554376.07 Agency Collateralized Mortgage Obligation GNII SF DQ6959 C N/A 3618N0WU0 2056-03-20 6.5 N/A 336876.00 342500.68 Agency Mortgage-Backed Securities FNRA RC065SE R24F065 N/A 3136BSK38 2054-09-25 2.20971 N/A 100000.00 3687.73 Agency Collateralized Mortgage Obligation GNII SF DP7747 C N/A 3618MNTC5 2056-01-20 6 N/A 4015808.00 4021069.95 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 N/A 1000.00 661.51 Agency Mortgage-Backed Securities GNII SF MA9488 M N/A 36179YRH9 2054-01-20 5.5 N/A 15701355.00 9493596.07 Agency Mortgage-Backed Securities GNII SF MA8569 M N/A 36179XQW9 2053-01-20 5 N/A 44117299.00 27993602.51 Agency Mortgage-Backed Securities GNII SF MA8491 M N/A 36179XNG7 2052-12-20 5.5 N/A 10349351.00 5616176.27 Agency Mortgage-Backed Securities GNII SF DQ5945 C N/A 3618MYTA5 2056-02-20 7 N/A 3000.00 3084.77 Agency Mortgage-Backed Securities GNRA 2026-052 SB N/A 38385NMQ4 2056-03-20 0.35217 N/A 100000000.00 498486.31 Agency Collateralized Mortgage Obligation GNII SF DP1322 C N/A 3618MFPF9 2056-03-20 6.5 N/A 278565.00 285419.80 Agency Mortgage-Backed Securities GNII SF DP8691 C N/A 3618MPUQ7 2056-03-20 6.5 N/A 1615002.00 1640586.32 Agency Mortgage-Backed Securities GNII SF DS1308 C N/A 3618VMNZ2 2056-06-20 6 N/A 10870298.00 11009258.17 Agency Mortgage-Backed Securities GNII SF DP8123 C N/A 3618MPAY2 2056-03-20 6.5 N/A 281816.00 290636.41 Agency Mortgage-Backed Securities FERA 5631CS 03/25/56 N/A 3137HQHV6 2056-03-25 1.38971 N/A 14115071.00 430328.53 Agency Collateralized Mortgage Obligation GNRA 2023-153 TA N/A 38384E5Z4 2053-10-20 0.01 N/A 106627.00 6.54 Agency Collateralized Mortgage Obligation GNII SF DQ6961 C N/A 3618N0WW6 2056-03-20 6.5 N/A 260563.00 264608.25 Agency Mortgage-Backed Securities GNII SF MB0685 M N/A 3618N5XP9 2055-09-20 5 N/A 1548342.00 1373773.51 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8135 N/A 3133KQBC9 2052-10-01 5.5 N/A 1000.00 644.84 Agency Mortgage-Backed Securities GNRM 2025-118 CI N/A 38381NG36 2052-03-20 6 N/A 3881308.00 133328.89 Agency Collateralized Mortgage Obligation GNII SF MB0936 M N/A 3618N6BE6 2056-02-20 5 N/A 6716368.00 6158372.64 Agency Mortgage-Backed Securities GNRA 2025-051 FK N/A 38385DU95 2055-03-20 4.69783 N/A 1135.00 825.09 Agency Collateralized Mortgage Obligation GNII SF MB0996 M N/A 3618N6DA2 2056-03-20 5 N/A 3185073.00 2920799.76 Agency Mortgage-Backed Securities GNRA 2023-164 CS N/A 38384D7N1 2053-11-20 3.45217 N/A 14514207.00 583845.20 Agency Collateralized Mortgage Obligation FEPC 03.500 CLQE4358 N/A 3133BDZX6 2052-06-01 3.5 N/A 1000.00 590.82 Agency Mortgage-Backed Securities GNII SF DR9674 C N/A 3618VJXB1 2056-06-20 6 N/A 2380656.00 2383552.91 Agency Mortgage-Backed Securities GNII SF MB1070 M N/A 3618N6FL6 2056-03-20 5 N/A 1024.00 942.24 Agency Mortgage-Backed Securities GNII SF DA8092 C N/A 3618GX7D2 2054-03-20 5.5 N/A 7147473.00 5841015.86 Agency Mortgage-Backed Securities GNII SF MB0935 M N/A 3618N6BD8 2056-02-20 4.5 N/A 1024.00 900.49 Agency Mortgage-Backed Securities FNRA CL009SA R25F009 N/A 3136BVDD7 2055-03-25 2.10971 N/A 100038.00 5342.51 Agency Collateralized Mortgage Obligation GNII SF DQ1225 C N/A 3618MTLE6 2056-03-20 6 N/A 3344654.00 3322999.81 Agency Mortgage-Backed Securities GNII SF DP3336 C N/A 3618MHV50 2056-03-20 6.5 N/A 3339374.00 3394175.60 Agency Mortgage-Backed Securities FEPC 05.500 CLSL5440 N/A 31427TBJ4 2056-05-01 5.5 N/A 1000.00 926.89 Agency Mortgage-Backed Securities GNRA 2021-155 SM N/A 38383AJY1 2051-07-20 2.29475 N/A 8391360.00 466404.55 Agency Collateralized Mortgage Obligation GNII SF CB4292 C N/A 3617UPXV6 2051-03-20 4 N/A 37523.00 20766.11 Agency Mortgage-Backed Securities FHLMC REMIC SERIES K-737 X1 20261025 FLT N/A 3137FQXL2 2026-10-25 0.651115 N/A 10504976.00 978.61 Agency Collateralized Mortgage Obligation GNII SF DQ5953 C N/A 3618MYTJ6 2056-02-20 6.5 N/A 220721.00 224653.62 Agency Mortgage-Backed Securities FNRA CL056ES R24F056 N/A 3136BSSR7 2054-08-25 3.40971 N/A 100138.00 5679.75 Agency Collateralized Mortgage Obligation GNII SF DP6470 C N/A 3618MMFK4 2056-01-20 6.5 N/A 2000.00 2034.98 Agency Mortgage-Backed Securities GNII SF DA9885 C N/A 3618H06W2 2054-04-20 7.5 N/A 1000.00 764.93 Agency Mortgage-Backed Securities GNII SF MA8101 M N/A 36179XAA4 2052-06-20 4.5 N/A 3024.00 1895.67 Agency Mortgage-Backed Securities GNII SF DN1971 C N/A 3618M4FL2 2056-01-20 7 N/A 39682.00 42072.64 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8535 N/A 3140XQPV3 2054-06-01 6 N/A 1158.00 758.56 Agency Mortgage-Backed Securities GNII SF MA8045 M N/A 36179W5E4 2052-05-20 4 N/A 4445584.00 2729629.06 Agency Mortgage-Backed Securities GNII SF DP8129 C N/A 3618MPA63 2056-03-20 6.5 N/A 292595.00 301658.30 Agency Mortgage-Backed Securities GNII SF DJ9519 C N/A 3618KWSG9 2056-01-20 6.5 N/A 283256.00 289191.34 Agency Mortgage-Backed Securities GNII SF DQ5895 C N/A 3618MYRQ2 2056-03-20 6.5 N/A 901091.00 916294.28 Agency Mortgage-Backed Securities GNII SF MA6090 M N/A 36179UXT4 2049-08-20 3.5 N/A 20575333.00 2084845.78 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7674 N/A 3131Y2Q35 2048-08-01 4.5 N/A 1000.00 212.09 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ7125 N/A 3142GX4K0 2056-08-01 5.5 N/A 1024.00 985.07 Agency Mortgage-Backed Securities FNRA CL019SC R26F019 N/A 3136BY6D9 2056-04-25 0.20971 N/A 119357441.00 454319.06 Agency Collateralized Mortgage Obligation GNII SF MB0684 M N/A 3618N5XN4 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PLC 1.0000 7 N Standard & Poor's A+ Moody's A1 Fitch AA- N N 0.0396 1450000000.00 1450000000.00 0.0076 N N Y N Barclays Bank plc Barclays Bank plc 3.88000000 N/A G5GSEF7VJP5I7OUK5573 BYJE9CXN3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FQ6 2032-04-15 3.375 N/A 2291100.00 4521122.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 1161429.91 578877.57 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2026-10-01 2026-10-01 2026-10-01 N N N 0.0388 5000000.00 5000000.00 0.0000 N Y Y N Federal Home Loan Mortgage Corp. Variable Rate Notes Federal Home Loan Mortgage Corp. Variable Rate Notes 4.02000120 3134HATA1 S6XOOCT0IEG5ABCC6L87 US3134HATA17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Aa1 Standard & Poor's AA+ 2026-10-01 2026-10-16 2026-10-16 N N N 0.0395 344615534.57 344615534.57 0.0018 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797TM9 254900HROIFWPRGM1V77 US912797TM97 U.S. Treasury Debt Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2027-01-21 2027-01-21 2027-01-21 N N N 0.0412 2252919945.09 2252919945.09 0.0118 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 3.92500080 3130BBMC6 2549001DPIFGXC1TOL40 US3130BBMC60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Standard & Poor's AA+ Fitch AA+ 2026-10-01 2027-01-29 2027-01-29 N N N 0.0402 445612197.08 445612197.08 0.0023 N N N N BNP Paribas SA BNP Paribas SA 4.07000000 N/A R0MUWSFPU8MPRO8K5P83 BRWX5W460 U.S. Government Agency Repurchase Agreement, 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3618N53X5 2055-12-20 5 N/A 622343.00 561576.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GVH86 2054-03-20 5 N/A 1000.00 499.69 Agency Mortgage-Backed Securities GNMA_19-159J N/A 38382BJH7 2046-03-20 0.86924 N/A 56803643.00 394920.78 Agency Collateralized Mortgage Obligation GNMA_18-51B N/A 38380WGF0 2046-11-20 1.09122 N/A 2029944.00 6405.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179X5H5 2053-06-20 5.5 N/A 3456471.00 2098467.76 Agency Mortgage-Backed Securities GNMA_25-1T N/A 38385CFZ6 2053-07-20 0.85217 N/A 100000.00 1306.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VJWS5 2056-06-20 6 N/A 5562.00 5554.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QWCV2 2055-02-01 5.5 N/A 1000.00 878.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN 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NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VMN58 2056-06-20 6 N/A 23327.00 23639.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M8YL2 2055-11-20 7.5 N/A 1000.00 1062.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5GP8 2055-02-20 5.5 N/A 1024.00 682.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UH47 2048-12-20 4 N/A 49872.00 3897.56 Agency Mortgage-Backed Securities GNMA_21-136A N/A 38382WQ75 2051-08-20 0 N/A 77580421.00 221416.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427TPK6 2056-06-01 5 N/A 1024.00 946.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617MSCH3 2050-04-20 4 N/A 121073.00 18398.73 Agency Mortgage-Backed Securities GNMA_14-118F N/A 38379EHH8 2044-08-16 1.62401 N/A 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3618V3RB3 2056-01-20 6.5 N/A 1000.00 1017.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31427QLC4 2055-10-01 6 N/A 1008.00 925.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MVH63 2056-02-20 7 N/A 256043.00 269124.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5PJ2 2055-06-20 5.5 N/A 28788491.00 21683011.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VJWU0 2056-06-20 6 N/A 15110.00 15055.24 Agency Mortgage-Backed Securities GNMA_16-112 N/A 38379YUX4 2045-03-20 1.08493 N/A 58587192.00 80183.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5XP9 2055-10-20 5 N/A 2572.00 2282.02 Agency Mortgage-Backed Securities GNMA_26-7A N/A 38385LAE8 2054-09-20 1.19217 N/A 5933839.00 108390.36 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140BG5P4 2055-06-01 7.5 N/A 1004.00 1058.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MFPK8 2056-03-20 6.5 N/A 939785.00 962647.91 Agency Mortgage-Backed Securities GNMA_26-32F N/A 38385MWM4 2056-02-20 2.05217 N/A 103701.00 5435.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MTLF3 2056-03-20 6 N/A 570659.00 567047.33 Agency Mortgage-Backed Securities GNMA_26-52B N/A 38385NMP6 2056-03-20 4.64783 N/A 1024.00 933.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6BE6 2056-02-20 5 N/A 36970290.00 33898801.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YW75 2054-05-20 6.5 N/A 45154208.00 15907411.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618M4FL2 2056-01-20 7 N/A 19481.00 20654.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.5 N/A 3855452.00 3390420.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2 N/A 1000.00 560.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YRK2 2054-02-20 6.5 N/A 4035304.00 1283733.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5MB7 2054-09-01 5 N/A 1042.00 904.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140W5AC8 2051-10-01 3.5 N/A 1024.00 833.11 Agency Mortgage-Backed Securities GNMA_26-7A N/A 38385LAF5 2054-09-20 0.11 N/A 100001.00 179.14 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 2.29523 N/A 31164258.00 209471.95 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549300M8ZYFG0OCMTT87 3618N5KW8 2055-04-20 5.5 N/A 1528849.00 1047421.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UST0 2049-05-20 3.5 N/A 497263594.00 41016439.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XLH7 2052-11-20 5 N/A 10135.00 6566.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MK6M4 2056-07-20 6 N/A 2144.00 2170.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VJWQ9 2056-06-20 6 N/A 5178974.00 5182787.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNU85 2049-05-01 3.5 N/A 1027.00 696.89 Agency Mortgage-Backed Securities GNMA_25-95C N/A 38385GTM1 2055-05-20 1.48217 N/A 10890416.00 270628.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MX4Q4 2052-09-01 4 N/A 1000.00 645.88 Agency Mortgage-Backed Securities GNMA_24-51F N/A 38384KSX0 2054-03-20 5.5 N/A 1014.00 982.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6FL6 2056-04-20 5 N/A 4149415.00 3818113.43 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8XH5 2050-12-01 2 N/A 1002.00 462.35 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WGY25 2054-07-01 6.5 N/A 1000.00 815.65 Agency Mortgage-Backed Securities GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 41617.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MMMF7 2056-02-20 6.5 N/A 1000.00 1016.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VT4Z8 2056-05-20 6.5 N/A 275993.00 280939.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5EU9 2055-01-20 5 N/A 1000.00 802.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618V8QX5 2066-02-20 6.5 N/A 215567.00 182144.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GRCE7 2054-03-20 5.5 N/A 2929062.00 1977614.63 Agency Mortgage-Backed Securities FNMA_18-53D N/A 3136B2PA4 2048-07-25 1.954465 N/A 4371960.00 28923.13 Agency Collateralized Mortgage Obligation FNMA_16-40J N/A 3136ASM78 2046-07-25 1.505079 N/A 157677272.00 385016.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VMN25 2056-06-20 6.5 N/A 3836474.00 3986111.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q2LP1 2036-03-01 4.24 N/A 1084.00 988.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJ62 2055-04-20 7.5 N/A 1097.00 864.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5TN9 2055-08-20 5.5 N/A 3099.00 2481.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJX3 2055-04-20 7 N/A 1000.00 904.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179UXT4 2049-08-20 3.5 N/A 1019.00 103.26 Agency Mortgage-Backed Securities FNMA_12-14 N/A 3136A4WV7 2042-03-25 2.69523 N/A 40416789.00 182837.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VBHZ3 2056-05-20 6 N/A 5851.00 5875.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GRX46 2054-03-20 5.5 N/A 1778634.00 1213976.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8UQ8 2050-11-01 2.5 N/A 1018.00 405.62 Agency Mortgage-Backed Securities FNMA_25-46 N/A 3136BV7B8 2055-06-25 1.30971 N/A 113336646.00 1411845.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617UURK6 2051-03-20 2.5 N/A 1000.00 536.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XQW9 2053-01-20 5 N/A 1000.00 634.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179VN30 2050-06-20 3 N/A 1024.00 218.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618KRJ47 2055-03-20 7.5 N/A 1000.00 1057.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YU44 2054-04-20 4.5 N/A 2198088.00 1812316.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VMNY5 2056-06-20 6 N/A 2008.00 2032.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GYB45 2054-03-20 5 N/A 1000.00 642.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618JWMN2 2055-04-20 6.5 N/A 2668654.00 2216003.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YRH9 2054-02-20 5.5 N/A 3161600.00 1911615.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRSJ0 2054-05-01 5.5 N/A 1000.00 760.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPD39 2052-11-01 5 N/A 1000.00 729.96 Agency Mortgage-Backed Securities FHLMC_5605A N/A 3137HP4R1 2052-12-25 5.5 N/A 20350688.00 2915217.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617M7Y93 2050-02-20 4 N/A 4998106.00 1233535.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GXR57 2054-03-20 5 N/A 1000.00 879.46 Agency Mortgage-Backed Securities FNMA_26-3B N/A 3136BYUE0 2048-04-25 5 N/A 3515500.00 440648.86 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 3.45217 N/A 14694519.00 591098.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XFG6 2052-09-20 4 N/A 2048.00 1312.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XNF9 2052-12-20 5 N/A 3928127.00 2552690.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N56H7 2056-01-20 5 N/A 32580794.00 29650088.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GX6H5 2056-08-01 5 N/A 1008.00 933.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5EV7 2055-01-20 5.5 N/A 344792.00 227178.59 Agency Mortgage-Backed Securities FHLMC_5541B N/A 3137HL3P5 2055-05-25 1.45971 N/A 250000000.00 6267484.43 Agency Collateralized Mortgage Obligation FNMA_21-M23 N/A 3136BKBW1 2031-11-25 0.58971 N/A 23373663.00 302107.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 15462270.00 1571199.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GWAV0 2054-03-20 7.5 N/A 81115.00 67869.57 Agency Mortgage-Backed Securities GNMA_25-146D N/A 38381QUK5 2053-03-20 0.1 N/A 30617387.00 57271.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618W3DQ4 2056-06-20 6 N/A 946432.00 956938.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6NB9 2056-07-20 5.5 N/A 9329304.00 8923852.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MK6L6 2056-07-20 6 N/A 854843.00 873000.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N5XQ7 2055-10-20 5.5 N/A 6761615.00 5879911.22 Agency Mortgage-Backed Securities GNMA_25-118E N/A 38381NC30 2055-07-20 2.30217 N/A 39350976.00 1104582.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618WFZL4 2056-08-20 6 N/A 1000.00 998.40 Agency Mortgage-Backed Securities Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2026-10-01 2026-11-04 2026-11-04 Y BNP PARIBAS SA 1.0000 35 N Standard & Poor's A+ Moody's A1 Fitch AA- N N 0.0407 300000000.00 300000000.00 0.0016 N N N Y U.S. Treasury Notes U.S. Treasury Notes 4.25614680 91282CQM6 254900HROIFWPRGM1V77 US91282CQM63 U.S. Treasury Debt Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-10-01 2028-04-30 2028-04-30 N N N 0.0352 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443268945.02 0.0023 N N N N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 3.94999920 3133EWMV9 254900C5LP6DN9OP9V83 US3133EWMV90 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Aa1 Fitch AA+ Standard & Poor's AA+ 2026-10-01 2027-10-28 2027-10-28 N N N 0.0403 89989101.00 89989101.00 0.0005 N N N N BNP Paribas SA BNP Paribas SA 3.89000000 N/A R0MUWSFPU8MPRO8K5P83 BYJE9CY36 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNMA_24-61H N/A 38384MFM4 2054-04-20 4.79783 N/A 12973703.00 6557947.51 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618JWLN3 2054-12-20 6.5 N/A 5013.00 5078.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BP3X4 2052-11-01 5 N/A 1000.00 673.16 Agency Mortgage-Backed Securities FNMA_20-50A N/A 3136BAZS6 2050-07-25 4.5 N/A 9571285.00 498081.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179Y2L7 2054-07-20 5.5 N/A 4212768.00 2703164.09 Agency Mortgage-Backed Securities GNMA_25-1T N/A 38385CFZ6 2053-07-20 0.85217 N/A 49900000.00 651791.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618MML50 2056-02-20 6.5 N/A 177073.00 179800.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617X5VN7 2052-04-20 4 N/A 3059490.00 2156797.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618GC3V2 2054-02-20 7.5 N/A 949225.00 842001.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179XLC8 2052-11-20 2.5 N/A 14157635.00 7501933.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 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NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXU9 2053-11-01 5.5 N/A 1049.00 710.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179TXU4 2048-05-20 3.5 N/A 401111.00 40758.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CZH0 2048-08-01 4 N/A 1011.00 63.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6BD8 2056-02-20 4.5 N/A 4680608.00 4116049.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KVG38 2051-01-01 2 N/A 456427.00 268769.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618VJXC9 2056-06-20 6 N/A 7993.00 7968.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XGJN9 2041-04-01 4.5 N/A 1000.00 66.95 Agency Mortgage-Backed Securities FNMA_17-10C N/A 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3618N6FL6 2056-04-20 5 N/A 16321.00 15017.88 Agency Mortgage-Backed Securities GNMA_26-7B N/A 38385LAV0 2056-01-20 0.85217 N/A 100000000.00 1168364.07 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EQUQ3 2040-09-01 6.166 N/A 1000.00 76.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 36179YPG3 2054-01-20 5.5 N/A 37863808.00 24553967.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HXSF8 2035-03-01 2.43 N/A 1000.00 791.40 Agency Mortgage-Backed Securities GNMA_26-4C N/A 38385LMY1 2056-01-20 2.05217 N/A 63996261.00 2658127.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 549300M8ZYFG0OCMTT87 3617QYKP9 2050-11-20 4 N/A 1045.00 626.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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2027-02-28 N N N 0.0426 490750474.70 490750474.70 0.0026 N Y Y N BlackRock Liquidity Funds 2026-10-07 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer