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NATIONAL M N/A 36179TY82 2033-04-20 3 N/A 5479752.09 735210.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VZV5 2050-11-20 4.5 N/A 11227.94 3081.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJB31 2046-10-01 4.5 N/A 1014.74 152.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133A7JB6 2050-07-01 3 N/A 2493.41 1336.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EQA93 2045-08-01 3.5 N/A 1660.21 297.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618N5AW9 2051-11-20 2.5 N/A 5303.60 4425.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWCW1 2051-12-01 3.5 N/A 21955.34 14014.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WDVC3 2054-06-01 6 N/A 2651352.11 2596307.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CDL5 2046-11-01 3 N/A 1471945.12 265775.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHM66 2046-07-01 3 N/A 3477478.10 521839.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418WJ27 2040-07-01 4.5 N/A 15107.58 288.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BT2J8 2053-01-01 6 N/A 109340.92 75866.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36206P6N5 2029-01-15 6 N/A 176794.92 578.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XCNC8 2051-08-01 3.5 N/A 7583.08 3353.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202EW39 2038-10-20 5.5 N/A 32493.35 392.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X74Z9 2049-02-01 3 N/A 15291.71 4769.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180EWP6 2043-03-15 3 N/A 23960.38 1141.61 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTHJ1 2034-04-01 3.675 N/A 1417411.01 1287849.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWLT8 2054-06-01 5.5 N/A 396585.79 366866.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31417GHT6 2043-05-01 3 N/A 371096.19 71794.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142BBAC4 2054-12-01 4.052 N/A 922088.91 886945.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AU6P3 2054-12-01 7 N/A 128563.47 134702.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132CW4R2 2037-11-01 4 N/A 24077.08 18245.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618JBQD6 2064-09-20 7 N/A 445321.66 456989.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XCR72 2048-03-01 3.5 N/A 15682.39 3522.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XTA68 2040-08-25 2 N/A 27674.80 20288.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EJ43 2052-10-01 3.5 N/A 10608.67 8453.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179XVU7 2053-03-20 6 N/A 27341.60 19108.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D4X7 2051-10-01 2 N/A 127857.58 82315.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CAG9 2046-08-01 3.5 N/A 93185.85 11182.36 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140FXTW2 2061-09-01 4 N/A 7199226.53 4752361.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410PVC4 2036-09-01 6 N/A 19430.66 80.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DP97 2050-06-01 2 N/A 136067.77 60217.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QLMY9 2051-08-01 2.5 N/A 11346.67 7133.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36180MTS6 2043-03-15 3 N/A 33884.19 3212.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179VBG4 2049-12-20 3.5 N/A 42803.69 5905.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXKA4 2055-01-01 5 N/A 281885.92 274065.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPTA7 2054-04-01 6.5 N/A 1593259.64 1561285.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQVF0 2053-04-01 5.5 N/A 3597.72 3129.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202DVN8 2032-12-20 6 N/A 3155446.75 21517.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132AEF68 2033-01-01 3.5 N/A 6457.45 1661.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LGT63 2032-02-01 3.37 N/A 350547.47 307821.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36192VTA1 2046-03-20 3.5 N/A 102370.56 34091.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 312943LY7 2040-11-01 4 N/A 31364.77 3004.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DU3L9 2054-12-01 3.5 N/A 1388749.14 1231038.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUCU9 2054-08-01 5 N/A 82747.65 80022.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31339UHX1 2049-10-01 5 N/A 92249.33 37706.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QKZK7 2036-06-01 2.5 N/A 11531.17 6628.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KGFZ6 2049-07-01 4.5 N/A 119924.13 23362.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36208AR45 2033-10-20 4.75 N/A 32287.27 156.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31415AU82 2038-06-01 6 N/A 1383.74 22.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 3618J9JC1 2063-02-20 6 N/A 27319.46 27398.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MMAA6 2052-04-01 3 N/A 91786.52 67062.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AXL47 2054-11-01 5.15 N/A 68408.32 68400.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGEC9 2052-03-01 3 N/A 553.50 400.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36202FZY5 2041-12-20 4 N/A 27725629.38 1520652.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QM3V4 2052-01-01 2 N/A 439830.06 290680.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419AZY6 2039-02-01 7 N/A 36899.73 824.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179U6U1 2049-11-20 3 N/A 122621.32 21381.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEYV8 2050-09-01 2 N/A 18449.87 9824.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWNG4 2054-12-01 5 N/A 1414.74 1367.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133ATXR7 2051-10-01 3 N/A 12105.88 8091.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFZ5 2054-12-01 4 N/A 147254.29 135350.45 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A4Q84 2045-02-01 4 N/A 11827.56 2192.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179TVB8 2033-03-20 3 N/A 5690098.29 800238.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DSEG3 2052-06-01 3 N/A 466319.64 380228.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CMBH6 2054-01-01 7.5 N/A 318196.36 256184.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJ3H4 2052-08-01 3.5 N/A 100073.18 82286.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36225BJG4 2030-04-15 8.5 N/A 21537.64 16.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31335BXK7 2048-08-01 4 N/A 1291.49 171.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HEXQ0 2048-02-01 4.5 N/A 8621.16 3105.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31371KWH0 2032-12-01 5.5 N/A 544584.71 1975.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418DGN6 2049-10-01 4 N/A 8948.19 1315.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142GQSZ6 2053-12-31 7 N/A 1202351.24 1031619.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AJEY5 2051-03-01 2 N/A 368997.33 226016.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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109432.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132GGHW8 2041-08-01 4.5 N/A 44287.06 2226.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNYD9 2052-09-01 4.5 N/A 36037.66 28590.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYU56 2041-03-01 1.5 N/A 184498.67 106307.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31410UKB7 2037-06-01 6 N/A 85782.75 1464.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132D6AA8 2036-05-01 1 N/A 268410.14 152629.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179YW83 2054-05-20 7 N/A 9883696.89 9629072.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HSHC8 2029-01-01 4 N/A 368997.33 330052.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EFH8 2037-07-01 3.5 N/A 92.25 62.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288Q7E4 2049-05-01 6.562 N/A 1465822.72 1223988.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418D2K7 2051-07-01 1.5 N/A 698863.98 431383.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FFB8 2044-12-01 4.5 N/A 1368342.48 1299969.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CRXT5 2054-08-01 6 N/A 694041.18 576585.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133W6AH0 2054-02-01 4.5 N/A 165477.59 153666.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL M N/A 36179WXH6 2052-02-20 2 N/A 3629800.20 2378701.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WJFE6 2046-11-01 3 N/A 56902.25 11388.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LDC27 2026-02-01 2.94 N/A 1226906.91 1129547.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133BKRN1 2052-09-01 4.5 N/A 156823.87 133656.85 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MENT4 2027-11-01 2.5 N/A 70570.74 3509.99 Agency Mortgage-Backed Securities FEDERAL 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SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.3999991999999999 3130B2ZZ1 2549001DPIFGXC1TOL40 US3130B2ZZ11 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Long Rating Aaa Fitch Long Rating NR Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Fitch Short Rating NR Standard & Poor's Short Rating A-1+ 2025-01-02 2025-06-09 2025-06-09 N N N 0.0446 19999614.60 19999614.60 0.0137 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797NM5 254900HROIFWPRGM1V77 US912797NM51 U.S. Treasury Debt Y Moody's Short Rating P-1 Moody's Long Rating Aaa Fitch Short Rating F1+ Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Fitch Long Rating AA+ 2025-05-22 2025-05-22 2025-05-22 N N N 0.0438 9839231.70 9839231.70 0.0067 N Y Y N HSBC SECURITIES (USA) INC. (REPO) HSBC SECURITIES (USA) INC. (REPO) 4.46 N/A CYYGQCGNHMHPSMRL3R97 0HSB14E62 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL NATIONAL MORT N/A 3140A7DB7 2054-01-01 6.5 N/A 764904.00 783873.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31346Y6S7 2049-12-01 3 N/A 259000.00 52727.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3142ACD22 2053-01-01 3.85 N/A 1687614.00 1353165.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DUR66 2054-03-01 6.5 N/A 1128959.00 1078583.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DPZU5 2052-11-01 4 N/A 2630000.00 2133500.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVQ23 2054-11-01 5 N/A 20877440.00 19993481.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CTVZ9 2054-09-01 6.5 N/A 1051014.00 1086404.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DN7A5 2052-10-01 5 N/A 29135000.00 23686531.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WWAH5 2047-08-01 3.97 N/A 3462936.00 2716652.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CV4K7 2054-10-01 6.5 N/A 3064110.00 3170979.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DNVR1 2052-08-01 4 N/A 95000.00 74227.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A0KX6 2054-01-01 7 N/A 1372880.00 1112687.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTP94 2053-12-01 6.5 N/A 18600000.00 17016769.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WH7A4 2046-10-01 3 N/A 49997312.00 16368909.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EPAR5 2045-01-01 4 N/A 3149000.00 541159.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HLG91 2048-06-01 4.5 N/A 4602152.00 361598.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 313637UY4 2030-10-01 3.595 N/A 162410.00 143551.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HXZN3 2050-04-01 2.68 N/A 3500000.00 2419750.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHFH0 2041-06-01 3 N/A 9060064.00 1099036.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNF49 2054-01-01 6 N/A 1933750.00 1945088.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QVVH4 2054-12-01 6 N/A 19267007.00 19434274.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AHS78 2039-07-01 5.5 N/A 1160738.00 1147267.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQST0 2054-09-01 5 N/A 6511100.00 6309730.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQKT2 2053-05-01 6 N/A 4140728.00 3501639.88 Agency Mortgage-Backed Securities Y Moody's Long Rating NR Fitch Short Rating NR Fitch Long Rating NR Standard & Poor's Long Rating A+ Standard & Poor's Short Rating A-1 Moody's Short Rating NR 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 125000000.00 125000000.00 0.0853 N Y Y N BNP PARIBAS (REPO) BNP PARIBAS (REPO) 4.46 N/A R0MUWSFPU8MPRO8K5P83 0QK010LY3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEDERAL HOME LOAN MOR N/A 3132HLEY5 2042-08-01 4.5 N/A 6833.00 307.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNEL2 2052-02-01 2 N/A 654831.00 429475.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140KSJV0 2051-09-01 2.5 N/A 27000.00 16335.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWJ55 2030-05-01 4.3 N/A 371243.00 364417.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AG4W9 2041-04-25 4 N/A 1513.50 834.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N2W49 2053-07-01 6.5 N/A 1024262.00 966676.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3UL2 2039-09-01 6.5 N/A 714.00 24.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8FB9 2052-12-01 6 N/A 2879639.00 2717762.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402CTM4 2033-12-01 6.5 N/A 605110.00 3403.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTN96 2053-12-01 6 N/A 504.00 384.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31385XSZ1 2033-09-01 7.334 N/A 4492.50 35.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XGV55 2052-04-01 3 N/A 609935.00 425431.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31287VDL1 2032-07-01 6.5 N/A 68792.00 1221.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A2LW0 2038-03-01 6.5 N/A 699348.00 3188.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140MAZK3 2052-05-01 3.5 N/A 3397.50 2529.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NWHV0 2029-11-01 3.81 N/A 740629.00 714495.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WXAY6 2040-01-01 3.3 N/A 103417.50 81933.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31419ARR0 2040-08-01 5 N/A 13751062.00 515499.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418E2D1 2054-02-01 5.5 N/A 2681279.50 2436860.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECP4 2040-03-01 2.77 N/A 26814.00 20113.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DV5E1 2050-02-01 3.5 N/A 63208.00 9480.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWBR3 2051-05-01 3 N/A 7000.00 3395.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418NET3 2040-02-01 4.5 N/A 668.00 27.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136ASXH4 2046-07-25 3 N/A 2624840.50 2834965.97 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140KVQF0 2051-03-01 2 N/A 49500.00 29517.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NARX3 2053-01-01 6.5 N/A 5000.00 2823.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128K6L81 2031-10-01 7 N/A 5543972.50 81163.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137BLFG8 2040-09-15 3.5 N/A 56669.00 40994.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137F44Y5 2036-11-15 4 N/A 200000.00 8319.07 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3128M7V94 2036-01-01 7 N/A 1900000.00 91927.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3BR0 2035-05-01 7 N/A 157500.00 4159.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9TE3 2048-09-01 5 N/A 21000.00 4018.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C2V96 2053-05-01 6 N/A 500.00 415.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QQZX6 2052-12-01 4.5 N/A 12480.00 9680.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JCP0 2036-10-01 7 N/A 295000.00 3009.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XP3E6 2044-04-01 4.5 N/A 57276.50 8821.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWD67 2052-07-01 3 N/A 16900.00 12820.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N7SU5 2053-02-01 5 N/A 1334528.00 1156095.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9SF8 2054-08-01 5.5 N/A 504.00 498.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132E0WB4 2053-11-01 5.5 N/A 990610.00 917168.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XFLZ9 2032-11-01 1.22 N/A 539503.00 407300.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31395NXE2 2036-07-25 5.33327 N/A 15000000.00 794264.53 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136A1ZD0 2041-10-25 4 N/A 1544982.00 313294.13 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWF65 2053-01-01 5.5 N/A 17500.00 14729.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BRVJ3 2054-05-25 5 N/A 7465740.50 6736030.02 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31359MGK3 2030-11-15 6.625 N/A 1933000.00 2160968.89 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140XBW71 2051-01-01 2.5 N/A 50000.00 28927.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31393W3S6 2033-07-15 5 N/A 1000000.00 252883.93 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KYS26 2040-03-01 2.5 N/A 1004.00 221.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31409YUJ4 2036-06-01 6 N/A 36133.00 95.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128M7X68 2032-12-01 7.5 N/A 14420.50 696.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RA81 2050-02-01 6.75 N/A 953.50 837.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137BTQN4 2043-12-15 3 N/A 12500000.00 2370541.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A9YV6 2054-03-01 6.5 N/A 579449.00 533827.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C94W0 2053-08-01 6.5 N/A 294235.00 277398.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EG2U7 2041-08-01 4.5 N/A 517.50 19.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LKWD1 2030-06-01 4.68 N/A 2017577.50 2013171.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QMX5 2051-08-01 1.776 N/A 267024.50 161548.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402TM77 2033-09-01 6.5 N/A 559.00 6.66 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EAP5 2052-01-01 3 N/A 202500.00 133235.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWEY5 2052-08-01 5.5 N/A 77412.50 60617.67 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPAR8 2052-05-01 4 N/A 13500.00 10555.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMHE0 2053-06-01 6.5 N/A 509294.00 527316.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AVP52 2047-04-25 4 N/A 600000.00 341494.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140N8ZT8 2053-04-01 6.5 N/A 500.00 413.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A3KZ2 2040-10-01 4 N/A 732500.00 54916.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5F91 2046-12-01 2.5 N/A 25320.50 6599.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140APYW8 2054-10-01 6 N/A 2773.00 2840.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LGWG3 2052-07-01 4.57 N/A 14599.00 13165.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CDA53 2053-09-01 6.5 N/A 93697.00 84721.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LBNF6 2051-03-01 2.17 N/A 37952.50 25061.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137FRPS4 2050-03-25 2.5 N/A 8836757.50 1655508.24 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137FQEA7 2040-11-15 2.5 N/A 11542821.00 4121565.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140A7FF6 2054-03-01 5.5 N/A 580193.00 573729.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KNMM2 2052-02-01 3 N/A 4000.00 2814.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WHV74 2046-09-01 3 N/A 1850000.00 585425.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H4NN6 2051-12-25 2.5 N/A 531605.00 398736.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31407XJR3 2035-09-01 7.05 N/A 6228.50 52.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C3PV2 2053-04-01 6.5 N/A 4500.00 3612.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31405QDV7 2034-07-01 6.665 N/A 1284566.00 23169.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MMRT2 2029-01-01 3 N/A 897.50 58.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A0VS2 2032-04-01 7 N/A 10734856.50 10760.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AB3E1 2043-02-25 2 N/A 592.00 181.86 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3138EMV40 2044-04-01 6.431 N/A 2942.00 147.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKES5 2051-07-01 2 N/A 324670.00 227083.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137H8LW9 2052-08-25 5 N/A 1999025.50 1905390.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MOR N/A 3137FPYW9 2045-08-15 2.5 N/A 12500000.00 2544091.90 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KN6W8 2052-04-01 4 N/A 350000.00 258798.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412CBL3 2036-03-01 7.669 N/A 400000.00 5969.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XF4T5 2038-06-01 3 N/A 35500.00 20191.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WXAS1 2032-08-01 6.5 N/A 3756246.00 26268.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWB28 2051-07-01 3 N/A 4500.00 2452.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31393UBC6 2033-12-25 6 N/A 1062.50 292.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31358DDR2 2030-05-15 0 N/A 500.00 390.84 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3140QRF40 2053-01-01 6 N/A 5000.00 4113.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVJD0 2034-06-01 4.64 N/A 61927.50 60795.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDN9 2054-08-01 7 N/A 500.00 530.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWDD2 2052-03-01 2.5 N/A 24365.50 16685.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QTA82 2053-10-01 5 N/A 6500.00 6134.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136ABBK8 2033-01-25 2 N/A 10600000.00 1061458.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140ABV93 2054-04-01 6.5 N/A 2000393.00 1667071.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEBC5 2050-07-01 2.5 N/A 15000.00 7162.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJR75 2042-09-01 3.5 N/A 60630.00 5461.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPUC0 2052-08-01 4.5 N/A 5500.00 4226.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NEPD1 2053-03-01 5 N/A 7098.00 5758.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8Z27 2053-04-01 6.5 N/A 500.00 519.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NS6Y5 2053-11-01 6.5 N/A 1000.00 749.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CYN8 2048-07-01 4.5 N/A 3359877.00 281189.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCG24 2054-02-01 4.909 N/A 1131860.00 1004374.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFSG7 2041-07-01 6 N/A 992074.50 590871.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X5H71 2044-08-01 3.5 N/A 29500.00 8814.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNLY6 2052-03-01 2.5 N/A 4427.00 3068.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133AYVR8 2051-12-01 2 N/A 14000.00 8835.55 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QSHS3 2053-06-01 6 N/A 116198.50 102627.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WJYW2 2047-02-01 4 N/A 167480.50 54698.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31401JNR5 2033-06-01 5.5 N/A 1229600.00 2608.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X4E69 2049-06-01 5.5 N/A 432105.00 119601.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31404X5Q3 2034-05-01 7.15 N/A 2600808.00 19674.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132ACSU5 2047-04-01 3.5 N/A 77133.50 18968.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N8Z92 2053-04-01 6 N/A 500.00 501.71 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QFR6 2048-11-01 3.008 N/A 1731.00 356.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140N82G2 2053-04-01 6 N/A 3500.00 3500.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140ABDX0 2054-07-01 7.5 N/A 85226.00 90322.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XTME7 2045-10-01 3.5 N/A 32929.50 6574.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140Q9HX4 2048-07-01 4.5 N/A 26252.50 5428.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEDV1 2050-07-01 3 N/A 5855.00 2609.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412CFF2 2037-01-01 6.889 N/A 22624.00 223.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128MCQV0 2025-07-01 4.5 N/A 1090916.00 1637.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EHK9 2052-09-01 4.5 N/A 200960.00 162583.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131Y93N1 2049-02-01 4 N/A 574.00 79.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT B1V7KEBTPIMZEU4LTD58 3136BFHB2 2033-03-25 1.49479 N/A 130160.00 62397.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132XECZ2 2037-11-01 2.4 N/A 787460.00 590718.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPHS0 2052-06-01 5 N/A 8042.00 7117.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QNL75 2052-03-01 2.5 N/A 3496.00 2483.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137B1HF2 2043-03-15 1.65 N/A 40500000.00 3329239.59 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 31406V3E4 2035-06-01 7.297 N/A 49986.50 460.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LJXW1 2033-03-01 4.47 N/A 9530.00 9299.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XBU99 2051-04-01 2.5 N/A 62354.00 32414.47 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMG50 2053-06-01 6.5 N/A 500.00 517.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138AV3Q6 2041-10-01 3.5 N/A 244632.00 6677.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NVJV0 2034-06-01 5.25 N/A 201050.00 206053.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31397GPF1 2037-04-15 5.5 N/A 638500.00 140355.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140QTFC8 2053-10-01 6 N/A 2500.00 2512.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NTA77 2053-12-01 7 N/A 504.00 499.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AN5T2 2054-10-01 6 N/A 722270.50 732073.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31397ASH7 2036-09-15 6 N/A 3759.50 230.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140AV3L3 2054-10-01 6.5 N/A 6497.00 6696.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128KRV68 2036-10-01 5.5 N/A 8799.50 337.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BAN59 2045-01-25 2 N/A 5371064.50 1850201.26 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140MSRV9 2052-12-01 5.5 N/A 9934.00 8566.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128LUSK3 2037-07-01 7.605 N/A 9433.50 74.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLPL6 2053-06-01 5.5 N/A 504.00 440.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288QWP1 2053-03-01 4.7 N/A 10290578.00 8760776.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31398EXC3 2039-06-15 4.5 N/A 300000.00 19624.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140J84G5 2048-08-01 5.5 N/A 76499.50 8031.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329HUP4 2029-04-01 6.5 N/A 3493147.00 2801.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQLV7 2040-08-01 4.5 N/A 127207.50 3350.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133WFMZ7 2054-06-01 6.5 N/A 14076.00 14421.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CCKH8 2053-08-01 5.5 N/A 101503.00 87386.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132WWA93 2052-05-01 4.1 N/A 3564.00 3005.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136B7V24 2050-01-25 3 N/A 1592.50 693.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DPSH2 2052-03-01 3 N/A 7807630.00 5828500.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DEV7 2036-03-01 6.71 N/A 2658.50 24.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31392R3H2 2032-07-15 6.5 N/A 4974.00 205.21 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140XC3V8 2051-02-01 3.5 N/A 14428.50 6592.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402QWU1 2034-12-01 7.062 N/A 76200.50 390.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LCML2 2051-06-01 2.59 N/A 1498596.50 1038872.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQZF2 2054-09-01 5.5 N/A 56112.00 45931.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138ASTP7 2041-10-01 6.818 N/A 17498428.00 112328.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJHP1 2043-04-01 4 N/A 536692.00 397582.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KPN87 2052-10-01 5.5 N/A 14500.00 12320.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XKS27 2053-04-01 5 N/A 7403.00 6870.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AECG2 2054-06-01 7 N/A 251517.50 200976.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C1NW6 2053-04-01 7 N/A 1000.00 1085.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BKYY2 2047-11-25 2.5 N/A 5459438.00 3078051.19 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131WJA45 2036-01-01 6.5 N/A 80897.50 3376.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQJH0 2053-04-01 4.5 N/A 122138.50 105576.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EQ78 2053-04-01 4.5 N/A 7073.00 6082.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402REQ8 2035-02-01 6.275 N/A 5832.50 59.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418ELY4 2052-12-01 5.5 N/A 394764.50 329638.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138WLB44 2047-07-01 4 N/A 18383434.50 4744784.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31397WX91 2038-07-15 5 N/A 5252.00 498.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3137HAD29 2031-10-25 4.796 N/A 74304.00 74021.77 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140NLJM2 2053-06-01 6 N/A 500.00 506.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CYVX3 2054-11-01 6 N/A 1120570.00 1138335.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402DJF8 2034-08-01 6 N/A 13709628.50 95885.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QBSS8 2049-09-01 3 N/A 6093387.00 1100898.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31412PGD7 2039-04-01 5 N/A 2450000.00 125075.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDH2 2054-08-01 6.5 N/A 500.00 520.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XP4D7 2044-05-01 4.5 N/A 1681.00 112.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131XJLM2 2042-05-01 3.5 N/A 11500.00 3547.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HWQB1 2029-11-01 2.475 N/A 2013928.00 1788902.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KYSU4 2039-12-01 2.5 N/A 1277.00 279.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QGPL5 2051-01-01 2.5 N/A 6715.50 3266.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QPF28 2052-06-01 4 N/A 15500.00 12150.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NKKL4 2053-05-01 7 N/A 500.00 516.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X6J51 2049-05-01 4 N/A 11893439.50 3421166.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDYN3 2036-10-01 2.09 N/A 13338.00 10185.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133C57L9 2053-06-01 7 N/A 514.50 559.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XQ4N4 2054-09-01 6 N/A 116664.50 114667.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DVMK8 2053-04-01 5.5 N/A 438761.50 379669.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140JCER1 2052-09-01 1.967 N/A 951160.50 792428.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HVA38 2034-09-01 2.89 N/A 2601.00 2212.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRC68 2033-10-01 3.69 N/A 998.00 920.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A9PN4 2054-04-01 5.5 N/A 504.00 496.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WL6W3 2038-09-01 6.5 N/A 1910.00 37.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128QPNJ7 2036-09-01 7.384 N/A 14016.00 274.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418MBG6 2037-07-01 5 N/A 3341.00 66.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QMZN7 2052-01-01 2.5 N/A 7500.00 5079.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31396HMW6 2036-02-15 5.5 N/A 2000000.00 402538.46 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3136B5C86 2049-09-25 3.5 N/A 174400.00 92168.40 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133KMPK5 2051-09-01 2.5 N/A 486678.50 315736.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132A5GE9 2047-01-01 3 N/A 23000.00 4476.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140QEDC3 2050-07-01 2.5 N/A 257000.00 132368.40 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTLY3 2034-05-01 3.35 N/A 470139.50 416514.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31329JRC3 2045-02-01 4 N/A 54000.00 2605.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 31288RBD9 2037-04-01 6.826 N/A 133934.50 134818.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NU3Y3 2031-04-01 4.62 N/A 466588.50 463581.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137B06L3 2043-03-15 3.5 N/A 1472.50 313.01 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3131XHG83 2041-09-01 4 N/A 68000.00 6322.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418EU81 2053-08-01 5 N/A 170210.00 151264.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HTFX2 2034-05-01 3.59 N/A 483562.50 435355.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BTEZ2 2054-11-25 5.81879 N/A 6094995.50 5942484.70 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140H4UB8 2047-11-01 4 N/A 12027.00 3192.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BPFC0 2052-10-25 4.5 N/A 1419172.00 1357229.94 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DPTQ1 2053-02-01 5.5 N/A 1641.00 1350.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3128JLPY9 2034-01-01 6.125 N/A 2450.00 7.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31402RAS8 2035-03-01 6.5 N/A 623803.00 8171.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DQBE5 2053-04-01 5.5 N/A 45736.50 42768.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFNJ6 2052-01-01 2.5 N/A 6501.00 4569.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137AYSJ1 2042-12-15 2 N/A 25000000.00 2231851.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORT N/A 3140E9KM7 2046-02-01 4 N/A 31648.00 3261.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140E7GS3 2045-11-01 4 N/A 659595.00 34248.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XJVV2 2037-02-01 2.5 N/A 5000.00 3493.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137HDSB7 2054-07-25 5.76879 N/A 6258320.00 5637591.88 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 31371NLU7 2037-10-01 7 N/A 2186525.00 11347.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQRZ7 2054-10-01 6 N/A 717297.50 726446.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136BKFD9 2051-11-25 3.5 N/A 3976264.50 930497.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 31292GXD3 2028-11-01 6.5 N/A 63820.50 47.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNCD1 2033-05-01 3.51 N/A 1233624.00 1125559.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133B3ZF7 2052-02-01 2.5 N/A 15984.50 10932.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138LNL90 2033-06-01 3.72 N/A 968862.50 891340.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XLLV8 2049-02-01 3 N/A 184142.00 140045.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3137FG6Y6 2028-05-25 3.85 N/A 278448.50 271769.45 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3133CT5F2 2054-09-01 6 N/A 245615.00 249597.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFPJ4 2052-01-01 2.5 N/A 49499.50 32451.53 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140AQDK5 2054-08-01 7 N/A 3442.00 3673.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133CNN99 2054-02-01 5.5 N/A 159240.00 155948.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EJ6Y9 2042-11-01 3.5 N/A 4512785.00 520474.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140J5U72 2040-09-01 6.5 N/A 2625000.00 616173.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140HRM83 2028-10-01 3.825 N/A 4472.00 4216.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3133KQSX5 2053-03-01 5.5 N/A 1000.00 911.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138W7D84 2043-03-01 2.5 N/A 922.00 261.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140NMG76 2053-06-01 7 N/A 4975.00 5434.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWH30 2053-08-01 6 N/A 3000.00 2540.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3136AYYZ0 2047-11-25 3.5 N/A 2510.50 1095.20 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MOR N/A 3132DWAH6 2050-11-01 3 N/A 19501.00 7224.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EHTE2 2036-06-01 6.5 N/A 2137790.00 91409.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XFUJ8 2052-02-01 2 N/A 49500.00 30849.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418CZL1 2048-08-01 4 N/A 703.00 40.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140X44M5 2049-09-01 5 N/A 1847265.50 371697.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140XPZ77 2053-08-01 5.5 N/A 1091711.00 1032816.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140GNG80 2047-04-01 4 N/A 65000.00 19619.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140LDRL5 2051-09-01 2.49 N/A 2075.00 1440.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31403DSG5 2036-09-01 5.5 N/A 480257.50 3628.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3131WQC96 2040-06-01 4.5 N/A 99310.50 8439.75 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 31418FDA2 2054-10-01 5 N/A 8782958.00 8430150.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR N/A 3132DWMB6 2054-08-01 6 N/A 1012.50 964.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3138EMFH9 2038-04-01 6.133 N/A 1521776.50 11181.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MOR S6XOOCT0IEG5ABCC6L87 3137H94G1 2052-10-25 5.5 N/A 8223965.00 4699734.12 Agency Debentures and Agency Strips FEDERAL NATIONAL MORT N/A 3138ANCS0 2041-08-01 4.5 N/A 1276.50 24.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORT N/A 3140A7C85 2054-01-01 7.5 N/A 6554.00 6918.11 Agency Mortgage-Backed Securities Y Moody's Short Rating P-1 Moody's Long Rating Aa3 Standard & Poor's Short Rating A-1 Standard & Poor's Long Rating A+ Fitch Long Rating AA- Fitch Short Rating F1+ 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 125000000.00 125000000.00 0.0853 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.4250011999999996 3133ERZL8 254900C5LP6DN9OP9V83 US3133ERZL86 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Moody's Short Rating P-1 Fitch Short Rating F1+ Moody's Long Rating Aaa Fitch Long Rating AA+ 2025-01-02 2025-10-30 2025-10-30 N N N 0.0448 20014353.60 20014353.60 0.0137 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797NT0 254900HROIFWPRGM1V77 US912797NT05 U.S. Treasury Debt Y Moody's Long Rating Aaa Standard & Poor's Long Rating AA+ Fitch Long Rating AA+ Standard & Poor's Short Rating A-1+ Moody's Short Rating P-1 Fitch Short Rating F1+ 2025-04-01 2025-04-01 2025-04-01 N N N 0.0444 9897112.30 9897112.30 0.0068 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797ND5 254900HROIFWPRGM1V77 US912797ND52 U.S. Treasury Debt Y Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Fitch Long Rating AA+ Moody's Long Rating Aaa Moody's Short Rating P-1 Fitch Short Rating F1+ 2025-05-01 2025-05-01 2025-05-01 N N N 0.0439 9862550.90 9862550.90 0.0067 N Y Y N FEDERAL FARM CREDIT SYSTEM FEDERAL FARM CREDIT SYSTEM 4.5100008000000003 3133ERG39 254900C5LP6DN9OP9V83 US3133ERG392 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch Long Rating AA+ Standard & Poor's Short Rating A-1+ Fitch Short Rating F1+ Standard & Poor's Long Rating AA+ Moody's Long Rating Aaa Moody's Short Rating P-1 2025-01-02 2026-12-02 2026-12-02 N N N 0.0457 4999718.05 4999718.05 0.0034 N N N N FEDERAL HOME LOAN BANK SYSTEM FEDERAL HOME LOAN BANK SYSTEM 4.4799984000000004 3130B1XA0 2549001DPIFGXC1TOL40 US3130B1XA05 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's Short Rating A-1+ Fitch Long Rating NR Standard & Poor's Long Rating AA+ Fitch Short Rating NR Moody's Long Rating Aaa Moody's Short Rating P-1 2025-01-02 2026-04-10 2026-04-10 N N N 0.0454 10002027.60 10002027.60 0.0068 N N N N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797KA4 254900HROIFWPRGM1V77 US912797KA41 U.S. Treasury Debt Y Standard & Poor's Short Rating A-1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Fitch Short Rating F1+ Standard & Poor's Long Rating AA+ Fitch Long Rating AA+ 2025-02-20 2025-02-20 2025-02-20 N N N 0.0480 2982949.02 2982949.02 0.0020 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 4.4577179999999998 91282CLA7 254900HROIFWPRGM1V77 US91282CLA70 U.S. Treasury Debt Y Fitch Long Rating AA+ Fitch Short Rating F1+ Moody's Long Rating Aaa Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2025-01-02 2026-07-31 2026-07-31 N N N 0.0456 17008730.69 17008730.69 0.0116 N Y Y N CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO) CREDIT AGRICOLE CIB NEW YORK BRANCH (REPO) 4.46 N/A 1VUV7VQFKUOQSJ21A208 0PW007SG0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL HOME LOAN MOR N/A 3137HHG39 2054-11-25 6 N/A 107700650.00 103000000.13 Agency Debentures and Agency Strips Y Standard & Poor's Long Rating A+ Moody's Long Rating Aa3 Fitch Short Rating F1 Standard & Poor's Short Rating A-1 Moody's Short Rating P-1 Fitch Long Rating AA- 2025-01-02 2025-01-02 2025-01-02 N N N 0.0446 100000000.00 100000000.00 0.0682 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797MM6 254900HROIFWPRGM1V77 US912797MM60 U.S. Treasury Debt Y Fitch Long Rating AA+ Moody's Long Rating Aaa Fitch Short Rating F1+ Moody's Short Rating P-1 Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ 2025-03-06 2025-03-06 2025-03-06 N N N 0.0468 3970705.00 3970705.00 0.0027 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797LN5 254900HROIFWPRGM1V77 US912797LN52 U.S. Treasury Debt Y Moody's Short Rating P-1 Fitch Short Rating F1+ Fitch Long Rating AA+ Standard & Poor's Long Rating AA+ Standard & Poor's Short Rating A-1+ Moody's Long Rating Aaa 2025-06-12 2025-06-12 2025-06-12 N N N 0.0428 9814917.10 9814917.10 0.0067 N Y Y N US DEPARTMENT OF THE TREASURY US DEPARTMENT OF THE TREASURY 0 912797NS2 254900HROIFWPRGM1V77 US912797NS22 U.S. Treasury Debt Y Standard & Poor's Long Rating AA+ Fitch Long Rating AA+ Moody's Short Rating P-1 Fitch Short Rating F1+ Moody's Long Rating Aaa Standard & Poor's Short Rating A-1+ 2025-03-25 2025-03-25 2025-03-25 N N N 0.0442 9904815.90 9904815.90 0.0068 N Y Y N JPMORGAN TRUST IV 2024-01-08 /s/Timothy J. Clemens Timothy J. Clemens Treasurer