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57491957.00 59063480.48 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-04-01 4.000000 60656301.00 16883882.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-11-01 6.000000 63784536.00 64907197.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-05-20 4.000000 66856832.00 7344812.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 6.000000 67999397.00 61838921.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2043-05-20 3.500000 71997000.00 8632319.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-02-20 2.500000 74661000.00 39616952.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-09-20 4.000000 76228722.00 8582304.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-07-20 4.000000 81627262.00 47023627.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-11-01 3.500000 102227970.00 48817047.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-05-20 4.500000 107091584.00 8809486.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-04-20 4.500000 107205760.00 9235184.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-12-20 4.000000 108625920.00 9656273.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 111263413.00 110041381.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-04-20 4.000000 111349068.00 10744487.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-12-01 4.500000 138869098.00 125841090.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-11-01 2.500000 140252344.00 100296372.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-09-01 6.000000 178050560.00 180891987.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-12-20 4.500000 257292783.00 20868757.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-05-20 4.000000 278234752.00 19361001.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-11-20 4.000000 285937239.00 22374829.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-06-20 4.000000 300000000.00 21844692.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2045-02-20 4.000000 337415296.00 33420050.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-10-20 4.000000 349995904.00 27584743.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-06-20 4.500000 391040256.00 31531204.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2044-07-20 4.500000 450000000.00 36850546.69 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 2000000000.00 2000000000.00 0.0135 N Y Y N Societe Generale SA Societe Generale SA 5.320 O2RNE8IBXP4R0TD8PU41 BRYV5YQ80 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-10-31 4.875000 44852900.00 47047167.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-05-15 3.375000 324626200.00 309952908.47 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 350000000.00 350000000.00 0.0024 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 5.320 VYVVCKR63DVZZN70PB21 BRYV5YQ72 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNII SF 794944 C 2035-10-20 5.500000 1124000.00 121427.49 Agency Mortgage-Backed Securities GNII SF AB9822 C 2043-03-20 3.500000 1500000.00 263286.73 Agency Mortgage-Backed Securities GNII SF MA0782 M 2043-02-20 3.000000 58358437.00 7584279.62 Agency Mortgage-Backed Securities GNII SF MA0317 M 2042-08-20 3.000000 1312081.00 153241.31 Agency Mortgage-Backed Securities GNII SF MA1094 M 2038-08-20 5.500000 208069.00 10853.65 Agency Mortgage-Backed Securities GNII SF MA1223 M 2043-08-20 3.000000 50000.00 7020.12 Agency Mortgage-Backed Securities GNII SF MA1225 M 2043-08-20 4.000000 288474351.00 20408625.93 Agency Mortgage-Backed Securities GNII SF MA1376 M 2043-10-20 4.000000 13267194.00 891569.12 Agency Mortgage-Backed Securities GNII SF MA1377 M 2043-10-20 4.500000 11392157.00 713443.98 Agency Mortgage-Backed Securities GNII SF MA1600 M 2044-01-20 3.500000 880000.00 80651.14 Agency Mortgage-Backed Securities GNII SF MA2679 M 2045-03-20 4.000000 14650000.00 1735152.13 Agency Mortgage-Backed Securities GNII SF MA1810 M 2029-04-20 3.000000 2973556.00 197034.20 Agency Mortgage-Backed Securities GNII SF MA2000 M 2044-05-20 6.000000 6501689.00 590877.17 Agency Mortgage-Backed Securities GNII SF MA2373 M 2044-11-20 4.500000 29700000.00 2027035.42 Agency Mortgage-Backed Securities GNII SF MA2444 M 2044-12-20 3.000000 188233766.00 18160103.71 Agency Mortgage-Backed Securities GNII SF MA2520 M 2045-01-20 3.000000 767187.00 81097.13 Agency Mortgage-Backed Securities GNII SF MA3078 M 2030-09-20 3.000000 160000.00 15610.09 Agency Mortgage-Backed Securities GNII SF MA3174 M 2045-10-20 4.000000 28361528.00 2550659.26 Agency Mortgage-Backed Securities GNII SF MA3377 M 2046-01-20 4.000000 3242183.00 327593.30 Agency Mortgage-Backed Securities GNII SF MA3734 M 2046-06-20 2.500000 7000000.00 1602680.24 Agency Mortgage-Backed Securities GNII SF MA3804 M 2046-07-20 4.000000 25000.00 2804.31 Agency Mortgage-Backed Securities GNII SF MA4006 M 2046-10-20 4.500000 3286800.00 404852.87 Agency Mortgage-Backed Securities GNII SF MA4129 M 2046-12-20 4.500000 584901.00 79482.07 Agency Mortgage-Backed Securities GNII SF MA5301 M 2033-07-20 4.000000 154800.00 21722.22 Agency Mortgage-Backed Securities GNII SF MA4751 M 2032-09-20 4.000000 111603.00 5320.27 Agency Mortgage-Backed Securities GNII SF MA5018 M 2048-02-20 3.000000 22764440.00 3763640.87 Agency Mortgage-Backed Securities GNII SF MA5136 M 2048-04-20 3.500000 6588000.00 944804.08 Agency Mortgage-Backed Securities GNII SF MA5192 M 2048-05-20 4.000000 1333491.00 137781.06 Agency Mortgage-Backed Securities GNII SF MA5711 M 2049-01-20 4.500000 13339697.00 1036715.17 Agency Mortgage-Backed Securities GNII SF MA5851 M 2034-04-20 4.500000 51650.00 9203.10 Agency Mortgage-Backed Securities GNII SF MA5961 M 2034-06-20 4.000000 355435.00 56975.65 Agency Mortgage-Backed Securities GNII SF MA5987 M 2049-06-20 4.500000 3250000.00 420676.67 Agency Mortgage-Backed Securities GNII SF MA6091 M 2049-07-20 4.000000 2000000.00 267547.14 Agency Mortgage-Backed Securities GNII SF MA6312 M 2034-12-20 4.000000 44770.00 9361.96 Agency Mortgage-Backed Securities GNII SF MA6338 M 2049-12-20 3.000000 116600000.00 23730065.23 Agency Mortgage-Backed Securities GNII SF MA6512 M 2035-03-20 2.500000 5902674.00 1314559.58 Agency Mortgage-Backed Securities GNII SF MA6599 M 2050-04-20 3.000000 58843741.00 14997534.21 Agency Mortgage-Backed Securities GNII SF MA6659 M 2050-05-20 4.500000 400000.00 94907.07 Agency Mortgage-Backed Securities GNII SF MA6934 M 2050-10-20 4.000000 255000.00 94891.78 Agency Mortgage-Backed Securities GNII SF MA6931 M 2050-10-20 2.500000 6198000.00 2850975.28 Agency Mortgage-Backed Securities GNII SF MA8044 M 2052-05-20 3.500000 310065272.00 258241856.78 Agency Mortgage-Backed Securities GNII SF MA8098 M 2052-06-20 3.000000 5256000.00 4222790.88 Agency Mortgage-Backed Securities GNII SF MA7367 M 2051-05-20 2.500000 354000.00 218911.32 Agency Mortgage-Backed Securities GNII SF MA7541 M 2038-10-20 6.000000 100000.00 42481.94 Agency Mortgage-Backed Securities GNII SF MA7656 M 2038-07-20 6.000000 45000.00 27093.45 Agency Mortgage-Backed Securities GNII SF MA7830 M 2052-01-20 4.000000 30000.00 23496.58 Agency Mortgage-Backed Securities GNII SF MA8943 M 2053-05-20 3.000000 5892447.00 5030678.45 Agency Mortgage-Backed Securities GNII SF MA8949 M 2053-06-20 6.000000 931598.00 919769.04 Agency Mortgage-Backed Securities GNII SF MA8147 M 2052-02-20 2.500000 5491187.00 4188483.03 Agency Mortgage-Backed Securities GNII SF MA8202 M 2052-08-20 5.000000 123000.00 111822.19 Agency Mortgage-Backed Securities GNII SF MA8429 M 2052-10-20 5.500000 744964.00 697271.52 Agency Mortgage-Backed Securities GNII SF MA8494 M 2052-12-20 7.000000 20016966.00 15645512.10 Agency Mortgage-Backed Securities GNII SF MA8614 M 2038-02-20 4.000000 3011060.00 2636017.57 Agency Mortgage-Backed Securities GNII SF MA9067 M 2029-12-20 3.500000 1426062.00 1323467.09 Agency Mortgage-Backed Securities GNII SF MA9171 M 2053-09-20 5.500000 29692488.00 29709983.56 Agency Mortgage-Backed Securities GNII SF MA9356 M 2050-09-20 2.500000 1306800.00 1125102.65 Agency Mortgage-Backed Securities GNII SF MA9366 M 2053-12-20 7.500000 9047871.00 9394211.90 Agency Mortgage-Backed Securities GNII SF MA9388 M 2039-01-20 5.000000 3104464.00 3085330.15 Agency Mortgage-Backed Securities GNII SF MA9426 M 2053-12-20 7.000000 662406052.00 684857201.12 Agency Mortgage-Backed Securities GNII SF BD3893 C 2048-01-20 3.500000 75000.00 21235.64 Agency Mortgage-Backed Securities GNII SF BJ0977 C 2048-10-20 4.500000 1218948.00 532202.64 Agency Mortgage-Backed Securities GNII SF BJ6788 C 2048-11-20 5.000000 6696090.00 586342.96 Agency Mortgage-Backed Securities GNII SF BP2260 C 2049-08-20 5.000000 2706810.00 337257.05 Agency Mortgage-Backed Securities GNII SF BQ1107 C 2049-10-20 3.500000 2625340.00 522285.67 Agency Mortgage-Backed Securities GNII SF BQ7071 C 2050-05-20 4.500000 1958396.00 1597671.06 Agency Mortgage-Backed Securities GNII SF BZ3527 C 2050-11-20 3.500000 700000.00 445070.17 Agency Mortgage-Backed Securities GNII SF CE9926 C 2051-08-20 2.500000 1453235.00 1172431.54 Agency Mortgage-Backed Securities GNII SF CI1518 C 2052-04-20 2.500000 3560944.00 2863653.60 Agency Mortgage-Backed Securities GNII SF CL2783 C 2052-03-20 3.000000 1596292.00 1371164.26 Agency Mortgage-Backed Securities GNII SF CQ5512 C 2052-09-20 5.000000 7101178.00 6195063.21 Agency Mortgage-Backed Securities GNII SF CQ6330 C 2052-12-20 5.500000 2078380.00 2083485.05 Agency Mortgage-Backed Securities GNII SF CS0136 C 2053-02-20 6.500000 5033135.00 4768162.04 Agency Mortgage-Backed Securities GNII SF CS1549 C 2053-01-20 6.500000 1188282.00 1206200.22 Agency Mortgage-Backed Securities GNII SF CS6309 C 2053-02-20 5.500000 1385135.00 1388206.61 Agency Mortgage-Backed Securities GNII SF CS7462 C 2053-02-20 5.500000 8029563.00 8016834.69 Agency Mortgage-Backed Securities GNII SF CS7540 C 2053-02-20 7.000000 1107267.00 1011764.40 Agency Mortgage-Backed Securities GNII SF CT4390 C 2053-04-20 6.000000 5965090.00 6026087.64 Agency Mortgage-Backed Securities GNII SF CT7445 C 2053-04-20 6.000000 699792.00 706313.14 Agency Mortgage-Backed Securities GNII SF CT9617 C 2053-04-20 5.500000 2326234.00 2328319.98 Agency Mortgage-Backed Securities GNII SF CT9747 C 2053-04-20 6.500000 1260320.00 1286848.24 Agency Mortgage-Backed Securities GNII SF CU1149 C 2053-07-20 6.500000 7074266.00 7199715.21 Agency Mortgage-Backed Securities GNII SF CU6444 C 2053-05-20 6.500000 9078974.00 8423094.86 Agency Mortgage-Backed Securities GNII SF CV1568 C 2053-06-20 5.000000 2236181.00 2216551.65 Agency Mortgage-Backed Securities GNII SF CV5909 C 2053-07-20 6.000000 1279555.00 1314341.18 Agency Mortgage-Backed Securities GNII SF CV8120 C 2053-10-20 7.000000 5051879.00 5255315.90 Agency Mortgage-Backed Securities GNII SF CV8253 C 2053-11-20 7.000000 5050448.00 5254716.82 Agency Mortgage-Backed Securities GNII SF CV8231 C 2053-11-20 6.000000 8087448.00 8245563.60 Agency Mortgage-Backed Securities GNII SF CV8324 C 2053-12-20 6.500000 6025800.00 6223435.69 Agency Mortgage-Backed Securities GNII SF CW7075 C 2053-10-20 6.500000 10165573.00 10398252.40 Agency Mortgage-Backed Securities GNII SF CX1311 C 2053-11-20 6.000000 1400296.00 1452800.15 Agency Mortgage-Backed Securities GNII SF CX1286 C 2053-11-20 6.500000 1267750.00 1336449.86 Agency Mortgage-Backed Securities GNII SF CX6890 C 2053-12-20 6.500000 1142645.00 1183441.38 Agency Mortgage-Backed Securities GNII SF CX6899 C 2053-12-20 6.500000 1221998.00 1270472.03 Agency Mortgage-Backed Securities GNII SF CY1426 C 2053-12-20 6.000000 1728215.00 1779308.80 Agency Mortgage-Backed Securities GNII SF CY1556 C 2054-01-20 7.000000 1856831.00 1935295.73 Agency Mortgage-Backed Securities GNII SF CY1563 C 2054-01-20 6.500000 2089839.00 2165507.19 Agency Mortgage-Backed Securities GNII SF CY1879 C 2053-11-20 6.500000 1505496.00 1582725.19 Agency Mortgage-Backed Securities GNII SF CY3498 C 2054-01-20 6.500000 2643954.00 2740777.36 Agency Mortgage-Backed Securities GNII SF CY2872 C 2053-10-20 7.000000 1664448.00 1720433.93 Agency Mortgage-Backed Securities GNII SF CY3354 C 2053-11-20 6.000000 9774893.00 9874351.88 Agency Mortgage-Backed Securities GNII SF CY5639 C 2054-01-20 6.500000 2337763.00 2437788.09 Agency Mortgage-Backed Securities GNII SF CZ1894 C 2054-01-20 6.500000 1533380.00 1594786.76 Agency Mortgage-Backed Securities GNII SF CZ3714 C 2054-01-20 7.500000 1081322.00 1139121.90 Agency Mortgage-Backed Securities GNII SF CZ4673 C 2054-01-20 7.000000 10225937.00 10704759.68 Agency Mortgage-Backed Securities GNII SF AS5277 C 2046-08-20 3.500000 8751453.00 2485203.03 Agency Mortgage-Backed Securities GNII SF AT8090 C 2046-09-20 3.500000 5238823.00 1119442.09 Agency Mortgage-Backed Securities GNII SF 003499 M 2034-01-20 5.000000 60000.00 786.06 Agency Mortgage-Backed Securities GNII SF 003171 M 2031-12-20 5.500000 109000.00 693.20 Agency Mortgage-Backed Securities GNII SF 003458 M 2033-10-20 5.000000 961578.00 17377.59 Agency Mortgage-Backed Securities GNII SF 004496 M 2039-07-20 5.000000 109000.00 3879.56 Agency Mortgage-Backed Securities GNII SF 004085 M 2038-02-20 6.000000 140000.00 2007.87 Agency Mortgage-Backed Securities GNII SF 005331 M 2042-03-20 3.500000 1257000.00 103134.70 Agency Mortgage-Backed Securities GNII SF 736243 C 2040-03-20 5.000000 1810365.00 84325.17 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 1250000000.00 1250000000.00 0.0084 N Y Y N Natixis SA Natixis SA 5.310 KX1WK48MPD4Y2NCUIZ63 BRYV5YPY4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-03-31 3.625000 235700.00 233249.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-04-30 2.750000 156081100.00 150726823.62 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-02-01 2024-02-01 2024-02-01 N N N 0.0531 148000000.00 148000000.00 0.0010 N Y Y N BNP Paribas SA BNP Paribas SA 5.320 R0MUWSFPU8MPRO8K5P83 BRYV5YN91 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC FHLMC_2322 2029-06-15 3.139520 1.00 0.00 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-21 0.000000 100.00 99.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2044-02-15 1.375000 100.00 117.18 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-06-13 0.000000 300.00 294.32 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-07-05 0.000000 600.00 586.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-03-19 0.000000 800.00 794.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-04-09 0.000000 800.00 792.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-05-20 4.000000 1000.00 913.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-11-20 4.000000 1000.00 917.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-07-20 5.500000 1010.00 1019.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 6.500000 1030.00 51.20 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-10-01 4.891000 1032.00 990.54 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-04-01 1.500000 1070.00 679.50 Agency Mortgage-Backed Securities FNMA_21-82F 2051-11-25 3.500000 1114.00 258.54 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-08-01 6.000000 1441.00 12.28 Agency Mortgage-Backed Securities FHLMC_5255A 2052-09-25 5.500000 1448.00 782.69 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-10-01 4.000000 1524.00 116.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-09-01 4.500000 1696.00 73.07 Agency Mortgage-Backed Securities FNMA_22-69B 2052-10-25 4.500000 2689.00 2606.11 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-04-01 5.500000 2808.00 24.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-03-01 4.500000 2909.00 55.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-10-01 6.030000 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S6XOOCT0IEG5ABCC6L87 2052-03-01 2.000000 1000.00 753.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-05-01 3.500000 1000.00 838.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-08-01 5.000000 1000.00 911.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-06-01 5.500000 1000.00 978.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-11-01 3.500000 1000.00 156.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-03-01 8.000000 1000.00 159.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2032-05-01 3.000000 1000.00 165.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-08-01 5.000000 1000.00 290.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-07-01 6.000000 1000.00 266.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-09-01 5.500000 1000.00 338.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2056-08-01 5.500000 1000.00 289.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2057-02-01 4.500000 1000.00 290.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 1000.00 742.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 4.500000 1000.00 954.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-08-01 7.000000 1000.00 1034.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-09-01 2.000000 1000.00 597.93 Agency 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3.500000 1000.00 560.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-07-01 5.000000 1000.00 616.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-08-01 3.000000 1000.00 669.52 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-02-01 5.500000 1000.00 614.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 1000.00 736.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-11-01 4.000000 1000.00 618.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-04-01 2.000000 1000.00 670.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-11-01 2.500000 1000.00 757.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-02-01 2.500000 1000.00 740.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-02-01 2.000000 1000.00 709.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 1000.00 750.92 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 1.500000 1000.00 702.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 2.500000 1000.00 778.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-10-01 4.500000 1000.00 887.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 1000.00 913.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-12-01 6.500000 1000.00 46.45 Agency Mortgage-Backed Securities FEDERAL 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5.500000 1015.00 1002.04 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8290 2053-02-01 5.500000 9405988.00 8426634.31 Agency Mortgage-Backed Securities FEPC 05.500 CLQG5569 2053-06-01 5.500000 2016.00 2003.96 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5903 2053-07-01 6.500000 3024.00 2973.26 Agency Mortgage-Backed Securities FEPC 06.000 CLQH3965 2053-11-01 6.000000 862756.00 882937.98 Agency Mortgage-Backed Securities FEPC 04.500 CLQH4028 2053-10-01 4.500000 2330.00 2238.87 Agency Mortgage-Backed Securities FEPC 06.000 CLQH5185 2053-11-01 6.000000 10080.00 10289.16 Agency Mortgage-Backed Securities FEPC 06.500 CLQH6266 2053-12-01 6.500000 54973.00 56552.48 Agency Mortgage-Backed Securities FEPC 03.000 CLRA1860 2049-12-01 3.000000 4050000.00 948043.36 Agency Mortgage-Backed Securities FEPC 04.000 CLRA3586 2050-09-01 4.000000 7140.00 2206.30 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6415 2052-05-01 3.500000 9569445.00 8130666.09 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7784 2052-08-01 4.500000 16006115.00 13936461.02 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9062 2053-05-01 5.500000 3000.00 2981.08 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9064 2053-05-01 5.500000 80142983.00 76748555.01 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9174 2053-06-01 6.500000 26645082.00 25431105.43 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9271 2053-06-01 5.500000 10372890.00 10127491.71 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9302 2053-06-01 6.500000 1020.00 926.29 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9384 2053-07-01 6.000000 159113.00 157261.22 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9418 2053-07-01 5.000000 1000.00 973.56 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9435 2053-07-01 5.500000 13069595.00 12913629.12 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9454 2053-07-01 6.000000 1000.00 977.15 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9568 2053-08-01 6.000000 9600.00 9347.04 Agency Mortgage-Backed Securities FEPC 03.000 CLRA9734 2053-08-01 3.000000 1000.00 845.09 Agency Mortgage-Backed Securities FEPC 03.000 CTRB0797 2042-03-01 3.000000 2900427.00 2424118.79 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5031 2039-12-01 2.500000 101632.00 25183.71 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5210 2042-12-01 5.500000 1000.00 895.12 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5255 2043-09-01 5.500000 56674728.00 53668863.24 Agency Mortgage-Backed Securities FEPC 02.500 CIRC1421 2035-06-01 2.500000 1002.00 367.44 Agency Mortgage-Backed Securities FEPC 03.500 CIRC2594 2037-06-01 3.500000 1000.00 779.89 Agency Mortgage-Backed Securities FEPC 02.000 CNRD5080 2032-02-01 2.000000 1000.00 661.70 Agency Mortgage-Backed Securities FEPC 05.000 CNRD5158 2033-07-01 5.000000 1000.00 825.31 Agency Mortgage-Backed Securities FEPC 04.500 CNRD5163 2033-10-01 4.500000 1000.00 949.39 Agency Mortgage-Backed Securities FEPC 04.500 3PRE6018 2049-09-01 4.500000 1997.00 145.62 Agency Mortgage-Backed Securities FEPC 02.500 3PRE6116 2051-12-01 2.500000 1000.00 730.99 Agency Mortgage-Backed Securities FEPC 03.000 ZLSI2009 2049-10-01 3.000000 1000.00 498.12 Agency Mortgage-Backed Securities FEPC 04.000 CIQO0806 2037-09-01 4.000000 1000.00 908.07 Agency Mortgage-Backed Securities FEPC 03.500 CIQO0162 2037-05-01 3.500000 1000.00 732.28 Agency Mortgage-Backed Securities FEPC 03.500 CIQO0168 2037-05-01 3.500000 1000.00 865.22 Agency Mortgage-Backed Securities FEPC 03.500 CIQO0239 2037-05-01 3.500000 1000.00 870.34 Agency Mortgage-Backed Securities FEPC 03.500 CIQO1606 2038-09-01 3.500000 1000.00 944.76 Agency Mortgage-Backed Securities FEPC 05.500 CIQO1641 2038-09-01 5.500000 1000.00 920.11 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5381 2049-12-01 3.000000 1000.00 215.49 Agency Mortgage-Backed Securities FNMS 06.500 K2254169 2031-12-01 6.500000 1030.00 3.96 Agency Mortgage-Backed Securities FNMS 05.000 CT255731 2025-06-01 5.000000 2004.00 5.64 Agency Mortgage-Backed Securities FNMS 05.000 CT256212 2026-04-01 5.000000 1006.00 2.73 Agency Mortgage-Backed Securities FNMS 05.500 NP257135 2038-03-01 5.500000 1000.00 5.96 Agency Mortgage-Backed Securities FNMS 06.000 CT257216 2028-05-01 6.000000 1000.00 15.06 Agency Mortgage-Backed Securities FNMS 04.500 CLAH6773 2041-03-01 4.500000 1000.00 60.71 Agency Mortgage-Backed Securities FNMS 05.000 CLAH9451 2041-04-01 5.000000 1000.00 16.43 Agency Mortgage-Backed Securities FNMS 05.000 CLAI2418 2040-11-01 5.000000 1000.00 76.00 Agency Mortgage-Backed Securities FNMS 04.500 CLAI5617 2036-06-01 4.500000 1008.00 10.30 Agency Mortgage-Backed Securities FNMS 03.500 CJAJ4143 2026-10-01 3.500000 1998.00 13.71 Agency Mortgage-Backed Securities FNMS 03.500 CLAJ9198 2042-01-01 3.500000 1000.00 77.89 Agency Mortgage-Backed Securities FNMS 03.500 CIAK1100 2027-02-01 3.500000 1000.00 22.94 Agency Mortgage-Backed Securities FNMS 04.000 CTAK9310 2032-04-01 4.000000 1000.00 109.81 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3534 2042-12-01 3.500000 1155.00 192.11 Agency Mortgage-Backed Securities FNMS 03.000 CZAL5381 2053-03-01 3.000000 1000.00 261.51 Agency Mortgage-Backed Securities FNMS 05.000 CTAL6317 2030-09-01 5.000000 1000.00 26.46 Agency Mortgage-Backed Securities FNMS 06.500 CLAL7349 2039-10-01 6.500000 1000.00 149.39 Agency Mortgage-Backed Securities FNMS 03.000 CIAL9468 2031-12-01 3.000000 1000.00 229.47 Agency Mortgage-Backed Securities FNMS 04.000 CQAL9678 2036-02-01 4.000000 1000.00 215.72 Agency Mortgage-Backed Securities FNMS 04.000 CLAL9916 2047-02-01 4.000000 1000.00 186.91 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9920 2047-02-01 3.500000 1000.00 353.17 Agency Mortgage-Backed Securities FNMS 03.000 CKAL8930 2036-08-01 3.000000 1000.00 52.36 Agency Mortgage-Backed Securities FNMS 06.500 CLAL8974 2040-03-01 6.500000 1000.00 213.06 Agency Mortgage-Backed Securities FNMS 04.000 CLAO2156 2042-05-01 4.000000 1024.00 197.80 Agency Mortgage-Backed Securities FNMS 03.500 CRAO6522 2042-06-01 3.500000 2077.00 345.20 Agency Mortgage-Backed Securities FNMS 03.000 CKAO7732 2042-06-01 3.000000 1000.00 84.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAP2367 2042-08-01 3.500000 1171.00 100.00 Agency Mortgage-Backed Securities FNMS 03.500 CRAP8916 2032-10-01 3.500000 1000.00 93.60 Agency Mortgage-Backed Securities FNMS 03.000 CJAP9788 2027-10-01 3.000000 1000.00 28.44 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ5323 2042-11-01 3.500000 1030.00 146.92 Agency Mortgage-Backed Securities FNMS 04.000 CRAQ6286 2042-12-01 4.000000 1024.00 180.17 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ7022 2042-12-01 3.500000 1024.00 253.25 Agency Mortgage-Backed Securities FNMS 02.500 CLAQ7316 2043-01-01 2.500000 1000.00 213.94 Agency Mortgage-Backed Securities FNMS 02.500 CVAQ9950 2028-01-01 2.500000 1000.00 20.28 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8211 2043-04-01 3.500000 2073.00 428.83 Agency Mortgage-Backed Securities FNMS 03.000 CTAR9643 2033-04-01 3.000000 1002.00 164.08 Agency Mortgage-Backed Securities FNMS 03.000 CLAS0516 2043-09-01 3.000000 1000.00 202.63 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2259 2044-04-01 4.000000 49929713.00 8113404.15 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4168 2044-12-01 4.000000 1000.00 139.39 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6213 2045-11-01 4.000000 1000.00 70.07 Agency Mortgage-Backed Securities FNMS 02.500 CIAS5786 2030-09-01 2.500000 1000.00 191.08 Agency Mortgage-Backed Securities FNMS 02.500 CIAS5872 2030-09-01 2.500000 1000.00 199.10 Agency Mortgage-Backed Securities FNMS 02.500 CIAS6115 2030-11-01 2.500000 1000.00 175.12 Agency Mortgage-Backed Securities FNMS 02.500 CIAS6116 2030-11-01 2.500000 1000.00 151.03 Agency Mortgage-Backed Securities FNMS 02.500 CIAS6142 2030-11-01 2.500000 1000.00 184.46 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6515 2046-01-01 4.000000 1000.00 99.88 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8067 2046-10-01 3.000000 1010.00 290.63 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7355 2046-06-01 3.500000 19000.00 1777.23 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7497 2046-07-01 3.500000 2048.00 645.27 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7614 2046-07-01 3.500000 1008.00 313.08 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9786 2047-06-01 4.000000 16000.00 3141.18 Agency Mortgage-Backed Securities FNMS 03.000 CLAS9447 2047-04-01 3.000000 1000.00 155.17 Agency Mortgage-Backed Securities FNMS 05.000 CLAS9763 2047-06-01 5.000000 1000.00 30.78 Agency Mortgage-Backed Securities FNMS 02.500 CRAT4191 2033-05-01 2.500000 1000.00 231.95 Agency Mortgage-Backed Securities FNMS 03.000 CQAU0275 2033-07-01 3.000000 1000.00 124.65 Agency Mortgage-Backed Securities FNMS 03.500 CIAV1360 2028-11-01 3.500000 1000.00 123.21 Agency Mortgage-Backed Securities FNMS 04.000 CLAV5020 2044-02-01 4.000000 1000.00 202.41 Agency Mortgage-Backed Securities FNMS 04.000 CLAW6525 2044-06-01 4.000000 1000.00 129.71 Agency Mortgage-Backed Securities FNMS 03.500 CLAW9448 2044-08-01 3.500000 1000.00 191.40 Agency Mortgage-Backed Securities FNMS 04.000 CIAY4658 2031-04-01 4.000000 1000.00 90.65 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ2937 2045-09-01 4.000000 1024.00 206.25 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ4750 2045-10-01 3.500000 2000.00 364.28 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ7078 2045-10-01 4.000000 1000.00 320.13 Agency Mortgage-Backed Securities FNMS 06.000 CL745942 2034-04-01 6.000000 1001.00 29.03 Agency Mortgage-Backed Securities FNMS 05.500 K0748407 2033-08-01 5.500000 1000.00 13.71 Agency Mortgage-Backed Securities FNMS 04.500 K0762521 2033-11-01 4.500000 2000.00 86.34 Agency Mortgage-Backed Securities FNMS 04.490 CA824393 2035-07-01 4.490000 1000.00 150.77 Agency Mortgage-Backed Securities FNMS 04.490 CA824301 2035-07-01 4.490000 1000.00 133.68 Agency Mortgage-Backed Securities FNMS 05.500 CL826966 2035-06-01 5.500000 1030.00 15.81 Agency Mortgage-Backed Securities FNMS 05.450 CA841758 2035-08-01 5.450000 1000.00 239.96 Agency Mortgage-Backed Securities FNMS 06.500 CLDA2993 2053-11-01 6.500000 15363085.00 15376367.82 Agency Mortgage-Backed Securities FNMS 07.000 CLDA3194 2053-11-01 7.000000 1000.00 873.32 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4243 2053-12-01 6.500000 1001.00 1045.09 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4912 2053-11-01 6.500000 1001.00 1046.82 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5733 2053-11-01 6.500000 1001.00 1037.37 Agency Mortgage-Backed Securities FNMS 06.000 CLDA6540 2054-01-01 6.000000 110348.00 113643.71 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ7362 2045-11-01 4.000000 1008.00 130.83 Agency Mortgage-Backed Securities FNMS 03.500 CLBA6389 2045-11-01 3.500000 1000.00 96.44 Agency Mortgage-Backed Securities FNMS 04.000 CTBA6566 2036-01-01 4.000000 1000.00 197.69 Agency Mortgage-Backed Securities FNMS 04.000 CTBC3651 2035-12-01 4.000000 1000.00 201.01 Agency Mortgage-Backed Securities FNMS 02.500 CLBC4584 2046-03-01 2.500000 8749.00 3217.67 Agency Mortgage-Backed Securities FNMS 04.000 CLBC5201 2046-01-01 4.000000 1000.00 240.70 Agency Mortgage-Backed Securities FNMS 03.000 CIBD9809 2032-04-01 3.000000 1000.00 454.53 Agency Mortgage-Backed Securities FNMS 04.000 CIBE3593 2033-07-01 4.000000 1000.00 303.89 Agency Mortgage-Backed Securities FNMS 05.000 CLBE3704 2047-06-01 5.000000 1000.00 126.40 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0157 2046-08-01 4.000000 1000.00 236.57 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 2051-05-01 4.000000 1000.00 334.01 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0201 2051-08-01 4.000000 1000.00 291.53 Agency Mortgage-Backed Securities FNMS 04.000 U3BF0210 2041-01-01 4.000000 13127128.00 4108016.95 Agency Mortgage-Backed Securities FNMS 03.000 I3BF0292 2048-05-01 3.000000 1000.00 460.93 Agency Mortgage-Backed Securities FNMS 03.000 I3BF0293 2048-07-01 3.000000 1000.00 297.60 Agency Mortgage-Backed Securities FNMS 03.300 CLBH3330 2047-04-01 3.300000 1000.00 774.53 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4024 2047-09-01 4.500000 3000.00 1033.07 Agency Mortgage-Backed Securities FNMS 02.000 CLBH8847 2051-08-01 2.000000 1000.00 759.46 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 2032-09-01 2.500000 1000.00 107.63 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ0633 2048-03-01 4.500000 22351273.00 7791693.94 Agency Mortgage-Backed Securities FNMS 04.000 CIBJ5426 2033-04-01 4.000000 2000.00 600.02 Agency Mortgage-Backed Securities FNMS 04.000 CIBJ7146 2033-09-01 4.000000 1000.00 255.48 Agency Mortgage-Backed Securities FNMS 04.000 CIBJ8972 2033-05-01 4.000000 1000.00 352.18 Agency Mortgage-Backed Securities FNMS 04.000 CIBJ8847 2033-06-01 4.000000 1000.00 252.86 Agency Mortgage-Backed Securities FNMS 04.000 CIBJ8848 2033-06-01 4.000000 1000.00 233.39 Agency Mortgage-Backed Securities FNMS 05.000 CLBJ9225 2048-06-01 5.000000 1000.00 58.78 Agency Mortgage-Backed Securities FNMS 04.000 CLBK0810 2048-05-01 4.000000 1000.00 499.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBK1346 2048-09-01 4.500000 1001.00 497.30 Agency Mortgage-Backed Securities FNMS 02.500 CLBK2590 2050-05-01 2.500000 2048.00 945.57 Agency Mortgage-Backed Securities FNMS 04.000 CIBK3119 2033-06-01 4.000000 1000.00 192.82 Agency Mortgage-Backed Securities FNMS 04.500 CLBK4135 2048-12-01 4.500000 1000.00 56.05 Agency Mortgage-Backed Securities FNMS 04.000 CIBK5210 2033-08-01 4.000000 1001.00 286.05 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5939 2048-06-01 4.500000 16000.00 3942.30 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6523 2048-06-01 4.500000 1000.00 81.79 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6861 2048-06-01 4.500000 1000.00 242.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBK7817 2048-08-01 5.000000 1001.00 378.25 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7828 2048-08-01 4.500000 1005.00 165.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8841 2048-08-01 4.500000 1055.00 255.08 Agency Mortgage-Backed Securities FNMS 04.000 CIBK9384 2033-11-01 4.000000 1000.00 252.12 Agency Mortgage-Backed Securities FNMS 03.500 CTBM1593 2035-11-01 3.500000 1000.00 312.25 Agency Mortgage-Backed Securities FNMS 05.000 CLBM4445 2048-07-01 5.000000 1000.00 67.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5313 2048-03-01 3.500000 1024.00 330.63 Agency Mortgage-Backed Securities FNMS 03.500 CLBM4751 2043-03-01 3.500000 1000.00 314.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBM4756 2048-09-01 4.500000 6144.00 1742.88 Agency Mortgage-Backed Securities FNMS 03.000 CKBM4914 2046-10-01 3.000000 1000.00 135.11 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5097 2045-04-01 3.500000 1162.00 317.71 Agency Mortgage-Backed Securities FNMS 03.500 CKBM6266 2050-04-01 3.500000 13233.00 2075.36 Agency Mortgage-Backed Securities FNMS 04.500 CTBM5440 2038-11-01 4.500000 8000.00 1893.61 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5477 2049-02-01 4.500000 6000.00 1485.48 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5508 2049-02-01 5.000000 14000.00 3581.69 Agency Mortgage-Backed Securities FNMS 05.500 CLBM5609 2044-05-01 5.500000 3000.00 1089.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBM5629 2049-02-01 4.500000 2998.00 614.42 Agency Mortgage-Backed Securities FNMS 03.500 CRBM5919 2043-08-01 3.500000 1000.00 301.35 Agency Mortgage-Backed Securities FNMS 04.500 REBM6075 2041-07-01 4.500000 1000.00 316.51 Agency Mortgage-Backed Securities FNMS 04.000 CQBM7117 2045-09-01 4.000000 1008.00 844.69 Agency Mortgage-Backed Securities FNMS 03.500 CRBM6616 2037-12-01 3.500000 3001.00 1531.66 Agency Mortgage-Backed Securities FNMS 03.500 U4BM7235 2053-01-01 3.500000 8686527.00 7658453.30 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0892 2048-11-01 4.500000 2050.00 600.44 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0610 2048-12-01 4.500000 6001.00 1438.41 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3497 2048-11-01 4.500000 3000.00 1394.11 Agency Mortgage-Backed Securities FNMS 04.000 CLBN2982 2048-11-01 4.000000 1000.00 315.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4459 2049-01-01 5.000000 1000.00 48.77 Agency Mortgage-Backed Securities FNMS 04.000 CIBN4835 2034-02-01 4.000000 4000.00 1420.69 Agency Mortgage-Backed Securities FNMS 05.000 CLBN6064 2049-05-01 5.000000 1000.00 174.84 Agency Mortgage-Backed Securities FNMS 04.000 CIBN7159 2034-02-01 4.000000 2000.00 683.85 Agency Mortgage-Backed Securities FNMS 04.000 CIBN6421 2034-04-01 4.000000 3000.00 285.37 Agency Mortgage-Backed Securities FNMS 04.000 CIBN6986 2034-02-01 4.000000 4000.00 1374.30 Agency Mortgage-Backed Securities FNMS 02.000 CLBN9101 2051-02-01 2.000000 1000.00 705.20 Agency Mortgage-Backed Securities FNMS 04.000 CLBO0655 2049-06-01 4.000000 1000.00 386.91 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0988 2049-07-01 3.500000 2000.00 296.51 Agency Mortgage-Backed Securities FNMS 03.500 CLBO3560 2049-08-01 3.500000 1000.00 108.09 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1879 2050-03-01 3.500000 4000.00 2532.66 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5393 2050-06-01 3.000000 1000.00 618.80 Agency Mortgage-Backed Securities FNMS 01.500 CIBP7483 2035-10-01 1.500000 1000.00 551.08 Agency Mortgage-Backed Securities FNMS 02.500 CLBP8742 2050-07-01 2.500000 3000.00 1046.36 Agency Mortgage-Backed Securities FNMS 03.000 CLBP9638 2050-06-01 3.000000 1000.00 339.91 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ0309 2050-07-01 2.500000 2000.00 886.32 Agency Mortgage-Backed Securities FNMS 02.000 CKBQ3399 2050-09-01 2.000000 1000.00 722.08 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ5110 2050-11-01 2.500000 1000.00 572.33 Agency Mortgage-Backed Securities FNMS 02.000 REBQ5447 2050-10-01 2.000000 4000.00 2381.10 Agency Mortgage-Backed Securities FNMS 02.000 CKBR0061 2050-12-01 2.000000 1000.00 722.08 Agency Mortgage-Backed Securities FNMS 02.500 CLBR4728 2051-03-01 2.500000 1009.00 547.63 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7745 2051-04-01 2.000000 1000.00 590.52 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7263 2051-09-01 2.500000 1000.00 731.98 Agency Mortgage-Backed Securities FNMS 02.000 CLBT7453 2051-09-01 2.000000 1000.00 718.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7887 2052-10-01 5.000000 3000.00 2632.50 Agency Mortgage-Backed Securities FNMS 02.500 CTBU1194 2042-03-01 2.500000 1000.00 785.78 Agency Mortgage-Backed Securities FNMS 02.000 CLBU9929 2052-02-01 2.000000 1000.00 720.60 Agency Mortgage-Backed Securities FNMS 02.000 CLBV3013 2052-02-01 2.000000 1000.00 727.57 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5382 2052-04-01 3.000000 2000.00 1561.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBV4591 2052-04-01 3.500000 3267.00 2762.00 Agency Mortgage-Backed Securities FNMS 02.000 CLBV7823 2052-07-01 2.000000 1000.00 753.06 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8313 2052-04-01 3.500000 1024.00 823.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9614 2052-04-01 3.500000 1010.00 769.61 Agency Mortgage-Backed Securities FNMS 06.000 CLBW1412 2052-12-01 6.000000 2003.00 1886.75 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1447 2052-06-01 5.000000 3014.00 2570.63 Agency Mortgage-Backed Securities FNMS 03.500 CIBW1988 2037-07-01 3.500000 1000.00 865.97 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3278 2052-06-01 4.500000 4032.00 3707.67 Agency Mortgage-Backed Securities FNMS 05.500 CLBW4881 2053-04-01 5.500000 1000.00 901.16 Agency Mortgage-Backed Securities FNMS 05.500 CLBW6216 2052-08-01 5.500000 4004.00 3644.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7139 2052-07-01 5.000000 2001.00 1712.06 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7312 2052-08-01 4.500000 1093.00 935.13 Agency Mortgage-Backed Securities FNMS 05.500 CLBW7380 2052-12-01 5.500000 8024672.00 7766355.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8946 2052-09-01 5.000000 2042.00 1806.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2204 2052-11-01 5.000000 10050928.00 8943041.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBX3079 2052-11-01 5.000000 2000.00 1944.97 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4369 2053-03-01 6.000000 1003.00 1012.26 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4152 2052-12-01 6.000000 3034.00 2727.92 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4216 2053-01-01 5.500000 1008.00 903.19 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4297 2053-03-01 6.000000 4184.00 3741.11 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4925 2053-01-01 5.500000 7775242.00 7768253.58 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5080 2053-01-01 6.000000 1000.00 1001.77 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5669 2053-01-01 5.500000 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4.500000 2000.00 1908.29 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9687 2053-04-01 6.000000 1000.00 953.09 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0117 2053-05-01 5.000000 2000.00 1901.03 Agency Mortgage-Backed Securities FNMS 05.000 CLBY1207 2053-04-01 5.000000 1000.00 975.00 Agency Mortgage-Backed Securities FNMS 04.500 CIBY2675 2038-05-01 4.500000 1000.00 954.19 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3003 2053-05-01 5.000000 1001.00 985.56 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3225 2053-05-01 6.000000 1000.00 979.12 Agency Mortgage-Backed Securities FNMS 05.000 CLBY3292 2053-06-01 5.000000 1000.00 980.84 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4499 2053-06-01 6.000000 1278650.00 1302108.24 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4186 2053-07-01 5.500000 1000.00 985.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4222 2053-06-01 5.000000 552880.00 498816.11 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5839 2053-07-01 6.000000 2048.00 1955.78 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6882 2053-08-01 5.500000 1008.00 1013.12 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8306 2053-08-01 6.000000 1008.00 1013.10 Agency Mortgage-Backed Securities FNMS 05.000 CLBY8351 2053-08-01 5.000000 1000.00 986.79 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8819 2053-09-01 5.500000 104560.00 104687.71 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9835 2053-12-01 6.000000 1001.00 1018.54 Agency Mortgage-Backed Securities FNMS 05.000 CKBY9197 2053-09-01 5.000000 1000.00 967.91 Agency Mortgage-Backed Securities FNMS 02.500 CICA0772 2032-11-01 2.500000 3000.00 926.96 Agency Mortgage-Backed Securities FNMS 03.500 CTCA0891 2037-12-01 3.500000 1000.00 347.03 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0552 2047-10-01 4.000000 1000.00 340.46 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1053 2048-01-01 3.500000 3000.00 513.97 Agency Mortgage-Backed Securities FNMS 05.000 CLCA2652 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2048-10-01 4.500000 1019.00 89.55 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3488 2049-05-01 4.000000 1000.00 261.34 Agency Mortgage-Backed Securities FNMS 04.000 CTCA3544 2039-05-01 4.000000 1001.00 281.74 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3633 2049-06-01 3.500000 1000.00 328.96 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3684 2049-06-01 4.500000 1000.00 155.47 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3823 2049-07-01 4.000000 1000.00 390.24 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 2049-07-01 3.500000 1000.00 134.94 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3872 2049-07-01 3.500000 1000.00 116.49 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5318 2050-03-01 3.500000 1000.00 474.64 Agency Mortgage-Backed Securities FNMS 03.000 CICA6203 2035-06-01 3.000000 8000.00 3710.52 Agency Mortgage-Backed Securities FNMS 02.000 CICA5933 2035-06-01 2.000000 1000.00 521.01 Agency Mortgage-Backed Securities FNMS 03.000 CKCA5979 2050-05-01 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02.500 CLCB1381 2051-08-01 2.500000 1000.00 711.25 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1665 2051-09-01 2.500000 32049291.00 22496415.43 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2643 2052-01-01 2.500000 1000.00 737.35 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2432 2051-12-01 3.000000 1003.00 773.91 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3524 2052-05-01 3.000000 1000.00 776.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2809 2052-02-01 2.500000 1000.00 741.37 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2863 2052-02-01 2.500000 1000.00 724.80 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2929 2052-02-01 3.000000 1000.00 744.64 Agency Mortgage-Backed Securities FNMS 03.500 CICB3726 2037-05-01 3.500000 1000.00 831.39 Agency Mortgage-Backed Securities FNMS 04.000 CICB3972 2037-06-01 4.000000 1000.00 789.84 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4560 2052-09-01 5.000000 9824292.00 8949383.81 Agency Mortgage-Backed Securities 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1006336.83 Agency Mortgage-Backed Securities FNMS 02.000 CIFM8117 2036-07-01 2.000000 1000.00 614.76 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8166 2051-06-01 3.000000 397000.00 253817.84 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8437 2051-08-01 2.500000 1000.00 704.65 Agency Mortgage-Backed Securities FNMS 01.500 CLFM8597 2051-09-01 1.500000 395701.00 265299.26 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8601 2051-08-01 2.500000 1000.00 726.71 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8745 2051-09-01 2.500000 1000.00 717.45 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8806 2051-09-01 2.500000 1000.00 712.21 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9838 2051-11-01 3.500000 1000.00 670.06 Agency Mortgage-Backed Securities FNMS 02.000 CIFM9318 2036-11-01 2.000000 1000.00 694.62 Agency Mortgage-Backed Securities FNMS 02.000 CLFM9511 2046-11-01 2.000000 1000.00 698.34 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9703 2051-11-01 3.000000 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923.89 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4377 2052-04-01 3.000000 1000.00 840.59 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3820 2053-01-01 6.000000 1000.00 945.62 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3821 2053-02-01 6.000000 1000.00 947.18 Agency Mortgage-Backed Securities FNMS 04.000 CIFS3847 2031-03-01 4.000000 1000.00 634.34 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4524 2053-05-01 5.000000 1000.00 949.06 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4517 2048-10-01 4.500000 1008.00 898.63 Agency Mortgage-Backed Securities FNMS 02.000 CLFS4538 2052-02-01 2.000000 1000.00 786.94 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4540 2049-07-01 2.500000 1000.00 825.11 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4710 2052-06-01 2.500000 9577480.00 7775970.42 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4970 2053-06-01 4.000000 11565684.00 10551681.58 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5100 2053-05-01 4.500000 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2042-09-01 3.500000 74036568.00 12660197.05 Agency Mortgage-Backed Securities FNMS 03.000 CLAB6302 2042-09-01 3.000000 1024.00 158.00 Agency Mortgage-Backed Securities FNMS 03.500 CTAB9914 2033-07-01 3.500000 1000.00 162.09 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9941 2043-07-01 3.000000 1023.00 229.63 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0646 2030-12-07 5.000000 1009.00 41.13 Agency Mortgage-Backed Securities FNMS 04.000 CQMA2250 2045-03-01 4.000000 1007.00 228.60 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3243 2038-01-01 3.500000 1000.00 175.96 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3415 2048-07-01 4.000000 616852260.00 60796351.48 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4493 2051-12-01 2.500000 1000.00 723.33 Agency Mortgage-Backed Securities FNMS 05.000 CLMA3708 2049-06-01 5.000000 1000.00 161.26 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3851 2049-11-01 4.500000 1000.00 157.00 Agency Mortgage-Backed Securities FNMS 03.000 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TRFR BK 10/31/24 2024-10-31 5.434930 100.00 101.36 U.S. Treasuries (including strips) 4 NOTE R 29 2029-10-31 4.000000 200.00 202.84 U.S. Treasuries (including strips) 4 NOTE AV 25 2025-12-15 4.000000 2843300.00 2844140.51 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 2033-02-15 3.500000 10324000.00 10131037.93 U.S. Treasuries (including strips) 4 NOTE V 28 2028-02-29 4.000000 100.00 101.94 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 102521200.00 104660939.11 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 25 2025-03-31 3.875000 159572100.00 160298718.10 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 2033-05-15 3.375000 14345900.00 13803344.13 U.S. Treasuries (including strips) 4 1/4 NOTE BC 25 2025-05-31 4.250000 67104700.00 67359459.88 U.S. Treasuries (including strips) 4 NOTE N 30 2030-07-31 4.000000 24998000.00 25097492.04 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 2033-08-15 3.875000 21300.00 21536.25 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 2030-08-31 4.125000 34351600.00 35327996.10 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 2030-10-31 4.875000 187420000.00 200082362.94 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 2030-11-30 4.375000 131000000.00 135402805.49 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 2030-12-31 3.750000 406706300.00 403666040.80 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 2025-12-31 4.250000 268387600.00 269342390.36 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 4000000000.00 4000000000.00 0.0269 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.320 549300H47WTHXPU08X20 BRYV5YPK4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N BILL 10/31/24 2024-10-31 0.000000 592300.00 571570.68 U.S. Treasuries (including strips) BILL 05/09/24 2024-05-09 0.000000 700000.00 690167.10 U.S. Treasuries (including strips) BILL 02/20/24 2024-02-20 0.000000 259900.00 259178.52 U.S. Treasuries (including strips) BILL 02/27/24 2024-02-27 0.000000 1669400.00 1663054.61 U.S. Treasuries (including strips) 4 1/2 BOND 36 2036-02-15 4.500000 91400.00 98521.59 U.S. Treasuries (including strips) 4 3/8 BOND 40 2040-05-15 4.375000 2564982.00 2643759.80 U.S. Treasuries (including strips) 2 7/8 BOND 49 2049-05-15 2.875000 1022300.00 798651.15 U.S. Treasuries (including strips) 2 3/8 BOND 49 2049-11-15 2.375000 1562000.00 1097922.05 U.S. Treasuries (including strips) 2 BOND 50 2050-02-15 2.000000 13984700.00 9057481.59 U.S. Treasuries (including strips) 2 3/8 BOND 51 2051-05-15 2.375000 143399700.00 99911308.70 U.S. Treasuries (including strips) 4 BOND 42 2042-11-15 4.000000 300100.00 290244.58 U.S. Treasuries (including strips) 3 5/8 BOND 53 2053-05-15 3.625000 661200.00 598928.36 U.S. Treasuries (including strips) 2 7/8 NOTE K 25 2025-04-30 2.875000 841600.00 830684.01 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 2629600.00 2551490.69 U.S. Treasuries (including strips) 0 1/2 NOTE V 26 2026-02-28 0.500000 38883000.00 36126414.92 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 21247900.00 19074579.45 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 2027-04-30 2.750000 11693500.00 11338889.34 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 2032-11-15 4.125000 46631200.00 47625002.34 U.S. Treasuries (including strips) 4 1/4 NOTE BM 24 2024-12-31 4.250000 6060800.00 6053384.64 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 492246700.00 502520472.83 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 2030-04-30 3.500000 20726000.00 20422408.74 U.S. Treasuries (including strips) 4 NOTE N 30 2030-07-31 4.000000 3821500.00 3836709.57 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 2026-09-15 4.625000 6879200.00 7092560.73 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 2028-09-30 4.625000 15573400.00 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78217400.00 84924531.00 U.S. Treasuries (including strips) 3 BOND 42 2042-05-15 3.000000 11351900.00 9534280.93 U.S. Treasuries (including strips) 3 BOND 47 2047-05-15 3.000000 230714400.00 186080889.10 U.S. Treasuries (including strips) 1 1/4 BOND 50 2050-05-15 1.250000 45176600.00 23630308.70 U.S. Treasuries (including strips) 1 5/8 BOND 50 2050-11-15 1.625000 98227800.00 56888679.48 U.S. Treasuries (including strips) 1 7/8 BOND 41 2041-02-15 1.875000 45684500.00 32704424.96 U.S. Treasuries (including strips) 2 1/4 BOND 41 2041-05-15 2.250000 47393700.00 35752082.88 U.S. Treasuries (including strips) 4 BOND 52 2052-11-15 4.000000 30634300.00 29679322.83 U.S. Treasuries (including strips) 4 3/8 BOND 43 2043-08-15 4.375000 384445600.00 394457990.47 U.S. Treasuries (including strips) 4 3/4 BOND 43 2043-11-15 4.750000 16138700.00 17227885.97 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 2025-02-28 2.750000 25000100.00 24790100.81 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 48893200.00 47440882.50 U.S. Treasuries (including strips) 2 5/8 NOTE G 26 2026-01-31 2.625000 89444500.00 86741666.10 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 7520300.00 7282055.00 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 2029-05-15 2.375000 26266500.00 24502232.74 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 2026-06-30 1.875000 9003400.00 8568111.19 U.S. Treasuries (including strips) 2 1/4 NOTE F 24 2024-11-15 2.250000 73999600.00 72854871.73 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 2025-11-15 2.250000 15433300.00 14966282.41 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 2027-02-15 2.250000 2672800.00 2567082.42 U.S. Treasuries (including strips) 2 1/8 NOTE H 24 2024-02-29 2.125000 174999800.00 176123474.68 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 178630200.00 178096264.52 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 2025-06-30 2.750000 90700.00 88848.91 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 2027-02-28 1.125000 16072300.00 14823606.19 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 49768000.00 47559959.46 U.S. Treasuries (including strips) 0 3/8 NOTE Y 25 2025-04-30 0.375000 207608800.00 197409353.81 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 2027-04-30 0.500000 220092400.00 197241688.71 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 2026-03-31 0.750000 98292700.00 91698291.10 U.S. Treasuries (including strips) 0 1/4 NOTE AN 24 2024-05-15 0.250000 79000100.00 77924580.48 U.S. Treasuries (including strips) 0 3/8 NOTE AR 24 2024-08-15 0.375000 99600.00 97320.57 U.S. Treasuries (including strips) 2 5/8 NOTE AM 25 2025-04-15 2.625000 167074000.00 164531952.66 U.S. Treasuries (including strips) 2 1/2 NOTE BA 24 2024-04-30 2.500000 140000400.00 139903755.11 U.S. Treasuries (including strips) 2 3/4 NOTE AN 25 2025-05-15 2.750000 20063100.00 19739006.86 U.S. Treasuries (including strips) 2 1/2 NOTE BC 24 2024-05-31 2.500000 169500.00 168659.11 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 2027-05-31 2.625000 201888800.00 194315692.96 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 2025-08-15 3.125000 28971400.00 28842686.53 U.S. Treasuries (including strips) 3 1/4 NOTE BG 24 2024-08-31 3.250000 5136500.00 5150993.74 U.S. Treasuries (including strips) 4 1/4 NOTE BH 24 2024-09-30 4.250000 31792500.00 32087623.00 U.S. Treasuries (including strips) 4 1/2 NOTE BL 24 2024-11-30 4.500000 13880300.00 13943815.57 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 2029-11-30 3.875000 17618600.00 17695755.51 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 2025-01-31 4.125000 71200.00 70814.31 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 2030-03-31 3.625000 3022500.00 3009957.76 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 2030-05-31 3.750000 84731200.00 84424935.61 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 2033-08-15 3.875000 86481600.00 87440812.08 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 2028-08-31 4.375000 551537600.00 572705846.43 U.S. Treasuries (including strips) 4 NOTE AJ 27 2027-01-15 4.000000 9248300.00 9261296.10 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0532 3500000000.00 3500000000.00 0.0236 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XCV6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2030-11-15 0.000000 30000000.00 22761903.49 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 22312500.00 22312500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XCZ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2033-05-15 0.000000 35000000.00 23833208.95 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 23362500.00 23362500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XDN3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2052-08-15 3.000000 50000000.00 39976801.93 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 39187500.00 39187500.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XDB9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2029-08-15 0.000000 50000000.00 39976801.93 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 39187500.00 39187500.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XD29 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-08-15 2.875000 67000000.00 53568914.58 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 52511250.00 52511250.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XD94 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2043-08-15 0.000000 358500000.00 152234023.68 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 149225625.00 149225625.00 0.0010 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XD03 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2026-11-15 0.000000 62000000.00 55264280.54 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 54172500.00 54172500.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XD78 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-02-15 0.000000 10000000.00 5151747.68 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 5050000.00 5050000.00 0.0000 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XCX2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-05-15 0.000000 60000000.00 37261207.73 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 36525000.00 36525000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XDP8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2042-11-15 2.750000 23000000.00 18301456.12 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 17940000.00 17940000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XDT0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2035-08-15 0.000000 35000000.00 21467915.64 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 21043750.00 21043750.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XDR4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2040-02-15 0.000000 50000000.00 25631219.90 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 25125000.00 25125000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XDK9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2045-05-15 3.000000 60000000.00 48737873.35 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 47775000.00 47775000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XDH6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2039-05-15 0.000000 215000000.00 114325642.40 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-02-01 2024-02-01 2024-02-01 N N N 0.0533 112068750.00 112068750.00 0.0008 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYV5XDF0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2037-08-15 0.000000 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2030-10-31 4.875000 7300.00 7743.85 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.500000 7600.00 7562.16 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-05-31 2.000000 7900.00 7841.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-10-31 4.875000 8900.00 9335.40 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-30 1.625000 9100.00 8515.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-01-15 1.125000 10900.00 10529.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-15 0.625000 11900.00 11562.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-31 0.500000 12500.00 11046.56 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-04-20 2.500000 12900.00 10533.05 Agency Mortgage-Backed Securities 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254900HROIFWPRGM1V77 2032-11-15 4.125000 124600.00 126311.37 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-12-31 3.875000 138600.00 137882.07 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-05-20 4.000000 144800.00 124860.08 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-01-31 4.000000 163000.00 162664.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-09-15 4.625000 167000.00 171650.00 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-03-20 3.000000 178300.00 148755.82 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-31 2.250000 178400.00 175867.94 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2052-02-15 4.000000 188200.00 150473.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-06-20 5.000000 195400.00 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MAC FHLMC_3110 2036-02-15 5.500000 48708.00 10936.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2034-11-20 5.500000 73324.00 1380.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-09-20 3.500000 84969.00 75005.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-07-20 4.500000 93096.00 87729.13 Agency Mortgage-Backed Securities FNMA_11-98C 2041-10-25 5.000000 100000.00 94089.62 Agency Collateralized Mortgage Obligation FNMA_18-76A 2045-06-25 0.640880 8408190.00 276775.37 Agency Collateralized Mortgage Obligation FHLMC_433 2044-02-15 1.189520 100000.00 984.57 Agency Collateralized Mortgage Obligation FHLMC_4906C 2049-08-25 0.590880 100000.00 5399.01 Agency Collateralized Mortgage Obligation FHLMC_5358A 2053-11-25 3.187710 100000.00 93949.38 Agency Collateralized Mortgage Obligation FNMA_23-53F 2053-11-25 0.000000 100001.00 77766.88 Agency Collateralized Mortgage Obligation GNMA_18-48D 2048-04-20 0.000000 100001.00 857.00 Agency Collateralized Mortgage Obligation FNMA_22-27C 2052-06-25 0.755360 100096.00 7064.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-11-20 4.000000 111081.00 101895.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-12-20 4.000000 125574.00 115278.23 Agency Mortgage-Backed Securities GNMA_23-153D 2053-10-20 0.010000 129182.00 24.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-04-20 6.000000 138424.00 141597.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2033-03-20 5.000000 181820.00 2107.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-10-20 2.500000 197824.00 157811.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2040-06-20 6.000000 229806.00 7138.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-10-20 3.500000 244098.00 215469.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2031-03-20 7.000000 257954.00 426.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-09-20 3.000000 268971.00 225834.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-05-20 2.000000 271110.00 206776.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-12-20 3.000000 322576.00 270863.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-04-20 3.000000 343780.00 284173.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2033-05-01 3.510000 360379.00 331124.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2034-08-15 6.000000 406285.00 9768.36 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-08-31 0.250000 636000.00 595588.44 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-05-15 3.625000 680300.00 676080.96 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-07-20 5.500000 682013.00 689237.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-08-20 5.000000 711595.00 59289.73 Agency Mortgage-Backed Securities FHLMC_5265A 2052-10-25 5.500000 827508.00 660411.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2037-06-20 5.000000 834651.00 140798.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-10-01 5.500000 864930.00 871024.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2037-09-20 6.000000 923608.00 10281.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-05-20 5.500000 924448.00 911984.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-10-20 6.500000 958076.00 992988.68 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-15 0.125000 1017100.00 1199354.27 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-03-20 5.500000 1028144.00 993550.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-10-20 6.500000 1045397.00 1080237.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2038-11-20 6.500000 1093302.00 940727.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-03-20 6.000000 1112512.00 1068699.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-02-20 2.500000 1118046.00 893308.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2032-02-15 6.000000 1121610.00 8461.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2032-11-15 5.000000 1132547.00 57729.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-10-20 4.000000 1145569.00 1050094.95 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2045-11-15 0.000000 1233981.41 454398.85 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2037-06-15 5.000000 1290451.00 89120.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2032-11-15 4.500000 1354600.00 57087.97 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-01-15 0.875000 1401800.00 1632662.39 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2053-07-15 7.000000 1481304.00 1525987.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2031-07-20 7.000000 1670000.00 5468.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2034-06-20 5.000000 1936604.00 39200.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2029-01-15 5.000000 2060947.00 72228.08 Agency Mortgage-Backed Securities FNMA_20-75 2050-11-25 2.500000 2079055.00 219216.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-09-20 7.000000 2092089.00 2193286.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2036-05-20 5.000000 2235552.00 105439.72 Agency Mortgage-Backed Securities GNMA_23-98H 2053-03-20 5.000000 2414572.00 2341025.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2034-06-15 5.500000 2757364.00 80213.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-11-01 2.500000 2779597.00 1417251.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2053-06-15 7.000000 2861076.00 2945054.35 Agency Mortgage-Backed Securities GNMA_23-98G 2053-07-20 0.000000 2877172.00 2116867.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2028-02-20 6.500000 3271047.00 5019.42 Agency Mortgage-Backed Securities GNMA_22-127F 2052-07-20 4.500000 3426596.00 2696807.28 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-01 2.930000 3651852.00 3458930.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2031-09-15 5.000000 3769959.00 212141.57 Agency Mortgage-Backed Securities GNMA_20-175F 2050-11-20 2.500000 3888284.00 399872.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2045-04-20 4.500000 3990907.00 1914011.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-08-20 5.000000 4095191.00 4027930.18 Agency Mortgage-Backed Securities GNMA_22-197L 2052-11-20 4.000530 4386441.00 4301419.31 Agency Collateralized Mortgage Obligation GNMA_22-197F 2048-03-20 0.698860 4587781.00 460052.41 Agency Collateralized Mortgage Obligation GNMA_23-135G 2053-09-20 0.000000 4642858.00 3741828.97 Agency Collateralized Mortgage Obligation FNMA_13-110 2039-12-25 0.000000 5039779.00 192193.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2040-03-15 5.000000 5285955.00 242224.16 Agency Mortgage-Backed Securities FNMA_22-43F 2040-04-25 0.940880 5300000.00 356204.48 Agency Collateralized Mortgage Obligation GNMA_23-48H 2053-03-20 6.345260 5448998.00 4967405.08 Agency Collateralized Mortgage Obligation GNMA_23-122D 2053-08-20 5.500000 5551000.00 5756964.11 Agency Collateralized Mortgage Obligation FHLMC_5178G 2051-11-25 4.000000 5966910.00 896388.77 Agency Collateralized Mortgage Obligation GNMA_14-56 2039-12-16 0.647540 6000000.00 42536.56 Agency Collateralized Mortgage Obligation GNMA_23-84R 2053-06-20 0.754740 6140819.00 299083.02 Agency Collateralized Mortgage Obligation FNMA_19-59C 2049-10-25 0.610880 6405661.00 322706.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-08-15 5.000000 6889257.00 595500.79 Agency Mortgage-Backed Securities FHLMC_5149R 2051-10-25 3.000000 6967517.00 596665.05 Agency Collateralized Mortgage Obligation GNMA_16-61 2046-05-20 0.598860 7000000.00 265772.34 Agency Collateralized Mortgage Obligation GNMA_21-155N 2051-07-20 0.848860 7000000.00 677081.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2033-04-20 6.000000 7530628.00 81621.90 Agency Mortgage-Backed Securities GNMA_23-4C 2053-01-20 1.504740 7582674.00 735720.19 Agency Collateralized Mortgage Obligation FNMA_21-82F 2051-11-25 3.500000 8109768.00 1882146.78 Agency Collateralized Mortgage Obligation FNSTR_429 2053-02-25 6.000000 8851397.00 1852385.08 Agency Collateralized Mortgage Obligation GNMA_02-32 2032-05-20 6.000000 8960187.00 361369.61 Agency Collateralized Mortgage Obligation FHLMC_5255A 2052-09-25 5.500000 9467368.00 5117441.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-04-20 2.500000 9487939.00 5674912.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-12-20 5.500000 10397000.00 10473566.68 Agency Mortgage-Backed Securities GNMA_20-30A 2050-03-20 0.598860 10560142.00 701068.26 Agency Collateralized Mortgage Obligation FHLMC_4923 2048-04-25 0.540880 11193713.00 645004.01 Agency Collateralized Mortgage Obligation FNMA_16-1 2046-02-25 0.690880 12316542.00 190247.62 Agency Collateralized Mortgage Obligation GNMA_22-128L 2052-07-20 2.115800 12578868.00 11331429.67 Agency Collateralized Mortgage Obligation GNMA_20-149K 2050-10-20 0.000000 12844115.00 54176.51 Agency Collateralized Mortgage Obligation FHLMC_45-50 2046-02-15 0.589520 13250000.00 339158.77 Agency Collateralized Mortgage Obligation GNMA_17-60A 2038-10-20 1.048860 13891689.00 116900.96 Agency Collateralized Mortgage Obligation FHLMC_4907 2048-09-25 0.540880 13996000.00 436783.70 Agency Collateralized Mortgage Obligation GNMA_23-153D 2053-10-20 0.000000 14285714.00 11722497.90 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_30437 2035-02-25 1.230880 14545453.00 22291.04 Agency Collateralized Mortgage Obligation FNMA_15-26 2045-05-25 0.990880 15000000.00 333623.22 Agency Collateralized Mortgage Obligation GNMA_23-135C 2053-09-20 0.354740 15000000.00 464934.03 Agency Collateralized Mortgage Obligation FNMA_12-2 2042-02-25 1.040880 15333333.00 202077.34 Agency Collateralized Mortgage Obligation GNMA_20-76A 2050-05-20 0.648860 15622546.00 696590.00 Agency Collateralized Mortgage Obligation FHLMC_4990B 2050-07-25 0.640880 16295076.00 1114598.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-06-20 4.500000 17658490.00 15619187.15 Agency Mortgage-Backed Securities FNMA_23-40E 2053-09-25 0.000000 18022888.00 13635281.62 Agency Collateralized Mortgage Obligation GNMA_15-156 2045-10-20 0.198860 18160000.00 153504.78 Agency Collateralized Mortgage Obligation FHLMC_4120 2032-10-15 0.739520 18747527.00 144086.85 Agency Collateralized Mortgage Obligation FNMA_19-31 2049-07-25 0.590880 20000000.00 457476.94 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3575 2039-04-15 1.139520 20000000.00 23550.17 Agency Collateralized Mortgage Obligation GNMA_16-108 2046-08-20 0.648860 20000000.00 502854.44 Agency Collateralized Mortgage Obligation GNMA_19-128G 2049-10-20 0.000000 20000000.00 193579.58 Agency Collateralized Mortgage Obligation FNMA_19-69C 2049-12-25 0.540880 20217000.00 769140.13 Agency Collateralized Mortgage Obligation FNMA_14-90 2045-01-25 0.690880 20750000.00 413051.41 Agency Collateralized Mortgage Obligation FHLMC_3990 2027-01-15 1.189520 20833333.00 17624.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2037-06-20 5.000000 20997627.00 1024129.16 Agency Mortgage-Backed Securities FNMA_19-36C 2049-07-25 0.590880 21619418.00 798718.49 Agency Collateralized Mortgage Obligation FHLMC_4943B 2049-09-25 0.590880 22128872.00 676809.74 Agency Collateralized Mortgage Obligation GNMA_20-61X 2048-05-20 3.155130 22279518.00 1227810.12 Agency Collateralized Mortgage Obligation FNMA_21-4A 2040-12-25 1.500000 22927492.00 690176.43 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-12-20 5.000000 22929988.00 21528714.85 Agency Mortgage-Backed Securities GNMA_22-159N 2050-11-20 4.000000 23043016.00 2235854.74 Agency Collateralized Mortgage Obligation FHLMC_4942G 2050-01-25 0.540880 23332918.00 1196066.25 Agency Collateralized Mortgage Obligation GNMA_19-128 2049-10-20 0.598860 23561122.00 865066.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12 2040-01-16 0.947540 24000000.00 40390.82 Agency Collateralized Mortgage Obligation NMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-148 2042-12-20 1.198860 24000000.00 673883.31 Agency Collateralized Mortgage Obligation FHLMC_37-61 2040-11-15 0.000000 25000000.00 59869.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14 2040-02-16 1.097540 25000000.00 70621.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-09-15 5.000000 25322641.00 2116645.71 Agency Mortgage-Backed Securities FHLMC_4904E 2049-08-25 0.590880 25680348.00 524137.19 Agency Collateralized Mortgage Obligation GNMA_10-31 2034-10-20 0.648860 25686530.00 36364.93 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3287 2037-03-15 1.239520 27000000.00 72012.26 Agency Collateralized Mortgage Obligation FNMA_10-150 2041-01-25 1.030880 27857143.00 390286.37 Agency Collateralized Mortgage Obligation FHLMC_4908A 2049-08-25 0.590880 28287714.00 848269.41 Agency Collateralized Mortgage Obligation GNMA_19-85A 2049-07-20 0.648860 28514769.00 1093409.08 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 0.690880 30000000.00 413759.40 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3238 2036-11-15 1.029520 30000000.00 96215.31 Agency Collateralized Mortgage Obligation GNMA_19-70L 2049-06-20 0.648860 30227653.00 356370.04 Agency Collateralized Mortgage Obligation FHLMC_49-24 2049-10-25 0.590880 30893921.00 826682.20 Agency Collateralized Mortgage Obligation FNMA_16-65A 2046-09-25 0.640880 31164258.00 740984.11 Agency Collateralized Mortgage Obligation GNMA_23-48K 2053-03-20 0.954740 31165067.00 1884078.39 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-89 2035-10-25 1.240880 31962174.00 42917.18 Agency Collateralized Mortgage Obligation GNMA_23-111J 2053-08-20 0.604740 32006617.00 1573186.61 Agency Collateralized Mortgage Obligation FNMA_12-93E 2042-09-25 0.590880 32564675.00 346145.51 Agency Collateralized Mortgage Obligation FNMA_14-24 2044-05-25 0.590880 33000000.00 159415.95 Agency Collateralized Mortgage Obligation GNMA_16-146C 2046-10-20 0.648860 33333333.00 1181199.35 Agency Collateralized Mortgage Obligation FNMA_19-81C 2050-01-25 0.540880 33705506.00 914712.03 Agency Collateralized Mortgage Obligation FHLMC_5130A 2051-08-25 0.000000 35000000.00 214712.44 Agency Collateralized Mortgage Obligation GNMA_14-118F 2044-08-16 0.147540 35501323.00 727686.33 Agency Collateralized Mortgage Obligation FHLMC_4657 2047-02-15 0.539520 36091396.00 1157465.53 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 2029-06-15 3.139520 36910362.00 4741.38 Agency Collateralized Mortgage Obligation FNMA_17-23A 2047-04-25 0.640880 38000000.00 488284.39 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 2028-08-15 3.289520 38216160.00 5812.01 Agency Collateralized Mortgage Obligation GNMA_23-76E 2053-05-20 0.154740 38548200.00 1720800.91 Agency Collateralized Mortgage Obligation GNMA_16-54D 2046-04-20 0.598860 38711486.00 1104606.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17 2037-04-16 1.097540 40000000.00 136763.24 Agency Collateralized Mortgage Obligation GNMA_14-43 2044-03-16 1.797540 40082821.00 503616.89 Agency Collateralized Mortgage Obligation GNMA_11-5 2041-01-20 0.548860 40125851.00 312244.54 Agency Collateralized Mortgage Obligation FNMA_06-44H 2036-06-25 1.140880 42412200.00 47987.98 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 2040-05-25 0.940880 42500000.00 10862.86 Agency Collateralized Mortgage Obligation FNMA_12-56A 2042-06-25 0.440880 42902470.00 406402.88 Agency Collateralized Mortgage Obligation FHLMC_4908E 2042-12-15 0.000000 43734086.00 832499.29 Agency Collateralized Mortgage Obligation FHLMC_5346A 2053-10-25 1.862570 43876377.00 4246577.46 Agency Collateralized Mortgage Obligation GNMA_22-171D 2052-07-20 0.644740 45357917.00 3611291.05 Agency Collateralized Mortgage Obligation GNMA_12-108 2042-09-20 0.648860 47120875.00 755268.76 Agency Collateralized Mortgage Obligation FNMA_12-14 2042-03-25 1.040880 48333333.00 493631.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39 2035-06-20 0.748860 50000000.00 39192.95 Agency Collateralized Mortgage Obligation GNMA_09-13E 2039-03-16 0.547540 50000000.00 147780.45 Agency Collateralized Mortgage Obligation GNMA_23-153E 2053-10-20 0.154740 50000000.00 1509435.07 Agency Collateralized Mortgage Obligation GNMA_23-135D 2053-09-20 0.200000 50000000.00 148605.30 Agency Collateralized Mortgage Obligation FNMA_11-110 2041-04-25 1.190880 50000043.00 60936.16 Agency Collateralized Mortgage Obligation GNMA_12-96 2042-08-20 0.648860 50739057.00 955986.77 Agency Collateralized Mortgage Obligation FHLMC_5354A 2053-10-25 0.892570 50948708.00 2097066.39 Agency Collateralized Mortgage Obligation GNMA_23-153F 2053-10-20 1.654740 52435920.00 3498881.30 Agency Collateralized Mortgage Obligation GNMA_23-17A 2053-02-20 0.254740 52612866.00 2719997.24 Agency Collateralized Mortgage Obligation FNMA_02-8 2032-03-25 2.882290 54996777.00 4726.47 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3549 2039-07-15 0.339520 56066666.00 8186.04 Agency Collateralized Mortgage Obligation GNMA_14-152 2044-10-20 0.148860 57000000.00 568691.00 Agency Collateralized Mortgage Obligation GNMA_21-140F 2050-06-20 0.000000 57329923.00 508576.48 Agency Collateralized Mortgage Obligation GNMA_14-131 2044-09-20 0.748860 57430828.00 1103849.26 Agency Collateralized Mortgage Obligation FNMA_23-43C 2053-04-25 5.500000 57792653.00 12051257.80 Agency Collateralized Mortgage Obligation FHLMC_3988 2042-01-15 1.014560 60000000.00 452568.77 Agency Collateralized Mortgage Obligation GNMA_23-153H 2053-10-20 1.154740 60000000.00 3406558.42 Agency Collateralized Mortgage Obligation GNMA_12-74 2042-06-20 0.648860 61125000.00 1096447.52 Agency Collateralized Mortgage Obligation FHLMC_4915C 2038-02-15 0.000000 64544188.00 1409854.44 Agency Collateralized Mortgage Obligation FHLMC_3762 2040-11-15 1.139520 68564196.00 458552.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 2049-02-20 0.598860 70798857.00 1167428.83 Agency Collateralized Mortgage Obligation FHLMC_5191A 2042-06-15 4.000000 73138675.00 8669112.35 Agency Collateralized Mortgage Obligation GNMA_22-61D 2049-09-20 0.234660 73163244.00 194050.22 Agency Collateralized Mortgage Obligation GNMA_19-84E 2049-07-20 0.648860 74239973.00 1125807.51 Agency Collateralized Mortgage Obligation FHLMC_4457 2040-10-15 0.000000 74947351.00 431279.27 Agency Collateralized Mortgage Obligation FHLMC_4770C 2043-08-15 0.000000 76400829.00 887635.65 Agency Collateralized Mortgage Obligation GNMA_21-136A 2051-08-20 0.000000 78293216.00 841419.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 2033-06-20 1.248860 79814719.00 10564.11 Agency Collateralized Mortgage Obligation FNMA_20-77A 2050-11-25 2.500000 85516200.00 8422396.73 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-16 0.097540 88000000.00 797663.17 Agency Collateralized Mortgage Obligation GNMA_21-137P 2051-07-20 0.000000 89365000.00 481929.38 Agency Collateralized Mortgage Obligation GNMA_23-H11 2073-05-20 0.879930 92459030.00 5348503.71 Agency Collateralized Mortgage Obligation FNMA_07-22E 2037-03-25 1.290880 94696183.00 349708.12 Agency Collateralized Mortgage Obligation GNMA_20-129N 2050-09-20 3.000000 95597556.00 9593550.61 Agency Collateralized Mortgage Obligation FHLMC_3715 2040-08-15 1.139520 100000000.00 317901.80 Agency Collateralized Mortgage Obligation GNMA_23-153G 2053-10-20 0.254740 100000000.00 2517702.61 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-87 2039-11-25 0.790880 103151785.00 168654.96 Agency Collateralized Mortgage Obligation GNMA_15-110 2045-08-20 0.258860 108701237.00 1074187.96 Agency Collateralized Mortgage Obligation FHLMC_5351F 2053-10-25 0.592570 108971921.00 2795076.65 Agency Collateralized Mortgage Obligation FNMA_10-113B 2040-10-25 1.140880 111111111.00 276557.40 Agency Collateralized Mortgage Obligation FNMA_10-136 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Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K130 2048-08-25 3.203210 6942158.00 1237747.46 Agency Collateralized Mortgage Obligation GNMA_14-033 2043-10-16 3.500000 7500000.00 1346587.91 Agency Collateralized Mortgage Obligation FHMS_KG03 2033-07-25 3.069650 7733000.00 1108262.91 Agency Collateralized Mortgage Obligation FNMA_20-73D 2043-08-25 0.000000 8759536.00 2138117.70 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K110 2053-06-25 3.520920 9600000.00 1615892.13 Agency Collateralized Mortgage Obligation GNMA_18-112A 2048-08-20 0.748860 10100000.00 133842.34 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K114 2048-08-25 2.829960 10500000.00 1453560.15 Agency Collateralized Mortgage Obligation FHMS_K150 2054-10-25 4.571580 10500000.00 2966204.33 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K070 2044-12-25 2.110530 13000000.00 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0.848860 25598761.00 2565249.95 Agency Collateralized Mortgage Obligation FREMF_20-KI06 2025-03-25 7.573200 25805286.00 4395406.42 Agency Collateralized Mortgage Obligation FNMA_20-73D 2040-05-25 0.000000 26563846.00 960808.47 Agency Collateralized Mortgage Obligation GNMA_23-140B 2053-09-20 0.030000 27598380.00 19749.11 Agency Collateralized Mortgage Obligation GNMA_23-69D 2053-05-20 6.405260 29496000.00 27704211.69 Agency Collateralized Mortgage Obligation GNMA_14-41 2044-03-16 1.302360 30000000.00 294600.23 Agency Collateralized Mortgage Obligation GNMA_20-55B 2050-04-20 0.000000 30000000.00 195596.91 Agency Collateralized Mortgage Obligation GNMA_23-69H 2053-05-20 0.054740 30000000.00 790766.79 Agency Collateralized Mortgage Obligation GNMA_16-4G 2046-01-20 0.198860 30081589.00 253954.10 Agency Collateralized Mortgage Obligation FHMS_K053 2044-03-25 1.698650 31894000.00 1000053.51 Agency Collateralized Mortgage Obligation FHMS_K105 2030-06-25 2.041590 34625000.00 3388448.44 Agency Collateralized Mortgage Obligation GNMA_21-142B 2051-08-20 0.848860 39026987.00 3777173.06 Agency Collateralized Mortgage Obligation GNMA_21-130E 2051-07-20 0.000000 39142904.00 807726.48 Agency Collateralized Mortgage Obligation GNMA_14-3 2039-07-20 0.548860 41202319.00 134828.83 Agency Collateralized Mortgage Obligation GNMA_21-142G 2049-10-20 0.598860 47267517.00 3237378.26 Agency Collateralized Mortgage Obligation GNMA_23-140A 2053-09-20 0.404740 50000000.00 1353382.77 Agency Collateralized Mortgage Obligation FREMF_18-KF53 2025-10-25 7.137040 54431987.00 13169647.80 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 0.228860 57000000.00 190064.20 Agency Collateralized Mortgage Obligation FRESB_19-SB58 2038-11-25 4.578490 62248000.00 29584978.24 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K107 2030-01-25 1.708170 65000000.00 5021580.20 Agency Collateralized Mortgage Obligation GNMA_22-135E 2052-08-20 0.704740 66666666.00 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Collateralized Mortgage Obligation GNMA_23-192C 2053-12-20 6.645260 100000000.00 99744886.23 Agency Collateralized Mortgage Obligation GNMA_23-192C 2053-12-20 0.104740 100000000.00 3245628.75 Agency Collateralized Mortgage Obligation GNMA_23-133A 2053-09-20 1.154740 103858665.00 6853433.26 Agency Collateralized Mortgage Obligation FREMF_17-K62 2027-01-25 0.000000 108305106.00 76216685.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-8 2039-02-16 0.647540 128571429.00 269439.90 Agency Collateralized Mortgage Obligation GNMA_12-134A 2042-11-20 0.000000 132412992.00 206392.35 Agency Collateralized Mortgage Obligation GNMA_23-146G 2053-10-20 1.004740 138461541.00 9142014.42 Agency Collateralized Mortgage Obligation GNMA_21-197D 2051-11-20 2.500000 150000000.00 101249519.01 Agency Collateralized Mortgage Obligation GNMA_11-80 2041-06-20 0.628860 167610000.00 371294.46 Agency Collateralized Mortgage Obligation GNMA_22-107B 2052-06-20 0.000000 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FHMS K-1512 2031-05-25 2.988000 200000.00 181313.40 Agency Collateralized Mortgage Obligation GNMA_12-113B 2042-09-20 3.000000 275000.00 319947.35 Agency Collateralized Mortgage Obligation FNMA_14-60 2044-03-25 3.500000 295000.00 358186.69 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-30 2042-04-25 4.000000 299000.00 209317.07 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K1513 2034-08-25 2.797000 325000.00 275815.42 Agency Collateralized Mortgage Obligation GNMA_15-161 2045-11-20 3.000000 325000.00 360886.27 Agency Collateralized Mortgage Obligation GNMA_19-153G 2049-12-20 3.000000 333979.00 206766.51 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3972 2041-12-15 4.000000 420000.00 304015.86 Agency Collateralized Mortgage Obligation FHLMC_4199B 2043-05-15 3.500000 500000.00 368665.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE 2041-03-20 4.500000 500000.00 90569.23 Agency Collateralized 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Collateralized Mortgage Obligation FREMF_18-X3FL 2027-10-25 20.458810 25539241.00 5860470.73 Agency Collateralized Mortgage Obligation FNSTR_437 2052-03-25 1.500000 25951345.00 2230183.06 Agency Collateralized Mortgage Obligation FRESB_20-SB81 2040-10-25 3.065660 28986099.00 21920956.78 Agency Collateralized Mortgage Obligation FREMF_16-SB20 2036-07-25 13.272330 29308711.00 14388343.98 Agency Collateralized Mortgage Obligation FRESB_16-SB23 2036-10-25 4.769340 34175491.00 7438873.59 Agency Collateralized Mortgage Obligation FREMF_17-SB36 2037-08-25 9.493460 35038311.00 12057753.83 Agency Collateralized Mortgage Obligation FNSTR_404 2040-05-25 0.000000 36033333.00 973343.84 Agency Collateralized Mortgage Obligation FNSTR_427 2035-08-25 2.500000 37000000.00 2582947.47 Agency Collateralized Mortgage Obligation FHMS_K146 2032-07-25 3.686690 37099396.00 8041822.38 Agency Collateralized Mortgage Obligation FNSTR_419 2034-04-25 3.500000 37744650.00 602533.61 Agency Collateralized Mortgage 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TREASURY 254900HROIFWPRGM1V77 2026-02-15 4.000000 7586400.00 7675210.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-02-28 0.500000 10000000.00 9265166.48 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-31 1.125000 10000000.00 9242664.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-01-15 0.375000 14574100.00 17686644.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-11-15 0.875000 23077700.00 18862672.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-03-31 3.625000 26893300.00 26613673.61 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-09-30 1.625000 28203000.00 26559105.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-11-15 4.625000 29000000.00 29621285.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2024-10-15 0.125000 30374200.00 35816956.66 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-03-31 0.750000 32000000.00 29766927.74 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-02-28 4.000000 33317300.00 33808403.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-08-31 3.125000 33397200.00 32336414.82 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-09-30 0.375000 79180000.00 69402714.71 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2029-07-31 2.625000 97195300.00 90550348.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2030-01-31 3.500000 97215900.00 94467800.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-01-15 0.500000 102910100.00 121508967.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-02-15 2.250000 195111900.00 186690066.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-10-15 1.625000 324303200.00 335706261.59 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-02-07 2024-02-07 2024-03-22 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A+ N N 0.0540 1200000000.00 1200000000.00 0.0081 N N Y N U.S. Treasury Bills U.S. Treasury Bills 4.789 912797HP5 254900HROIFWPRGM1V77 US912797HP56 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-11-29 2024-11-29 2024-11-29 N N N 0.0479 636128114.65 636128114.65 0.0043 N Y Y N Federal Farm Credit Bank Bonds Federal Farm Credit Bank Bonds 5.125 3133EPJ71 254900C5LP6DN9OP9V83 US3133EPJ713 U.S. Government Agency Debt Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2024-12-04 2024-12-04 2024-12-04 N N N 0.0493 214024581.99 214024581.99 0.0014 N N N N U.S. Treasury Bills U.S. Treasury Bills 5.241 912797JN8 254900HROIFWPRGM1V77 US912797JN80 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-04-16 2024-04-16 2024-04-16 N N N 0.0524 1062664092.91 1062664092.91 0.0072 N Y Y N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 5.530 3130AY3V6 2549001DPIFGXC1TOL40 US3130AY3V65 U.S. Government Agency Debt Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2025-01-08 2025-01-08 2025-01-08 N N N 0.0565 611340729.78 611340729.78 0.0041 N N N N U.S. Treasury Bills U.S. Treasury Bills 5.262 912797JQ1 254900HROIFWPRGM1V77 US912797JQ12 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-04-30 2024-04-30 2024-04-30 N N N 0.0526 613324694.97 613324694.97 0.0041 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 5.158 912796ZW2 254900HROIFWPRGM1V77 US912796ZW23 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-06-20 2024-06-20 2024-06-20 N N N 0.0516 2049621111.47 2049621111.47 0.0138 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 4.710 912796ZV4 254900HROIFWPRGM1V77 US912796ZV40 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-12-26 2024-12-26 2024-12-26 N N N 0.0471 687216589.97 687216589.97 0.0046 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 5.265 912797JX6 254900HROIFWPRGM1V77 US912797JX62 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-05-21 2024-05-21 2024-05-21 N N N 0.0527 265255097.40 265255097.40 0.0018 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 5.266 912797JW8 254900HROIFWPRGM1V77 US912797JW89 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-05-14 2024-05-14 2024-05-14 N N N 0.0527 591106380.00 591106380.00 0.0040 N Y Y N BlackRock Liquidity Funds 2024-02-06 /s/Chuck Pulsfort Chuck Pulsfort Assistant Treasurer