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Agency Collateralized Mortgage Obligation FNMA_11-112 2041-11-25 5.312120 8991060.00 275352.60 Agency Collateralized Mortgage Obligation GNMA_16-48B 2046-04-20 4.861120 11183104.00 1787121.64 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-10-01 4.000000 12670271.00 10314366.81 Agency Mortgage-Backed Securities GNMA_17-66 2045-08-20 3.500000 14213136.00 1397927.66 Agency Collateralized Mortgage Obligation FHLMC_39-90 2042-01-15 5.251110 14596000.00 792490.28 Agency Collateralized Mortgage Obligation GINNIE MAE II 2021-02-20 3.000000 17710540.00 58670.36 Agency Mortgage-Backed Securities FHLMC_44-25B 2045-01-15 4.811110 19154519.00 2716117.72 Agency Collateralized Mortgage Obligation GNMA_10-81 2040-06-20 5.261120 20000000.00 567132.72 Agency Collateralized Mortgage Obligation GNMA_14-25F 2044-02-20 4.861120 20560000.00 1121161.85 Agency Collateralized Mortgage Obligation GINNIE MAE II 2027-04-20 6.500000 21000000.00 91298.32 Agency Mortgage-Backed Securities FNMA_17-16F 2047-03-25 4.812120 22329582.00 4907738.36 Agency Collateralized Mortgage Obligation FHLMC_39-28 2041-09-15 5.211110 22732593.00 1307287.89 Agency Collateralized Mortgage Obligation GNMA_16-29H 2038-11-20 0.664910 22783027.00 669631.22 Agency Collateralized Mortgage Obligation GNMA_14-181 2040-02-20 0.743950 26202046.00 540150.92 Agency Collateralized Mortgage Obligation GNMA_12-84 2038-12-20 5.061120 30235002.00 880524.45 Agency Collateralized Mortgage Obligation FNMA_12-90 2042-03-25 4.000000 30494707.00 1203318.12 Agency Collateralized Mortgage Obligation FNMA_12-93E 2042-09-25 4.812120 32564675.00 2950292.19 Agency Collateralized Mortgage Obligation FHLMC_40-57 2042-06-15 4.811110 36473858.00 1747826.76 Agency Collateralized Mortgage Obligation FREMF_12-K19 2045-05-25 0.150000 38918880.00 191524.41 Agency Collateralized Mortgage Obligation GNMA_14-90G 2044-06-16 4.861110 41406066.00 2544165.30 Agency Collateralized Mortgage Obligation FNMA_16-97C 2046-12-25 4.762120 43035150.00 7587415.07 Agency Collateralized Mortgage Obligation FNMA_17-16A 2047-03-25 1.798810 45627544.00 1881157.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIA 2040-04-20 5.261120 50000000.00 1415611.75 Agency Collateralized Mortgage Obligation GNMA_13-117 2043-07-20 4.811120 50000000.00 3019663.78 Agency Collateralized Mortgage Obligation FNMA_06-3 2035-07-25 5.462120 51072500.00 647908.21 Agency Collateralized Mortgage Obligation GNMA_14-69 2036-06-20 0.747330 52040339.00 1053511.50 Agency Collateralized Mortgage Obligation GNMA_14-41 2043-02-20 4.500000 52116404.00 2950673.03 Agency Collateralized Mortgage Obligation GNMA_16-117A 2043-07-20 0.724490 59830003.00 1249920.41 Agency Collateralized Mortgage Obligation GINNIE MAE II 2024-12-20 2.500000 60950826.00 318484.67 Agency Mortgage-Backed Securities FNMA_17-78A 2047-10-25 4.912120 61127152.00 12409578.18 Agency Collateralized Mortgage Obligation GNMA_17-66A 2041-04-20 0.680160 63354203.00 2206335.55 Agency Collateralized Mortgage Obligation GINNIE MAE II 2026-07-20 2.125000 74489435.00 191880.18 Agency Mortgage-Backed Securities FNMA_16-58A 2046-08-25 1.742440 87099244.00 2827765.21 Agency Collateralized Mortgage Obligation FNMA_407 2038-01-25 5.500000 94873854.00 2055879.89 Agency Collateralized Mortgage Obligation FNMA_10-113B 2040-10-25 5.362120 111111111.00 1831439.59 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-11-01 3.463000 1210.00 86.96 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 3.500000 38467.00 22985.64 Agency Mortgage-Backed Securities GINNIE MAE II 2041-04-20 2.625000 111520.00 14045.25 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 4.000000 417953.00 302500.55 Agency Mortgage-Backed Securities FNMA_13-12 2043-02-25 4.912120 1831900.00 183535.33 Agency Collateralized Mortgage Obligation FHLMC_46-8 2040-05-15 4.861110 2751000.00 297961.20 Agency Collateralized Mortgage Obligation GNMA_15-94 2045-07-20 5.500000 2784192.00 346797.17 Agency Collateralized Mortgage Obligation FHSTR_278 2042-09-15 4.811110 6512909.00 654310.28 Agency Collateralized Mortgage Obligation GNMA_17-66 2039-11-20 5.000000 10261531.00 1437430.70 Agency Collateralized Mortgage Obligation FNMA_12-56 2042-06-25 4.662120 35284607.00 3108794.28 Agency Collateralized Mortgage Obligation GNMA_16-29G 2042-05-20 0.784130 40317194.00 936010.90 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_227 2034-12-01 5.000000 276490703.00 2706368.76 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-12-05 2017-12-05 Y BNP PARIBAS SA 1.0000 35 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0139 100000000.00 100000000.00 0.0012 N N N Y RBC Capital Markets LLC RBC Capital Markets LLC 1.372 549300LCO2FLSSVFFR64 0000050916 BRT5A26F3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, 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10521.00 11007.90 Agency Mortgage-Backed Securities GNMA_17-117D 2047-08-20 2.500000 11100.00 10806.17 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 4.000000 12453.00 13086.27 Agency Mortgage-Backed Securities GNMA_12-39 2042-03-20 3.000000 12500.00 11832.67 Agency Collateralized Mortgage Obligation GNMA_12-84 2042-07-20 2.500000 13000.00 12197.00 Agency Collateralized Mortgage Obligation FNMA_12-84 2042-05-25 2.000000 14000.00 6381.82 Agency Collateralized Mortgage Obligation GNMA_05-56 2035-07-20 5.000000 14000.00 7539.39 Agency Collateralized Mortgage Obligation GINNIE MAE I 2047-04-15 3.000000 14252.00 14313.40 Agency Mortgage-Backed Securities GNMA_13-8 2042-09-20 2.000000 17000.00 4703.93 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2025-08-01 5.000000 18852.00 800.15 Agency Mortgage-Backed Securities GINNIE MAE II 2045-06-20 5.000000 18969.00 8180.98 Agency Mortgage-Backed Securities FHLMC_40-68 2042-05-15 3.000000 19473.00 18951.09 Agency Collateralized Mortgage Obligation GNMA_12-74E 2042-06-20 2.500000 20000.00 18599.12 Agency Collateralized Mortgage Obligation GNMA_12-136 2042-11-20 2.000000 20000.00 7675.54 Agency Collateralized Mortgage Obligation FHLMC_4077 2042-06-15 3.000000 22000.00 21169.11 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-01-01 3.500000 22947.00 11584.07 Agency Mortgage-Backed Securities GINNIE MAE II 2047-05-20 4.000000 23024.00 23628.27 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-10-01 3.500000 25000.00 5182.31 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-08-01 3.500000 25000.00 5335.02 Agency Mortgage-Backed Securities FNMA_10-147 2041-01-25 4.000000 25000.00 5623.03 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-07-01 2.500000 25000.00 13603.52 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2026-04-01 3.500000 25029.00 7775.25 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-06-01 3.500000 25429.00 26091.59 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2046-12-01 2.500000 25506.00 23769.00 Agency Mortgage-Backed Securities FNMA_13-56 2043-01-25 2.500000 27000.00 7633.60 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2046-04-01 3.500000 28467.00 24093.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 4.000000 30826.00 23267.88 Agency Mortgage-Backed Securities GNMA_12-121 2042-10-16 2.000000 35000.00 23287.71 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-09-01 4.500000 35765.00 31073.09 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-11-01 3.500000 40000.00 5822.86 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2020-10-01 4.500000 40970.00 2193.13 Agency Mortgage-Backed Securities GINNIE MAE I 2041-06-15 6.000000 42988.00 37876.58 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-05-01 3.500000 48667.00 47491.35 Agency Mortgage-Backed Securities FHLMC_4161A 2042-08-15 2.500000 50000.00 41835.93 Agency Collateralized Mortgage Obligation GNMA_12-6 2042-01-16 2.000000 50000.00 16975.86 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2025-12-01 3.500000 50989.00 10039.18 Agency Mortgage-Backed Securities GNMA_12-108 2042-09-20 2.500000 52400.00 7929.06 Agency Collateralized Mortgage Obligation GINNIE MAE I 2042-02-15 4.500000 54974.00 13674.28 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2017-12-01 5.500000 56206.00 34.46 Agency Mortgage-Backed Securities GNMA_12-126 2042-08-20 2.000000 57000.00 21348.40 Agency Collateralized Mortgage Obligation FHLMC_2205 2029-05-15 6.000000 58000.00 1269.82 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-10-01 5.500000 59704.00 2215.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-10-01 3.500000 62491.00 6975.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2039-09-01 5.000000 62504.00 7806.08 Agency Mortgage-Backed Securities FANNIE 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91234.64 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-03-01 2.500000 255296.00 247045.54 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-02-01 3.000000 258688.00 249585.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-12-01 5.500000 276156.00 8629.11 Agency Mortgage-Backed Securities FNMA_17-80C 2047-10-25 3.000000 287225.00 275539.68 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2025-10-01 3.500000 292313.00 38451.99 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-06-01 3.170000 298796.00 304647.96 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 2.500000 299970.00 302217.78 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2028-03-01 2.500000 310722.00 152012.60 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 3.500000 316265.00 326186.70 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 4.500000 325337.00 346317.27 Agency Mortgage-Backed Securities FANNIE MAE 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1349337.00 1352024.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-03-01 3.449000 1389976.00 135897.33 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.080000 1416097.00 1432429.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-07-01 5.000000 1538504.00 521708.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-05-01 2.500000 1601663.00 1532207.20 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-12-01 3.500000 1613259.00 417287.09 Agency Mortgage-Backed Securities FHLMC_45-73 2046-04-15 4.811110 1640093.00 144212.14 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2047-08-01 4.000000 1690112.00 1745299.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 3.500000 1818516.00 1885924.46 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-06-01 4.000000 1919347.00 1956338.04 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2020-09-01 3.500000 1924712.00 203882.63 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-01-01 2.980000 1925363.00 1948460.49 Agency Mortgage-Backed Securities FNMA_14-79C 2043-01-25 0.000000 1961576.00 861415.58 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-04-01 4.000000 1962285.00 2076552.03 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-02-01 3.110000 1978625.00 2022946.55 Agency Mortgage-Backed Securities FHLMC_4467A 2041-07-15 3.000000 2000000.00 1435952.88 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2028-02-01 5.500000 2000005.00 71357.94 Agency Mortgage-Backed Securities FHLMC_44-38 2043-05-15 0.000000 2015702.00 1263266.85 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2022-12-01 5.500000 2147240.00 147928.94 Agency Mortgage-Backed Securities FNMA_13-32 2042-09-25 4.500000 2300000.00 160582.25 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-09-01 3.084000 2400000.00 391422.87 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-04-01 3.500000 2434945.00 2488982.25 Agency Mortgage-Backed Securities FNMA_13-124 2043-12-25 0.000000 2589138.00 1547191.58 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2032-09-01 2.500000 2630618.00 2638682.85 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2042-08-01 3.500000 2680503.00 1559255.16 Agency Mortgage-Backed Securities GNMA_17-141 2047-09-20 4.961120 2682786.00 489466.45 Agency Collateralized Mortgage Obligation FHLMC_40-49 2027-05-15 3.000000 2763749.00 41149.26 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-08-01 4.500000 2773071.00 971226.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-05-01 3.000000 2860439.00 2783200.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.000000 2975000.00 2802243.52 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2044-12-01 3.000000 3000000.00 1932863.63 Agency Mortgage-Backed Securities FHLMC_3989B 2042-01-15 3.000000 3000000.00 241309.65 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 3.429000 3010325.00 1069359.55 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-12-01 3.103000 3068536.00 1195713.01 Agency Mortgage-Backed Securities FHLMC_46-69 2035-09-15 4.000000 3137000.00 3383714.81 Agency Collateralized Mortgage Obligation GNMA_17-114 2047-03-20 3.500000 3145481.00 424817.15 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2044-02-01 3.500000 3324173.00 3149791.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-10-01 2.490000 3343905.00 3185302.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 3554562.00 3667805.43 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2021-02-01 3.500000 3571033.00 411962.51 Agency Mortgage-Backed Securities FNMA_13-5 2042-10-25 6.211610 3669382.00 2893654.63 Agency Collateralized Mortgage Obligation GNMA_16-78B 2046-02-20 6.000000 3683043.00 412259.59 Agency Collateralized Mortgage Obligation FHLMC_44-80 2026-10-15 3.500000 3757266.00 3210474.72 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2037-06-01 6.000000 3785827.00 86795.54 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-04-01 3.460000 3864394.00 756912.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2025-08-01 4.500000 3905081.00 110044.77 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2038-11-01 5.000000 3918523.00 66074.00 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2020-12-01 3.500000 3978123.00 413553.41 Agency Mortgage-Backed Securities FHLMC_3682 2036-08-15 0.000000 4067750.00 1018138.64 Agency Collateralized Mortgage Obligation GINNIE MAE II 2047-03-20 4.000000 4083208.00 3999280.27 Agency Mortgage-Backed Securities FNMA_15-1C 2043-07-25 0.000000 4188214.00 2684996.15 Agency Collateralized Mortgage Obligation FHLMC_3820 2038-02-15 4.500000 4492177.00 24230.39 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2038-04-01 5.500000 4599161.00 171871.91 Agency Mortgage-Backed Securities GNMA_14-41 2042-11-16 0.000000 4741660.00 1485839.62 Agency Collateralized Mortgage Obligation FHLMC_46-19 2046-10-15 5.500000 4756682.00 776155.45 Agency Collateralized Mortgage Obligation FHLMC_45-11 2045-09-15 6.000000 5000000.00 553752.17 Agency Collateralized Mortgage Obligation FNMA_13-100C 2043-10-25 0.000000 5020638.00 2955273.19 Agency Collateralized Mortgage Obligation FNMA_10-154 2040-11-25 4.500000 5023928.00 124483.75 Agency Collateralized Mortgage Obligation GNMA_14-99 2044-07-16 4.500000 5285713.00 526741.67 Agency Collateralized Mortgage Obligation GNMA_12-134 2041-05-20 5.000000 5356134.00 219798.22 Agency Collateralized Mortgage Obligation GNMA_17-66 2047-03-20 3.500000 5500000.00 676148.84 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 3.701000 5706856.00 1466006.03 Agency Mortgage-Backed Securities FNMA_11-131A 2040-03-25 4.500000 5800000.00 200044.23 Agency Collateralized Mortgage Obligation FNMA_12-46 2041-01-25 9.589770 5984958.00 7393014.77 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2018-07-01 4.000000 6000000.00 22320.97 Agency Mortgage-Backed Securities GNMA_16-99 2043-11-20 5.000000 6100000.00 1585739.39 Agency Collateralized Mortgage Obligation FHLMC_45-32 2027-04-15 3.500000 6127000.00 5474696.03 Agency Collateralized Mortgage Obligation GNMA_16-17 2043-11-20 4.500000 6292000.00 133584.17 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-02-01 3.360000 6500000.00 1181724.32 Agency Mortgage-Backed Securities FHLMC_4615 2038-10-15 1.587220 6538155.00 4889632.88 Agency Collateralized Mortgage Obligation GNMA_15-123 2045-09-20 5.500000 6790342.00 838248.27 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-03-01 4.500000 6801305.00 2387061.75 Agency Mortgage-Backed Securities GNMA_13-87 2041-02-20 4.500000 6833711.00 484829.20 Agency Collateralized Mortgage Obligation FHLMC_47 2044-07-15 3.500000 7000000.00 996505.57 Agency Collateralized Mortgage Obligation GNMA_16-171 2046-03-20 3.000000 7153039.00 951862.96 Agency Collateralized Mortgage Obligation FNMA_15-53 2045-07-25 6.000000 7195282.00 821131.54 Agency Collateralized Mortgage Obligation GNMA_11-41 2041-03-20 5.361120 8495897.00 278312.78 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2047-09-01 4.000000 8712751.00 9100280.25 Agency Mortgage-Backed Securities GNMA_14-97 2039-08-20 4.500000 8720021.00 106055.48 Agency Collateralized Mortgage Obligation FHLMC_4623D 2046-10-15 3.000000 8777735.00 7255510.47 Agency Collateralized Mortgage Obligation FNMA_13-60 2043-06-25 4.000000 8971706.00 494397.88 Agency Collateralized Mortgage Obligation FNMA_12-56 2042-06-25 5.462120 9172000.00 527843.47 Agency Collateralized Mortgage Obligation FHLMC_4340 2044-02-15 4.000000 9181557.00 265460.65 Agency Collateralized Mortgage Obligation GNMA_14-122 2044-05-20 5.000000 9261106.00 692100.12 Agency Collateralized Mortgage Obligation FNMA_14-5 2043-07-25 4.000000 9310738.00 308653.44 Agency Collateralized Mortgage Obligation GNMA_15-28 2045-02-16 4.000000 9328677.00 850506.17 Agency Collateralized Mortgage Obligation GNMA_15-96 2045-04-16 6.000000 9478673.00 1199543.51 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 2.664000 9531554.00 1914099.93 Agency Mortgage-Backed Securities GNMA_17-88 2046-09-20 5.500000 9619223.00 1901626.05 Agency Collateralized Mortgage Obligation FNMA_17-M10 2024-07-25 2.561180 9646630.00 9772382.58 Agency Collateralized Mortgage Obligation FHLMC_44-80 2041-01-15 4.500000 9653485.00 637429.37 Agency Collateralized Mortgage Obligation GNMA_12-129 2042-04-20 4.500000 9676333.00 831972.10 Agency Collateralized Mortgage Obligation GNMA_10-58 2039-05-16 6.000000 9694469.00 68853.02 Agency Collateralized Mortgage Obligation FNMA_12-121 2042-11-25 4.862120 10000000.00 904614.72 Agency Collateralized Mortgage Obligation GNMA_13-24 2042-02-20 4.500000 10000000.00 399626.30 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-10-01 3.510000 10085410.00 1964584.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 4.000000 10130119.00 10535296.94 Agency Mortgage-Backed Securities FNMA_16-60E 2046-09-25 4.862120 10380203.00 1272208.17 Agency Collateralized Mortgage Obligation GNMA_15-121 2045-08-20 5.500000 10517045.00 1473987.97 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-04-01 3.587000 10542111.00 1105351.09 Agency Mortgage-Backed Securities FNMA_12-27 2042-03-25 4.692120 10591589.00 437022.83 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-07-01 3.405000 10680400.00 1261910.00 Agency Mortgage-Backed Securities GNMA_11-70C 2041-04-16 4.651110 11049662.00 1080479.77 Agency Collateralized Mortgage Obligation FHLMC_4224 2032-05-15 6.500000 11126923.00 677300.00 Agency Collateralized Mortgage Obligation FHLMC_3982 2042-01-15 5.231110 11308775.00 482177.27 Agency Collateralized Mortgage Obligation FNMA_12-110 2042-10-25 4.802120 11714285.00 1214797.15 Agency Collateralized Mortgage Obligation FNMA_13-132A 2044-01-25 0.000000 11728389.00 6344640.00 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 3.652120 12046847.00 587491.53 Agency Collateralized Mortgage Obligation FHLMC_41-19 2041-09-15 4.961110 12165420.00 959501.61 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-09-01 3.536000 12277640.00 537722.82 Agency Mortgage-Backed Securities GNMA_15-106 2039-08-20 5.500000 12400000.00 1445047.67 Agency Collateralized Mortgage Obligation FNMA_16-63 2044-05-25 4.000000 12752229.00 1238980.34 Agency Collateralized Mortgage Obligation GNMA_17-93A 2045-11-20 2.500000 13000000.00 12853443.87 Agency Collateralized Mortgage Obligation FNMA_12-24D 2042-03-25 5.212120 13150872.00 1155222.30 Agency Collateralized Mortgage Obligation FHLMC_3905B 2040-10-15 4.500000 13217102.00 245050.50 Agency Collateralized Mortgage Obligation FNMA_14-78 2044-05-25 4.500000 13574666.00 1207773.41 Agency Collateralized Mortgage Obligation FNMA_13-103A 2043-10-25 0.000000 13655000.00 7771769.58 Agency Collateralized Mortgage Obligation FNMA_15-28 2045-05-25 5.500000 13929782.00 1614498.41 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD 2023-07-01 4.500000 13968739.00 445991.73 Agency Mortgage-Backed Securities FHLMC_45-66 2046-04-15 3.500000 14285714.00 2075628.24 Agency Collateralized Mortgage Obligation GNMA_15-119B 2040-10-20 3.500000 14999999.00 798804.32 Agency Collateralized Mortgage Obligation FHLMC_3585 2039-08-15 6.500000 15018154.00 260275.28 Agency Collateralized Mortgage Obligation FNMA_12-79 2042-07-25 4.812120 15589330.00 908367.52 Agency Collateralized Mortgage Obligation FNMA_05-57 2035-04-25 5.462120 15625000.00 86363.95 Agency Collateralized Mortgage Obligation FHLMC_3759 2040-11-15 4.761110 15638375.00 758944.39 Agency Collateralized Mortgage Obligation GNMA_15-180 2044-09-20 5.000000 15644305.00 1310269.77 Agency Collateralized Mortgage Obligation FNMA_15-32 2045-05-25 4.962120 16023661.00 1868485.43 Agency Collateralized Mortgage Obligation FHLMC_3934A 2041-07-15 4.500000 16142578.00 849580.95 Agency Collateralized Mortgage Obligation FHLMC_39-96 2042-02-15 4.711110 16666666.00 734549.47 Agency Collateralized Mortgage Obligation GNMA_13-9 2043-01-20 5.511120 17000000.00 758777.52 Agency Collateralized Mortgage Obligation GNMA_12-16 2042-02-16 4.861110 17153671.00 968004.00 Agency Collateralized Mortgage Obligation FNMA_15-67B 2043-09-25 0.000000 17317886.00 10197753.20 Agency Collateralized Mortgage Obligation GNMA_14-174 2043-10-20 3.500000 17857142.00 1307920.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS 2042-10-16 3.500000 18525000.00 2358898.83 Agency Collateralized Mortgage Obligation FNMA_14-9 2043-02-25 0.000000 18929568.00 10235727.97 Agency Collateralized Mortgage Obligation GNMA_12-128 2042-10-16 3.500000 19300000.00 1629989.98 Agency Collateralized Mortgage Obligation FNMA_13-52H 2043-06-25 4.000000 19500000.00 1006212.62 Agency Collateralized Mortgage Obligation FHLMC_4015 2042-03-15 5.211110 19559212.00 1275843.52 Agency Collateralized Mortgage Obligation FHLMC_3946 2041-04-15 5.411110 19670625.00 633224.43 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 5.231110 19673666.00 685620.00 Agency Collateralized Mortgage Obligation FNMA_12-107 2040-10-25 4.862120 20000000.00 1294887.87 Agency Collateralized Mortgage Obligation FHLMC_4102 2039-05-15 4.861110 20068637.00 1133051.69 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-03-01 3.525000 20512020.00 1232209.99 Agency Mortgage-Backed Securities FHLMC_4012 2036-05-15 5.911110 20578643.00 1240413.36 Agency Collateralized Mortgage Obligation FNMA_17-35A 2047-05-25 4.912120 21000000.00 4209780.85 Agency Collateralized Mortgage Obligation FNMA_11-88 2040-06-25 5.000000 21103800.00 1035820.82 Agency Collateralized Mortgage Obligation GNMA_15-76 2043-03-20 3.500000 21428571.00 804460.84 Agency Collateralized Mortgage Obligation GNMA_16-20B 2046-02-20 4.861120 21668786.00 2603656.99 Agency Collateralized Mortgage Obligation FNMA_12-124 2042-11-25 4.862120 21716811.00 2305342.89 Agency Collateralized Mortgage Obligation FHLMC_4223 2039-11-15 4.000000 22791667.00 618067.70 Agency Collateralized Mortgage Obligation FNMA_13-68 2042-03-25 5.000000 23520000.00 840367.62 Agency Collateralized Mortgage Obligation GNMA_13-116B 2043-08-16 4.911110 24039151.00 1414219.57 Agency Collateralized Mortgage Obligation GNMA_14-36E 2044-03-16 5.500000 24850454.00 1914995.00 Agency Collateralized Mortgage Obligation FNMA_13-6 2033-02-25 3.500000 24865853.00 1615270.09 Agency Collateralized Mortgage Obligation FNMA_10-21 2040-03-25 5.092120 25000000.00 605847.71 Agency Collateralized Mortgage Obligation FHLMC_41-41 2042-12-15 3.500000 25142858.00 2392666.59 Agency Collateralized Mortgage Obligation FNMA_12-27B 2042-03-25 5.242120 25403406.00 1509120.80 Agency Collateralized Mortgage Obligation FNMA_13-123 2043-05-25 4.912120 25845142.00 932794.80 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_15-64B 2044-11-20 4.000000 25967000.00 3238554.89 Agency Collateralized Mortgage Obligation FNMA_12-93 2042-09-25 4.862120 26000000.00 2412398.63 Agency Collateralized Mortgage Obligation FNMA_11-144 2041-04-25 5.312120 26600000.00 1436063.27 Agency Collateralized Mortgage Obligation GNMA_14-69B 2044-04-20 5.000000 27044157.00 1961151.87 Agency Collateralized Mortgage Obligation FHLMC_41-65 2028-02-15 2.500000 27520192.00 1033656.62 Agency Collateralized Mortgage Obligation FNMA_12-122 2040-02-25 4.962120 27598185.00 1752173.99 Agency Collateralized Mortgage Obligation FHLMC_4389 2044-09-15 4.841110 27632018.00 1184880.70 Agency Collateralized Mortgage Obligation FNMA_15-35 2045-06-25 5.000000 28400000.00 3301737.93 Agency Collateralized Mortgage Obligation GNMA_15-102 2045-07-20 3.500000 28571428.00 2000296.58 Agency Collateralized Mortgage Obligation FHLMC_42-73 2041-02-15 4.500000 28899413.00 1112149.82 Agency Collateralized Mortgage Obligation FHLMC_37-69 2040-12-15 5.261110 29250000.00 960846.59 Agency Collateralized Mortgage Obligation GNMA_16-103 2046-07-20 3.000000 29421390.00 3155273.07 Agency Collateralized Mortgage Obligation FNMA_16-1 2046-02-25 4.912120 30000000.00 3808266.43 Agency Collateralized Mortgage Obligation FHLMC_3913 2041-03-15 5.361110 30895999.00 684494.70 Agency Collateralized Mortgage Obligation GNMA_11-158 2026-11-20 4.000000 31200000.00 382965.41 Agency Collateralized Mortgage Obligation GNMA_15-94E 2045-07-16 5.000000 32112445.00 3193438.49 Agency Collateralized Mortgage Obligation GNMA_12-96 2042-04-20 4.000000 32600000.00 488630.82 Agency Collateralized Mortgage Obligation FNMA_16-79 2046-11-25 4.812120 32735000.00 6303316.25 Agency Collateralized Mortgage Obligation FNMA_15-77A 2045-10-25 6.000000 32785443.00 4338281.55 Agency Collateralized Mortgage Obligation FNMA_13-42 2043-05-25 4.500000 33008332.00 1294132.36 Agency Collateralized Mortgage Obligation FHLMC_4091 2042-08-15 5.311110 33419021.00 4454508.87 Agency Collateralized Mortgage Obligation FNMA_14-88 2045-01-25 4.912120 33443905.00 3784132.58 Agency Collateralized Mortgage Obligation FHLMC_4032A 2041-10-15 4.500000 33810482.00 1024080.74 Agency Collateralized Mortgage Obligation GNMA_15-96 2040-01-16 4.500000 34954166.00 3267398.18 Agency Collateralized Mortgage Obligation FNMA_14-52 2044-09-25 4.862120 35000000.00 2766900.05 Agency Collateralized Mortgage Obligation FHLMC_12-4057 2027-05-15 3.000000 35000000.00 1079097.73 Agency Collateralized Mortgage Obligation FNMA_05-74 2035-07-25 4.842120 35467249.00 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(including strips) TINT 05/15/43 2043-05-15 0.000000 28.40 13.27 U.S. Treasuries (including strips) TINT 05/15/45 2045-05-15 0.000000 4.13 1.82 U.S. Treasuries (including strips) TINT 08/15/43 2043-08-15 0.000000 86.41 39.99 U.S. Treasuries (including strips) TINT 11/15/40 2040-11-15 0.000000 243.43 124.12 U.S. Treasuries (including strips) TINT 11/15/44 2044-11-15 0.000000 321.18 143.63 U.S. Treasuries (including strips) TINT 11/15/45 2045-11-15 0.000000 224.52 97.72 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-07 2017-11-07 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0123 600000000.00 600000000.00 0.0072 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.372 7TK5RJIZDFROZCA6XF66 0001513005 BRT5U36D4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FNMA_17-66J 2047-09-25 3.000000 100000.00 83684.24 Agency Collateralized Mortgage Obligation FNMA_03-22 2033-04-25 6.000000 499974.00 1840.62 Agency Collateralized Mortgage Obligation FNMA_34820 2035-11-25 16.531640 2932500.00 1224284.68 Agency Collateralized Mortgage Obligation FNMA_17-94 2047-11-25 3.000000 4456174.00 4430337.10 Agency Collateralized Mortgage Obligation FNMA_14-56C 2040-05-25 5.462120 4564765.00 367377.22 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPO 2041-06-15 4.861110 4800000.00 526067.48 Agency Collateralized Mortgage Obligation FNMA_12-100 2042-09-25 3.652120 7037000.00 343175.10 Agency Collateralized Mortgage Obligation FNMA_12-27 2042-03-25 4.692120 7360256.00 303693.80 Agency Collateralized Mortgage Obligation FNMA_12-91C 2042-08-25 5.362120 7777166.00 505064.17 Agency Collateralized Mortgage Obligation FNMA_12-49 2042-05-25 5.162120 8000000.00 486671.90 Agency Collateralized Mortgage Obligation FNMA_17-73A 2047-09-25 4.912120 8300000.00 1956089.77 Agency Collateralized Mortgage Obligation FNMA_11-127 2039-06-25 5.362120 8932000.00 188560.70 Agency Collateralized Mortgage Obligation FNMA_14-74 2044-06-25 4.962120 9518000.00 912304.85 Agency Collateralized Mortgage Obligation FHLMC_41-60 2036-02-15 0.520000 9787742.00 73242.76 Agency Collateralized Mortgage Obligation FNMA_11-117 2040-08-25 5.362120 10384521.00 523784.24 Agency Collateralized Mortgage Obligation FHLMC_39-62 2041-11-15 4.761110 10659000.00 567655.23 Agency Collateralized Mortgage Obligation FNMA_12-93 2032-09-25 4.912120 11134183.00 746318.66 Agency Collateralized Mortgage Obligation FHLMC_39-96 2042-02-15 5.211110 11424000.00 883047.03 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 5.231110 11484000.00 400213.16 Agency Collateralized Mortgage Obligation FNMA_07-30 2037-04-25 5.502120 11672317.00 626413.31 Agency Collateralized Mortgage Obligation FNMA_17-66G 2057-09-25 4.862120 12000000.00 2442417.21 Agency Collateralized Mortgage Obligation FNMA_11-132 2030-03-25 4.862120 12500000.00 178744.75 Agency Collateralized Mortgage Obligation FHLMC_3890 2040-07-15 5.461110 13289298.00 520983.19 Agency Collateralized Mortgage Obligation FNMA_11-149 2042-01-25 4.662120 13306769.00 607313.68 Agency Collateralized Mortgage Obligation FNMA_13-6 2043-02-25 4.862120 13350000.00 1043680.30 Agency Collateralized Mortgage Obligation FNMA_06-92 2036-10-25 5.342120 13587258.00 406020.22 Agency Collateralized Mortgage Obligation FHLMC_4117 2039-12-15 4.961110 13607143.00 805380.39 Agency Collateralized Mortgage Obligation FHLMC_4656C 2047-02-15 4.811110 13700000.00 2411252.91 Agency Collateralized Mortgage Obligation FHLMC_4061 2031-08-15 5.461110 13714285.00 510581.29 Agency Collateralized Mortgage Obligation FHLMC_3984 2042-01-15 5.211110 14135000.00 1056103.19 Agency Collateralized Mortgage Obligation FHLMC_4715A 2047-08-15 4.911110 14424471.00 2764233.61 Agency Collateralized Mortgage Obligation FNMA_15-32 2045-05-25 4.962120 14611863.00 1703858.63 Agency Collateralized Mortgage Obligation FNMA_13-24A 2033-03-25 3.974540 15502728.00 5024902.90 Agency Collateralized Mortgage Obligation FNMA_17-94 2047-11-25 4.916670 15534069.00 3102169.11 Agency Collateralized Mortgage Obligation FNMA_15-2 2045-02-25 4.862120 16353000.00 1720590.87 Agency Collateralized Mortgage Obligation FNMA_12-130 2042-12-25 6.012120 16459127.00 1271836.98 Agency Collateralized Mortgage Obligation FNMA_12-111 2039-07-25 4.862120 16500000.00 985885.25 Agency Collateralized Mortgage Obligation FHLMC_39-90 2041-03-15 5.361110 16906962.00 959021.93 Agency Collateralized Mortgage Obligation FNMA_11-101 2039-04-25 5.412120 17012000.00 496112.91 Agency Collateralized Mortgage Obligation FNMA_12-20 2031-01-25 5.412120 17022300.00 805777.86 Agency Collateralized Mortgage Obligation FHLMC_39-07 2041-08-15 5.211110 17264000.00 1002329.23 Agency Collateralized Mortgage Obligation FNMA_15-37 2045-06-25 4.382120 17616000.00 2009886.08 Agency Collateralized Mortgage Obligation FNMA_12-120G 2042-11-25 4.912120 17800000.00 2310690.60 Agency Collateralized Mortgage Obligation FNMA_14-92 2045-01-25 4.862120 18000000.00 2414958.07 Agency Collateralized Mortgage Obligation FHLMC_41-36 2039-12-15 4.961110 18164001.00 946311.04 Agency Collateralized Mortgage Obligation FNMA_11-105 2041-06-25 4.862120 18499124.00 786836.51 Agency Collateralized Mortgage Obligation FHLMC_3998 2036-05-15 5.311110 18800200.00 548740.33 Agency Collateralized Mortgage Obligation FNMA_17-84B 2057-10-25 4.812120 19139744.00 4026510.57 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3819 2040-06-15 5.231110 19151000.00 617545.41 Agency Collateralized Mortgage Obligation FNMA_11-149B 2042-01-25 4.662120 19912972.00 1050821.01 Agency Collateralized Mortgage Obligation FNMA_10-135 2040-01-25 4.752120 20173500.00 374367.41 Agency Collateralized Mortgage Obligation FHLMC_39-28 2041-09-15 5.211110 20444000.00 1175677.31 Agency Collateralized Mortgage Obligation FNMA_16-63 2046-09-25 4.762120 20750000.00 4015813.55 Agency Collateralized Mortgage Obligation FNMA_17-75B 2057-09-25 4.862120 20941254.00 4251032.30 Agency Collateralized Mortgage Obligation FHLMC_4258 2041-12-15 4.911110 21000000.00 1371480.27 Agency Collateralized Mortgage Obligation FNMA_12-122 2042-11-25 4.862120 21200000.00 2328838.19 Agency Collateralized Mortgage Obligation FNMA_12-122E 2042-11-25 4.862120 21600000.00 2210895.29 Agency Collateralized Mortgage Obligation FNMA_09-104 2039-12-25 4.962120 21849061.00 929837.86 Agency Collateralized Mortgage Obligation FNMA_10-135B 2040-12-25 4.782120 22272000.00 901360.39 Agency Collateralized Mortgage Obligation FNMA_11-101K 2041-10-25 5.212120 22287000.00 1250377.52 Agency Collateralized Mortgage Obligation FHLMC_40-77 2042-07-15 4.761110 22571428.00 2523998.52 Agency Collateralized Mortgage Obligation FNMA_12-70 2042-07-25 5.362120 22960000.00 1900280.86 Agency Collateralized Mortgage Obligation FHLMC_3996 2039-07-15 5.311110 23214916.00 358595.92 Agency Collateralized Mortgage Obligation FHLMC_40-76 2042-07-15 5.461110 23218083.00 1310347.94 Agency Collateralized Mortgage Obligation FHLMC_3956C 2041-11-15 5.211110 23259000.00 1848609.49 Agency Collateralized Mortgage Obligation FNMA_11-97 2041-10-25 5.212120 23555000.00 1533247.16 Agency Collateralized Mortgage Obligation FNMA_11-95 2041-10-25 5.212120 24000000.00 1694205.65 Agency Collateralized Mortgage Obligation FNMA_12-68 2039-04-25 4.812120 24742333.00 686334.00 Agency Collateralized Mortgage Obligation FHLMC_39-36 2025-09-15 5.461110 25000000.00 172282.84 Agency Collateralized Mortgage Obligation FNMA_11-137 2042-01-25 4.762120 25411721.00 850843.98 Agency Collateralized Mortgage Obligation FHLMC_46-13 2046-09-15 4.761110 26162178.00 4596524.65 Agency Collateralized Mortgage Obligation FHLMC_41-3 2040-09-15 4.911110 26800000.00 1306608.82 Agency Collateralized Mortgage Obligation FNMA_15-4 2045-02-25 4.862120 26891448.00 3540730.51 Agency Collateralized Mortgage Obligation FHLMC_4095 2039-04-15 4.861110 26927380.00 1590045.66 Agency Collateralized Mortgage Obligation FHLMC_40-66 2038-12-15 5.411110 27038200.00 1215956.14 Agency Collateralized Mortgage Obligation FNMA_17-4B 2047-02-25 4.862120 28000000.00 3040587.31 Agency Collateralized Mortgage Obligation FHLMC_4520A 2045-08-15 4.911110 28000000.00 3474359.46 Agency Collateralized Mortgage Obligation FNMA_08-10 2037-07-25 5.412120 28040000.00 92772.21 Agency Collateralized Mortgage Obligation FNMA_17-39B 2047-05-25 4.862120 28170413.00 5977243.41 Agency Collateralized Mortgage Obligation FNMA_12-36 2042-04-25 5.262120 28457346.00 1415710.26 Agency Collateralized Mortgage Obligation FNMA_15-53C 2042-03-25 4.662120 28500000.00 2796692.47 Agency Collateralized Mortgage Obligation FNMA_12-128 2042-11-25 4.912120 28650000.00 3512373.49 Agency Collateralized Mortgage Obligation FNMA_17-47A 2047-06-25 4.862120 28726910.00 6409453.02 Agency Collateralized Mortgage Obligation FHLMC_4063 2042-06-15 4.711110 29000000.00 2184892.09 Agency Collateralized Mortgage Obligation FHLMC_4670B 2047-03-15 4.861110 29524893.00 5884803.82 Agency Collateralized Mortgage Obligation FNMA_12-45 2042-05-25 4.712120 29855065.00 1043649.58 Agency Collateralized Mortgage Obligation FHLMC_4593 2046-06-15 4.761110 29900945.00 5212680.87 Agency Collateralized Mortgage Obligation FNMA_15-30D 2045-05-25 4.362120 30000000.00 2405416.19 Agency Collateralized Mortgage Obligation FHLMC_40-12 2042-03-15 4.761110 30415879.00 2416628.54 Agency Collateralized Mortgage Obligation FNMA_17-23A 2047-04-25 4.862120 31231594.00 3555597.98 Agency Collateralized Mortgage Obligation FHLMC_4020 2042-02-15 4.811110 31486221.00 1625538.19 Agency Collateralized Mortgage Obligation FNMA_17-50A 2057-07-25 4.862120 31995495.00 5661278.41 Agency Collateralized Mortgage Obligation FHLMC_3153 2036-05-15 5.311110 32056087.00 1048100.35 Agency Collateralized Mortgage Obligation FHLMC_3792 2025-07-15 5.361110 32214285.00 257062.05 Agency Collateralized Mortgage Obligation FHLMC_39-66 2041-12-15 4.661110 32660324.00 1382747.27 Agency Collateralized Mortgage Obligation FHLMC_44-61 2045-04-15 4.361110 33433519.00 2101351.21 Agency Collateralized Mortgage Obligation FNMA_12-93 2032-09-25 4.912120 33446579.00 2725016.63 Agency Collateralized Mortgage Obligation FNMA_12-35 2041-01-25 5.362120 33697279.00 1405365.49 Agency Collateralized Mortgage Obligation FNMA_12-31 2042-04-25 4.712120 34000000.00 1747688.31 Agency Collateralized Mortgage Obligation FHLMC_37-51 2040-11-15 4.811110 34080967.00 613249.99 Agency Collateralized Mortgage Obligation FNMA_05-58 2035-07-25 4.762120 34484498.00 2580925.86 Agency Collateralized Mortgage Obligation FHLMC_41-14 2042-10-15 4.861110 34593359.00 3618743.84 Agency Collateralized Mortgage Obligation FNMA_17-65A 2047-09-25 4.662120 34922500.00 5951260.74 Agency Collateralized Mortgage Obligation FNMA_15-35A 2045-06-25 4.362120 35000000.00 2701311.58 Agency Collateralized Mortgage 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4.861110 41679540.00 4254475.12 Agency Collateralized Mortgage Obligation FNMA_10-13 2040-03-25 5.012120 42000000.00 347638.06 Agency Collateralized Mortgage Obligation FNMA_06-36 2036-05-25 5.462120 42724115.00 1293681.98 Agency Collateralized Mortgage Obligation FHLMC_4224 2043-01-15 4.861110 43293333.00 3822972.88 Agency Collateralized Mortgage Obligation FNMA_08-1 2037-05-25 5.012120 43593000.00 373499.25 Agency Collateralized Mortgage Obligation FNMA_09-91 2039-11-25 4.912120 45000000.00 406465.32 Agency Collateralized Mortgage Obligation FNMA_10-141 2040-12-25 4.792120 45000000.00 582798.68 Agency Collateralized Mortgage Obligation FNMA_17-14C 2047-03-25 4.812120 45623062.00 9015930.70 Agency Collateralized Mortgage Obligation FNMA_12-19 2042-03-25 4.712120 46000000.00 2703586.20 Agency Collateralized Mortgage Obligation FHLS_31 2043-09-15 4.711110 46915040.00 6952668.81 Agency Collateralized Mortgage Obligation FNMA_13-67 2043-06-25 4.912120 47156928.00 6019426.70 Agency Collateralized Mortgage Obligation FHLMC_38-57 2040-05-15 4.761110 50000000.00 772899.53 Agency Collateralized Mortgage Obligation FHLMC_4698B 2047-07-15 2.711110 50000000.00 4474877.04 Agency Collateralized Mortgage Obligation FHLMC_40-30 2042-04-15 5.211110 50651190.00 3007590.62 Agency Collateralized Mortgage Obligation FNMA_17-25D 2047-04-25 4.922120 51000000.00 6489770.00 Agency Collateralized Mortgage Obligation FNMA_06-104 2036-11-25 5.362120 51981457.00 1385878.76 Agency Collateralized Mortgage Obligation FNMA_08-1 2037-06-25 5.012120 52298049.00 310338.36 Agency Collateralized Mortgage Obligation FNMA_09-82 2039-10-25 4.842120 52500000.00 428180.92 Agency Collateralized Mortgage Obligation FNMA_11-87 2041-09-25 4.712120 53000000.00 1749234.04 Agency Collateralized Mortgage Obligation FHLS_33-3 2044-08-15 4.811110 53638238.00 8333027.70 Agency Collateralized Mortgage Obligation FNMA_3153 2036-05-15 5.331110 54413476.00 3091130.89 Agency Collateralized Mortgage Obligation FHLMC_4068 2042-06-15 4.761110 55000000.00 5231527.32 Agency Collateralized Mortgage Obligation FNMA_11-16 2041-03-25 4.672120 55000000.00 735552.58 Agency Collateralized Mortgage Obligation FNW_07-W7 2037-07-25 5.292120 55981000.00 342574.97 Agency Collateralized Mortgage Obligation FNMA_12-33 2042-04-25 5.262120 57142857.00 3556786.39 Agency Collateralized Mortgage Obligation FHLMC_41-16 2042-10-15 4.911110 57977320.00 5423581.41 Agency Collateralized Mortgage Obligation FNMA_12-124 2040-07-25 4.962120 58333333.00 3759338.74 Agency Collateralized Mortgage Obligation FNMA_10-154 2041-01-25 5.242120 59746847.00 1182587.32 Agency Collateralized Mortgage Obligation FNMA_11-88 2041-09-25 4.662120 60459083.00 3237440.01 Agency Collateralized Mortgage Obligation FNMA_13-4 2043-02-25 4.912120 60968620.00 5116089.29 Agency Collateralized Mortgage Obligation FNMA_15-29 2045-05-25 4.412120 61902119.00 7699485.65 Agency Collateralized Mortgage Obligation FNMA_12-111 2042-10-25 5.362120 62644183.00 5207762.04 Agency Collateralized Mortgage Obligation FNMA_11-130 2041-12-25 4.762120 62977696.00 4635676.89 Agency Collateralized Mortgage Obligation FNMA_10-4 2040-02-25 5.012120 63000000.00 147763.06 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3425 2035-08-15 4.811110 65000000.00 520056.27 Agency Collateralized Mortgage Obligation FNMA_07-103 2037-03-25 5.262120 65818546.00 261069.65 Agency Collateralized Mortgage Obligation FNMA_17-31C 2047-05-25 4.862120 66213876.00 13689831.26 Agency Collateralized Mortgage Obligation FNMA_09-20 2039-04-25 6.162120 66415511.00 4238317.40 Agency Collateralized Mortgage Obligation FHLMC_3997 2042-02-15 5.261110 66811643.00 3195002.12 Agency Collateralized Mortgage Obligation FNMA_16-61B 2046-09-25 4.862120 67941311.00 8181537.77 Agency Collateralized Mortgage Obligation FNMA_12-30 2042-04-25 4.712120 68120412.00 4195343.06 Agency Collateralized Mortgage Obligation FNMA_12-87 2039-02-25 4.812120 68629333.00 4044404.62 Agency Collateralized Mortgage Obligation FNMA_11-58 2041-07-25 5.292120 69000000.00 3256506.07 Agency Collateralized Mortgage Obligation FNMA_12-31 2042-04-25 4.712120 75700000.00 4180659.53 Agency Collateralized Mortgage Obligation FNMA_12-75 2042-07-25 4.712120 76136705.00 6696251.61 Agency Collateralized Mortgage Obligation FNMA_07-116 2037-05-25 5.262120 78810000.00 387907.75 Agency Collateralized Mortgage Obligation FHLMC_4585A 2046-05-15 4.861110 81345622.00 8199878.87 Agency Collateralized Mortgage Obligation FNMA_14-10A 2044-03-25 4.812120 83255372.00 5809749.83 Agency Collateralized Mortgage Obligation FNMA_08-1 2037-05-25 5.722120 86856000.00 723048.63 Agency Collateralized Mortgage Obligation FNMA_11-51 2041-06-25 5.312120 87638213.00 3439140.07 Agency Collateralized Mortgage Obligation FNMA_10-21 2040-03-25 5.092120 88636362.00 2148005.47 Agency Collateralized Mortgage Obligation FHLMC_3245 2036-11-15 5.461110 90000000.00 884325.03 Agency Collateralized Mortgage Obligation 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501375000.00 13144339.77 Agency Collateralized Mortgage Obligation FHLMC_4719A 2047-09-15 4.911110 25217897.00 5523299.84 Agency Collateralized Mortgage Obligation GNMA_17-56A 2047-04-20 4.911120 44285714.00 9481109.12 Agency Collateralized Mortgage Obligation GNMA_17-134 2047-09-20 4.961120 62907283.00 11263246.43 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 Y CITIGROUP GLOBAL MARKETS INC 1.0000 1 N Fitch A+ Moody's A2 Standard & Poor's A+ N N 0.0124 250000000.00 250000000.00 0.0030 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.080 1VUV7VQFKUOQSJ21A208 BRTDCBUL4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2020-01-31 1.375000 51111900.00 51000092.72 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-07 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4941644.67 Agency Mortgage-Backed Securities FNRM CL105XI R13F105 2040-08-25 5.000000 23004715.00 883127.17 Agency Mortgage-Backed Securities FNRA CL036AS R14F036 2043-04-25 4.962800 11226571.00 719011.53 Agency Mortgage-Backed Securities FNRA CL056SA R17F056 2047-07-25 4.912100 33304475.00 7585387.09 Agency Mortgage-Backed Securities FNRA CL066JS R17F066 2057-09-25 4.862100 37188724.00 7569198.28 Agency Mortgage-Backed Securities FNRA CL093FA R17F093 2047-11-25 0.000000 39576276.00 39557873.03 Agency Mortgage-Backed Securities FGRA 3677KS 05/15/40 2040-05-15 5.315600 50000000.00 1041087.35 Agency Mortgage-Backed Securities FGRA 3842HS 06/15/40 2040-06-15 4.735600 43797192.00 1062007.01 Agency Mortgage-Backed Securities FGRM 4013AI 02/15/39 2039-02-15 4.000000 59500000.00 1718186.08 Agency Mortgage-Backed Securities FGRM 4255LI 06/15/30 2030-06-15 3.000000 12500000.00 441068.37 Agency Mortgage-Backed Securities FGRM 4403IG 07/15/32 2032-07-15 3.500000 36552141.00 2125306.64 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN6911 2047-10-01 3.530000 7557000.00 7525901.26 Agency Mortgage-Backed Securities FNRA RC030KN R06F030 2036-05-25 31.932700 28943922.00 791164.65 Agency Mortgage-Backed Securities FGRA 3249SI 12/15/36 2036-12-15 5.515600 25290900.00 577550.09 Agency Mortgage-Backed Securities FNRA RC046AS R10F046 2040-05-25 5.212800 81756126.00 1092638.24 Agency Mortgage-Backed Securities FNRM CL126JI R10F126 2040-11-25 4.500000 85388316.00 1190462.30 Agency Mortgage-Backed Securities GNHF RF 765206 H 2062-08-20 4.562000 2199511.00 1593184.61 Agency Mortgage-Backed Securities GNHF RF 766533 H 2062-06-20 4.615000 1505710.00 1266726.83 Agency Mortgage-Backed Securities GNHF RF 773446 H 2062-05-20 4.160000 6694189.00 5422223.83 Agency Mortgage-Backed Securities GNPL PN AG5229 2057-03-15 3.320000 94263.00 97770.23 Agency Mortgage-Backed Securities GNPL PN AP2079 2057-04-15 3.610000 1111022.00 1183954.28 Agency Mortgage-Backed Securities GNCL CL AX3201 2058-09-15 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4.762100 35053963.00 6268078.41 Agency Mortgage-Backed Securities FNRA CL001SA R17F001 2047-02-25 4.812100 29723000.00 5513712.13 Agency Mortgage-Backed Securities FNRA CL069SG R17F069 2047-09-25 4.912100 43700000.00 9508425.60 Agency Mortgage-Backed Securities FNRA CL068SN R17F068 2047-09-25 4.912100 9100714.00 2009400.05 Agency Mortgage-Backed Securities FNRM RC093EA R17F093 2045-10-25 3.000000 40996461.00 41695081.69 Agency Mortgage-Backed Securities FNRA CL086SB R17F086 2047-11-25 0.000000 41940292.00 8678411.04 Agency Mortgage-Backed Securities FNRA CL093F R17F093 2057-11-25 0.000000 26682906.00 26655502.66 Agency Mortgage-Backed Securities FNST TR0337 IO2 CL 2033-07-01 5.000000 111333564.00 672792.59 Agency Mortgage-Backed Securities FNST TR0348 I025 CL 2019-01-01 4.500000 42230004.00 6960.02 Agency Mortgage-Backed Securities FNST TR0374 IO4 CL 2036-08-01 5.500000 51412063.00 349935.32 Agency Mortgage-Backed Securities FNST TR0387 IO5 WL 2038-03-25 5.000000 17219204.00 125798.42 Agency Mortgage-Backed Securities FNST TR0378 IO22 CL 2035-06-01 5.000000 43374031.00 301255.85 Agency Mortgage-Backed Securities FNST TR0385 IO14 WL 2037-07-01 6.000000 38704587.00 309924.60 Agency Mortgage-Backed Securities FNST TR0383 IO19 WL 2038-01-01 5.500000 23510000.00 175584.80 Agency Mortgage-Backed Securities FNST TR0383 IO5 WL 2037-09-01 5.500000 22745000.00 140548.81 Agency Mortgage-Backed Securities FNST TR0386 IO3 WL 2037-12-25 5.500000 28442809.00 191819.23 Agency Mortgage-Backed Securities FNST TR0407 IO28 WL 2039-01-01 6.000000 31314046.00 919924.32 Agency Mortgage-Backed Securities FNST TR0407 IO29 WL 2039-01-01 6.000000 20796794.00 598500.05 Agency Mortgage-Backed Securities FNST TR0407 IO30 WL 2039-01-01 6.000000 9483808.00 273811.77 Agency Mortgage-Backed Securities FGRM 3830LI 10/15/39 2039-10-15 4.500000 15000000.00 52534.74 Agency Mortgage-Backed Securities FGRM 3830EI 10/15/39 2039-10-15 4.500000 6571333.00 23014.89 Agency Mortgage-Backed Securities FGRM 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2033-02-15 4.141700 3367600.00 3060899.67 Agency Mortgage-Backed Securities FGRA 4169SA 02/15/33 2033-02-15 3.975000 2183333.00 1968671.30 Agency Mortgage-Backed Securities FGRM 4177IG 01/15/31 2031-01-15 3.000000 20814786.00 942830.51 Agency Mortgage-Backed Securities FGRM 4201AI 05/15/28 2028-05-15 3.000000 31478046.00 1049048.49 Agency Mortgage-Backed Securities FGRM 4215IY 03/15/38 2038-03-15 3.500000 28052142.00 774455.14 Agency Mortgage-Backed Securities FGRA 4237HS 05/15/43 2043-05-15 5.359000 2299999.00 2043916.45 Agency Mortgage-Backed Securities FGRM 4250BI 07/15/30 2030-07-15 3.000000 9662444.00 328661.33 Agency Mortgage-Backed Securities FGRA 4255CS 05/15/35 2035-05-15 4.865600 117855987.00 5809016.21 Agency Mortgage-Backed Securities FGRM 4276AI 09/15/31 2031-09-15 3.000000 28657713.00 1419397.25 Agency Mortgage-Backed Securities FGRA 4281BC 12/15/43 2043-12-15 4.500000 2034831.00 1487862.88 Agency Mortgage-Backed Securities FGRM 4435ID 02/15/33 2033-02-15 3.000000 31624607.00 1237479.03 Agency Mortgage-Backed Securities FGRM 4450DI 09/15/44 2044-09-15 4.000000 28968500.00 2062961.49 Agency Mortgage-Backed Securities FGRA 4461SB 04/15/45 2045-04-15 4.961100 51428571.00 6440836.04 Agency Mortgage-Backed Securities FGRA 4473SA 05/15/45 2045-05-15 4.365600 50227920.00 5312379.47 Agency Mortgage-Backed Securities FGRA 4468SH 05/15/45 2045-05-15 4.965600 20382650.00 2889034.33 Agency Mortgage-Backed Securities FGRM 4539JI 12/15/45 2045-12-15 4.000000 1730154.00 138889.70 Agency Mortgage-Backed Securities FGRM 4559DI 12/15/44 2044-12-15 4.000000 22113706.00 2157781.72 Agency Mortgage-Backed Securities FGRM 4580NI 04/15/43 2043-04-15 4.000000 17589001.00 1150060.74 Agency Mortgage-Backed Securities FGRM 4592WT 06/15/46 2046-06-15 5.500000 15811000.00 11944376.34 Agency Mortgage-Backed Securities FGRM 4603IP 05/15/44 2044-05-15 4.000000 20339248.00 2374630.05 Agency Mortgage-Backed Securities FGRM 4606IE 03/15/42 2042-03-15 4.000000 20304016.00 2097547.85 Agency Mortgage-Backed Securities FGRA 4606SB 08/15/46 2046-08-15 4.761100 24693359.00 4977354.01 Agency Mortgage-Backed Securities FGRA 4623HS 10/15/46 2046-10-15 4.811100 16808475.00 2508393.98 Agency Mortgage-Backed Securities FGRM 4678IO 04/15/47 2047-04-15 4.000000 14484891.00 1834685.72 Agency Mortgage-Backed Securities FGRA 4666ST 12/15/42 2042-12-15 4.834000 1680026.00 1440298.11 Agency Mortgage-Backed Securities FGRM 4720IO 09/15/47 2047-09-15 4.000000 37500000.00 8447809.14 Agency Mortgage-Backed Securities FNRA RC025YS R05F025 2035-04-25 7.000000 12500000.00 80773.97 Agency Mortgage-Backed Securities FNRA RC020IB R06F020 2036-04-25 5.352800 100000000.00 741395.60 Agency Mortgage-Backed Securities FNST TR0417 C35 RC 2028-02-01 2.500000 154702598.00 5742355.27 Agency Mortgage-Backed Securities FNST TR0418 IO54 WL 2028-08-01 2.500000 5546654.00 257092.96 Agency Mortgage-Backed Securities FNST TR0418 C14 RC 2033-08-01 4.000000 25942463.00 1895334.20 Agency Mortgage-Backed Securities FNST TR0418 IO74 WL 2033-08-01 3.000000 2665958.00 200168.85 Agency Mortgage-Backed Securities FGRA 3006WI 07/15/35 2035-07-15 4.905600 10625000.00 219586.08 Agency Mortgage-Backed Securities FGRA 3072SB 11/15/35 2035-11-15 19.107400 13636364.00 3195132.26 Agency Mortgage-Backed Securities FGRA 3117ES 02/15/36 2036-02-15 5.915600 110000000.00 671544.39 Agency Mortgage-Backed Securities FGRA R006ZA 04/15/36 2036-04-15 6.000000 15200000.00 7243354.53 Agency Mortgage-Backed Securities FNRA CL108SB R06F108 2036-11-25 5.362800 170000000.00 1311958.92 Agency Mortgage-Backed Securities FNRM CL110PI R06F110 2036-11-25 5.500000 5500000.00 79845.52 Agency Mortgage-Backed Securities FGRA 3138SK 02/15/36 2036-02-15 5.965600 100000000.00 650766.90 Agency Mortgage-Backed Securities FNRA CL028AS R07F028 2035-10-25 5.362800 184428156.00 1965795.71 Agency Mortgage-Backed Securities FNRA CL054BF R07F054 2037-06-25 1.477900 265744.00 15743.42 Agency Mortgage-Backed Securities FNRA CL060BF R07F060 2037-07-25 1.637900 50000000.00 2733247.06 Agency Mortgage-Backed Securities FNRA CL092ST R07F092 2037-09-25 5.187800 50000000.00 439804.78 Agency Mortgage-Backed Securities FNRA CL092SJ R07F092 2037-09-25 5.212800 15000000.00 154112.75 Agency Mortgage-Backed Securities FGRA 3415IS 08/15/35 2035-08-15 5.025600 100000000.00 834148.40 Agency Mortgage-Backed Securities FTRA 3622DI 06/15/37 2037-06-15 1.607000 107568284.00 487053.99 Agency Mortgage-Backed Securities FNRM CL054EI R10F054 2040-06-25 6.000000 85326318.00 2242313.61 Agency Mortgage-Backed Securities FNRA CL152SB R10F152 2041-01-25 4.762800 31600000.00 1731424.56 Agency Mortgage-Backed Securities FNRA CL099SD R10F099 2039-03-25 4.862100 90000000.00 335519.29 Agency Mortgage-Backed Securities FNRA CL068SA R10F068 2040-07-25 3.762800 27000000.00 730602.62 Agency Mortgage-Backed Securities FNAR XX.XXX LB783942 2034-05-01 5.047000 22831.00 113.77 Agency Mortgage-Backed Securities FNAR XX.XXX LB834553 2035-08-01 3.590000 3144000.00 148252.13 Agency Mortgage-Backed Securities FNAR XX.XXX LB846692 2035-11-01 3.885000 1001.00 19.74 Agency Mortgage-Backed Securities FNAR XX.XXX S1868791 2036-04-01 3.551000 178782.00 20944.68 Agency Mortgage-Backed Securities FNAR XX.XXX LB879146 2036-01-01 2.993000 33025.00 2144.52 Agency Mortgage-Backed Securities FNAR XX.XXX LBBE3733 2047-07-01 3.183000 1075000.00 1094860.03 Agency Mortgage-Backed Securities FNAR XX.XXX LBBH5324 2047-07-01 3.060000 413472.00 404986.71 Agency Mortgage-Backed Securities FNAR XX.XXX LB956999 2037-12-01 3.427000 1000.00 30.20 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD0076 2039-07-01 3.510000 1040.00 163.79 Agency Mortgage-Backed Securities FNAR XX.XXX LBAD0711 2035-09-01 5.854000 6934.00 462.84 Agency Mortgage-Backed Securities GNHF RF 765182 H 2062-04-20 4.635000 1800000.00 1315126.26 Agency Mortgage-Backed Securities GNHF RF 765167 H 2061-11-20 4.489000 875000.00 524069.15 Agency Mortgage-Backed Securities GNHF RF 766527 H 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(including strips) UNITED STATES TREASURY 2024-01-31 2.250000 14448800.00 14610843.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-02-15 3.625000 16075000.00 16917790.84 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-07-15 0.625000 63803100.00 71410170.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-04-30 2.000000 115092200.00 113851506.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-11-15 2.250000 385711000.00 390344500.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-03-01 0.000000 200.00 199.21 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-07 2017-11-07 2017-12-12 Y SOCIETE GENERALE SA 1.0000 7 N Fitch A Moody's A2 Standard & Poor's A N N 0.0108 619500000.00 619500000.00 0.0074 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 1.070 7TK5RJIZDFROZCA6XF66 BRTD75JZ5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government 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228305.19 Agency Collateralized Mortgage Obligation GNMA_15-118 2045-08-20 4.411120 107142857.00 13279401.32 Agency Collateralized Mortgage Obligation GNMA_15-16 2045-02-20 4.361120 109227424.00 12742906.94 Agency Collateralized Mortgage Obligation FHLMC_T-56 2043-05-25 0.523959 121733242.00 156316.92 Agency Collateralized Mortgage Obligation FNW_03-10 2043-06-25 0.601080 133432410.00 145960.67 Agency Collateralized Mortgage Obligation FNMA_12-74 2042-07-25 0.000000 164625303.00 71359622.38 Agency Collateralized Mortgage Obligation FNMA_407 2039-01-25 5.500000 166455778.00 3586848.70 Agency Collateralized Mortgage Obligation FNW_03-W14 2043-09-25 1.041760 241999966.00 679303.87 Agency Collateralized Mortgage Obligation GNMA_12-70 2052-08-16 0.504580 258916996.00 3047602.14 Agency Collateralized Mortgage Obligation FNMA_04-W8 2044-06-25 0.268370 277972530.00 88818.91 Agency Collateralized Mortgage Obligation FNMA_02-66 2042-08-25 0.593230 430636810.00 479812.07 Agency Collateralized 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GNMA_14-158 2044-10-20 4.361120 29003000.00 1390462.60 Agency Collateralized Mortgage Obligation FREMF_17-K63 2050-02-25 4.004800 30004000.00 27427076.46 Agency Collateralized Mortgage Obligation GNMA_13-29 2053-05-16 0.526950 44694998.00 1039816.09 Agency Collateralized Mortgage Obligation GNMA_10-78 2040-04-16 5.361110 49496856.00 405375.54 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_324 2028-12-15 3.500000 52272347.00 2847614.12 Agency Collateralized Mortgage Obligation GNMA_12-019 2052-08-16 0.645250 154999996.00 1879756.48 Agency Collateralized Mortgage Obligation FNMA_04-W1 2043-11-25 0.546290 210325646.00 288605.71 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-1 Standard & Poor's A-1 2017-11-07 2017-11-07 2017-11-10 Y MIZUHO SECURITIES USA LLC 1.0000 7 N Fitch NR Moody's A1 Standard & Poor's A N N 0.0107 600000000.00 600000000.00 0.0072 N N Y N BNP Paribas SA BNP Paribas SA 1.040 R0MUWSFPU8MPRO8K5P83 BRTD75P13 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2021-05-15 0.000000 100.00 93.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-01-31 1.250000 200.00 198.97 U.S. Treasuries (including strips) UNITED STATES TREASURY 2018-05-15 9.125000 8000.00 8665.24 U.S. Treasuries (including strips) UNITED STATES TREASURY 2020-12-31 2.375000 528100.00 542276.54 U.S. Treasuries (including strips) UNITED STATES TREASURY 2021-09-30 2.125000 935300.00 945728.36 U.S. Treasuries (including strips) UNITED STATES TREASURY 2025-07-15 0.375000 9033300.00 9350928.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 2042-05-15 3.000000 148885500.00 155473076.51 U.S. Treasuries (including strips) UNITED STATES TREASURY 2024-01-15 0.625000 150610400.00 161714500.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 2023-11-15 2.750000 174769000.00 183202316.63 U.S. Treasuries (including strips) UNITED STATES TREASURY 2022-01-15 0.125000 271570000.00 295072252.58 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-07 2017-11-07 2017-11-10 Y BNP PARIBAS SA 1.0000 7 N Fitch A+ Moody's Aa3 Standard & Poor's A N N 0.0104 790500000.00 790500000.00 0.0095 N N Y N BNP Paribas SA BNP Paribas SA 1.050 R0MUWSFPU8MPRO8K5P83 BRTD75R86 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FHLMC_2322 2031-06-15 6.500000 2.00 0.17 Agency Collateralized Mortgage Obligation FHMS_K705 2018-09-25 1.708494 40.00 0.41 Agency Collateralized Mortgage Obligation GINNIE MAE II 2033-02-20 2.375000 46.00 1.35 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2021-05-15 8.125000 100.00 125.45 U.S. Treasuries (including strips) FANNIE MAE FNMA_02-90 2042-06-25 6.500000 283.00 25.15 Agency Collateralized Mortgage Obligation GINNIE MAE II 2027-08-20 2.125000 299.00 1.02 Agency Mortgage-Backed Securities FREMF_12-K19 2045-05-25 0.150000 512.00 2.52 Agency Collateralized Mortgage Obligation FHMS_K716 2021-06-25 0.694658 773.00 15.81 Agency Collateralized Mortgage Obligation GINNIE MAE II 2024-08-20 2.125000 841.00 3.30 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-01-01 3.445000 1017.00 61.63 Agency Mortgage-Backed Securities GINNIE MAE II 2038-08-20 2.125000 1077.00 35.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-12-01 6.000000 1147.00 59.97 Agency Mortgage-Backed Securities GINNIE MAE II 2038-12-20 2.250000 1344.00 61.62 Agency Mortgage-Backed Securities GINNIE MAE II 2041-12-20 2.250000 1442.00 319.59 Agency Mortgage-Backed Securities GINNIE MAE II 2038-11-20 2.250000 1456.00 27.18 Agency Mortgage-Backed Securities GINNIE MAE II 2041-02-20 3.000000 1465.00 93.67 Agency Mortgage-Backed Securities GINNIE MAE II 2039-08-20 2.125000 1501.00 114.03 Agency Mortgage-Backed Securities FHMS_K019 2022-03-25 1.678869 1860.00 101.26 Agency Collateralized Mortgage Obligation GINNIE MAE II 2041-06-20 3.500000 1960.00 113.15 Agency Mortgage-Backed Securities FHMS_K046 2025-03-25 0.375618 2098.00 50.58 Agency Collateralized Mortgage Obligation GINNIE MAE II 2022-09-20 6.000000 2151.00 9.41 Agency Mortgage-Backed Securities FREMF_13-K30 2045-06-25 0.100000 6146.00 25.54 Agency Collateralized Mortgage Obligation GINNIE MAE II 2042-01-20 2.500000 6192.00 870.57 Agency Mortgage-Backed Securities FHMS_K017 2021-12-25 1.353218 14205.00 594.83 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_13-KS 2023-01-25 0.730106 14845.00 430.08 Agency Collateralized Mortgage Obligation GINNIE MAE II 2042-09-20 3.000000 19011.00 8142.41 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2036-12-29 3.625000 55000.00 55679.47 Agency Debentures and Agency Strips FNMA_03-49E 2023-06-25 5.862120 65050.00 220.74 Agency Collateralized Mortgage Obligation GINNIE MAE II 2047-10-20 3.500000 97999.00 101274.23 Agency 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Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.140 8NAV47T0Y26Q87Y0QP81 BRTDDVYC5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_16-173 2045-10-20 2.750000 71051100.00 68235263.70 Agency Collateralized Mortgage Obligation FNMA_17-49 2053-07-25 4.000000 74145000.00 72803192.43 Agency Collateralized Mortgage Obligation FNMA_15-3 2043-08-25 2.000000 83656176.00 45678629.99 Agency Collateralized Mortgage Obligation FHLMC_4729A 2042-12-15 3.500000 64496164.00 66707328.99 Agency Collateralized Mortgage Obligation FNMA_17-90K 2046-12-25 3.500000 75356000.00 77740585.36 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-11-02 2017-11-02 2017-11-02 N N N 0.0114 309500000.00 309500000.00 0.0037 N N Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 1.060 VYVVCKR63DVZZN70PB21 BRTDELV47 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N FREDDIE MAC GOLD 2032-09-01 3.500000 830957.00 854609.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 1636601.00 1683217.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 1654047.00 1701161.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-06-01 3.500000 1891746.00 1945614.34 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 3367845.00 3463761.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 3.500000 3673112.00 3777697.37 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 3.000000 3731706.00 3838586.95 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 3.000000 4221814.00 4342726.76 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2032-10-01 3.000000 13453424.00 13838777.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 3.500000 16083533.00 16542864.32 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-07-01 3.500000 20195140.00 20779653.70 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-10-01 3.500000 81029079.00 83381157.14 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 3.500000 83946364.00 86380927.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 4.000000 280502367.00 288475864.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-10-01 3.000000 1461748.00 1503381.62 Agency Mortgage-Backed Securities Y Fitch NR Moody's NR Standard & Poor's A-1+ 2017-11-03 2017-11-03 2017-11-03 N N N 0.0106 517000000.00 517000000.00 0.0062 N N Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.060 1VUV7VQFKUOQSJ21A208 BRTDELVM7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N UNITED STATES TREASURY 2019-02-15 8.875000 62451200.00 69524265.09 U.S. Treasuries (including strips) FREDDIE MAC GOLD 2037-09-01 3.000000 64582871.00 65576606.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-07-01 3.500000 71333632.00 73468164.50 Agency Mortgage-Backed Securities UNITED STATES TREASURY 2024-11-15 2.250000 74306200.00 75198831.50 U.S. Treasuries (including strips) FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-02-01 2.500000 138686963.00 72474738.37 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.500000 16476058.00 15076475.09 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2027-10-01 2.500000 68165632.00 68997265.20 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 4.000000 100085000.00 73264799.67 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-03 2017-11-03 2017-11-03 N N N 0.0106 500000000.00 500000000.00 0.0060 N N Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.060 1VUV7VQFKUOQSJ21A208 BRTDGJLD1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2022-08-31 1.625000 148540200.00 146440325.77 U.S. Treasuries (including strips) UNITED STATES TREASURY 2044-02-15 0.000000 342837000.00 158932376.46 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2017-11-07 2017-11-07 2017-11-07 N N N 0.0106 299385000.00 299385000.00 0.0036 N N Y N Citigroup Global Markets, Inc. 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Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-06-01 3.385000 1010247.00 38632.49 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-09-01 3.041000 1011100.00 1035679.32 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-02-01 3.592000 1025000.00 45405.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.608000 1025000.00 34074.20 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-10-01 2.647000 1026300.00 902997.70 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-06-01 2.502000 1027671.00 503669.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-05-01 3.503000 1104988.00 38608.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-04-01 3.660000 1121340.00 1131867.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-07-01 3.353000 1140000.00 49536.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-08-01 2.730000 1200000.00 1208033.43 Agency Mortgage-Backed Securities GINNIE MAE II 2047-08-20 5.500000 1260244.00 1377749.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 2.576000 1270707.00 928280.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2029-09-01 3.370000 1299200.00 1342503.54 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 2.767000 1299978.00 1241600.66 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2040-10-01 3.281000 1320544.00 419295.90 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2033-07-01 3.451000 1323710.00 33256.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-02-01 3.380000 1345000.00 29721.18 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-01-01 4.020000 1350000.00 1378215.10 Agency Mortgage-Backed Securities FNMA_13-53D 2043-06-25 4.147500 1351582.00 1079162.37 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-12-01 2.921000 1400000.00 313311.83 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-05-01 4.900000 1403860.00 98981.53 Agency Mortgage-Backed Securities GINNIE MAE II 2047-09-20 4.500000 1473691.00 1568726.10 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.414000 1499904.00 1034028.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-07-01 2.680000 1587366.00 615105.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-01-01 3.135000 1588130.00 165619.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2032-08-01 3.375000 1601096.00 166899.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-04-01 2.806000 1619000.00 41608.82 Agency Mortgage-Backed Securities FNMA_16-32 2043-01-25 3.530000 1638416.00 1060548.03 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 2.760000 1663954.00 61400.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-04-01 2.385000 1690130.00 531767.41 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 3.425000 1761240.00 184398.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-11-01 4.579000 1765000.00 40564.38 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 3.178000 1897941.00 783227.13 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-02-01 3.256000 1944718.00 654206.39 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-09-01 2.758000 1946299.00 1981851.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 3.252000 1981390.00 2031115.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2037-06-01 3.096000 2000000.00 1532708.57 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-05-01 2.720000 2013484.00 1285511.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-12-01 2.933000 2035376.00 1125161.77 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 2.025000 2041117.00 768957.31 Agency Mortgage-Backed Securities GNMA_17-82D 2047-05-20 3.761120 2055998.00 1858599.40 Agency Collateralized Mortgage Obligation GINNIE MAE II 2046-08-20 3.000000 2056848.00 1881849.15 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 2.850000 2057800.00 2082752.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-11-01 2.941000 2140145.00 2170573.76 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-10-01 4.573000 2146349.00 41945.73 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-12-01 3.597000 2212203.00 1607739.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-04-01 2.576000 2214607.00 897729.68 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-07-01 2.391000 2241865.00 1835950.59 Agency Mortgage-Backed Securities GINNIE MAE II 2047-10-20 4.000000 2317900.00 2468171.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2039-12-01 3.290000 2493175.00 361868.94 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 3.057000 2506560.00 2560855.40 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-10-01 2.749000 2586984.00 2553449.20 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-07-01 3.070000 2598710.00 1422262.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-01-01 3.445000 2651575.00 252298.29 Agency Mortgage-Backed Securities FHLMC_4330B 2042-12-15 4.147500 2800000.00 1689035.02 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-08-01 3.311000 2800000.00 123571.76 Agency Mortgage-Backed Securities GINNIE MAE I 2047-09-15 5.000000 2931837.00 3216602.76 Agency Mortgage-Backed Securities GNMA_16-82 2044-05-20 4.000000 2948861.00 705842.71 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-10-01 3.196000 2950682.00 322644.29 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-10-01 3.200000 2978000.00 2937103.55 Agency Mortgage-Backed Securities GINNIE MAE II 2042-10-20 3.000000 2983004.00 1537696.72 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-07-01 3.373000 3000000.00 98768.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-09-01 3.520000 3056829.00 3025035.87 Agency Mortgage-Backed Securities GINNIE MAE II 2047-10-20 3.500000 3109824.00 3239082.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 2.922000 3127368.00 3182341.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-01-01 3.318000 3187133.00 463864.18 Agency Mortgage-Backed Securities FHLMC_4146 2042-12-15 5.706941 3200000.00 1573510.41 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2026-07-01 3.268000 3200683.00 173247.53 Agency Mortgage-Backed Securities GINNIE MAE II 2046-04-20 4.000000 3227657.00 3265121.62 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 3.436000 3269714.00 2905796.90 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2023-09-01 3.530000 3275350.00 3306413.44 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-10-01 3.148000 3513462.00 1941599.02 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-11-01 3.250000 3525300.00 3502017.26 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-03-01 2.957000 3569960.00 1231176.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 5.205000 3644290.00 1659134.44 Agency Mortgage-Backed Securities FNMA_17-30F 2041-05-25 4.000000 3752875.00 419958.53 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-08-01 2.405000 3828083.00 3153974.38 Agency Mortgage-Backed Securities FNMA_17-30E 2047-05-25 3.500000 3849926.00 739617.56 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-09-01 3.255000 3893680.00 509534.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-08-01 3.246000 3900000.00 1979678.45 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 2.669000 3968966.00 2074414.71 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-05-01 3.393000 4036240.00 648885.90 Agency Mortgage-Backed Securities GINNIE MAE II 2045-12-20 4.000000 4251865.00 4171845.29 Agency Mortgage-Backed Securities FNMA_16-37D 2043-08-25 3.500000 4285714.00 389889.52 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2043-05-01 2.345000 4303213.00 2319064.57 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-04-01 3.480000 4350000.00 4348131.22 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-04-01 2.548000 4397454.00 2490360.31 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-08-01 3.558000 4491886.00 3137403.26 Agency Mortgage-Backed Securities FNMA_14-64B 2044-03-25 3.500000 4511000.00 227010.39 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-08-01 2.486000 4541547.00 1676071.34 Agency Mortgage-Backed Securities GINNIE MAE I 2047-01-15 3.500000 4723823.00 4873022.71 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-07-01 3.010000 4810400.00 4686358.21 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 3.520000 4820416.00 3841103.25 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 3.524000 4831216.00 4768323.60 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-11-01 2.430000 4896416.00 3292016.59 Agency Mortgage-Backed Securities GINNIE MAE II 2032-10-20 2.000000 4907184.00 4757511.63 Agency Mortgage-Backed Securities GINNIE MAE II 2045-05-20 3.500000 4967824.00 4125670.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-02-01 3.975000 4985610.00 35855.07 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 2022-08-08 2.050000 5000000.00 4964747.22 Agency Debentures and Agency Strips FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-06-01 3.461000 5000000.00 2484008.29 Agency Mortgage-Backed Securities GINNIE MAE I 2042-01-15 3.500000 5000000.00 3576502.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2033-04-01 4.802000 5027315.00 219580.27 Agency Mortgage-Backed Securities GINNIE MAE I 2045-10-15 3.500000 5036103.00 4163011.94 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-03-01 3.478000 5046462.00 457294.78 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-04-01 2.806000 5110242.00 4199984.87 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 3.490000 5119763.00 3883607.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.413000 5274109.00 4066332.21 Agency Mortgage-Backed Securities FNMA_15-89 2042-03-25 3.500000 5357143.00 505107.57 Agency Collateralized Mortgage Obligation GINNIE MAE II 2047-06-20 5.500000 5445462.00 5570722.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-03-01 3.540000 5447301.00 5547563.51 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-06-01 2.655000 5510599.00 3186901.06 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-07-01 2.335000 5570700.00 4215864.80 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2035-09-01 3.581000 5594508.00 665000.27 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-07-01 3.021000 5611845.00 5704248.56 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-10-01 3.378000 5625259.00 64812.74 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-01-01 4.904000 5750000.00 66002.42 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2028-12-01 2.620000 5799158.00 5599626.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-04-01 2.352000 5800000.00 3079535.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2034-04-01 3.550000 6000000.00 416193.17 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2040-01-01 3.482000 6000000.00 412619.88 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-09-01 3.517000 6038484.00 2998330.64 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 2.728000 6054513.00 5670206.86 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-06-01 3.663000 6127898.00 771490.94 Agency Mortgage-Backed Securities GINNIE MAE I 2047-04-15 4.000000 6136654.00 6495658.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-08-01 2.919000 6249919.00 5005808.01 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-08-01 2.574000 6252265.00 2563706.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-07-01 2.957000 6297944.00 6282506.80 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2041-10-01 3.136000 6333560.00 2014999.46 Agency Mortgage-Backed Securities FHLMC_46-64 2043-05-15 4.000000 6429155.00 921273.97 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-06-01 6.283000 6507168.00 1020540.23 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-05-01 3.094000 6607157.00 6737253.28 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-01-01 4.757000 6607200.00 906621.19 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-07-01 3.250000 6631439.00 6669035.05 Agency Mortgage-Backed Securities GINNIE MAE II 2045-02-20 4.000000 6884018.00 3313767.41 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-10-01 2.488000 7000000.00 3319493.31 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-11-01 2.533000 7000000.00 2929215.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 3.218000 7062173.00 6489474.65 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-03-01 3.400000 7098612.00 3966765.05 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-01-01 3.116000 7345266.00 1073197.45 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-12-01 3.519000 7656747.00 1874946.46 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-10-01 3.359000 7658083.00 6459884.81 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 2.974000 7688903.00 7518945.89 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2024-08-01 3.090000 7745144.00 7860464.85 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-06-01 2.945000 7851391.00 7408869.24 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-08-01 3.210000 7964458.00 8156374.50 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-07-01 3.095000 8059212.00 4479175.51 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-03-01 2.011000 8106000.00 2008915.53 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2027-03-01 2.970000 8304775.00 8395249.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-03-01 2.457000 8466132.00 5041192.97 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-06-01 2.375000 8583171.00 7210030.49 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-04-01 3.100000 8645751.00 4573400.31 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-02-01 2.749000 8700000.00 2895062.82 Agency Mortgage-Backed Securities FHLMC_46-19 2043-05-15 3.500000 8979142.00 1197628.70 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-04-01 3.674000 9100000.00 892781.23 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2037-08-01 2.606000 9100000.00 1820075.57 Agency Mortgage-Backed Securities GINNIE MAE II 2032-10-20 3.500000 9165936.00 9589266.92 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-10-01 5.845000 9181891.00 1033745.19 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2046-10-01 2.436000 9251660.00 7694574.14 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-09-01 2.864000 9301630.00 6240291.51 Agency Mortgage-Backed Securities FNMA_17-54C 2047-07-25 4.000000 9309754.00 1962419.89 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2043-07-01 2.537000 9319737.00 5160862.34 Agency Mortgage-Backed Securities FNMA_17-30F 2044-02-25 4.000000 9382250.00 1630732.79 Agency Collateralized Mortgage Obligation FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2039-03-01 3.394000 9500000.00 1006416.62 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2028-01-01 3.303000 9600000.00 31849.16 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2042-06-01 2.533000 9700000.00 2381742.60 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-11-01 2.948000 9766649.00 5340132.40 Agency Mortgage-Backed Securities FHLMC_46-95 2047-06-15 4.000000 9778646.00 2380494.53 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-01-01 2.685000 9899727.00 3021501.88 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2036-04-01 3.615000 9910000.00 834066.58 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-03-01 3.435000 10000000.00 8803600.76 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-07-01 2.721000 10068243.00 6524047.24 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2045-07-01 2.619000 10076038.00 6519678.61 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2036-10-01 3.236000 10076992.00 3084232.69 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 2.931000 10144483.00 10387584.68 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2047-11-01 3.053000 10164951.00 10423292.48 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2038-12-01 3.494000 10190419.00 7598281.59 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-04-01 3.572000 10487662.00 2417859.64 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-05-01 4.647000 10500000.00 157064.67 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-11-01 3.278000 10536005.00 7802938.34 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2024-02-15 2.768000 10700000.00 3831097.76 Agency Mortgage-Backed Securities FNMA_17-87 2047-11-25 3.500000 11000085.00 2299784.10 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2041-05-01 3.512000 11060359.00 2254639.39 Agency Mortgage-Backed Securities FREDDIE MAC GOLD 2047-08-01 4.000000 11420416.00 11869894.14 Agency Mortgage-Backed Securities FNMA_12-149 2042-06-25 3.000000 11466000.00 719344.21 Agency Collateralized Mortgage Obligation FANNIE MAE B1V7KEBTPIMZEU4LTD58 2045-01-01 2.768000 11471121.00 7688005.55 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2047-06-01 2.941000 11519684.00 11551501.22 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2038-02-01 3.222000 11718111.00 3001535.63 Agency Mortgage-Backed Securities FREDDIE MAC S6XOOCT0IEG5ABCC6L87 2044-07-01 2.900000 11724846.00 5927046.91 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2044-05-01 2.468000 11736368.00 5225586.84 Agency Mortgage-Backed Securities FANNIE MAE B1V7KEBTPIMZEU4LTD58 2046-04-01 3.560000 11794912.00 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Merrill Lynch, Pierce, Fenner & Smith, Inc. 1.070 8NAV47T0Y26Q87Y0QP81 BRTDGJBU4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N GNMA_12-H26 2060-07-20 3.497790 14046540.00 879086.77 Agency Collateralized Mortgage Obligation FNMA_13-69 2043-07-25 5.462120 39847678.00 4763782.21 Agency Collateralized Mortgage Obligation GNMA_16-159 2046-11-20 3.500000 43938315.00 3693542.04 Agency Collateralized Mortgage Obligation FHLMC_39-83 2042-01-15 4.721110 68980822.00 4762414.41 Agency Collateralized Mortgage Obligation FNMA_12-63 2039-03-25 5.312120 170631000.00 4751956.12 Agency Collateralized Mortgage Obligation GNMA_15-H13D 2064-08-20 2.079680 186934018.00 4742667.39 Agency Collateralized Mortgage Obligation FHLMC_4123 2027-10-15 3.000000 122086413.00 4732788.39 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 26000000.00 26000000.00 0.0003 N Y Y N Merrill Lynch, Pierce, Fenner & Smith, Inc. 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Collateralized Mortgage Obligation GNMA_12-117 2042-07-20 4.500000 10068999.00 304656.82 Agency Collateralized Mortgage Obligation FHLMC_3895 2041-07-15 5.261110 10526602.00 857667.57 Agency Collateralized Mortgage Obligation FHLMC_3702 2040-08-15 5.500000 10600000.00 528693.99 Agency Collateralized Mortgage Obligation FHLMC_3507 2032-03-15 0.000000 10916685.00 1.71 Agency Collateralized Mortgage Obligation GNH_14-H24 2064-11-20 1.746775 11326271.00 709528.85 Asset-Backed Securities GNMA_07-24 2037-05-16 5.561110 11347000.00 139194.69 Agency Collateralized Mortgage Obligation FNMA_10-118 2040-10-25 5.000000 11408517.00 241768.72 Agency Collateralized Mortgage Obligation FNMA_14-56 2040-01-25 4.912120 11615857.00 158999.54 Agency Collateralized Mortgage Obligation GNMA_12-50 2038-06-16 5.000000 11695580.00 219557.44 Agency Collateralized Mortgage Obligation GNMA_12-H21 2062-05-20 2.919340 12000000.00 618980.53 Agency Collateralized Mortgage Obligation GNMA_13-110 2043-01-16 4.961110 12134000.00 651461.51 Agency Collateralized Mortgage Obligation GNMA_12-H29 2062-10-20 3.066700 12173605.00 632428.59 Agency Collateralized Mortgage Obligation FHLMC_3533 2036-07-15 0.000000 12224948.00 77.01 Agency Collateralized Mortgage Obligation FNMA_13-73 2043-07-25 3.500000 12500000.00 942524.14 Agency Collateralized Mortgage Obligation GNH_15-H9 2065-03-20 1.575540 12783082.00 569331.06 Asset-Backed Securities GNMA_13-H20 2063-08-20 2.056520 12900000.00 687286.58 Agency Collateralized Mortgage Obligation GNH_13-H9 2063-04-20 1.789657 13100000.00 327248.63 Asset-Backed Securities GNMA_12-H13 2062-05-20 1.581750 13100000.00 501128.15 Agency Collateralized Mortgage Obligation FHLMC_3531 2039-01-15 5.500000 13159296.00 69889.99 Agency Collateralized Mortgage Obligation GNMA_12-21 2042-02-20 5.411120 13336859.00 851674.44 Agency Collateralized Mortgage Obligation FNMA_12-126C 2042-11-25 3.862120 14000000.00 752473.26 Agency Collateralized Mortgage Obligation FNMA_09-28 2036-07-25 0.000000 14420183.00 35.86 Agency Collateralized Mortgage Obligation FNMA_30437 2035-02-25 5.452120 14545453.00 467606.48 Agency Collateralized Mortgage Obligation FNMA_12-69 2042-07-25 5.312120 14951541.00 685206.02 Agency Collateralized Mortgage Obligation GNMA_13-H25B 2063-10-20 2.600660 15373934.00 712555.32 Agency Collateralized Mortgage Obligation GNMA_12-H20 2061-04-20 3.090190 16000000.00 595845.19 Agency Collateralized Mortgage Obligation FNMA_09-36 2037-06-25 0.000000 16108173.00 32.63 Agency Collateralized Mortgage Obligation FNMA_05-73 2035-08-25 5.442120 16370295.00 299355.61 Agency Collateralized Mortgage Obligation GNMA_12-H06 2062-03-20 1.521770 16800000.00 506163.61 Agency Collateralized Mortgage Obligation FNMA_12-104 2042-09-25 4.842120 16935361.00 851935.16 Agency Collateralized Mortgage Obligation GNMA_14-137 2039-09-20 3.500000 17142857.00 734085.20 Agency Collateralized Mortgage Obligation GNMA_12-H21 2061-05-20 3.015210 17700000.00 250870.35 Agency Collateralized Mortgage Obligation GNMA_10-H18B 2060-09-20 1.651140 18000000.00 502952.22 Agency Collateralized Mortgage Obligation GNMA_10-H17 2060-02-20 1.222150 18273556.00 362741.27 Agency Collateralized Mortgage Obligation FHLMC_41-41 2027-09-15 3.000000 18495907.00 599302.33 Agency Collateralized Mortgage Obligation GNMA_10-H15B 2060-08-20 1.524470 18500000.00 355902.06 Agency Collateralized Mortgage Obligation GNMA_12-H28 2062-09-20 2.739140 18500000.00 572654.37 Agency Collateralized Mortgage Obligation GNMA_05-83 2035-10-16 5.500000 18772090.00 257217.03 Agency Collateralized Mortgage Obligation GNMA_05-46 2035-06-20 5.500000 18897399.00 263000.88 Agency Collateralized Mortgage Obligation GNMA_11-137D 2041-01-20 4.000000 19435750.00 631587.19 Agency Collateralized Mortgage Obligation FHLMC_41-94 2043-04-15 0.000000 19760200.00 23.69 Agency Collateralized Mortgage Obligation FHLMC_3575 2039-04-15 5.361110 20000000.00 109671.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-16 2036-04-20 5.011120 20000000.00 155486.23 Agency Collateralized Mortgage Obligation GNMA_10-43 2040-04-20 4.441120 20000000.00 643371.32 Agency Collateralized Mortgage Obligation GNMA_12-H31 2059-09-20 4.156560 20059271.00 9878.80 Agency Collateralized Mortgage Obligation FNMA_07-W5 2037-06-25 5.502120 20363449.00 117092.45 Agency Collateralized Mortgage Obligation GNH_14-H8 2064-03-20 0.493423 20444970.00 198815.89 Asset-Backed Securities GNMA_12-H10 2061-12-20 1.419980 20700000.00 503098.10 Agency Collateralized Mortgage Obligation GNMA_08-73B 2038-08-20 4.901120 21060000.00 163111.63 Agency Collateralized Mortgage Obligation GNH_10-H11 2060-06-20 1.309158 21336362.00 391391.88 Asset-Backed Securities GNMA_13-H10 2063-04-20 0.480190 21419658.00 289657.81 Agency Collateralized Mortgage Obligation FHLMC_35-19 2037-07-15 0.000000 21475526.00 112.72 Agency Collateralized Mortgage Obligation GNMA_06-51 2046-08-16 0.928040 21756662.00 31970.89 Agency Collateralized Mortgage Obligation FNMA_06-109 2036-11-25 5.382120 21849481.00 742644.07 Agency Collateralized Mortgage Obligation GNMA_13-H18C 2063-06-20 1.540690 22044721.00 619368.24 Agency Collateralized Mortgage Obligation FHLMC_4322 2043-10-15 4.000000 22394000.00 620281.03 Agency Collateralized Mortgage Obligation GNMA_13-H20 2063-08-20 1.679150 23000000.00 892371.61 Agency Collateralized Mortgage Obligation FNMA_09-28 2037-04-25 0.000000 23019827.00 27.02 Agency Collateralized Mortgage Obligation GNMA_10-154 2039-10-20 4.861120 23060714.00 298506.48 Agency Collateralized Mortgage Obligation GNMA_10-12 2040-01-16 5.161110 24000000.00 328874.47 Agency Collateralized Mortgage Obligation FHLMC_3247 2036-08-15 0.000000 25000000.00 134.14 Agency Collateralized Mortgage Obligation GNMA_13-H07 2063-03-20 1.724590 25224066.00 733601.43 Agency Collateralized Mortgage Obligation GNMA_11-H08 2061-02-20 1.105510 25400000.00 607894.00 Agency Collateralized Mortgage Obligation 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947499.97 Agency Collateralized Mortgage Obligation FHLMC_3238 2036-11-15 5.251110 30000000.00 575182.98 Agency Collateralized Mortgage Obligation GNMA_11-H21 2061-11-20 1.774750 30000001.00 740101.61 Agency Collateralized Mortgage Obligation GNMA_10-H06 2060-04-20 1.241990 30258357.00 490258.43 Agency Collateralized Mortgage Obligation FHLMC_3708 2040-07-15 5.411110 31000000.00 411646.26 Agency Collateralized Mortgage Obligation FHLMC_3747 2029-06-15 4.000000 31347625.00 73394.25 Agency Collateralized Mortgage Obligation FHLMC_3848 2040-04-15 5.311110 31683999.00 291216.52 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-89 2035-10-25 5.462120 31962174.00 371839.98 Agency Collateralized Mortgage Obligation FHLMC_3501 2039-01-15 4.611110 32000000.00 716842.32 Agency Collateralized Mortgage Obligation FHLMC_3616 2039-12-15 5.061110 33000000.00 426814.35 Agency Collateralized Mortgage Obligation GNMA_07-47 2036-08-16 5.861110 33333333.00 249563.49 Agency Collateralized Mortgage Obligation GNMA_11-82 2041-06-20 4.201120 33750000.00 612666.86 Agency Collateralized Mortgage Obligation FNMA_10-137 2038-10-25 5.000000 34074838.00 199337.48 Agency Collateralized Mortgage Obligation FHLMC_2322 2029-06-15 7.361110 36910722.00 82752.85 Agency Collateralized Mortgage Obligation FHLMC_2084 2028-08-15 7.511110 38216160.00 112996.01 Agency Collateralized Mortgage Obligation FHLMC_3309 2037-04-15 5.511110 38305092.00 772622.09 Agency Collateralized Mortgage Obligation GNMA_09-87 2035-09-20 5.061120 39228684.00 396130.87 Agency Collateralized Mortgage Obligation FHLMC_3231 2036-10-15 5.361110 39955710.00 500569.85 Agency Collateralized Mortgage Obligation GNMA_10-47 2038-01-20 5.011120 40016426.00 520311.98 Agency Collateralized Mortgage Obligation GNMA_03-34 2033-03-20 5.911120 41257142.00 131384.57 Agency Collateralized Mortgage Obligation FNMA_10-42 2040-05-25 5.162120 42500000.00 230321.06 Agency Collateralized Mortgage Obligation GNMA_13-H03 2060-08-20 3.961130 42696886.00 261371.31 Agency Collateralized Mortgage Obligation FNMA_09-3 2037-01-25 0.000000 46460176.00 130.87 Agency Collateralized Mortgage Obligation GNMA_05-47 2034-05-20 4.861120 47369333.00 163056.58 Agency Collateralized Mortgage Obligation GNMA_09-118 2039-12-16 5.161110 49813000.00 524762.55 Agency Collateralized Mortgage Obligation FNMA_07-44 2037-05-25 5.202120 49813961.00 469063.38 Agency Collateralized Mortgage Obligation FHLMC_3411 2038-02-15 5.061110 50000000.00 326762.80 Agency Collateralized Mortgage Obligation GNMA_05-39 2035-06-20 4.961120 50000000.00 387024.01 Agency Collateralized Mortgage Obligation FNMA_05-43 2034-02-25 5.562120 50290000.00 33233.15 Agency Collateralized Mortgage Obligation FHLMC_35-22 2039-04-15 4.861110 51002252.00 938747.44 Agency Collateralized Mortgage Obligation FNW_07-W7 2037-07-25 5.292120 52455908.00 321003.22 Agency Collateralized Mortgage Obligation FNMA_02-8 2032-03-25 6.862120 55000000.00 85539.77 Agency Collateralized Mortgage Obligation FHLMC_3549 2039-07-15 4.561110 56066666.00 167223.64 Agency Collateralized Mortgage Obligation FNMA_08-68 2038-08-25 4.862120 56809000.00 412784.65 Agency Collateralized Mortgage Obligation GNMA_04-91 2034-11-20 4.861120 57112000.00 465870.82 Agency Collateralized Mortgage Obligation FNMA_08-45 2023-06-25 5.262120 60000000.00 230166.28 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2967 2020-04-15 5.000000 60749421.00 69562.91 Agency Collateralized Mortgage Obligation FHMS_16-K059 2026-09-25 3.120000 61643174.00 63248892.38 Agency Collateralized Mortgage Obligation FNMA_03-49 2033-01-25 5.762120 62019059.00 185537.13 Agency Collateralized Mortgage Obligation GNMA_13-H22A 2063-04-20 0.439690 62858668.00 652080.95 Agency Collateralized Mortgage Obligation FNMA_05-75 2035-09-25 4.862120 64000000.00 652944.95 Agency Collateralized Mortgage Obligation GNMA_11-166 2039-12-20 5.000000 64128036.00 809535.65 Agency Collateralized Mortgage Obligation GOVERNMENT 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581354.75 Agency Collateralized Mortgage Obligation GNMA_12-H14 2060-06-20 3.601710 8800000.00 442099.91 Agency Collateralized Mortgage Obligation GNMA_15-H09B 2065-04-20 1.945870 11276000.00 632716.22 Agency Collateralized Mortgage Obligation GNMA_14-H19 2064-09-20 1.641330 11400000.00 946780.52 Agency Collateralized Mortgage Obligation GNMA_12-H31 2062-11-20 0.742790 11681882.00 115298.63 Agency Collateralized Mortgage Obligation GNMA_10-H20 2060-10-20 1.447360 14000000.00 729269.58 Agency Collateralized Mortgage Obligation GNMA_10-47 2038-06-16 7.000000 14641435.00 732253.61 Agency Collateralized Mortgage Obligation FNMA_11-17 2041-03-25 5.312120 15912667.00 134824.59 Agency Collateralized Mortgage Obligation FHLMC_3387 2037-11-15 5.181110 20000000.00 442071.50 Agency Collateralized Mortgage Obligation GNMA_10-31 2040-03-20 4.511120 20000000.00 550363.48 Agency Collateralized Mortgage Obligation GNMA_12-H12 2062-05-20 0.398160 23134965.00 234144.72 Agency Collateralized Mortgage 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83345678.00 132415.89 Agency Collateralized Mortgage Obligation GNMA_13-H13 2063-05-20 0.486370 85149999.00 686637.09 Agency Collateralized Mortgage Obligation GNMA_03-42 2030-01-16 5.361110 93600000.00 301281.45 Agency Collateralized Mortgage Obligation FNMA_09-110 2040-01-25 5.012120 150000000.00 871721.16 Agency Collateralized Mortgage Obligation GNMA_08-XX 2047-11-16 0.000000 227119159.00 5783.16 Agency Collateralized Mortgage Obligation GM_09-5 2051-03-16 1.018720 297586501.00 5118.23 Agency Collateralized Mortgage Obligation Y Fitch F1 Moody's NR Standard & Poor's A-1 2017-11-01 2017-11-01 2017-11-01 N N N 0.0107 150000000.00 150000000.00 0.0018 N Y Y N Credit Agricole Corporate and Investment Bank SA Credit Agricole Corporate and Investment Bank SA 1.050 1VUV7VQFKUOQSJ21A208 BRTDGJC66 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N UNITED STATES TREASURY 2023-03-31 1.500000 104915100.00 102000031.07 U.S. Treasuries 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Andrews Neal J. Andrews Chief Financial Officer