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Agency Standard and Poor's Ratings Services AA+ 2017-02-01 2018-12-27 2018-12-27 N N N 0.0061 49917945.00 49917945.00 0.0006 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.822000% 3133EGMK8 US3133EGMK85 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-20 2017-07-20 2017-07-20 N N N 0.0054 78504766.33 78504766.33 0.0010 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.871000% 3133EGSY2 US3133EGSY26 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-06 2018-09-06 2018-09-06 N N N 0.0063 304161665.60 304161665.60 0.0037 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.820000% 3133EGT62 US3133EGT620 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-12 2018-12-12 2018-12-12 N N N 0.0073 245356940.50 245356940.50 0.0030 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.836000% 3133EGU78 US3133EGU784 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-08 2019-01-08 2019-01-08 N N N 0.0084 125203387.50 125203387.50 0.0015 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.890000% 3133EGV36 US3133EGV360 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-01 2018-12-14 2018-12-14 N N N 0.0067 159876368.00 159876368.00 0.0019 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP FFCB 0.859000% 3133EGYX7 US3133EGYX78 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-19 2018-10-19 2018-10-19 N N N 0.0086 150435000.00 150435000.00 0.0018 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.782000% 3134G72G5 S6XOOCT0IEG5ABCC6L87 US3134G72G51 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-20 2017-04-20 2017-04-20 N N N 0.0046 18200277.35 18200277.35 0.0002 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.816000% 3134G75N7 S6XOOCT0IEG5ABCC6L87 US3134G75N75 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-27 2017-04-27 2017-04-27 N N N 0.0025 125083537.50 125083537.50 0.0015 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.906000% 3134G8HY8 S6XOOCT0IEG5ABCC6L87 US3134G8HY84 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-21 2017-07-21 2017-07-21 N N N 0.0006 137212308.90 137212308.90 0.0017 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.971000% 3134G8PF0 S6XOOCT0IEG5ABCC6L87 US3134G8PF04 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-03-08 2018-03-08 2018-03-08 N N N 0.0097 84333698.40 84333698.40 0.0010 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FREDDIE MAC MTN 0.979000% 3134G9K71 S6XOOCT0IEG5ABCC6L87 US3134G9K717 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-04-08 2018-01-08 2018-01-08 N N N 0.0098 113807851.35 113807851.35 0.0014 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FREDDIE MAC MTN 0.988000% 3134G9L21 S6XOOCT0IEG5ABCC6L87 US3134G9L210 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-04-12 2018-01-12 2018-01-12 N N N 0.0099 100395530.00 100395530.00 0.0012 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.000000% 313589BW2 B1V7KEBTPIMZEU4LTD58 US313589BW23 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services A-1+ 2017-02-14 2017-02-14 2017-02-14 N N N 0.0044 98210816.31 98210816.31 0.0012 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 5.000000% 31359M4D2 B1V7KEBTPIMZEU4LTD58 US31359M4D26 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-13 2017-02-13 2017-02-13 N N N 0.0049 62343063.75 62343063.75 0.0008 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 5.000000% 31359M7X5 B1V7KEBTPIMZEU4LTD58 US31359M7X52 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-05-11 2017-05-11 2017-05-11 N N N 0.0068 131312074.76 131312074.76 0.0016 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.777000% 3135G0F24 B1V7KEBTPIMZEU4LTD58 US3135G0F244 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-16 2017-08-16 2017-08-16 N N N 0.0001 25026015.00 25026015.00 0.0003 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.783000% 3135G0F57 B1V7KEBTPIMZEU4LTD58 US3135G0F574 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-05 2017-10-05 2017-10-05 N N N 0.0054 730789.71 730789.71 0.0000 N N N N FNFR LIBR A 03/21/18 FEDERAL NATIONAL MORTGAGE ASSOCIAT 0.944000% 3135G0L35 B1V7KEBTPIMZEU4LTD58 US3135G0L358 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-03-21 2018-03-21 2018-03-21 N N N 0.0069 53316389.95 53316389.95 0.0006 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.985000% 3135G0M34 B1V7KEBTPIMZEU4LTD58 US3135G0M349 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-04-11 2018-01-11 2018-01-11 N N N 0.0098 42122081.40 42122081.40 0.0005 N N N N FEDERAL NATL MTG ASSN FANNIE BENCHMARK NOTE 0.875000% 3135G0MZ3 B1V7KEBTPIMZEU4LTD58 US3135G0MZ32 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-08-28 2017-08-28 2017-08-28 N N N 0.0069 160199392.00 160199392.00 0.0019 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE BENCHMARK NOTE 0.875000% 3135G0PQ0 B1V7KEBTPIMZEU4LTD58 US3135G0PQ06 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-10-26 2017-10-26 2017-10-26 N N N 0.0091 98866314.56 98866314.56 0.0012 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.750000% 3135G0VM2 B1V7KEBTPIMZEU4LTD58 US3135G0VM28 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-03-14 2017-03-14 2017-03-14 N N N 0.0049 20005414.00 20005414.00 0.0002 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA 0.750000% 3135G0ZB2 B1V7KEBTPIMZEU4LTD58 US3135G0ZB27 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-04-20 2017-04-20 2017-04-20 N N N 0.0055 32014364.80 32014364.80 0.0004 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FANNIE BENCHMARK NOTE 1.000000% 3135G0ZL0 B1V7KEBTPIMZEU4LTD58 US3135G0ZL09 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-09-27 2017-09-27 2017-09-27 N N N 0.0079 641826573.27 641826573.27 0.0078 N N N N 1.00 FMNT GB 17 J5 FHLMC 1.000000% 3137EADJ5 S6XOOCT0IEG5ABCC6L87 US3137EADJ57 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-07-28 2017-07-28 2017-07-28 N N N 0.0069 72043512.22 72043512.22 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 1.000000% 3137EADL0 S6XOOCT0IEG5ABCC6L87 US3137EADL04 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-09-29 2017-09-29 2017-09-29 N N N 0.0080 299665104.27 299665104.27 0.0036 N N N N FREDDIE MAC FHLMC 0.750000% 3137EADN6 S6XOOCT0IEG5ABCC6L87 US3137EADN69 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2018-01-12 2018-01-12 2018-01-12 N N N 0.0095 70010468.28 70010468.28 0.0008 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC 0.875000% 3137EADT3 S6XOOCT0IEG5ABCC6L87 US3137EADT30 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-02-22 2017-02-22 2017-02-22 N N N 0.0066 76328017.35 76328017.35 0.0009 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA BENCHMARK NOTE 5.375000% 31398ADM1 B1V7KEBTPIMZEU4LTD58 US31398ADM18 U.S. Government Agency Debt Y Fitch, Inc. Agency Moody's Investors Service, Inc. Agency Standard and Poor's Ratings Services AA+ 2017-06-12 2017-06-12 2017-06-12 N N N 0.0073 190399017.52 190399017.52 0.0023 N N N N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796JP5 US912796JP55 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-04-27 2017-04-27 2017-04-27 N N N 0.0061 191473678.98 191473678.98 0.0023 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KJ7 US912796KJ76 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-02-23 2017-02-23 2017-02-23 N N N 0.0048 959725728.00 959725728.00 0.0116 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KM0 US912796KM06 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services A-1+ 2017-03-09 2017-03-09 2017-03-09 N N N 0.0049 2848657080.00 2848657080.00 0.0345 N Y Y N UNITED STATES TREASURY TREASURY BILL 0.000000% 912796KQ1 US912796KQ10 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. 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Govt Standard and Poor's Ratings Services AA+ 2017-02-01 2017-10-31 2017-10-31 N N N 0.0057 32399957.91 32399957.91 0.0004 N Y Y N UNITED STATES TREASURY TREASURY NOTE 0.875000% 912828M72 US912828M722 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-11-30 2017-11-30 2017-11-30 N N N 0.0081 63819904.75 63819904.75 0.0008 N Y Y N UNITED STATES TREASURY TREASURY NOTE 3.000000% 912828MS6 US912828MS67 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. Govt Standard and Poor's Ratings Services AA+ 2017-02-28 2017-02-28 2017-02-28 N N N 0.0047 109987392.67 109987392.67 0.0013 N Y Y N NOTE 10/31/17 1.8750 TREASURY NOTE 1.875000% 912828PF1 US912828PF10 U.S. Treasury Debt Y Fitch, Inc. Govt Moody's Investors Service, Inc. 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Govt Standard and Poor's Ratings Services AA+ 2017-06-15 2017-06-15 2017-06-15 N N N 0.0060 150152340.00 150152340.00 0.0018 N Y Y N JP MORGAN SECURITIES LLC TRI-PARTY JP MORGAN SECURITIES LLC 0.630000% ZBUT11V806EZRVTWT807 0000782124 BRSHT4649 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y GNMA_09-74 2038-11-20 3.000000 4000000.00 106839.90 Agency Collateralized Mortgage Obligation GNMA_06-25A 2036-05-20 5.923330 44597540.00 676032.12 Agency Collateralized Mortgage Obligation GNMA_12-43E 2039-07-20 3.000000 3265000.00 1483387.64 Agency Collateralized Mortgage Obligation GNMA_15-96C 2045-07-20 3.500000 68528570.00 7476744.17 Agency Collateralized Mortgage Obligation GNMA_10-165 2038-04-20 2.750000 73100000.00 17630645.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-1 2040-09-20 5.823330 76000000.00 2643131.60 Agency Collateralized Mortgage Obligation 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Agency Mortgage-Backed Securities FMAR 1Q0132 G S6XOOCT0IEG5ABCC6L87 2036-09-01 2.988000 5000000.00 221462.85 Agency Mortgage-Backed Securities GNM2 4767M 2040-08-20 4.500000 5932000.00 557054.31 Agency Mortgage-Backed Securities FEDERAL NATL MTG ASSN GTD MTG B1V7KEBTPIMZEU4LTD58 2027-07-01 3.500000 9359165.00 4431001.68 Agency Mortgage-Backed Securities GINNIE MAE I 2032-04-15 6.500000 8233188.00 343758.91 Agency Mortgage-Backed Securities GINNIE MAE 2039-04-20 5.000000 33116980.00 4056155.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 56093631.00 55189120.36 Agency Mortgage-Backed Securities GINNIE MAE 2040-09-20 4.500000 115465472.00 31127782.62 Agency Mortgage-Backed Securities GNII SF 005082 M 2041-06-20 4.500000 66675584.00 17694723.09 Agency Mortgage-Backed Securities GNMA_11-80 2041-06-20 5.303330 167610000.00 4412435.24 Agency Collateralized Mortgage Obligation GNMA_14-57 2044-04-20 5.423330 69750000.00 9413114.62 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 5.308890 30555761.00 2904312.87 Agency Collateralized Mortgage Obligation FREMF_13-K31 2046-07-25 0.100000 1630.00 7.72 Agency Collateralized Mortgage Obligation FNR_03-18 2042-12-25 6.500000 72.00 6.09 Agency Collateralized Mortgage Obligation FHMS_K047 2025-05-25 0.163622 6.00 0.08 Agency Collateralized Mortgage Obligation FNMA_02-14 2042-01-25 7.000000 3.00 0.19 Agency Collateralized Mortgage Obligation FHMS_K716 2021-06-25 0.703417 3.00 0.08 Agency Collateralized Mortgage Obligation Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-07 2017-02-07 Y BNP PARIBAS SA 1.0000 7 N Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A N N 0.0073 600000000.00 600000000.00 0.0073 N N Y N MIZUHO SECURITIES USA INC TRI-PARTY MIZUHO SECURITIES 0.908000% 7TK5RJIZDFROZCA6XF66 0001513005 BRT5U36D4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_385 2037-11-01 6.500000 15500000.00 176959.18 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_324 2028-12-15 3.500000 52272347.00 3349988.67 Agency Collateralized Mortgage Obligation FNMS_03-84 2037-09-01 6.500000 18000000.00 246746.57 Agency Collateralized Mortgage Obligation FNMA_03-84 2035-01-25 6.500000 12714229.00 290802.82 Agency Collateralized Mortgage Obligation FNSTR_419 2044-05-25 3.500000 24139598.00 1891434.67 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-09-01 3.500000 207604.00 213020.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 300833.00 314396.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2031-12-01 3.000000 380926.00 389903.40 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 4.500000 1000179.00 1027218.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 1108963.00 1138139.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 1449935.00 1525448.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 1522430.00 1558423.75 Agency Mortgage-Backed Securities GINNIE MAE II 2031-12-20 3.000000 1666830.00 1716178.88 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-05-01 4.000000 1904938.00 1999383.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-09-01 4.000000 2017546.00 2111461.70 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 4.500000 2108765.00 2206964.70 Agency Mortgage-Backed Securities GINNIE MAE II 2032-01-20 3.000000 2294801.00 2374373.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 2325621.00 2447558.51 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 4.000000 2482221.00 2561871.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 2711067.00 2777628.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 4.000000 3146801.00 3303728.65 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-10-01 4.000000 3150384.00 3248235.54 Agency Mortgage-Backed Securities GINNIE MAE II 2046-06-20 4.000000 3296801.00 3378256.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.500000 3399175.00 3495483.33 Agency Mortgage-Backed Securities GINNIE MAE II 2047-01-20 3.500000 3574167.00 3689900.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 3917788.00 4008562.13 Agency Mortgage-Backed Securities GINNIE MAE II 2046-12-20 3.500000 4024490.00 4142377.72 Agency Mortgage-Backed 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B1V7KEBTPIMZEU4LTD58 2046-03-01 4.000000 7929473.00 8141002.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 7959786.00 8178051.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-04-01 4.000000 8977056.00 9216935.77 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 9328944.00 9545400.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-02-01 3.590000 12450000.00 12762280.17 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-01-01 3.500000 15154074.00 15512720.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 3.500000 21393939.00 21911729.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-02-01 3.500000 27310922.00 27957389.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-12-01 3.000000 28755636.00 29454523.10 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-01-01 3.000000 63957142.00 65797188.97 Agency Mortgage-Backed Securities FREDDIE 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Securities GINNIE MAE II 2046-09-20 3.500000 3230211.00 3348056.75 Agency Mortgage-Backed Securities GINNIE MAE II 2046-05-20 4.000000 3133595.00 3272243.60 Agency Mortgage-Backed Securities GINNIE MAE II 2046-11-20 3.500000 2972343.00 3084549.66 Agency Mortgage-Backed Securities GINNIE MAE II 2046-10-20 3.500000 2551972.00 2644834.93 Agency Mortgage-Backed Securities GINNIE MAE II 2046-06-20 4.000000 2253050.00 2372483.98 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.500000 2102395.00 2173549.95 Agency Mortgage-Backed Securities GINNIE MAE II 2046-10-20 3.500000 1966165.00 2036212.74 Agency Mortgage-Backed Securities GINNIE MAE II 2046-10-20 3.500000 1844405.00 1908282.43 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.500000 1780630.00 1840751.99 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.500000 1742422.00 1808168.89 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.500000 1676344.00 1733417.23 Agency Mortgage-Backed Securities GINNIE MAE II 2046-10-20 3.500000 1610444.00 1671296.52 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.500000 1493313.00 1544152.70 Agency Mortgage-Backed Securities GINNIE MAE II 2046-11-20 3.500000 1254715.00 1301380.72 Agency Mortgage-Backed Securities GINNIE MAE II 2046-10-20 3.500000 1247121.00 1295289.28 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.500000 1116985.00 1154769.75 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 4.500000 1098035.00 1138635.75 Agency Mortgage-Backed Securities FEDERAL NATL MTG ASSN STRIPPED MTG BACKED SECS 2038-01-25 6.000000 12300000.00 409562.55 Agency Collateralized Mortgage Obligation FNST 386IO7 2038-07-25 6.000000 71545102.00 508254.98 Agency Collateralized Mortgage Obligation FNST 384IO5 2037-07-25 5.000000 61352870.00 656321.57 Agency Collateralized Mortgage Obligation Fannie Mae Stripped Mortgage-Backed Securities B1V7KEBTPIMZEU4LTD58 2035-09-01 6.000000 55600000.00 684792.50 Agency Collateralized 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NR Standard and Poor's Ratings Services A+ N N 0.0056 350000000.00 350000000.00 0.0042 N N Y N GOLDMAN SACHS & CO TRI-PARTY GOLDMAN SACHS & CO. 0.940000% FOR8UP27PHTHYVLBNG30 0000769993 BRT7HJYU1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_17-13B 2047-02-25 3.000000 5864.00 4130.76 Agency Collateralized Mortgage Obligation FHLMC_41-72 2043-02-15 3.000000 250000.00 194165.85 Agency Collateralized Mortgage Obligation FHLMC_4649A 2046-05-15 3.500000 8787004.00 8344323.53 Agency Collateralized Mortgage Obligation FNMA_17-13C 2043-10-25 2.500000 9155616.00 9092268.29 Agency Collateralized Mortgage Obligation FHLMC_4649B 2047-01-15 3.500000 10998336.00 11004583.05 Agency Collateralized Mortgage Obligation FNMA_17-13D 2047-02-25 3.000000 20277280.00 19411926.80 Agency Collateralized Mortgage Obligation FNMA_17-13B 2047-02-25 5.283000 24468540.00 5101029.94 Agency Collateralized Mortgage Obligation FHLMC_13 2043-02-15 3.000000 32000000.00 29155153.28 Agency Collateralized Mortgage Obligation FNMA_16-70B 2046-10-25 5.278890 41497371.00 9253761.46 Agency Collateralized Mortgage Obligation FNMA_17-13A 2047-02-25 5.283000 44304702.00 9196637.13 Agency Collateralized Mortgage Obligation FNMA_17-13B 2047-02-25 5.283000 50188893.00 10829357.82 Agency Collateralized Mortgage Obligation FNMA_12-19 2042-03-25 3.500000 15908668.00 18906510.33 Agency Collateralized Mortgage Obligation GINNIE MAE II 2040-09-20 4.500000 50000000.00 12642920.16 Agency Mortgage-Backed Securities GINNIE MAE II 2043-05-20 3.500000 3628249.00 2075162.80 Agency Mortgage-Backed Securities GINNIE MAE II 2046-07-20 3.500000 3905875.00 4025910.62 Agency Mortgage-Backed Securities GINNIE MAE II 2046-07-20 3.500000 11811130.00 12165127.15 Agency Mortgage-Backed Securities GINNIE MAE II 2046-10-20 3.500000 12186232.00 12630941.23 Agency Mortgage-Backed Securities GINNIE MAE II 2046-10-20 3.500000 13112962.00 13443726.04 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.500000 13286467.00 13752086.01 Agency Mortgage-Backed Securities GINNIE MAE II 2046-10-20 3.500000 13551992.00 13968430.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-10-15 5.582780 24749000.00 170566.96 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-10-15 5.382780 48643496.00 346432.85 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2039-06-15 5.232780 53767245.00 1153283.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-05-15 5.982780 74117533.00 417735.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2039-07-15 5.982780 92000000.00 1493039.41 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-07-15 5.262780 125000000.00 417323.34 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2036-07-15 5.852780 150201279.00 1973118.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2033-01-15 0.00 165000000.00 8.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2039-04-15 5.832780 176618154.00 1260941.65 Agency Collateralized Mortgage Obligation FHLMC_2448 2032-05-15 6.000000 27000.00 5644.11 Agency Collateralized Mortgage Obligation FHLMC_2502 2032-09-15 6.000000 29000.00 7714.73 Agency Collateralized Mortgage Obligation FHLMC_3059 2035-02-15 5.000000 30000.00 55932.28 Agency Collateralized Mortgage Obligation FHLMC_23-3 2031-04-15 6.000000 37000.00 3327.52 Agency Collateralized Mortgage Obligation FNMA_01-60J 2031-11-25 6.000000 64000.00 7606.25 Agency Collateralized Mortgage Obligation FHLMC_2533 2032-12-15 5.500000 105000.00 50244.45 Agency Collateralized Mortgage Obligation FHLMC_3894 2041-07-15 4.500000 200000.00 261149.68 Agency Collateralized Mortgage Obligation FHLMC_35-42 2039-06-15 5.000000 250000.00 400873.97 Agency Collateralized Mortgage Obligation FHLMC_1058 2021-04-15 8.000000 285000.00 891.12 Agency Collateralized Mortgage Obligation FHLMC_3820 2041-03-15 5.000000 300000.00 438404.71 Agency Collateralized Mortgage Obligation FHLMC_3860 2041-05-15 5.000000 300000.00 433711.31 Agency Collateralized Mortgage Obligation FNMA_12-72 2042-07-25 3.500000 311255.00 366723.47 Agency Collateralized Mortgage Obligation GNMA_13-129E 2043-09-20 5.373330 322000.00 20249.82 Agency Collateralized Mortgage Obligation FHLMC_2480 2032-08-15 6.000000 400000.00 114649.95 Agency Collateralized Mortgage Obligation FNMA_04-92B 2034-12-25 6.000000 400000.00 908290.80 Agency Collateralized Mortgage Obligation FHLMC_43-81 2044-08-15 4.000000 472000.00 505075.43 Agency Collateralized Mortgage Obligation FNRM 0035D9 2043-04-25 3.000000 500000.00 284301.11 Agency Collateralized Mortgage Obligation FHLMC_3841 2041-04-15 5.000000 500000.00 746126.25 Agency Collateralized Mortgage Obligation FNMA_09-41 2039-06-25 4.500000 500000.00 254852.74 Agency Collateralized Mortgage Obligation FNMA_10-21 2040-03-25 5.000000 500000.00 770277.18 Agency Collateralized Mortgage Obligation FNMA_09-51C 2039-07-25 4.500000 600000.00 111876.56 Agency Collateralized Mortgage Obligation FNMA_15-43B 2045-06-25 4.000000 618369.00 626159.09 Agency Collateralized Mortgage Obligation FHLMC_42-10 2043-05-15 3.000000 700000.00 701534.73 Agency Collateralized Mortgage Obligation FHLMC_39-57 2041-11-15 4.000000 850000.00 1069824.07 Agency Collateralized Mortgage Obligation FNMA_13-74D 2043-07-25 4.000000 868421.00 989333.13 Agency Collateralized Mortgage Obligation FNMA_13-101 2043-10-25 5.128890 891000.00 164774.47 Agency Collateralized Mortgage Obligation FNMA_13-103A 2043-10-25 5.148890 952000.00 172823.72 Agency Collateralized Mortgage Obligation FHLMC_40-93 2042-08-15 3.500000 1000000.00 1071115.07 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4179 2041-01-15 4.000000 1000000.00 1210352.39 Agency Collateralized Mortgage Obligation FHLMC_34-17 2038-02-15 5.000000 1013421.00 1134287.82 Agency Collateralized Mortgage Obligation FNMA_12-34 2042-04-25 4.500000 1018847.00 1426573.24 Agency Collateralized Mortgage Obligation FNMA_12-68 2042-07-25 5.228890 1154000.00 115123.26 Agency Collateralized Mortgage Obligation GNRA 2010-117 PS 2039-10-20 5.223330 1274868.00 33341.26 Agency Collateralized Mortgage Obligation FNMA_16-104 2047-01-25 4.000000 1358000.00 1341545.57 Agency Collateralized Mortgage Obligation FHLMC_2963 2034-11-15 5.000000 1400000.00 2551904.11 Agency Collateralized Mortgage Obligation FNMA_16-72A 2046-10-25 3.000000 1475530.00 1113080.34 Agency Collateralized Mortgage Obligation FHLMC_3871 2041-06-15 5.500000 1500000.00 1874854.88 Agency Collateralized Mortgage Obligation FNMA_10-150 2041-01-25 4.000000 1500000.00 1938166.26 Agency Collateralized Mortgage Obligation FHLMC_4093E 2039-07-15 5.882780 2078000.00 211804.08 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3139 2036-04-15 5.500000 2200000.00 1398990.07 Agency Collateralized Mortgage Obligation FNMA_14-2 2042-04-25 5.278890 2316014.00 30722.56 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2039-04-25 5.328890 2483000.00 127915.69 Agency Collateralized Mortgage Obligation FNMA_09-111 2040-01-25 5.000000 2500000.00 730457.06 Agency Collateralized Mortgage Obligation FHLMC_15-KF09 2022-05-25 6.121670 2835250.00 1957893.86 Agency Collateralized Mortgage Obligation FHLMC_3244 2036-11-15 5.892780 4000000.00 154756.84 Agency Collateralized Mortgage Obligation FNMA_16-72A 2046-10-25 3.000000 4088964.00 3314900.74 Agency Collateralized Mortgage Obligation GNMA_11-24 2041-02-20 4.523330 5000000.00 159402.61 Agency Collateralized Mortgage Obligation FNMA_12-11 2040-05-25 5.228890 5742379.00 227372.91 Agency Collateralized Mortgage Obligation FHLMC_32-1 2036-08-15 5.500000 6400000.00 4367250.14 Agency Collateralized Mortgage Obligation FHLMC_40-30 2042-04-15 5.682780 6541185.00 530272.04 Agency Collateralized Mortgage Obligation FNMA_09-62 2039-08-25 6.000000 7000000.00 814132.72 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2042-01-25 5.778890 7178754.00 116613.16 Agency Collateralized Mortgage Obligation FNMA_16-94 2046-12-25 3.000000 7485900.00 6175623.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP S6XOOCT0IEG5ABCC6L87 2042-04-15 5.882780 7504149.00 654869.20 Agency Collateralized Mortgage Obligation FHLMC_45-53 2046-02-15 3.500000 7542177.00 7021115.75 Agency Collateralized Mortgage Obligation FHLMC_4302 2043-12-15 5.332780 7600000.00 792244.59 Agency Collateralized Mortgage Obligation FHLMC_42-46 2043-09-15 5.782780 7655991.00 312816.82 Agency Collateralized Mortgage Obligation FNMA_07-68 2037-07-25 5.928890 7845000.00 91847.22 Agency Collateralized Mortgage Obligation FNMA_07-39 2037-05-25 5.978890 8375000.00 252239.26 Agency Collateralized Mortgage Obligation FHLMC_4525C 2045-11-15 5.382780 8524857.00 1302597.04 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2040-03-20 4.973330 9097104.00 316478.76 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD 2040-04-20 5.823330 1013000.00 143054.60 Agency Collateralized Mortgage Obligation FNMA_13-129 2043-03-25 5.278890 9784427.00 326687.96 Agency Collateralized Mortgage Obligation FREMF_15-KF10 2022-07-25 6.873330 10000000.00 7741716.14 Agency Collateralized Mortgage Obligation FHLMC_4281B 2043-12-15 5.232780 10000000.00 589914.59 Agency Collateralized Mortgage Obligation GNMA_12-97 2042-08-16 5.282780 10000000.00 919270.46 Agency Collateralized Mortgage Obligation FNMA_14-14 2044-04-25 5.328890 10250000.00 510597.28 Agency Collateralized Mortgage Obligation FHLMC_4126 2042-11-15 5.332780 10734000.00 1502369.57 Agency Collateralized Mortgage Obligation FNMA_16-59B 2046-09-25 3.500000 11163908.00 6266765.72 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-20 3.723330 11250014.00 520086.69 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD REMIC PASS THRU TR 2032-11-25 5.428890 11635433.00 1066725.77 Agency Collateralized Mortgage Obligation GNMA_14-32F 2044-02-20 5.323330 11928274.00 1774528.84 Agency Collateralized Mortgage Obligation GNMA_10-31 2040-03-20 4.223330 11948360.00 192565.88 Agency Collateralized Mortgage Obligation FNMA_16-60D 2046-09-25 5.328890 12000000.00 1991353.39 Agency Collateralized Mortgage Obligation FNMA_16-94 2046-12-25 3.000000 12487083.00 11290172.78 Agency Collateralized Mortgage Obligation FNMA_16-81C 2046-11-25 3.000000 13357444.00 11065374.81 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-03-20 5.273330 13701602.00 117506.12 Agency Collateralized Mortgage Obligation FHLMC_46-26 2050-01-15 3.500000 14005538.00 13961107.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-10-15 3.828890 14455528.00 2595220.27 Agency Collateralized Mortgage Obligation FHLMC_4281B 2043-12-15 5.232780 14600000.00 1234017.07 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2040-12-25 5.778890 14753094.00 614222.44 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2042-04-25 5.878890 15333333.00 689389.32 Agency Collateralized Mortgage Obligation GNMA_13-147 2039-12-20 5.273330 17000000.00 1168813.89 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2032-03-25 5.878890 17703801.00 1226828.46 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP S6XOOCT0IEG5ABCC6L87 2040-11-15 4.228890 18000000.00 1803570.62 Agency Collateralized Mortgage Obligation FHLMC_4347 2044-06-15 5.282780 18118013.00 960282.91 Agency Collateralized Mortgage Obligation FHLMC_46-26 2050-01-15 3.500000 18811938.00 18539868.40 Agency Collateralized Mortgage Obligation FEDERAL NATL MTG ASSN GTD 2042-10-25 5.278890 19854550.00 1725487.72 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2042-09-25 4.118890 20000000.00 1643399.69 Agency Collateralized Mortgage Obligation GNRA 2043-09-20 5.323330 20708456.00 1261889.30 Agency Collateralized Mortgage Obligation FNMA_14-88 2045-01-25 5.378890 21487617.00 3051637.17 Agency Collateralized Mortgage Obligation FNMA_12-14 2040-12-25 5.778890 21807600.00 768487.40 Agency Collateralized Mortgage Obligation FNMA_16-7D 2034-02-25 5.378890 22000000.00 3175192.58 Agency Collateralized Mortgage Obligation FHLMC_43-84 2044-09-15 5.882780 22000000.00 3733258.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP S6XOOCT0IEG5ABCC6L87 2031-04-15 5.882780 22528822.00 1156787.62 Agency Collateralized Mortgage Obligation GNMA_16-147B 2046-10-20 5.323330 23940171.00 4744637.32 Agency Collateralized Mortgage Obligation GNMA_10-108 2039-09-20 5.323330 25000000.00 397336.96 Agency Collateralized Mortgage Obligation GNMA_14-131 2044-09-16 5.432780 25000000.00 5009867.43 Agency Collateralized Mortgage Obligation GNMA_16-57A 2046-04-20 5.273330 25000000.00 4982971.00 Agency Collateralized Mortgage Obligation FNRA 000EY3 2037-01-25 5.828890 25020000.00 403921.21 Agency Collateralized Mortgage Obligation GNMA_12-39 2039-08-20 5.273330 25088888.00 2210574.12 Agency Collateralized Mortgage Obligation FHLMC_4058A 2041-12-15 5.382780 25105200.00 1102432.99 Agency Collateralized Mortgage Obligation FHLMC_3339 2037-07-15 5.712780 25800000.00 180512.57 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2040-07-25 5.778890 25827731.00 1522462.27 Agency Collateralized Mortgage Obligation FNMA_16-105 2047-01-25 5.228890 26043945.00 5159195.11 Agency Collateralized Mortgage Obligation FHLMC_44-27 2045-01-15 4.832780 26044000.00 2672367.93 Agency Collateralized Mortgage Obligation GNRA 2010-047 AS 2040-04-20 5.663330 26220000.00 850523.58 Agency Collateralized Mortgage Obligation FHLMC_4216F 2043-06-15 5.932780 26482266.00 4132062.73 Agency Collateralized Mortgage Obligation FNMA_13-20L 2043-03-25 5.378890 26666666.00 3019679.63 Agency Collateralized Mortgage Obligation GNRA 2045-03-16 4.832780 27058031.00 2460640.38 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CT 2042-04-15 5.682780 27228515.00 1302453.62 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 4.893330 13261261.00 370424.37 Agency Collateralized Mortgage Obligation GNMA_11-79 2041-05-20 4.623330 14500000.00 1093277.52 Agency Collateralized Mortgage Obligation FHLMC_15-KF09 2022-05-22 9.421670 28755448.00 19793040.63 Agency Collateralized Mortgage Obligation FNMA_12-17 2039-07-25 5.778890 29470779.00 636780.62 Agency Collateralized Mortgage Obligation FHLMC_4451D 2043-07-15 4.000000 29988612.00 21123810.08 Agency Collateralized Mortgage Obligation GNMA_14-107 2044-07-20 4.823330 30000000.00 2497173.11 Agency Collateralized Mortgage Obligation GNMA_15-161F 2045-11-20 5.423330 30063147.00 5500303.40 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2037-02-25 5.628890 30894779.00 91809.99 Agency Collateralized Mortgage Obligation FHLMC_39-60 2041-11-15 5.232780 30953107.00 2897538.23 Agency Collateralized Mortgage Obligation GNMA_11-23 2041-02-16 5.832780 31098460.00 2181413.85 Agency Collateralized Mortgage Obligation GNRA 2041-05-16 5.282780 31200000.00 1477311.54 Agency Collateralized Mortgage Obligation FNMA_12-19 2039-04-25 5.728890 31879200.00 1332932.04 Agency Collateralized Mortgage Obligation GNMA_16-156A 2046-11-20 5.323330 31913227.00 6888270.04 Agency Collateralized Mortgage Obligation FHLMC_37-92 2025-07-15 5.832780 32214285.00 455703.94 Agency Collateralized Mortgage Obligation GNMA_12-97 2042-08-20 5.823330 33333333.00 1850885.14 Agency Collateralized Mortgage Obligation FHLMC_4175 2038-06-15 5.382780 33343500.00 2418033.57 Agency Collateralized Mortgage Obligation FNMA_15-27 2045-05-25 4.828890 33600000.00 4596381.30 Agency Collateralized Mortgage Obligation GNMA_15-72 2045-05-20 5.423330 34844356.00 4355331.30 Agency Collateralized Mortgage Obligation Fannie Mae REMIC Trust 2037-03-25 5.628890 35000000.00 120722.32 Agency Collateralized Mortgage Obligation GNMA_15-161E 2045-11-16 5.432780 36000000.00 4554645.41 Agency Collateralized Mortgage Obligation FNMA_10-118 2040-10-25 5.828890 36168810.00 2726807.73 Agency Collateralized Mortgage Obligation FNMA_14-91 2045-01-25 5.378890 38157938.00 6466949.90 Agency Collateralized Mortgage Obligation FHLMC_4314 2044-03-15 5.232780 38514685.00 2563431.01 Agency Collateralized Mortgage Obligation FNMA_12-6 2042-02-25 5.228890 39204778.00 1604308.68 Agency Collateralized Mortgage Obligation GNRA 2043-11-20 5.923330 39768995.00 3369631.63 Agency Collateralized Mortgage Obligation FNMA_16-72A 2046-10-25 3.000000 39876446.00 33878175.03 Agency Collateralized Mortgage Obligation FNMA_08-10 2038-03-25 6.208890 40211065.00 1224610.62 Agency Collateralized Mortgage Obligation GNMA_16-111 2046-08-20 5.323330 40361337.00 8924927.93 Agency Collateralized Mortgage Obligation FHLMC_43-83 2044-09-15 5.332780 40958642.00 6388248.60 Agency Collateralized Mortgage Obligation FHLMC_42-39 2043-07-15 3.208333 41536521.00 7865319.19 Agency Collateralized Mortgage Obligation FNMA_12-5 2038-09-25 5.828890 41657367.00 1175164.11 Agency Collateralized Mortgage Obligation FNMA_07-W6 2037-06-25 5.828890 41715000.00 289827.96 Agency Collateralized Mortgage Obligation GNMA_11-93 2041-07-20 5.883330 42000000.00 4502416.74 Agency Collateralized Mortgage Obligation FNMA_13-93 2043-09-25 4.398890 42800000.00 8874856.18 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 5.378890 43313000.00 5723098.46 Agency Collateralized Mortgage Obligation GNMA_13-93 2043-06-16 5.432780 44000000.00 3817424.20 Agency Collateralized Mortgage Obligation FHLMC_3922C 2041-03-15 5.882780 45000000.00 1126917.53 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-36 2032-12-25 6.978890 45000000.00 660168.24 Agency Collateralized Mortgage Obligation FNMA_10-136 2038-06-25 5.228890 45000000.00 910270.85 Agency Collateralized Mortgage Obligation FHLMC_4591A 2046-06-15 5.232780 45142857.00 9512411.93 Agency Collateralized Mortgage Obligation GNMA_10-146 2039-04-20 5.923330 45855428.00 324802.27 Agency Collateralized Mortgage Obligation FNMA_15-34 2045-06-25 5.378890 46126138.00 6027035.44 Agency Collateralized Mortgage Obligation FHLS_26-4 2042-07-15 5.182780 46503287.00 6007048.65 Agency Collateralized Mortgage Obligation GNMA_14-5 2044-01-20 5.323330 47142857.00 5398281.11 Agency Collateralized Mortgage Obligation FHLMC_38-56 2040-03-15 5.832780 47207414.00 1175591.85 Agency Collateralized Mortgage Obligation FHLMC_39-98 2040-09-15 5.832780 47372800.00 3513420.29 Agency Collateralized Mortgage Obligation FNMA_16-72B 2046-10-25 5.228890 48702395.00 11799118.70 Agency Collateralized Mortgage Obligation FNMA_16-72B 2046-10-25 3.000000 49252840.00 42938524.57 Agency Collateralized Mortgage Obligation FHLMC_3740 2040-10-15 5.252780 50000000.00 2590991.48 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-8 2036-03-25 5.828890 50000000.00 782519.95 Agency Collateralized Mortgage Obligation FHLMC_3501 2039-01-15 5.682780 50000000.00 1652363.23 Agency Collateralized Mortgage Obligation FNMA_10-133 2040-11-25 5.228890 50000000.00 2223519.26 Agency Collateralized Mortgage Obligation FNMA_10-134 2040-12-25 5.278890 50000000.00 1467205.47 Agency Collateralized Mortgage Obligation GNMA_05-5 2035-01-20 5.973330 50000000.00 575449.91 Agency Collateralized Mortgage Obligation GNMA_10-47 2040-04-20 5.723330 50000000.00 1945792.89 Agency Collateralized Mortgage Obligation GNMA_11-69 2041-05-20 4.623330 50000000.00 2842696.96 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-20 4.773330 50000000.00 2291501.01 Agency Collateralized Mortgage Obligation GNMA_16-16B 2046-02-16 5.332780 50777934.00 7017774.51 Agency Collateralized Mortgage Obligation GNMA_15-53 2045-04-20 4.823330 52238884.00 7102915.13 Agency Collateralized Mortgage Obligation FNMA_12-96 2041-07-25 5.928890 52281200.00 3812755.64 Agency Collateralized Mortgage Obligation FNMA_16-81B 2046-11-25 5.328890 52467970.00 9675926.58 Agency Collateralized Mortgage Obligation GNMA_15-80R 2045-06-16 5.473330 52857142.00 9041168.62 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2040-04-20 5.823330 53188911.00 1023512.48 Agency Collateralized Mortgage Obligation FNMA_16-94 2046-12-25 5.228890 53886900.00 10961970.08 Agency Collateralized Mortgage Obligation FNMA_3153 2036-05-15 5.802780 54413477.00 2211277.13 Agency Collateralized Mortgage Obligation Freddie Mac Giant Ioette Strips 2043-01-15 5.332780 54528222.00 7680909.62 Agency Collateralized Mortgage Obligation GNRA 2041-06-20 5.423330 55005715.00 3192904.78 Agency Collateralized Mortgage Obligation FNMA_15-77C 2045-10-25 5.478890 55200841.00 7110071.24 Agency Collateralized Mortgage Obligation FHLMC_4639A 2036-03-15 1.715410 56547805.00 3182166.61 Agency Collateralized Mortgage Obligation GNRA 2044-10-20 4.823330 57000000.00 4138616.40 Agency Collateralized Mortgage Obligation GNRA 2043-04-20 5.473330 57086707.00 3440307.13 Agency Collateralized Mortgage Obligation FNMA_13-128 2043-12-25 5.228890 57572518.00 8486067.05 Agency Collateralized Mortgage Obligation FNMA_11-94 2037-11-25 5.878890 58666666.00 201444.72 Agency Collateralized Mortgage Obligation FHLMC_39-19 2041-09-15 5.682780 60527299.00 4990512.50 Agency Collateralized Mortgage Obligation FHLS_35-3 2046-12-15 5.232780 60966746.00 12457191.27 Agency Collateralized Mortgage Obligation FNMA_12-130 2042-12-25 4.258890 65250000.00 7064793.38 Agency Collateralized Mortgage Obligation FHLMC_4248 2041-05-15 5.282780 65725659.00 4501060.98 Agency Collateralized Mortgage Obligation FHLMC_43-47 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A1 Standard and Poor's Ratings Services A N N 0.0054 614000000.00 614000000.00 0.0074 N N Y N BNP PARIBAS SA TRI-PARTY BNP PARIBAS 0.520000% R0MUWSFPU8MPRO8K5P83 0000310732 BRT80BTY2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 3/8 NOTE P 23 2023-08-31 1.375000 100.00 95.25 U.S. Treasuries (including strips) 1 3/8 NOTE P 23 2023-08-31 1.375000 200.00 190.50 U.S. Treasuries (including strips) TINT 11/15/24 2024-11-15 0.00 17.99 14.83 U.S. Treasuries (including strips) TINT 08/15/26 2026-08-15 0.00 61.81 47.95 U.S. Treasuries (including strips) 2 7/8 TPRN 45 2045-08-15 0.00 100.00 40.45 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2020-05-15 8.750000 100.00 124.70 U.S. Treasuries (including strips) BOND 11/15/21 8.0000 2021-11-15 8.000000 100.00 129.39 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2025-08-15 6.875000 100.00 137.83 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2031-02-15 5.375000 100.00 135.22 U.S. Treasuries (including strips) BOND 08/15/41 3.7500 2041-08-15 3.750000 100.00 114.00 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 100.00 101.34 U.S. Treasuries (including strips) 2 1/8 NOTE T 22 2022-12-31 2.125000 100.00 100.06 U.S. Treasuries (including strips) TINT 05/15/26 2026-05-15 0.00 113.59 88.79 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2028-08-15 5.500000 200.00 263.08 U.S. Treasuries (including strips) NOTE 12/31/19 1.1250 2019-12-31 1.125000 200.00 198.25 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2023-08-15 6.250000 300.00 382.95 U.S. Treasuries (including strips) 4 3/8 TPRN 39 2039-11-15 0.00 400.00 198.41 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2025-02-15 7.625000 600.00 853.70 U.S. Treasuries (including strips) NOTE 01/31/20 1.3750 2020-01-31 1.375000 800.00 797.50 U.S. Treasuries (including strips) UNITED STATES TREAS BD STRIPPED PRIN PMT 2021-11-15 0.00 1800.00 1638.76 U.S. Treasuries (including strips) NOTE 10/31/19 1.2500 2019-10-31 1.250000 257100.00 256782.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-01-15 2.000000 16975400.00 23498435.64 U.S. Treasuries (including strips) NOTE 02/15/22 2.0000 2022-02-15 2.000000 35176100.00 35543154.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-02-16 0.00 100.00 99.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-03-31 2.250000 200.00 205.05 U.S. Treasuries (including strips) 8 3/4 BOND 20/08 2020-08-15 8.750000 300.00 385.09 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-07-31 0.679645 300.00 300.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-06-22 0.00 1000.00 997.86 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-09-15 1.000000 4173900.00 4196986.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-04-06 0.00 6883000.00 6876942.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-10-31 0.750000 168995000.00 169264391.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2026-11-15 0.00 46.11 35.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2043-02-15 3.125000 100.00 102.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-09-30 2.000000 100.00 101.81 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-04-15 0.125000 200.00 206.42 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-04-30 1.625000 200.00 194.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 2.000000 200.00 201.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-03-31 1.250000 300.00 294.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 1.125000 300.00 290.72 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2020-04-30 1.125000 400.00 395.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 2.125000 600.00 608.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 2019-02-28 1.500000 800.00 809.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-05-15 2.125000 800.00 785.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-11-30 1.750000 2578000.00 2565936.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-10-31 1.750000 5369900.00 5402175.85 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-07-15 1.875000 12607500.00 15251325.56 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2022-05-15 1.750000 50734000.00 50221199.79 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-07 2017-02-07 2017-02-10 Y BNP PARIBAS SA 1.0000 7 N Fitch, Inc. A+ Moody's Investors Service, Inc. A1 Standard and Poor's Ratings Services A N N 0.0052 306950000.00 306950000.00 0.0037 N N Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE SA 0.560000% O2RNE8IBXP4R0TD8PU41 0000865845 BRT81KDN2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2027-01-15 0.375000 80844000.00 80440501.86 U.S. Treasuries (including strips) 1 NOTE AM 18 2018-05-15 1.000000 5.01 5.02 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2026-11-15 6.500000 100.00 136.27 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2041-11-15 3.125000 100.00 101.89 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2030-05-15 6.250000 700.00 995.65 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2027-01-15 2.375000 149600.00 212451.94 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2022-08-15 7.250000 239800.00 312755.03 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2029-01-15 2.500000 1069500.00 1467542.40 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2041-02-15 2.125000 1453300.00 2031808.71 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2042-02-15 0.750000 3018100.00 3096109.50 U.S. Treasuries (including strips) UNITED STATES TREAS BDS 2040-11-15 4.250000 13225000.00 16116117.98 U.S. Treasuries (including strips) TRIN 04/15/17 0.1250 2017-04-15 0.125000 47311400.00 50470377.33 U.S. Treasuries (including strips) BOND 08/15/41 3.7500 2041-08-15 3.750000 49970000.00 56967522.34 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-04-15 0.125000 19454600.00 20406784.10 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2019-07-15 1.875000 100.00 120.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 1.375000 962800.00 1105488.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-12-15 1.000000 32569100.00 32656945.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 2045-11-15 3.000000 41152500.00 40714234.74 U.S. Treasuries (including strips) Y Fitch, Inc. F1 Moody's Investors Service, Inc. P-1 Standard and Poor's Ratings Services A-1 2017-02-01 2017-02-07 2017-02-07 Y SOCIETE GENERALE SA 1.0000 7 N Fitch, Inc. A Moody's Investors Service, Inc. A2 Standard and Poor's Ratings Services A N N 0.0056 300000000.00 300000000.00 0.0036 N N Y N MIZUHO SECURITIES USA INC TRI-PARTY MIZUHO SECURITIES USA IN 0.540000% 7TK5RJIZDFROZCA6XF66 0001513005 BRT827XL2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_15-116 2045-05-20 4.500000 1666667.00 203274.93 Agency Collateralized Mortgage Obligation GNMA_16-159 2046-09-20 3.500000 7142857.00 1441642.79 Agency Collateralized Mortgage Obligation GNMA_16-145B 2045-01-20 3.500000 18943713.00 3155811.55 Agency Collateralized Mortgage Obligation GNMA_17-14 2047-01-20 5.300000 22964303.00 3695609.56 Agency Collateralized Mortgage Obligation GNMA_16-H16C 2050-07-20 2.639440 70000000.00 12937190.62 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2042-11-01 3.000000 433000.00 304688.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 3.500000 2132740.00 1448962.22 Agency Mortgage-Backed Securities GINNIE MAE II 2045-07-20 4.500000 2471142.00 1729878.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-01-01 7.000000 4100000.00 2785149.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-05-01 6.500000 5200000.00 3665011.09 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-05-01 7.645000 6500000.00 4550623.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-03-01 3.000000 10777833.00 7344568.57 Agency Mortgage-Backed Securities GNMA_13-149 2043-10-16 3.500000 1055458.00 148607.11 Agency Collateralized Mortgage Obligation GNMA_16-32 2046-03-20 5.273330 1160714.00 234583.80 Agency Collateralized Mortgage Obligation GNMA_14-116 2044-04-20 4.000000 2933000.00 334382.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-6 2044-11-20 4.000000 3033000.00 437646.20 Agency Collateralized Mortgage Obligation GNRM 2012-074 YI 2027-06-16 4.000000 3961012.00 242049.38 Agency Collateralized Mortgage Obligation GNMA_14-107 2044-03-20 4.500000 4021000.00 473682.39 Agency Collateralized Mortgage Obligation GNMA_16-17K 2045-03-20 4.500000 4095000.00 625042.24 Agency Collateralized Mortgage Obligation GNMA_14-045 2050-07-16 0.784110 4460000.00 169067.86 Agency Collateralized Mortgage Obligation GNMA_10-99 2038-12-20 5.873330 5000000.00 55005.24 Agency Collateralized Mortgage Obligation GNMA_12-124H 2027-10-16 3.500000 5078505.00 362438.31 Agency Collateralized Mortgage Obligation GNMA_12-38 2042-03-20 5.823330 5137000.00 434236.70 Agency Collateralized Mortgage Obligation GNMA_14-184F 2044-03-20 4.000000 5445000.00 813213.17 Agency Collateralized Mortgage Obligation GNMA_14-185 2044-12-16 4.832780 5812421.00 545297.13 Agency Collateralized Mortgage Obligation GNMA_16-147G 2046-05-20 3.500000 6051463.00 1203635.72 Agency Collateralized Mortgage Obligation GNMA_13-24 2042-02-20 4.500000 6666666.00 362279.78 Agency Collateralized Mortgage Obligation GNMA_13-170 2043-11-20 5.343330 7043000.00 533473.00 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2041-04-20 5.823330 7500114.00 332071.91 Agency Collateralized Mortgage Obligation GNMA_15-96C 2045-07-20 3.500000 8500000.00 927381.83 Agency Collateralized Mortgage Obligation GNMA_10-158F 2040-12-20 4.223330 8652000.00 1389973.68 Agency Collateralized Mortgage Obligation GNMA_12-143 2041-10-16 5.000000 8766730.00 617081.45 Agency Collateralized Mortgage Obligation GNMA_13-H13A 2050-05-20 1.737350 10000000.00 563573.47 Agency Collateralized Mortgage Obligation GNMA_12-152 2050-01-16 0.754170 10105000.00 457109.87 Agency Collateralized Mortgage Obligation GNMA_14-58 2043-09-20 5.323330 10193000.00 695566.25 Agency Collateralized Mortgage Obligation GNMA_13-H08 2050-03-20 1.842230 10351861.00 1166193.95 Agency Collateralized Mortgage Obligation GNMA_16-17 2043-11-20 4.500000 10411000.00 375654.16 Agency Collateralized Mortgage Obligation GNMA_13-44 2041-11-16 5.000000 10764982.00 1368081.63 Agency Collateralized Mortgage Obligation GNMA_13-129 2043-09-20 5.273330 10805000.00 765625.76 Agency Collateralized Mortgage Obligation GNMA_12-84F 2042-07-16 5.282780 25000000.00 3840524.72 Agency Collateralized Mortgage Obligation GNMA_14-H04 2050-02-20 1.372140 25000000.00 1317191.91 Agency Collateralized Mortgage Obligation GNMA_14-H07B 2050-05-20 1.486650 25000000.00 1565116.90 Agency Collateralized Mortgage Obligation GNMA_14-H07 2050-05-20 1.486650 25000000.00 1565116.90 Agency Collateralized Mortgage Obligation GNMA_03-94 2033-07-16 5.792780 25500000.00 134640.44 Agency Collateralized Mortgage Obligation GNMA_12-115 2050-04-16 0.428160 26000000.00 759916.64 Agency Collateralized Mortgage Obligation GNMA_11-145 2041-11-16 5.332780 27000000.00 1999730.42 Agency Collateralized Mortgage Obligation GNMA_16-114 2046-08-20 5.273330 27864957.00 5636286.25 Agency Collateralized Mortgage Obligation GNMA_14-158 2044-10-20 4.823330 29003000.00 1772204.33 Agency Collateralized Mortgage Obligation GNMA_10-105 2039-04-20 5.873330 30000000.00 331010.80 Agency Collateralized Mortgage Obligation GNMA_14-44 2028-07-16 3.000000 30027275.00 1480404.43 Agency Collateralized Mortgage Obligation GNMA_16-118 2046-09-20 5.323330 32140909.00 7545099.48 Agency Collateralized Mortgage Obligation GNMA_10-120 2040-09-20 4.623330 32703000.00 1274281.53 Agency Collateralized Mortgage Obligation GNMA_14-102 2044-02-20 4.500000 33145413.00 3685440.74 Agency Collateralized Mortgage Obligation GNMA_16-57A 2046-04-20 5.273330 35000000.00 6976159.41 Agency Collateralized Mortgage Obligation GNMA_13-H25 2050-10-20 1.561620 35306192.00 1863500.48 Agency Collateralized Mortgage Obligation GNRA 2011-045 SM 2039-11-20 5.873330 35585667.00 649886.83 Agency Collateralized Mortgage Obligation GNMA_13-182 2043-12-20 5.363330 36250000.00 4660186.57 Agency Collateralized Mortgage Obligation GNMA_15-111C 2045-08-20 3.500000 38000000.00 4732594.74 Agency Collateralized Mortgage Obligation GNMA_15-95 2045-07-20 3.500000 38777794.00 3546045.53 Agency Collateralized Mortgage Obligation GNMA_11-2 2039-03-16 5.312780 38800000.00 486461.73 Agency Collateralized Mortgage Obligation GNMA_13-99 2043-07-16 5.332780 39093728.00 2477246.76 Agency Collateralized Mortgage Obligation GNMA_12-46 2050-09-16 0.707030 40130000.00 660502.15 Agency Collateralized Mortgage Obligation GNMA_12-H23 2050-10-20 1.569770 43202242.00 1987460.05 Agency Collateralized Mortgage Obligation GNMA_15-041 2050-09-16 0.793070 43470000.00 1289576.71 Agency Collateralized Mortgage Obligation GNMA_12-H29 2050-10-20 1.474150 50000000.00 5229579.08 Agency Collateralized Mortgage Obligation GNMA_12-H29 2050-10-20 1.474150 50000000.00 5153363.81 Agency Collateralized Mortgage Obligation GNMA_07-58 2037-10-20 5.723330 50000000.00 380090.50 Agency Collateralized Mortgage Obligation GNMA_14-106 2050-02-16 0.777930 50000000.00 2570881.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATL MTG ASSN GTD REMIC PASS THRU SEC 2038-11-20 5.853330 51485457.00 127084.64 Agency Collateralized Mortgage Obligation GNMA_12-22 2050-10-16 0.926580 52095000.00 1026532.33 Agency Collateralized Mortgage Obligation GNMA_16-118 2043-03-20 3.500000 52250000.00 7812903.08 Agency Collateralized Mortgage Obligation GNMA_13-116 2043-08-20 5.373330 52410000.00 3741563.84 Agency Collateralized Mortgage Obligation GNMA_16-80 2046-06-20 4.000000 53915280.00 5676692.70 Agency Collateralized Mortgage Obligation GNMA_15-H32A 2050-12-20 2.162910 56411290.00 8547479.67 Agency Collateralized Mortgage Obligation GNMA_13-048 2050-07-16 0.599420 59600000.00 2175748.26 Agency Collateralized Mortgage Obligation GNMA_16-79 2046-06-20 3.500000 67872196.00 8777816.03 Agency Collateralized Mortgage Obligation GNMA_12-H06 2050-01-20 1.369500 68669239.00 2431090.80 Agency Collateralized Mortgage Obligation GNMA_12-149 2042-12-20 0.733280 70000000.00 638699.31 Agency Collateralized Mortgage Obligation GNMA_14-122 2043-06-20 1.108730 72103447.00 880327.67 Agency Collateralized Mortgage Obligation GNMA_15-45 2045-03-20 4.500000 11162000.00 1341528.29 Agency Collateralized Mortgage Obligation GNMA_14-97 2039-08-20 4.500000 11351000.00 286435.83 Agency Collateralized Mortgage Obligation GNMA_15-66 2045-05-20 4.500000 11472000.00 1575529.80 Agency Collateralized Mortgage Obligation GNMA_12-97 2042-03-16 5.932780 11507972.00 1297865.91 Agency Collateralized Mortgage Obligation GNMA_15-165 2032-08-20 3.500000 12418000.00 1306765.22 Agency Collateralized Mortgage Obligation GNMA_15-119B 2045-08-20 3.500000 12500000.00 1401821.12 Agency Collateralized Mortgage Obligation GNMA_13-25 2043-02-20 5.423330 13051000.00 797113.03 Agency Collateralized Mortgage Obligation GNMA_14-69B 2044-04-20 5.000000 13161000.00 1348999.40 Agency Collateralized Mortgage Obligation GNMA_14-62 2043-09-20 4.500000 13348000.00 1152605.75 Agency Collateralized Mortgage Obligation GNMA_12-123 2050-12-16 0.850190 13665000.00 565726.66 Agency Collateralized Mortgage Obligation GNMA_14-85D 2043-01-20 5.000000 13856601.00 1321734.95 Agency Collateralized Mortgage Obligation GNMA_13-106 2043-02-20 5.423330 14382000.00 789765.87 Agency Collateralized Mortgage Obligation GNMA_14-7 2044-01-20 5.323330 14533000.00 722757.03 Agency Collateralized Mortgage Obligation GNMA_09-127 2038-09-20 5.000000 15311214.00 147506.15 Agency Collateralized Mortgage Obligation GNMA_11-35 2041-03-16 5.832780 15381555.00 273296.88 Agency Collateralized Mortgage Obligation GNMA_15-117B 2045-08-16 4.500000 15958326.00 1797947.05 Agency Collateralized Mortgage Obligation GNMA_11-141 2026-10-16 4.000000 17000000.00 505779.39 Agency Collateralized Mortgage Obligation GNRA 2010-120 SA 2040-09-20 5.273330 18997000.00 839765.68 Agency Collateralized Mortgage Obligation Ginnie Mae Remic Trust 2040-05-20 5.723330 20000000.00 496789.57 Agency Collateralized Mortgage Obligation GNMA_13-98 2043-07-20 5.473330 20000000.00 1459076.89 Agency 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P-1 Standard and Poor's Ratings Services A-1 2017-02-03 2017-02-03 2017-02-03 N N N 0.0052 500000000.00 500000000.00 0.0061 N N Y N SOCIETE GENERALE SA TRI-PARTY SOCIETE GENERALE 0.520000% O2RNE8IBXP4R0TD8PU41 0000865845 BRT8ATZ66 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2044-08-15 0.00 100.00 41.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-01-31 2.125000 100.00 101.34 U.S. Treasuries (including strips) UNITED STATES TREAS NTS 2018-03-31 2.875000 567100.00 585192.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-05-31 1.375000 31810600.00 31262568.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-31 1.125000 58598000.00 56688877.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 2017-05-15 0.875000 25415400.00 25482552.26 U.S. Treasuries (including strips) TPRX 08/15/29 6.1250 2029-08-15 0.00 100.00 71.78 U.S. Treasuries (including strips) TINT 05/15/23 2023-05-15 0.00 6869.66 5941.09 U.S. Treasuries (including strips) TRIN 07/15/21 0.6250 2021-07-15 0.625000 37267300.00 41560792.73 U.S. Treasuries (including strips) NOTE 08/31/19 1.0000 2019-08-31 1.000000 63522900.00 63176034.44 U.S. Treasuries (including strips) 2 3/8 NOTE E 24 2024-08-15 2.375000 104708200.00 106107827.11 U.S. Treasuries (including strips) Y Fitch, Inc. 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P-1 Standard and Poor's Ratings Services A-1 2017-02-06 2017-02-06 2017-02-06 N N N 0.0052 318500000.00 318500000.00 0.0039 N N Y N RBC CAPITAL MARKETS LLC TRI-PARTY RBC CAPITAL MARKETS, LLC 0.530000% 549300LCO2FLSSVFFR64 0000050916 BRT8BNKC1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FGRA 3222SN 09/15/36 2036-09-15 5.896000 70000000.00 503742.55 Agency Collateralized Mortgage Obligation FGRA 3320SC 05/15/37 2037-05-15 6.126100 90000000.00 1959171.04 Agency Collateralized Mortgage Obligation FGRA 3443SA 09/15/36 2036-09-15 6.096100 38965736.00 664597.47 Agency Collateralized Mortgage Obligation FGRA 4613AF 11/15/37 2037-11-15 1.803800 8921736.00 8240359.52 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2035-06-15 5.496100 15000000.00 172986.61 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-11-15 5.196000 47820417.00 578761.15 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2038-06-15 5.546000 125000000.00 796524.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2040-02-15 5.502700 35000000.00 421565.91 Agency Collateralized Mortgage Obligation FHLMC_4445C 2045-03-15 5.446100 11075490.00 1740190.46 Agency Collateralized Mortgage Obligation FHLMC_45-73 2046-04-15 5.346000 7179032.00 818435.22 Agency Collateralized Mortgage Obligation FHLMC_46-4 2046-08-15 5.296000 10361301.00 2264107.40 Agency Collateralized Mortgage Obligation FHLMC_28-85 2034-11-15 14.838900 42900.00 10620.46 Agency Collateralized Mortgage Obligation FHLMC_2936 2035-02-15 5.396000 54822828.00 411059.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 2035-06-15 5.556400 39351275.00 532235.15 Agency Collateralized Mortgage Obligation FHLMC_29-94 2035-06-15 6.246000 11460724.00 172831.34 Agency Collateralized Mortgage Obligation FHLMC_3136 2036-04-15 5.996000 32000000.00 271652.94 Agency Collateralized Mortgage Obligation FGRA 3170SA 09/15/33 2033-09-15 5.896000 15000000.00 230619.94 Agency Collateralized Mortgage Obligation FHLMC_3181 2036-07-15 5.766000 16862278.00 507205.13 Agency Collateralized Mortgage Obligation FHLMC_3225 2036-10-15 5.586000 8143782.00 160566.37 Agency Collateralized Mortgage Obligation FHLMC_3340A 2037-07-15 5.996000 88685000.00 456335.93 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3339 2037-07-15 5.436000 18650000.00 585728.12 Agency Collateralized Mortgage Obligation FGRA 3400SI 12/15/37 2037-12-15 5.226000 48029243.00 401930.93 Agency Collateralized Mortgage Obligation FGRA 3415KS 08/15/35 2035-08-15 5.596100 50000000.00 598702.92 Agency Collateralized Mortgage Obligation FNMA_10-152 2039-05-25 5.244000 41700000.00 1873794.55 Agency Collateralized Mortgage Obligation FHLMC_36-32 2040-02-15 4.246000 22645807.00 485119.30 Agency Collateralized Mortgage Obligation GNII SF MA4127 M 2046-12-20 3.500000 19034.00 19736.44 Agency Mortgage-Backed Securities FGRA 3560DS 2039-08-15 5.996000 39000000.00 427846.16 Agency Collateralized Mortgage Obligation FHLMC_44-61 2045-04-15 4.896000 4272933.00 372606.53 Agency Collateralized Mortgage Obligation Y Fitch, Inc. 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MAE I 2040-05-15 5.000000 333392.00 62291.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-11-01 3.000000 377562.00 377684.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 2.944000 387876.00 213389.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-12-01 3.000000 391693.00 373053.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2030-09-01 3.000000 396268.00 356625.41 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-04-01 2.500000 400774.00 233389.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-11-01 4.000000 411133.00 434727.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-09-01 2.490000 495000.00 467333.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-07-01 3.500000 528464.00 394640.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 2.453000 533073.00 473766.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-04-01 2.046000 535669.00 362996.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-07-01 4.000000 583977.00 494756.64 Agency Mortgage-Backed Securities FGPC Q42620 3.0000 2046-08-01 3.000000 603560.00 587959.84 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-03-01 4.000000 605259.00 606976.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-07-01 3.000000 610773.00 611712.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-11-01 5.960000 621360.00 654719.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-10-01 2.674000 631200.00 64913.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-05-01 3.000000 648676.00 313840.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-10-01 3.097000 649515.00 145592.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-06-01 2.898000 719420.00 141843.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2019-01-01 4.983870 737122.00 688484.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.395000 749168.00 706614.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-12-01 5.300000 750000.00 782799.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-06-01 2.976000 752967.00 46812.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-10-01 2.850000 761549.00 249166.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-06-01 4.000000 763344.00 350717.55 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-04-01 3.500000 786695.00 696477.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-10-01 3.500000 806167.00 367779.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-12-01 2.970000 808879.00 814222.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-03-01 5.000000 820672.00 222736.26 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-08-01 3.000000 832867.00 416217.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-09-01 3.500000 852267.00 721273.89 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-03-01 4.000000 881622.00 862961.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-05-01 4.000000 978891.00 975266.11 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-07-01 3.500000 980775.00 976932.27 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-04-01 4.610000 1000000.00 46245.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-03-01 3.500000 1000367.00 902009.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-01-01 2.873000 1022000.00 552505.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2043-11-01 4.500000 1024863.00 844698.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-06-01 2.819000 1025942.00 492413.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-04-01 3.500000 1036969.00 921033.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-05-01 3.003000 1104988.00 40346.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-08-01 2.836000 1115192.00 815635.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-08-01 3.500000 1137129.00 483125.11 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 3.500000 1186189.00 438753.39 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-07-01 4.000000 1190768.00 283791.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-11-01 3.570000 1201523.00 1204711.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 4.500000 1222676.00 1220630.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2037-01-01 3.000000 1225700.00 1233053.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 3.019000 1273976.00 274083.66 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-06-01 4.000000 1292980.00 1363331.53 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 4.000000 1295545.00 1361368.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-12-01 3.500000 1299638.00 290004.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2029-02-01 3.500000 1317516.00 927380.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-02-01 3.410000 1330000.00 62066.71 Agency Mortgage-Backed Securities GINNIE MAE II 2045-04-20 3.500000 1331430.00 942135.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-05-01 2.500000 1335580.00 864909.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-02-01 3.381000 1345000.00 30905.14 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-08-01 3.500000 1351379.00 1339708.57 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-05-01 3.500000 1399494.00 942948.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-07-01 4.000000 1418611.00 1491559.73 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-09-01 4.500000 1445229.00 1546493.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-10-01 5.356000 1448767.00 326746.92 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-04-01 3.500000 1452346.00 1472023.27 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-05-01 3.500000 1476376.00 1396172.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.131000 1483908.00 150926.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 1513862.00 1281808.82 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-07-01 4.000000 1522480.00 1600419.74 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-08-01 3.500000 1548485.00 1581587.93 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 3.058000 1550014.00 1123927.47 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-03-01 3.000000 1565492.00 1522044.67 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 4.000000 1632982.00 1706011.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 3.500000 1693539.00 1251162.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-05-01 3.500000 1704041.00 1734580.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-11-01 3.173000 1764337.00 1435435.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 4.579000 1765000.00 51333.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-10-01 4.000000 1800000.00 1347706.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-04-01 6.047000 1800000.00 141665.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-09-01 3.095000 1865000.00 160640.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-02-01 2.700000 1944400.00 1930987.53 Agency Mortgage-Backed Securities FGPC G07459 3.5000 2043-08-01 3.500000 2000000.00 1345317.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-09-01 4.040000 2000000.00 170277.23 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2041-07-01 5.000000 2000676.00 924531.66 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-12-01 2.899000 2035377.00 1328462.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-03-01 4.000000 2037470.00 2137083.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-09-01 2.560000 2050000.00 1987296.35 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 3.019000 2105732.00 1576536.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-05-01 2.688000 2109230.00 765719.62 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-06-01 4.000000 2130455.00 2241898.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 4.500000 2132785.00 2318108.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-05-01 2.966000 2157240.00 1444644.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-11-01 4.000000 2171184.00 710579.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-05-01 3.060000 2202046.00 240903.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-01-01 4.000000 2233040.00 2102190.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-10-01 3.500000 2433269.00 1792881.33 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-09-01 4.000000 2452961.00 2559318.78 Agency Mortgage-Backed Securities FGPC Q43881 3.5000 2046-10-01 3.500000 2480676.00 2480074.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-09-01 2.784000 2500000.00 494181.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 3.055000 2520710.00 460506.32 Agency Mortgage-Backed Securities 04.500 FGPC D98747 G 2031-08-01 4.500000 2534003.00 1090814.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-06-01 4.500000 2555103.00 1692361.06 Agency Mortgage-Backed Securities GINNIE MAE II 2045-06-20 3.000000 2571492.00 1652616.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-10-01 3.071000 2614262.00 340364.55 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-10-01 2.500000 2662847.00 1383282.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-09-01 4.000000 2783086.00 2910107.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.500000 2830408.00 1302649.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-12-01 3.120000 2948823.00 3011794.45 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-06-01 3.000000 2983252.00 2958291.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 2.374000 2992072.00 1910595.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-09-01 2.918000 3000000.00 530908.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2025-04-01 2.940000 3040000.00 2983506.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-05-01 4.500000 3047541.00 906630.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-11-01 4.500000 3094949.00 2167398.34 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-01-01 4.000000 3127768.00 2301034.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-09-01 2.840000 3142055.00 3043989.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-01-01 2.885000 3159020.00 2207207.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-09-01 3.074000 3274628.00 460821.00 Agency Mortgage-Backed Securities FNAR AE0789 B1V7KEBTPIMZEU4LTD58 2041-03-01 3.271000 3368939.00 773170.23 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-09-01 4.000000 3379500.00 3559213.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-02-01 2.668000 3440075.00 1311778.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2021-02-01 4.354838 3513000.00 3503023.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 2.776000 3599869.00 2234679.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-10-01 4.500000 3625711.00 2407575.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 2.841000 3713331.00 3564284.69 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-10-01 4.000000 3800000.00 937151.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-10-01 2.500000 3836180.00 1880274.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-03-01 2.836000 3865665.00 725159.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-06-01 4.000000 3868365.00 4071387.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-01-01 2.689000 3905552.00 1083218.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 4.500000 4002537.00 2090062.49 Agency Mortgage-Backed Securities 03.500 FGPC U90636 G 2043-01-01 3.500000 4042997.00 3263510.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2017-09-01 5.150000 4045000.00 344242.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-08-01 3.500000 4062549.00 2576636.75 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 3.500000 4125123.00 2552903.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 2.662000 4198125.00 3099457.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 2.922000 4200000.00 1860619.57 Agency Mortgage-Backed Securities GINNIE MAE II 2045-01-20 2.500000 4278786.00 2410681.36 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-02-01 2.975000 4299703.00 908197.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-03-01 2.881000 4320000.00 586388.07 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 2.551000 4429699.00 4486116.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-08-01 5.000000 4469000.00 2232613.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 4.500000 4485520.00 1759405.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-07-01 2.500000 4500000.00 2070068.61 Agency Mortgage-Backed Securities GINNIE MAE I 2041-05-15 4.500000 4500000.00 1902613.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-08-01 2.508000 4500030.00 2571997.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2026-11-01 2.260000 4755679.00 4470703.66 Agency Mortgage-Backed Securities FMAR 781926 G S6XOOCT0IEG5ABCC6L87 2034-09-01 2.876000 5000000.00 148458.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-03-01 3.500000 5000000.00 3847286.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-08-01 3.000000 5000000.00 2549416.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 4.500000 5053136.00 4976706.00 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 3.024000 5119763.00 4726197.32 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-04-01 3.500000 5281050.00 2750582.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-12-01 4.000000 5452652.00 2773946.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.386000 5570700.00 5501661.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-12-01 2.744000 5642583.00 590365.48 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 2.957000 5876949.00 5280659.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.356000 5997533.00 4364097.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-05-01 2.750000 6281270.00 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Securities GINNIE MAE I 2034-10-15 5.500000 175917.00 16336.22 Agency Mortgage-Backed Securities GINNIE MAE I 2028-08-15 6.500000 177427.00 5149.09 Agency Mortgage-Backed Securities GINNIE MAE I 2045-07-15 3.500000 179711.00 178789.70 Agency Mortgage-Backed Securities GINNIE MAE I 2039-06-15 4.500000 180000.00 64229.32 Agency Mortgage-Backed Securities GINNIE MAE I 2040-09-15 4.490000 186101.00 178635.80 Agency Mortgage-Backed Securities GINNIE MAE I 2028-04-15 6.500000 186805.00 6512.71 Agency Mortgage-Backed Securities GINNIE MAE I 2042-01-15 4.000000 192999.00 114374.59 Agency Mortgage-Backed Securities GINNIE MAE I 2045-06-15 4.500000 199489.00 188606.12 Agency Mortgage-Backed Securities GINNIE MAE I 2032-12-15 5.500000 200000.00 10613.55 Agency Mortgage-Backed Securities GINNIE MAE I 2028-08-15 6.000000 200000.00 6947.68 Agency Mortgage-Backed Securities GINNIE MAE II 2031-08-20 7.500000 203090.00 108969.08 Agency Mortgage-Backed Securities GINNIE MAE I 2033-04-15 5.500000 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Mortgage-Backed Securities GINNIE MAE I 2039-08-15 4.500000 268661.00 102412.24 Agency Mortgage-Backed Securities GINNIE MAE I 2040-10-15 4.490000 277424.00 196414.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-07-01 4.000000 283328.00 32956.02 Agency Mortgage-Backed Securities GINNIE MAE I 2028-07-15 7.000000 283723.00 7280.78 Agency Mortgage-Backed Securities GINNIE MAE I 2041-05-15 3.750000 288681.00 182835.40 Agency Mortgage-Backed Securities GINNIE MAE I 2043-06-15 2.500000 296530.00 176841.89 Agency Mortgage-Backed Securities GINNIE MAE I 2039-02-15 5.500000 308985.00 282706.57 Agency Mortgage-Backed Securities GINNIE MAE I 2027-10-15 7.000000 310218.00 50262.38 Agency Mortgage-Backed Securities GINNIE MAE II 2031-09-20 7.500000 316083.00 143129.94 Agency Mortgage-Backed Securities GINNIE MAE I 2041-01-15 4.000000 326950.00 168047.59 Agency Mortgage-Backed Securities GINNIE MAE I 2045-10-15 4.500000 330720.00 356987.91 Agency Mortgage-Backed Securities 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2027-01-15 8.000000 5458281.00 146048.51 Agency Mortgage-Backed Securities GINNIE MAE II 2042-11-20 3.000000 5504888.00 3475039.87 Agency Mortgage-Backed Securities GINNIE MAE I 2047-01-15 4.000000 5603379.00 5960848.43 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 4.000000 5830608.00 6111093.47 Agency Mortgage-Backed Securities GINNIE MAE II 2040-09-20 4.500000 5975495.00 1731869.90 Agency Mortgage-Backed Securities GINNIE MAE I 2027-02-15 8.000000 6063416.00 191416.27 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2020-10-01 4.500000 6068981.00 216822.08 Agency Mortgage-Backed Securities GINNIE MAE I 2050-01-15 3.400000 6329400.00 6568482.54 Agency Mortgage-Backed Securities GINNIE MAE I 2032-11-15 6.000000 6454778.00 185077.18 Agency Mortgage-Backed Securities GINNIE MAE II 2050-09-20 4.515000 6468128.00 6508095.65 Agency Mortgage-Backed Securities GINNIE MAE I 2046-12-15 4.500000 6707888.00 7254006.87 Agency Mortgage-Backed Securities GINNIE MAE I 2040-06-15 5.000000 6709851.00 300918.59 Agency Mortgage-Backed Securities GINNIE MAE I 2048-10-15 3.640000 6751183.00 7119961.87 Agency Mortgage-Backed Securities GINNIE MAE I 2050-12-15 2.700000 6777200.00 6716035.21 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-01 3.751000 6905849.00 7649773.52 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-04-01 7.500000 7085233.00 154225.54 Agency Mortgage-Backed Securities GINNIE MAE I 2039-02-15 5.000000 7092063.00 1983350.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 4.000000 7538803.00 7977509.58 Agency Mortgage-Backed Securities GINNIE MAE I 2027-04-15 8.000000 7570857.00 120479.00 Agency Mortgage-Backed Securities GINNIE MAE I 2041-03-15 4.000000 7901952.00 4249702.91 Agency Mortgage-Backed Securities GINNIE MAE I 2021-06-15 9.000000 7979656.00 20022.56 Agency Mortgage-Backed Securities GINNIE MAE I 2020-01-15 9.000000 8045140.00 11926.45 Agency Mortgage-Backed Securities GINNIE MAE II 2050-01-01 4.536000 8156919.00 8987260.72 Agency Mortgage-Backed Securities GINNIE MAE II 2043-03-20 3.500000 8220000.00 5208990.40 Agency Mortgage-Backed Securities GINNIE MAE I 2032-11-15 6.000000 9126192.00 199262.55 Agency Mortgage-Backed Securities GINNIE MAE II 2042-12-20 6.000000 9720976.00 2927683.65 Agency Mortgage-Backed Securities GINNIE MAE I 2021-12-15 9.000000 10140840.00 32978.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 11648695.00 11994366.14 Agency Mortgage-Backed Securities GINNIE MAE II 2046-09-20 3.000000 12081046.00 12124895.55 Agency Mortgage-Backed Securities GINNIE MAE II 2050-08-01 5.303000 13899980.00 11340942.44 Agency Mortgage-Backed Securities GINNIE MAE I 2021-07-15 9.000000 13920554.00 38212.43 Agency Mortgage-Backed Securities GINNIE MAE II 2050-12-01 4.341000 14855279.00 16243109.07 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 3.500000 14882480.00 14748136.37 Agency Mortgage-Backed Securities 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Agency Mortgage-Backed Securities GINNIE MAE II 2043-10-20 5.000000 1314187.00 632752.84 Agency Mortgage-Backed Securities GINNIE MAE I 2024-12-15 5.000000 1349302.00 301222.21 Agency Mortgage-Backed Securities GINNIE MAE II 2046-08-20 3.500000 1352156.00 1394804.47 Agency Mortgage-Backed Securities GINNIE MAE I 2024-10-15 6.375000 1356058.00 230875.27 Agency Mortgage-Backed Securities GINNIE MAE I 2034-10-15 5.000000 1369466.00 121273.25 Agency Mortgage-Backed Securities GINNIE MAE I 2046-07-15 4.500000 1369931.00 1484645.24 Agency Mortgage-Backed Securities GINNIE MAE I 2044-09-15 3.500000 1406364.00 1359138.84 Agency Mortgage-Backed Securities GINNIE MAE I 2028-03-15 6.500000 1411933.00 6674.12 Agency Mortgage-Backed Securities GINNIE MAE I 2046-06-15 4.500000 1416026.00 1524351.97 Agency Mortgage-Backed Securities GINNIE MAE I 2028-03-15 6.500000 1421319.00 11861.50 Agency Mortgage-Backed Securities GINNIE MAE I 2027-01-15 7.500000 1424154.00 10004.44 Agency Mortgage-Backed 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