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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2034-06-20 5.000000 1936604.00 38400.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2029-01-15 5.000000 2060947.00 70279.02 Agency Mortgage-Backed Securities FNMA_20-75 2050-11-25 2.500000 2079055.00 224627.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-09-20 7.000000 2092089.00 2173358.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-02-20 4.500000 2210076.00 1410276.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2036-05-20 5.000000 2235552.00 103352.36 Agency Mortgage-Backed Securities GNMA_23-98H 2053-03-20 5.000000 2414572.00 2300053.45 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2053-06-15 7.000000 2861076.00 2917115.72 Agency Mortgage-Backed Securities GNMA_23-98G 2053-07-20 0.000000 2877172.00 2097876.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2033-11-20 6.000000 3211079.00 37867.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2028-02-20 6.500000 3271047.00 4860.92 Agency Mortgage-Backed Securities GNMA_22-127F 2052-07-20 4.500000 3426596.00 2661254.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2031-09-15 5.000000 3769959.00 207212.19 Agency Mortgage-Backed Securities GNMA_20-175F 2050-11-20 2.500000 3888284.00 402806.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2045-04-20 4.500000 3990907.00 1878101.60 Agency Mortgage-Backed Securities GNMA_22-197L 2052-11-20 4.057900 4386441.00 4182100.48 Agency Collateralized Mortgage Obligation GNMA_22-197F 2048-03-20 0.715730 4587781.00 424890.29 Agency Collateralized Mortgage Obligation GNMA_23-135G 2053-09-20 0.000000 4642858.00 3720274.21 Agency Collateralized Mortgage Obligation FNMA_13-110 2039-12-25 0.000000 5039779.00 188891.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2040-03-15 5.000000 5284284.00 237953.59 Agency Mortgage-Backed Securities GNMA_23-48H 2053-03-20 6.324400 5449016.00 4588062.67 Agency Collateralized Mortgage Obligation GNMA_23-122D 2053-08-20 5.500000 5551000.00 5680478.42 Agency Collateralized Mortgage Obligation FHLMC_5178G 2051-11-25 4.000000 5966910.00 894162.27 Agency Collateralized Mortgage Obligation GNMA_14-56 2039-12-16 0.664170 6000000.00 38483.01 Agency Collateralized Mortgage Obligation GNMA_23-84R 2053-06-20 0.775600 6140819.00 273091.00 Agency Collateralized Mortgage Obligation FNMA_19-59C 2049-10-25 0.633870 6405661.00 296422.36 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-08-15 5.000000 6889257.00 583691.20 Agency Mortgage-Backed Securities FHLMC_5149R 2051-10-25 3.000000 6967517.00 766883.79 Agency Collateralized Mortgage Obligation GNMA_16-61 2046-05-20 0.615730 7000000.00 245588.15 Agency Collateralized Mortgage Obligation GNMA_21-155N 2051-07-20 0.865730 7000000.00 628988.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2033-04-20 6.000000 7530628.00 79652.94 Agency Mortgage-Backed Securities GNMA_23-4C 2053-01-20 1.525600 7582674.00 687156.53 Agency Collateralized Mortgage Obligation FNMA_21-82F 2051-11-25 3.500000 7834234.00 1780543.17 Agency Collateralized Mortgage Obligation FNSTR_429 2053-02-25 6.000000 8851397.00 2002658.88 Agency Collateralized Mortgage Obligation GNMA_02-32 2032-05-20 6.000000 8960187.00 356660.24 Agency Collateralized Mortgage Obligation FHLMC_5255A 2052-09-25 5.500000 9467407.00 5143467.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-12-20 5.500000 10396999.00 10336171.88 Agency Mortgage-Backed Securities GNMA_20-30A 2050-03-20 0.615730 10560142.00 649325.33 Agency Collateralized Mortgage Obligation FNMA_16-1 2046-02-25 0.713870 12316542.00 173972.08 Agency Collateralized Mortgage Obligation GNMA_22-128L 2052-07-20 2.185330 12578868.00 10934722.35 Agency Collateralized Mortgage Obligation GNMA_20-149K 2050-10-20 0.000000 12844115.00 43459.21 Agency Collateralized Mortgage Obligation FHLMC_45-50 2046-02-15 0.610810 13250000.00 312783.14 Agency Collateralized Mortgage Obligation GNMA_17-60A 2038-10-20 1.065730 13891689.00 104499.25 Agency Collateralized Mortgage Obligation FHLMC_4907 2048-09-25 0.563870 13996000.00 398742.94 Agency Collateralized Mortgage Obligation GNMA_23-153D 2053-10-20 0.000000 14285714.00 11651171.57 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_30437 2035-02-25 1.253870 14545453.00 19690.68 Agency Collateralized Mortgage Obligation FNMA_15-26 2045-05-25 1.013870 15000000.00 308126.16 Agency Collateralized Mortgage Obligation GNMA_23-135C 2053-09-20 0.375600 15000000.00 404634.68 Agency Collateralized Mortgage Obligation FNMA_12-2 2042-02-25 1.063870 15333333.00 187110.80 Agency Collateralized Mortgage Obligation GNMA_20-76A 2050-05-20 0.665730 15622546.00 642785.60 Agency Collateralized Mortgage Obligation FHLMC_4990B 2050-07-25 0.663870 16295076.00 1031768.74 Agency Collateralized Mortgage Obligation FNMA_23-40E 2053-09-25 0.000000 18022888.00 13464555.79 Agency Collateralized Mortgage Obligation GNMA_15-156 2045-10-20 0.215730 18160000.00 140765.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-01-20 2.500000 19118147.00 12208549.62 Agency Mortgage-Backed Securities FNMA_19-31 2049-07-25 0.613870 20000000.00 423591.40 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3575 2039-04-15 1.160810 20000000.00 21687.20 Agency Collateralized Mortgage Obligation GNMA_16-108 2046-08-20 0.665730 20000000.00 465605.48 Agency Collateralized Mortgage Obligation GNMA_19-128G 2049-10-20 0.000000 20000000.00 165843.50 Agency Collateralized Mortgage Obligation FNMA_19-69C 2049-12-25 0.563870 20217000.00 709600.93 Agency Collateralized Mortgage Obligation FNMA_14-90 2045-01-25 0.713870 20750000.00 380946.60 Agency Collateralized Mortgage Obligation FHLMC_3990 2027-01-15 1.210810 20833333.00 14872.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2037-06-20 5.000000 20997627.00 1001907.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-02-20 4.000000 22043409.00 6434181.35 Agency Mortgage-Backed Securities FHLMC_4943B 2049-09-25 0.613870 22128872.00 621306.85 Agency Collateralized Mortgage Obligation GNMA_20-61X 2048-05-20 3.185040 22279518.00 1180859.51 Agency Collateralized Mortgage Obligation FNMA_23-35C 2053-07-25 0.000000 22824800.00 924917.89 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-12-20 5.000000 22929988.00 21076535.77 Agency Mortgage-Backed Securities GNMA_22-159N 2050-11-20 4.000000 23043016.00 2575702.21 Agency Collateralized Mortgage Obligation FHLMC_4942G 2050-01-25 0.563870 23332918.00 1102277.26 Agency Collateralized Mortgage Obligation GNMA_19-128 2049-10-20 0.615730 23561122.00 797232.81 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-06-20 4.500000 23576186.00 20418584.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12 2040-01-16 0.964170 24000000.00 36830.97 Agency Collateralized Mortgage Obligation NMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-148 2042-12-20 1.215730 24000000.00 625008.22 Agency Collateralized Mortgage Obligation FHLMC_37-61 2040-11-15 0.000000 25000000.00 50555.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14 2040-02-16 1.114170 25000000.00 63837.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-09-15 5.000000 25322641.00 2075485.56 Agency Mortgage-Backed Securities FHLMC_4904E 2049-08-25 0.613870 25680348.00 480767.94 Agency Collateralized Mortgage Obligation GNMA_10-31 2034-10-20 0.665730 25686530.00 30547.92 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3287 2037-03-15 1.260810 27000000.00 66592.76 Agency Collateralized Mortgage Obligation FNMA_10-150 2041-01-25 1.053870 27857143.00 359471.64 Agency Collateralized Mortgage Obligation FHLMC_4908A 2049-08-25 0.613870 28287714.00 785846.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-02-20 5.500000 28318282.00 26503998.42 Agency Mortgage-Backed Securities GNMA_19-85A 2049-07-20 0.665730 28514769.00 1011726.09 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 0.713870 30000000.00 377691.65 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3238 2036-11-15 1.050810 30000000.00 87343.58 Agency Collateralized Mortgage Obligation GNMA_19-70L 2049-06-20 0.665730 30227653.00 326578.16 Agency Collateralized Mortgage Obligation FHLMC_49-24 2049-10-25 0.613870 30893921.00 758619.02 Agency Collateralized Mortgage Obligation FNMA_16-65A 2046-09-25 0.663870 31164258.00 677711.47 Agency Collateralized Mortgage Obligation GNMA_23-48K 2053-03-20 0.975600 31165067.00 1771833.07 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-89 2035-10-25 1.263870 31962174.00 39031.42 Agency Collateralized Mortgage Obligation GNMA_23-111J 2053-08-20 0.625600 32006617.00 1267842.03 Agency Collateralized Mortgage Obligation FNMA_12-93E 2042-09-25 0.613870 32564675.00 316351.31 Agency Collateralized Mortgage Obligation FNMA_14-24 2044-05-25 0.613870 33000000.00 145052.83 Agency Collateralized Mortgage Obligation GNMA_16-146C 2046-10-20 0.665730 33333333.00 1091091.38 Agency Collateralized Mortgage Obligation FNMA_19-81C 2050-01-25 0.563870 33705506.00 842849.65 Agency Collateralized Mortgage Obligation FHLMC_5130A 2051-08-25 0.000000 35000000.00 185364.70 Agency Collateralized Mortgage Obligation GNMA_14-118F 2044-08-16 0.164170 35501323.00 652710.33 Agency Collateralized Mortgage Obligation FHLMC_4657 2047-02-15 0.560810 36091396.00 1068893.50 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 2029-06-15 3.160810 36910342.00 4384.62 Agency Collateralized Mortgage Obligation FNMA_17-23A 2047-04-25 0.663870 38000000.00 440991.24 Agency Collateralized Mortgage Obligation GNMA_22-5A 2052-01-20 0.000000 38100101.00 346446.82 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 2028-08-15 3.310810 38216160.00 5355.99 Agency Collateralized Mortgage Obligation GNMA_23-76E 2053-05-20 0.175600 38548200.00 1195543.26 Agency Collateralized Mortgage Obligation GNMA_16-54D 2046-04-20 0.615730 38711486.00 1020041.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17 2037-04-16 1.114170 40000000.00 123044.20 Agency Collateralized Mortgage Obligation GNMA_11-5 2041-01-20 0.565730 40125851.00 289235.23 Agency Collateralized Mortgage Obligation FNMA_06-44H 2036-06-25 1.163870 42412200.00 44012.42 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 2040-05-25 0.963870 42500000.00 9857.45 Agency Collateralized Mortgage Obligation FNMA_12-56A 2042-06-25 0.463870 42902470.00 369800.41 Agency Collateralized Mortgage Obligation FHLMC_4908E 2042-12-15 0.000000 43734086.00 823814.39 Agency Collateralized Mortgage Obligation FHLMC_5346A 2053-10-25 1.855360 43876377.00 4064550.95 Agency Collateralized Mortgage Obligation GNMA_22-171D 2052-07-20 0.665600 45357917.00 3333884.49 Agency Collateralized Mortgage Obligation GNMA_12-108 2042-09-20 0.665730 47120875.00 694960.46 Agency Collateralized Mortgage Obligation FNMA_12-14 2042-03-25 1.063870 48333333.00 455725.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39 2035-06-20 0.765730 50000000.00 35074.07 Agency Collateralized Mortgage Obligation GNMA_09-13E 2039-03-16 0.564170 50000000.00 132713.35 Agency Collateralized Mortgage Obligation GNMA_23-135D 2053-09-20 0.200000 50000000.00 141934.98 Agency Collateralized Mortgage Obligation FNMA_11-110 2041-04-25 1.213870 50000043.00 54004.93 Agency Collateralized Mortgage Obligation GNMA_12-96 2042-08-20 0.665730 50739057.00 885361.73 Agency Collateralized Mortgage Obligation FHLMC_5354A 2053-10-25 0.885360 50948708.00 1957676.58 Agency Collateralized Mortgage Obligation GNMA_23-17A 2053-02-20 0.275600 52612866.00 2395040.00 Agency Collateralized Mortgage Obligation FNMA_02-8 2032-03-25 2.882290 54995528.00 4350.50 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3549 2039-07-15 0.360810 56066666.00 7303.01 Agency Collateralized Mortgage Obligation GNMA_14-152 2044-10-20 0.165730 57000000.00 519090.71 Agency Collateralized Mortgage Obligation GNMA_21-140F 2050-06-20 0.000000 57329923.00 427920.66 Agency Collateralized Mortgage Obligation GNMA_14-131 2044-09-20 0.765730 57430828.00 1020413.95 Agency Collateralized Mortgage Obligation FNMA_23-43C 2053-04-25 5.500000 57792653.00 12435444.87 Agency Collateralized Mortgage Obligation FHLMC_3988 2042-01-15 1.035850 60000000.00 461046.05 Agency Collateralized Mortgage Obligation GNMA_12-74 2042-06-20 0.665730 61125000.00 1011190.79 Agency Collateralized Mortgage Obligation FHLMC_4915C 2038-02-15 0.000000 64544188.00 1395673.70 Agency Collateralized Mortgage Obligation FHLMC_3762 2040-11-15 1.160810 68564196.00 423396.95 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 2049-02-20 0.615730 70798857.00 1071680.54 Agency Collateralized Mortgage Obligation GNMA_22-61D 2049-09-20 0.205880 73163244.00 190152.74 Agency Collateralized Mortgage Obligation GNMA_19-84E 2049-07-20 0.665730 74239973.00 1031175.68 Agency Collateralized Mortgage Obligation FHLMC_4457 2040-10-15 0.000000 74947351.00 427906.97 Agency Collateralized Mortgage Obligation FHLMC_4770C 2043-08-15 0.000000 76400829.00 882107.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 2033-06-20 1.265730 79814837.00 9226.38 Agency Collateralized Mortgage Obligation GNMA_13-188 2043-12-16 0.114170 88000000.00 713981.01 Agency Collateralized Mortgage Obligation GNMA_21-137P 2051-07-20 0.000000 89365000.00 406835.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-10-20 3.500000 91184128.00 12806351.61 Agency Mortgage-Backed Securities GNMA_23-H11 2073-05-20 0.740370 92459030.00 5336350.89 Agency Collateralized Mortgage Obligation FNMA_07-22E 2037-03-25 1.313870 94696183.00 322044.67 Agency Collateralized Mortgage Obligation GNMA_20-129N 2050-09-20 3.000000 95597556.00 9737023.41 Agency Collateralized Mortgage Obligation FHLMC_3715 2040-08-15 1.160810 100000000.00 290356.87 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-87 2039-11-25 0.813870 103151785.00 151026.10 Agency Collateralized Mortgage Obligation GNMA_15-110 2045-08-20 0.275730 108701237.00 984345.51 Agency Collateralized Mortgage Obligation FHLMC_5351F 2053-10-25 0.585360 108971934.00 4051869.06 Agency Collateralized Mortgage Obligation FNMA_10-113B 2040-10-25 1.163870 111111111.00 253137.91 Agency Collateralized Mortgage Obligation FNMA_10-136 2040-12-25 0.563870 118886400.00 737238.59 Agency Collateralized Mortgage Obligation FNMA_13-110 2043-11-25 0.000000 127678670.00 3329456.24 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2924 2035-01-15 1.260810 128670867.00 70607.86 Agency Collateralized Mortgage Obligation FNMA_15-34A 2045-06-25 0.000000 134205856.00 22257.41 Agency Collateralized Mortgage Obligation GNMA_15-57 2045-04-20 0.165730 136500000.00 1138259.28 Agency Collateralized Mortgage Obligation GNMA_09-106 2036-04-20 0.665730 161210059.00 266310.31 Agency Collateralized Mortgage Obligation FHLMC_5196D 2052-02-25 0.000000 200000000.00 166114.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47 2036-08-16 1.364170 207160131.00 404848.87 Agency Collateralized Mortgage Obligation GNMA_10-42 2040-04-20 0.265730 273000000.00 882976.73 Agency Collateralized Mortgage Obligation FNMA_11-51D 2041-06-25 1.143870 285232406.00 594332.84 Agency Collateralized Mortgage Obligation FHLMC_5330C 2054-02-25 0.157510 305864834.00 1647090.04 Agency Collateralized Mortgage Obligation FNMA_12-47R 2027-05-25 0.663870 414842126.00 141853.99 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-03-01 2024-04-04 2024-04-04 Y BNP PARIBAS SA 1.0000 35 N Fitch A+ Moody's Aa3 Standard & Poor's A+ N N 0.0550 300000000.00 300000000.00 0.0020 N N N Y Mizuho Securities USA LLC Mizuho Securities USA LLC 5.450 7TK5RJIZDFROZCA6XF66 BRWXLLU75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_10-47 2037-11-16 0.814170 400000.00 880.98 Agency Collateralized Mortgage Obligation FREMF_K-G05 2034-01-25 2.611840 1625000.00 224564.32 Agency Collateralized Mortgage Obligation GINNIE MAE STRIP GNS_1 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Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 11408000.00 929291.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-10-01 6.000000 12170304.00 12145608.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-06-01 4.500000 13340144.00 4064963.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-11-01 2.000000 14497904.00 9992190.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-06-01 4.500000 14845280.00 3177193.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-10-01 5.500000 16259776.00 16290838.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-10-01 5.000000 16732740.00 15411679.62 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-10-31 0.500000 18000000.00 15685309.58 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-08-15 1.125000 20307200.00 12337267.58 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2044-05-01 4.000000 21079206.00 3433019.99 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 22569280.00 17491034.33 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2050-05-15 1.250000 22598800.00 11452057.38 U.S. Treasuries (including strips) FREDDIE MAC GOLD 2044-12-01 3.500000 25277728.00 6810754.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2048-10-01 4.000000 25647354.00 7346724.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-02-20 6.000000 26551845.00 23932779.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2044-11-01 4.000000 28171120.00 4266226.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2044-12-01 4.000000 29202500.00 4150926.32 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2039-12-01 5.000000 33016896.00 2195804.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2047-02-01 3.500000 41083800.00 6252937.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 46932910.00 45378611.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-05-01 4.000000 49996900.00 4664241.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-11-01 3.500000 57235333.00 8212851.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-09-01 3.000000 62882304.00 8110877.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-09-01 6.500000 97031200.00 93881021.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-05-01 3.000000 144462055.00 51320574.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-01-01 3.000000 158830095.00 34814339.43 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2042-11-15 2.750000 172198300.00 133969285.84 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-03-01 2024-03-01 2024-03-01 N N N 0.0531 800000000.00 800000000.00 0.0054 N Y Y N Natixis SA Natixis SA 5.300 KX1WK48MPD4Y2NCUIZ63 BRYWE1Y32 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-02-15 2.125000 100.00 143.03 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2054-02-15 2.125000 200.00 200.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2040-05-15 1.125000 300.00 184.87 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-08-15 1.500000 500.00 465.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-10-15 4.625000 800.00 816.20 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-11-30 4.375000 2000.00 2028.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2026-12-15 4.375000 985800.00 992272.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-02-15 2.000000 4999900.00 4859123.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2033-08-15 3.875000 6943000.00 6729179.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2031-02-28 4.250000 9093600.00 9068046.98 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2028-05-31 3.625000 10207500.00 10018844.76 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-15 2.750000 10333100.00 10152479.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 5.000000 78980000.00 80576255.23 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-03-01 2024-03-01 2024-03-01 N N N 0.0530 120000000.00 120000000.00 0.0008 N Y Y N BNP Paribas SA BNP Paribas SA 5.310 R0MUWSFPU8MPRO8K5P83 BRYWE1X74 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-05-20 4.000000 1000.00 897.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-11-20 4.000000 1000.00 900.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-02-20 4.000000 1024.00 120.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-10-01 4.891000 1032.00 980.19 Agency Mortgage-Backed Securities FNMA_21-82F 2051-11-25 3.500000 1114.00 253.19 Agency Collateralized Mortgage Obligation FHLMC_5255A 2052-09-25 5.500000 1503.00 816.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-10-01 4.000000 1524.00 113.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-09-01 4.500000 1696.00 71.34 Agency Mortgage-Backed Securities FNMA_22-69B 2052-10-25 4.500000 2599.00 2443.78 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2039-03-01 4.500000 2909.00 54.03 Agency Mortgage-Backed Securities GNMA_23-117B 2053-08-20 5.500000 11901.00 11945.20 Agency Collateralized Mortgage Obligation GNMA_23-67J 2053-05-20 5.500000 14044.00 14115.61 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-06-01 6.000000 17125.00 47.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2048-02-20 3.706000 37833.00 32862.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-11-20 3.500000 60561.00 52359.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-07-20 4.000000 71174.00 64130.66 Agency Mortgage-Backed Securities FHSTR_214 2031-06-01 6.500000 93937.00 16.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-04-20 3.000000 94215.00 76179.81 Agency Mortgage-Backed Securities FHLMC_5358A 2053-11-25 3.166080 100000.00 92881.90 Agency Collateralized Mortgage Obligation GNMA_20-11C 2048-10-20 0.000000 100000.00 619.35 Agency Collateralized Mortgage Obligation FNMA_23-53F 2053-11-25 0.000000 100096.00 75771.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-09-20 6.500000 155415.00 159112.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2038-12-20 7.000000 187994.00 7690.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2033-09-15 5.000000 256614.00 5454.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2063-10-20 4.000000 346125.00 311881.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2035-01-20 5.000000 394154.00 8096.22 Agency Mortgage-Backed Securities FNMA_24-2D 2053-12-25 6.000000 440065.00 111359.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2034-11-20 5.500000 442113.00 8132.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2039-03-20 6.000000 456857.00 8394.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2035-02-20 5.000000 457226.00 9329.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2035-01-15 7.000000 500000.00 10881.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-11-15 5.000000 510339.00 31280.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2037-11-15 4.500000 548858.00 38399.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2045-11-20 3.500000 656155.00 23649.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-02-20 5.500000 871440.00 815608.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2031-11-15 7.000000 897508.00 7320.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-04-20 4.000000 905335.00 293720.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-04-20 5.500000 957080.00 939148.93 Agency Mortgage-Backed Securities GNMA_23-153D 2053-10-20 0.010000 1007006.00 188.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-04-20 6.000000 1021570.00 1030137.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-09-20 7.000000 1070256.00 1091239.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2029-02-20 5.500000 1099480.00 132952.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-03-20 5.500000 1137834.00 1072409.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-03-20 4.000000 1494657.00 1220770.45 Agency Mortgage-Backed Securities GNMA_19-97D 2049-08-20 0.615730 1661504.00 52575.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-10-20 6.500000 1724995.00 1744785.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2040-08-15 5.000000 1816362.00 143246.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2039-09-15 5.500000 1889170.00 100716.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2033-09-15 5.000000 1938388.00 30834.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2050-04-20 5.000000 2142493.00 1455434.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-12-20 5.500000 2263912.00 2250667.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2028-07-15 5.000000 2345720.00 22465.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2053-06-15 7.000000 2456468.00 2504582.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2029-06-15 5.000000 2494717.00 35428.42 Agency Mortgage-Backed Securities GNMA_21-139L 2051-08-20 3.000000 2646062.00 362417.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2032-10-15 5.500000 2744770.00 24388.70 Agency Mortgage-Backed Securities GNMA_22-5A 2052-01-20 0.000000 3053620.00 27766.78 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-03-20 6.000000 3087224.00 2997156.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2050-08-15 3.000000 4059500.00 1981408.19 Agency Mortgage-Backed Securities GNMA_23-176A 2053-11-20 7.000000 4101717.00 4119663.06 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-07-20 7.500000 4420668.00 4651205.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2037-06-20 5.000000 5515336.00 910819.82 Agency Mortgage-Backed Securities FNMA_22-27C 2052-06-25 0.778350 5580128.00 359263.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2042-06-15 5.500000 6530951.00 1756081.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-07-20 7.000000 6913151.00 7225277.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2038-09-15 6.000000 8094695.00 463371.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2041-02-20 4.500000 8291392.00 824075.20 Agency Mortgage-Backed Securities GNMA_21-197G 2051-10-20 3.000000 9084232.00 6142883.37 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2036-05-20 5.000000 9109424.00 143079.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2047-08-20 3.500000 9976092.00 2943050.68 Agency Mortgage-Backed Securities GNMA_23-H06B 2073-02-20 1.168470 10362845.00 609788.81 Agency Collateralized Mortgage Obligation GNMA GNII SP 786374 C 2052-09-20 0.000000 12000000.00 10966133.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-09-20 6.000000 12381279.00 10266459.42 Agency Mortgage-Backed Securities GNMA_21-135D 2051-08-20 0.865730 13037474.00 1221825.07 Agency Collateralized Mortgage Obligation FNMA_17-74B 2047-10-25 0.763870 13709000.00 415048.14 Agency Collateralized Mortgage Obligation GNMA_21-91D 2051-05-20 3.500000 14214285.00 1073362.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2051-05-20 3.500000 16561263.00 9015242.60 Agency Mortgage-Backed Securities GNMA_23-66H 2053-05-20 0.825600 16750000.00 767537.37 Agency Collateralized Mortgage Obligation FNMA_19-3C 2059-02-25 0.000000 21158243.00 203859.07 Agency Collateralized Mortgage Obligation GNMA_22-159D 2052-09-20 0.645600 21538864.00 1777385.71 Agency Collateralized Mortgage Obligation GNMA_23-H10D 2073-04-20 1.013860 25266915.00 1155538.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 2035-11-15 5.500000 25756753.00 392444.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-06-20 4.500000 28934079.00 25058884.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 2049-09-20 0.615730 29250000.00 1277765.65 Agency Collateralized Mortgage Obligation FNMA_11-41 2041-05-25 1.143870 31387088.00 96209.84 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-03-20 6.000000 31886673.00 29122295.05 Agency Mortgage-Backed Securities FNMA_18-53D 2048-07-25 0.000000 32092054.00 293209.15 Agency Collateralized Mortgage Obligation FHLMC_4923 2048-04-25 0.563870 33156137.00 1767521.61 Agency Collateralized Mortgage Obligation FHLMC_5104B 2051-02-25 4.000000 33781250.00 3927747.71 Agency Collateralized Mortgage Obligation FHLMC_5083 2051-03-25 2.500000 36531246.00 4324066.18 Agency Collateralized Mortgage Obligation GNMA_23-H05D 2073-01-20 1.106430 38926375.00 2141750.82 Agency Collateralized Mortgage Obligation GNMA_21-215B 2051-12-20 3.000000 39646357.00 3686609.20 Agency Collateralized Mortgage Obligation GNMA_23-20C 2053-02-20 0.955600 41536292.00 3417370.14 Agency Collateralized Mortgage Obligation GNMA_23-187F 2053-12-20 0.000000 42552512.00 945570.68 Agency Collateralized Mortgage Obligation FHLMC_4999L 2049-03-25 0.613870 44139776.00 1708495.65 Agency Collateralized Mortgage Obligation FNMA_07-30 2037-04-25 1.303870 48672317.00 429623.32 Agency Collateralized Mortgage Obligation FHLMC_3747 2040-10-15 1.060810 48956061.00 165619.97 Agency Collateralized Mortgage Obligation FNMA_19-27D 2049-06-25 0.000000 50000000.00 512286.14 Agency Collateralized Mortgage Obligation GNMA_23-187E 2053-12-20 0.475600 50000000.00 1420322.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-83 2051-05-20 3.000000 55000000.00 4895848.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2053-04-20 6.000000 55558264.00 51508825.38 Agency Mortgage-Backed Securities GNMA_23-H23E 2073-09-20 0.741030 61441262.00 3292044.73 Agency Collateralized Mortgage Obligation GNMA_19-115E 2049-09-20 0.615730 62300250.00 2234744.63 Agency Collateralized Mortgage Obligation GNMA_23-H28D 2073-12-20 0.759270 62400176.00 3305620.83 Agency Collateralized Mortgage Obligation FNMA_19-59F 2049-10-25 0.000000 63684502.00 550063.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 2052-10-20 5.000000 70371060.00 64525755.49 Agency Mortgage-Backed Securities GNMA_20-153J 2050-10-20 0.000000 71572166.00 759664.61 Agency Collateralized Mortgage Obligation GNMA_22-45A 2050-06-20 0.475600 74330812.00 3694480.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-08-01 6.500000 79181601.00 78555739.00 Agency Mortgage-Backed Securities FNMA_15-91 2045-12-25 0.000000 82366191.00 381646.66 Agency Collateralized Mortgage Obligation GNMA_23-60D 2053-04-20 0.275600 100000000.00 3255502.80 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-05-01 6.000000 150000000.00 139226905.13 Agency Mortgage-Backed Securities FNMA_16-40J 2046-07-25 0.696710 157677272.00 752795.59 Agency Collateralized Mortgage Obligation FNMA_21-82C 2051-12-25 0.002690 294081983.00 7510159.48 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-03-01 2024-03-01 2024-03-01 N N N 0.0531 519000000.00 519000000.00 0.0035 N Y Y N Morgan Stanley & Co. LLC Morgan Stanley & Co. 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Mortgage-Backed Securities FNMS 03.000 CLBO4388 2049-12-01 3.000000 100000.00 42727.26 Agency Mortgage-Backed Securities FNMS 03.500 CLBO9805 2049-12-01 3.500000 1230000.00 464701.48 Agency Mortgage-Backed Securities FNMS 04.500 CLBP3229 2050-03-01 4.500000 163000.00 26799.30 Agency Mortgage-Backed Securities FNMS 04.500 CLBP3230 2050-04-01 4.500000 229000.00 58019.98 Agency Mortgage-Backed Securities FNMS 02.000 CIBP8590 2035-06-01 2.000000 1180405.00 484864.83 Agency Mortgage-Backed Securities FNMS 02.500 CLBT3273 2051-08-01 2.500000 153633.00 104188.80 Agency Mortgage-Backed Securities FNMS 02.000 CLBT6597 2052-02-01 2.000000 524908.00 384912.94 Agency Mortgage-Backed Securities FNMS 04.500 CIBT6626 2038-04-01 4.500000 204782.00 175804.62 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1027 2051-11-01 2.000000 1144102.00 810897.44 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1416 2052-01-01 3.000000 32000.00 23846.53 Agency Mortgage-Backed Securities FNMS 03.000 CLBU2129 2051-10-01 3.000000 1337478.00 1118968.15 Agency Mortgage-Backed Securities FNMS 03.000 CLBU3608 2051-11-01 3.000000 100000.00 63705.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBU4273 2053-10-01 5.000000 2573741.00 2510925.23 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4322 2053-12-01 6.000000 1244783.00 1277529.05 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4340 2054-01-01 6.500000 2617988.00 2419107.89 Agency Mortgage-Backed Securities FNMS 02.000 CLBU5985 2051-10-01 2.000000 1176636.00 881264.23 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8931 2052-04-01 3.500000 267773.00 215396.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBU9783 2052-01-01 4.500000 100355.00 71380.45 Agency Mortgage-Backed Securities FNMS 04.500 CLBV0942 2052-07-01 4.500000 14217221.00 12882048.83 Agency Mortgage-Backed Securities FNMS 02.000 CIBV2286 2037-02-01 2.000000 495405.00 375108.47 Agency Mortgage-Backed Securities FNMS 02.500 CLBV4119 2052-03-01 2.500000 4523744.00 3303305.89 Agency Mortgage-Backed Securities FNMS 03.000 CIBV4889 2037-04-01 3.000000 3006.00 2470.14 Agency Mortgage-Backed Securities FNMS 03.000 CLBV6656 2052-03-01 3.000000 39782.00 30684.31 Agency Mortgage-Backed Securities FNMS 02.500 CTBV7697 2042-04-01 2.500000 100000.00 77099.72 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7959 2052-08-01 5.000000 52172.00 44405.92 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0186 2052-05-01 4.500000 411472.00 174656.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7121 2052-10-01 5.000000 1084539.00 837130.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8086 2052-09-01 4.500000 30000000.00 25943933.26 Agency Mortgage-Backed Securities FNMS 05.500 CLBW8280 2052-09-01 5.500000 1089951.00 1066950.15 Agency Mortgage-Backed Securities FNMS 03.500 CLBW9648 2053-07-01 3.500000 29705.00 26147.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBW9976 2052-09-01 3.500000 86404.00 74852.49 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1225 2052-10-01 5.500000 25000.00 20701.84 Agency Mortgage-Backed Securities FNMS 04.500 CLBX1516 2052-11-01 4.500000 149200.00 127597.33 Agency Mortgage-Backed Securities FNMS 04.000 CLBX3198 2052-12-01 4.000000 5794.00 4980.50 Agency Mortgage-Backed Securities FNMS 06.500 CLBX4301 2053-03-01 6.500000 1284996.00 1331513.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBX5038 2053-01-01 5.000000 3222480.00 2981538.99 Agency Mortgage-Backed Securities FNMS 07.000 CLBX6298 2053-01-01 7.000000 1332405.00 1359787.03 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5808 2053-01-01 6.000000 1015193.00 1014231.77 Agency Mortgage-Backed Securities FNMS 05.500 CIBX6149 2038-02-01 5.500000 23397294.00 19302642.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6752 2053-03-01 5.000000 2244672.00 2026546.71 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7383 2053-02-01 5.000000 330358.00 317072.72 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7478 2053-02-01 6.500000 247101.00 251449.82 Agency Mortgage-Backed Securities FNMS 07.000 CLBX7479 2053-02-01 7.000000 1217946.00 1255272.48 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7499 2053-02-01 6.500000 1042554.00 1091662.97 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8604 2053-03-01 6.000000 254575.00 253006.08 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8779 2053-01-01 6.000000 744542.00 752592.81 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9806 2053-05-01 5.000000 395613.00 375338.62 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9001 2053-03-01 5.500000 1110510.00 926254.76 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9008 2053-04-01 5.500000 1067550.00 874149.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9989 2053-04-01 5.000000 232265.00 188303.32 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0092 2053-05-01 5.000000 300852.00 282506.29 Agency Mortgage-Backed Securities FNMS 05.000 CLBY1762 2053-05-01 5.000000 8000000.00 7473195.85 Agency Mortgage-Backed 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3782800.04 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1090 2049-05-01 4.000000 194000.00 37921.02 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1945 2034-11-01 3.500000 1199791.00 408727.02 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3542 2049-05-01 4.000000 500000.00 167659.49 Agency Mortgage-Backed Securities FNMS 03.000 CLFM2714 2050-03-01 3.000000 400000.00 136630.07 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3371 2047-07-01 4.500000 8000.00 3030.16 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3375 2035-02-01 3.500000 17000.00 5607.06 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3447 2049-11-01 4.000000 67444.00 19655.63 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3619 2050-01-01 4.500000 7000.00 1086.55 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3861 2050-04-01 4.500000 11396538.00 3630654.24 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4240 2035-02-01 2.500000 7000.00 2403.40 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5280 2050-10-01 3.500000 200000.00 82697.43 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5298 2050-10-01 3.500000 6000.00 1992.62 Agency Mortgage-Backed Securities FNMS 04.000 CIFM5377 2034-03-01 4.000000 202000.00 39366.08 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4661 2035-09-01 2.500000 3854930.00 1761829.77 Agency Mortgage-Backed Securities FNMS 05.000 CLFM5137 2050-05-01 5.000000 2000.00 740.29 Agency Mortgage-Backed Securities FNMS 04.500 CIFM5255 2028-01-01 4.500000 25715.00 1413.20 Agency Mortgage-Backed Securities FNMS 04.500 CIFM6002 2034-12-01 4.500000 24000.00 9454.36 Agency Mortgage-Backed Securities FNMS 04.500 CIFM7143 2034-10-01 4.500000 95189.00 34807.26 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6839 2047-05-01 4.000000 16000.00 6711.70 Agency Mortgage-Backed Securities FNMS 03.000 CIFM6946 2034-07-01 3.000000 32000.00 13552.78 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7460 2051-03-01 4.000000 983000.00 371397.93 Agency Mortgage-Backed 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456727.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9335 2051-10-01 2.500000 26688.00 19229.44 Agency Mortgage-Backed Securities FNMS 02.000 CTFM9910 2041-12-01 2.000000 600000.00 427834.84 Agency Mortgage-Backed Securities FNMS 02.500 CIFS0816 2037-02-01 2.500000 361365.00 259461.83 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0034 2051-12-01 3.000000 200000.00 143863.83 Agency Mortgage-Backed Securities FNMS 04.000 CLFS0088 2050-03-01 4.000000 512523.00 327070.05 Agency Mortgage-Backed Securities FNMS 04.500 CLFS0067 2051-09-01 4.500000 200000.00 129890.40 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0520 2052-02-01 3.000000 1300000.00 979990.63 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0523 2052-02-01 2.500000 24254037.00 17697481.08 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0598 2051-12-01 2.000000 419000.00 281019.43 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1092 2052-04-01 3.500000 564000.00 436075.67 Agency Mortgage-Backed Securities 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955276.86 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2703 2052-08-01 3.500000 395000.00 325702.29 Agency Mortgage-Backed Securities FNMS 02.500 CLFS2805 2052-09-01 2.500000 369157.00 280079.43 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2914 2052-09-01 4.500000 1100000.00 954650.28 Agency Mortgage-Backed Securities FNMS 04.000 CLFS3097 2052-10-01 4.000000 100000.00 83760.78 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3208 2052-05-01 2.000000 37552990.00 27826556.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3318 2052-12-01 5.500000 5443970.00 4721457.38 Agency Mortgage-Backed Securities FNMS 02.500 CIFS3327 2037-02-01 2.500000 115000.00 89850.75 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3451 2052-03-01 2.500000 424682.00 328763.40 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3603 2053-08-01 5.500000 733630.00 698870.66 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3928 2053-02-01 5.500000 52960713.00 49668009.64 Agency Mortgage-Backed 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Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-01-01 6.000000 2000.00 1753.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 2000.00 1569.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-07-01 3.000000 2000.00 327.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 4.500000 2000.00 1734.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-11-01 5.500000 2000.00 1783.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-11-01 4.500000 2001.00 1834.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2054-01-01 7.000000 2002.00 2083.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 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Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-07-01 5.500000 3036.00 2777.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-08-01 4.000000 3038.00 2546.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-02-01 2.000000 3289.00 2261.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-01-01 6.000000 4000.00 3715.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-09-01 2.000000 4000.00 2707.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2047-01-01 3.500000 4000.00 749.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 2.500000 4000.00 1476.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-01-01 2.000000 4000.00 2435.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-04-01 3.000000 4000.00 2522.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-03-01 3.000000 4000.00 2944.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-02-01 2.000000 4000.00 2813.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 4000.00 2979.09 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 4.500000 4600.00 3988.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-06-01 4.500000 4999.00 4325.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-10-01 5.500000 5000.00 4636.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2031-12-01 1.500000 5000.00 3248.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-04-01 6.000000 5000.00 4498.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-07-01 4.500000 5258.00 4703.10 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-12-01 2.500000 6000.00 3006.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-05-01 3.000000 6000.00 4707.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-02-01 3.000000 6000.00 4144.51 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-06-01 4.500000 6002.00 5055.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-11-01 4.000000 6861.00 663.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2042-04-01 2.500000 7000.00 5247.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-09-01 3.000000 7000.00 5707.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-01-01 4.000000 7010.00 2412.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2027-10-01 3.000000 7995.00 910.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2034-12-01 3.000000 8000.00 1565.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-08-01 3.000000 8000.00 4744.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-11-01 4.500000 8000.00 1845.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 4.500000 8000.00 7056.21 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-04-01 4.500000 9000.00 938.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-08-01 5.000000 9000.00 7904.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2031-03-01 4.000000 9993.00 739.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-06-01 4.000000 10192.00 8307.42 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2035-11-01 6.500000 11350.00 703.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-12-01 5.000000 13000.00 2984.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-07-01 2.500000 14000.00 7441.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-09-01 2.500000 16998.00 7597.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-09-01 5.000000 19000.00 4614.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-11-01 2.000000 20000.00 13804.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-07-01 5.000000 20000.00 18737.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-08-01 3.500000 24284.00 6071.83 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 5.500000 25000.00 22638.80 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 4.000000 25073.00 13388.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 4.500000 28000.00 25371.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-05-01 3.500000 31500.00 25685.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-01-01 2.500000 33886.00 28437.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-11-01 1.500000 33970.00 23399.25 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-05-01 4.000000 34000.00 29450.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-10-01 2.500000 34000.00 6353.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-12-01 3.000000 34999.00 16108.08 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 34999.00 24717.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 35000.00 25557.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-01-01 3.000000 35001.00 24906.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-01-01 1.500000 35585.00 24482.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-08-01 5.500000 35645.00 33325.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 4.000000 36000.00 32094.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 4.000000 36889.00 31451.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-09-01 4.500000 37003.00 34432.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-10-01 7.000000 37333.00 36785.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 37413.00 31006.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2041-04-01 2.000000 39200.00 24867.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-05-01 2.000000 39400.00 25013.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 40000.00 28681.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-04-01 2.500000 40000.00 26871.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-04-01 1.500000 40000.00 24575.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2043-09-01 6.000000 40921.00 39302.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-02-01 1.500000 41462.00 25367.86 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2050-11-01 2.500000 43024.00 20625.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-05-01 3.000000 44365.00 34721.88 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-02-01 3.500000 45068.00 7597.97 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2031-03-01 4.500000 45875.00 2143.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-11-01 1.500000 46848.00 25046.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-04-01 2.500000 46987.00 33636.65 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 47000.00 36579.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-07-01 3.500000 47001.00 6169.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-09-01 2.500000 47029.00 19419.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-12-01 2.500000 48000.00 31600.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-07-01 3.500000 48715.00 37179.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-06-01 3.500000 49530.00 41415.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-05-01 3.000000 50000.00 32959.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-01-01 2.000000 52000.00 30949.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-11-01 3.000000 52000.00 35323.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 4.500000 52790.00 45115.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-02-01 3.000000 52907.00 36913.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-04-01 3.500000 53000.00 41478.98 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2044-11-01 4.000000 53000.00 25551.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-06-01 4.000000 54000.00 11274.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 54000.00 36204.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-03-01 3.000000 56078.00 41861.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2035-09-01 1.500000 56900.00 25133.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-08-01 3.000000 57000.00 32950.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-10-01 1.500000 58935.00 30740.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-06-01 3.500000 59000.00 47892.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-09-01 2.500000 59000.00 43871.39 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2035-02-01 2.500000 60000.00 44703.81 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-03-01 2.500000 61000.00 43967.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-07-01 3.500000 61000.00 50062.95 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-12-01 4.500000 68000.00 60370.87 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-02-01 3.000000 71000.00 53020.81 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2027-08-15 2.250000 71900.00 67112.21 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-11-01 2.000000 74757.00 50561.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2041-01-01 2.000000 75000.00 44147.73 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2041-07-01 2.000000 75000.00 49004.04 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 2.500000 76190.00 54868.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-07-01 1.500000 76992.00 49725.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-10-01 2.500000 80969.00 62312.89 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-03-01 1.500000 81699.00 48391.37 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2038-04-01 4.000000 82029.00 69027.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-02-01 2.500000 83000.00 58607.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-03-01 4.500000 83000.00 74612.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2037-06-01 2.500000 86000.00 69855.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-01-01 5.000000 87233.00 79701.21 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 5.000000 88105.00 80214.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-05-01 3.500000 90000.00 72263.85 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2034-11-01 2.500000 90000.00 34504.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 90000.00 64816.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2037-06-01 3.500000 93999.00 69603.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2051-10-01 2.500000 95000.00 65932.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2045-01-01 4.000000 95670.00 22246.27 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-03-01 2.000000 99000.00 68422.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-12-01 3.000000 100000.00 39861.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2053-07-01 5.500000 100000.00 93556.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-07-01 3.000000 100000.00 46281.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-12-01 3.500000 100000.00 74303.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-08-01 2.500000 100000.00 41189.74 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 101000.00 79128.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-08-01 2.500000 101000.00 66101.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-10-01 2.000000 102000.00 57001.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 106000.00 78152.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2036-12-01 1.500000 107760.00 74783.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-12-01 2.500000 109109.00 54808.35 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-01-01 3.000000 112000.00 43915.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-09-01 4.000000 114005.00 97861.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2052-08-01 4.000000 116000.00 99140.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-06-01 3.500000 116000.00 99334.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2040-07-01 2.500000 117000.00 44117.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-06-01 4.500000 118000.00 39135.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-07-01 2.000000 118521.00 78400.84 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2042-08-01 3.025000 120863.00 67641.49 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-01-01 4.500000 122315.00 110406.41 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2036-09-01 3.000000 125000.00 32022.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 2049-11-01 5.000000 125000.00 59183.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-01-01 2.500000 128952.00 92404.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-12-01 3.500000 135000.00 51053.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN 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13127120.00 3973160.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ0633 2048-03-01 4.500000 22351273.00 7673156.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5206 2048-08-01 4.500000 1008.00 240.95 Agency Mortgage-Backed Securities FNMS 03.500 U4BM7235 2053-01-01 3.500000 8686527.00 7495449.02 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3861 2049-03-01 4.000000 5936318.00 1393508.69 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8284 2049-11-01 3.500000 1000.00 623.35 Agency Mortgage-Backed Securities FNMS 02.500 CLBU0168 2051-10-01 2.500000 3561294.00 2516234.44 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5381 2052-04-01 3.000000 39382976.00 28532574.76 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6497 2052-09-01 5.000000 1000.00 861.62 Agency Mortgage-Backed Securities FNMS 05.500 CLBW7380 2052-12-01 5.500000 8024713.00 7545451.36 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7663 2052-09-01 5.000000 1000.00 843.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9053 2052-09-01 5.000000 1000.00 879.46 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2204 2052-11-01 5.000000 10050928.00 8784384.30 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4925 2053-01-01 5.500000 7775242.00 7654399.37 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6386 2053-02-01 6.000000 9230689.00 8674979.75 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9100 2053-03-01 5.000000 1000.00 964.31 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4499 2053-06-01 6.000000 1278650.00 1288250.37 Agency Mortgage-Backed Securities FNMS 03.500 CLCA7061 2050-09-01 3.500000 12682829.00 7528576.49 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7300 2050-10-01 2.500000 26759928.00 16958434.65 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7745 2050-11-01 3.000000 37624.00 23165.81 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8889 2051-02-01 2.000000 49910464.00 31295242.05 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8891 2051-02-01 2.000000 191956160.00 118767854.57 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8224 2050-12-01 2.000000 20453696.00 12333493.90 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8716 2051-01-01 2.000000 144867598.00 91300064.07 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8719 2051-01-01 2.000000 97565905.00 57275006.31 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8805 2051-01-01 2.000000 42115245.00 25506577.50 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0531 2051-05-01 3.000000 130896503.00 76432394.74 Agency Mortgage-Backed Securities FNMS 02.000 CICB0632 2036-05-01 2.000000 68635392.00 45166337.14 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1572 2051-08-01 2.000000 24736192.00 16792936.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1627 2051-09-01 2.500000 77312602.00 57111141.76 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1665 2051-09-01 2.500000 32049216.00 21991137.39 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3104 2052-03-01 2.500000 34000.00 24506.32 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4211 2052-07-01 4.500000 48948301.00 43711591.53 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4560 2052-09-01 5.000000 9824305.00 8769494.65 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6197 2053-04-01 6.000000 3905024.00 3938342.87 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6051 2053-04-01 4.500000 857995.00 794662.89 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6612 2053-06-01 5.500000 94031872.00 89212624.25 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6698 2053-07-01 5.500000 28914840.00 27540108.59 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7051 2053-09-01 6.000000 31158272.00 31248474.07 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8040 2054-02-01 7.000000 33468942.00 34550440.05 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7301 2053-10-01 5.500000 78600798.00 76638217.52 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7302 2053-10-01 5.500000 12663808.00 12433030.25 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4619 2050-10-01 2.500000 118213963.00 74242769.96 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5180 2050-12-01 2.500000 126723246.00 76831704.93 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6293 2051-01-01 3.000000 10562416.00 5758782.17 Agency Mortgage-Backed Securities FNMS 05.000 CLFM5504 2050-04-01 5.000000 34602110.00 14443069.45 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7105 2049-08-01 3.500000 27667329.00 12055247.35 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7304 2051-05-01 2.500000 117573.00 81497.47 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7408 2051-05-01 2.500000 6502996.00 4586964.09 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7846 2036-07-01 2.000000 1500000.00 982621.51 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8166 2051-06-01 3.000000 397000.00 248238.45 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0232 2051-12-01 3.000000 20403959.00 15317618.72 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1578 2050-10-01 4.000000 83416.00 60640.92 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1978 2052-03-01 2.500000 53453665.00 40818123.07 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3150 2052-11-01 5.000000 4355296.00 3880135.43 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3275 2052-04-01 3.000000 1819299.00 1464914.55 Agency Mortgage-Backed Securities FNMS 02.500 CIFS3713 2036-12-01 2.500000 437706.00 339311.14 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4710 2052-06-01 2.500000 9577480.00 7609469.74 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4970 2053-06-01 4.000000 11565680.00 10336781.27 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5542 2053-08-01 6.500000 36156582.00 34700345.01 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5543 2053-07-01 6.000000 1120517.00 1108723.76 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5715 2047-09-01 3.500000 45748897.00 39623572.19 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5745 2053-08-01 6.500000 1202498.00 1211247.20 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7100 2053-09-01 5.500000 38982019.00 38914241.82 Agency Mortgage-Backed Securities FNMS 03.500 CL890729 2046-03-01 3.500000 37655316.00 4852493.88 Agency Mortgage-Backed Securities FNMS 06.500 CL942511 2037-08-01 6.500000 49924872.00 148801.59 Agency Mortgage-Backed Securities FNMS 05.625 CA944984 2037-06-01 5.625000 279385.00 65089.43 Agency Mortgage-Backed Securities FNMS 04.000 CLAB4453 2042-02-01 4.000000 201932.00 24567.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAB6221 2042-09-01 3.500000 74036568.00 12348070.26 Agency Mortgage-Backed Securities FNMS 04.500 CRMA1760 2043-12-01 4.500000 33077156.00 5675593.84 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3238 2048-01-01 3.500000 372650260.00 57968668.98 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3415 2048-07-01 4.000000 466023411.00 44843051.31 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4097 2050-08-01 3.000000 3170305.00 1038939.75 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4177 2040-11-01 2.500000 1000002.00 497392.72 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5297 2054-02-01 6.500000 114068020.00 116562180.63 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4782 2052-10-01 3.500000 7000.00 5883.81 Agency Mortgage-Backed Securities FNMS 04.500 CLAE4868 2040-10-01 4.500000 1915.00 95.96 Agency Mortgage-Backed Securities FNMS 03.500 REAE5424 2040-10-01 3.500000 1679.00 66.95 Agency Mortgage-Backed Securities FNMS 04.000 CLAE8359 2040-11-01 4.000000 3242.00 313.49 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0879 2054-02-01 5.500000 151597.00 150460.29 Agency Mortgage-Backed Securities 4 3/8 BOND 41 2041-05-15 4.375000 100.00 100.27 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 2025-12-31 0.375000 4000.00 3702.72 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 2028-11-30 1.500000 100.00 88.56 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0532 2500000000.00 2500000000.00 0.0168 N Y Y N Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 5.320 549300H47WTHXPU08X20 BRYWE1YR9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N 1 1/2 NOTE E 26 2026-08-15 1.500000 44568400.00 41497678.38 U.S. Treasuries (including strips) 2 1/8 NOTE Q 24 2024-09-30 2.125000 11100.00 10999.75 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 2025-05-31 2.875000 5100.00 5012.90 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 2028-08-15 2.875000 22432700.00 21171752.76 U.S. Treasuries (including strips) 2 5/8 NOTE G 26 2026-01-31 2.625000 134937400.00 130262135.67 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 2029-02-15 2.625000 2644600.00 2454610.92 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 2026-02-28 2.500000 65979900.00 63335623.55 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 2026-04-30 2.375000 16084200.00 15488005.63 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 2025-11-15 2.250000 348806400.00 337065994.38 U.S. Treasuries (including strips) 2 NOTE K 24 2024-04-30 2.000000 100016200.00 100147456.42 U.S. Treasuries (including strips) 2 NOTE M 24 2024-06-30 2.000000 999000.00 991299.41 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 2026-08-31 1.375000 24800000.00 22983896.00 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 2026-11-30 1.625000 18999900.00 17703561.53 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 2030-02-15 1.500000 2852700.00 2443391.53 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 2025-02-28 1.125000 242000400.00 232834634.85 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 2027-03-31 0.625000 687000.00 614984.97 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 2025-03-31 0.500000 32000200.00 30571055.16 U.S. Treasuries (including strips) 0 5/8 NOTE C 30 2030-05-15 0.625000 5829200.00 4693468.14 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 2025-06-30 0.250000 45526900.00 42866812.76 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 2025-07-31 0.250000 25374800.00 23804840.21 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 2025-10-31 0.250000 16940600.00 15745424.47 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 2030-11-15 0.875000 63029600.00 50933342.19 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 2028-05-31 1.250000 48999600.00 43393454.02 U.S. Treasuries (including strips) 0 3/8 NOTE AS 24 2024-09-15 0.375000 19000200.00 18541202.04 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 2027-03-31 2.500000 22502700.00 21518826.01 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 2029-04-30 2.875000 248295600.00 234794528.11 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 2027-04-30 2.750000 2873400.00 2760925.02 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 2032-05-15 2.875000 366520000.00 334609761.88 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 2027-09-30 4.125000 72717700.00 73401111.67 U.S. Treasuries (including strips) 3 7/8 NOTE AH 27 2027-12-31 3.875000 195886000.00 193926035.72 U.S. Treasuries (including strips) 3 1/2 NOTE G 30 2030-01-31 3.500000 321383200.00 309463245.44 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 2033-02-15 3.500000 53513200.00 50585768.63 U.S. Treasuries (including strips) 4 NOTE V 28 2028-02-29 4.000000 4309400.00 4258355.16 U.S. Treasuries (including strips) 4 NOTE H 30 2030-02-28 4.000000 45734600.00 45081372.71 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 2028-05-31 3.625000 177686800.00 174619566.57 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 2030-06-30 3.750000 361117600.00 352981735.55 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 2033-08-15 3.875000 3495400.00 3398942.29 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 2030-12-31 3.750000 416441600.00 406447550.75 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 2025-12-31 4.250000 10816200.00 10810753.98 U.S. Treasuries (including strips) 4 1/4 NOTE AW 26 2026-01-31 4.250000 4943500.00 4924160.97 U.S. Treasuries (including strips) 4 NOTE G 31 2031-01-31 4.000000 30394400.00 30022062.92 U.S. Treasuries (including strips) 4 NOTE B 34 2034-02-15 4.000000 98534800.00 96834726.04 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 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 BRYWDWRC3 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 21155320.30 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 20737500.00 20737500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWS08 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 22456159.07 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 22012500.00 22012500.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWS73 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2034-11-15 0.000000 60000000.00 37566652.15 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 36825000.00 36825000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWS24 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 34000000.00 18556493.13 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 18190000.00 18190000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWS65 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 23476157.13 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 23012500.00 23012500.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWTF4 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 24993627.36 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 24500000.00 24500000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWRZ2 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 17920290.78 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 17566250.00 17566250.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWSE8 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 111859234.29 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 109650000.00 109650000.00 0.0007 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWT31 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 47742929.00 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 46800000.00 46800000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWRV1 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 148117846.56 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 145192500.00 145192500.00 0.0010 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWRE9 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 54947414.64 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 53862500.00 53862500.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWSQ1 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 51518416.99 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 50501250.00 50501250.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWSW8 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 39530737.15 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 38750000.00 38750000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWSP3 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 5036931.02 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-03-01 2024-03-01 2024-03-01 N N N 0.0533 4937500.00 4937500.00 0.0000 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.330 X574KRZ6V5A7UBU45C31 BRYWDWSY4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. 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2586.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2043-01-01 7.000000 3639.00 1436.33 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2051-07-01 3.500000 3657.00 1726.44 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 6.137000 3800.00 1458.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2046-08-01 5.988000 4000.00 1407.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-09-01 5.000000 4000.00 3563.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2050-01-01 3.500000 4000.00 635.02 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-10-31 3.000000 4000.00 3927.24 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-12-01 6.500000 4138.00 4287.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-02-01 4.500000 4155.00 3758.57 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2048-04-01 4.500000 4400.00 1596.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-03-01 3.500000 4400.00 3219.71 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 2025-05-31 0.250000 4900.00 4627.53 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2052-04-01 3.500000 5000.00 4022.00 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2049-08-01 3.000000 5000.00 1355.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 2053-07-01 6.000000 5000.00 4887.73 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 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