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2025-05-02 2025-05-02 N N N 0.0522 160092480.00 160092480.00 0.0086 N N N N Federal Home Loan Mortgage Corp. 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S6XOOCT0IEG5ABCC6L87 2041-09-01 4.500000 1375000.00 97557.24 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2049-01-01 4.500000 120000.00 9514.72 Agency Mortgage-Backed Securities Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 2047-07-01 3.500000 10500000.00 2372365.87 Agency Mortgage-Backed Securities Y 2023-07-03 2023-07-03 2023-07-03 N N N 0.0506 200000000.00 200000000.00 0.0108 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.080000% 0001168163 46699D001_5.08_0703 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N U.S. Treasury Note N.A. 2030-06-30 3.750000 750317500.00 764999994.71 U.S. Treasuries (including strips) Y 2023-07-03 2023-07-03 2023-07-03 N N N 0.0508 750000000.00 750000000.00 0.0403 N Y Y N Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC Fixed Income Clearing Corp. (FICC)/Mizuho Securities USA LLC 5.060000% 60686M007_ 0000812291 60686M007 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Government National Mortgage Association 2031-05-20 5.000000 1021.00 49.36 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2041-06-15 5.500000 1000.00 201.09 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-06-15 4.000000 1000.00 225.06 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-02-15 4.000000 1029.00 291.71 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-11-20 3.000000 2877.00 747.35 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2042-12-20 3.500000 1000.00 136.14 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-04-20 3.500000 1069.00 182.26 Agency 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Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-09-20 4.500000 1001.00 68.31 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2043-10-20 4.000000 1000.00 71.29 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-01-20 3.000000 1000.00 144.55 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-01-20 1.500000 1000.00 149.08 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-04-20 1.500000 1000.00 49.95 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-07-20 5.000000 1000.00 65.83 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-11-20 3.000000 1000.00 130.90 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2044-11-20 5.000000 1000.00 57.91 Agency Collateralized Mortgage Obligation Government National 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745000.00 115118.84 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 4.000000 60000.00 6975.70 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-12-20 4.500000 1000.00 86.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-11-20 5.000000 1000.00 81.19 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-20 4.500000 3048384.00 250761.98 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-01-20 5.000000 1000.00 76.28 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2048-10-20 3.500000 100000.00 13006.25 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-02-20 4.000000 1001.00 101.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2049-03-20 3.500000 800000.00 93415.62 Agency Collateralized 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2051-11-20 1.500000 18618.00 14331.44 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-09-20 4.500000 12000.00 11262.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-10-20 4.000000 103914.00 96154.40 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-11-20 6.000000 9382.00 9263.30 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2052-11-20 3.500000 69789.00 63274.47 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-01-20 4.000000 1000.00 936.60 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-01-20 4.500000 77510.00 74214.65 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2053-05-20 4.500000 1000.00 950.82 Agency Collateralized Mortgage Obligation Government National Mortgage Association 2045-09-20 4.000000 130000.00 24030.14 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