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2024-06-17 0.9995 2024-06-18 0.9994 2024-06-20 0.9995 2024-06-21 0.9994 2024-06-24 0.9994 2024-06-25 0.9994 2024-06-26 0.9995 2024-06-27 0.9995 2024-06-28 3086947619.73 6536120317.63 2024-06-03 3849596911.29 4541673691.87 2024-06-04 2817277182.65 2742772802.37 2024-06-05 3257984218.69 2931162855.17 2024-06-06 3159763525.01 3067091887.53 2024-06-07 4828015713.92 3464249981.97 2024-06-10 4366813307.40 2867859758.63 2024-06-11 3500856239.70 3597418816.98 2024-06-12 3817553256.34 4214837974.81 2024-06-13 4450552471.73 4422851794.55 2024-06-14 3959560203.74 5891462767.93 2024-06-17 2906124512.03 3657981644.40 2024-06-18 3848569065.45 4051605420.44 2024-06-20 3242096610.29 5061961454.86 2024-06-21 4927303479.15 3506215539.50 2024-06-24 4417292289.81 4958141250.58 2024-06-25 2747893623.20 3671989422.01 2024-06-26 3524251723.81 4182884260.52 2024-06-27 6017528217.20 4249092398.75 2024-06-28 72725980171.14 77617374040.50 0.0520 2024-06-03 0.0520 2024-06-04 0.0520 2024-06-05 0.0520 2024-06-06 0.0519 2024-06-07 0.0519 2024-06-10 0.0519 2024-06-11 0.0519 2024-06-12 0.0519 2024-06-13 0.0519 2024-06-14 0.0519 2024-06-17 0.0519 2024-06-18 0.0519 2024-06-20 0.0519 2024-06-21 0.0519 2024-06-24 0.0519 2024-06-25 0.0519 2024-06-26 0.0520 2024-06-27 0.0520 2024-06-28 Y 1611044.29 Depository institution or other banking institution 0.1100 0.0000 Depository institution or other banking institution 0.0686 0.0000 Broker-dealer 0.3062 0.0000 N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y4668 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912833WR7 2028-11-15 0 N/A 6700000.00 5546539.27 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 5435375.00 5435375.00 0.0000 N Y Y N BMO Capital Markets Corp. 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Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 75000000.00 75000000.00 0.0005 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.34499920 3130B12X4 2549001DPIFGXC1TOL40 US3130B12X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2024-07-01 2024-10-22 2024-10-22 N N N 0.0551 510561296.52 510561296.52 0.0034 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33999880 3130B0NA3 2549001DPIFGXC1TOL40 US3130B0NA32 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2024-07-01 2024-08-29 2024-08-29 N N N 0.0546 170501461.76 170501461.76 0.0012 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KT3 254900HROIFWPRGM1V77 US912797KT32 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ 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698183.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-125 N/A 38380T3M6 2047-08-20 3 N/A 1899000.00 1435250.91 Agency Collateralized Mortgage Obligation FNMA_24-42B N/A 3136BSHG3 2051-12-25 5.5 N/A 10295210.00 10034463.22 Agency Collateralized Mortgage Obligation GNMA_16-173A N/A 38380TPZ3 2045-10-20 3 N/A 4209708.00 71109.24 Agency Collateralized Mortgage Obligation FHLMC_4756A N/A 3137FDQ96 2048-02-15 3.5 N/A 300000.00 247275.72 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K159 N/A 3137FKKM7 2029-12-25 3.95 N/A 22289959.00 8932302.84 Agency Collateralized Mortgage Obligation FREMF_17-SB36 N/A 35802YAA9 2037-08-25 4.53063 N/A 35038311.00 12215003.37 Agency Collateralized Mortgage Obligation FRESB_20-SB81 N/A 30317QAA5 2040-10-25 3.06589 N/A 28986099.00 21492343.07 Agency Collateralized Mortgage Obligation FHLMC_4292 N/A 3137B75V7 2044-01-15 3.5 N/A 879775.00 771913.71 Agency Collateralized Mortgage Obligation FNMA_10-141F N/A 31398SYK3 2040-12-25 4.5 N/A 16600000.00 2473552.47 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379E2J0 2044-09-16 3 N/A 4900000.00 4834803.33 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K737 N/A 3137FQXK4 2026-10-25 2.097 N/A 280000.00 262330.25 Agency Collateralized Mortgage Obligation FRESB_20-SB79 N/A 30316VAA5 2040-09-25 7.5 N/A 40966379.00 34039532.88 Agency Collateralized Mortgage Obligation FNMA_14-60 N/A 3136ALEH0 2044-03-25 3.5 N/A 295000.00 356400.20 Agency Collateralized Mortgage Obligation FHLMC_5416A N/A 3137HD5T3 2054-06-25 0 N/A 11514520.00 9390823.29 Agency Collateralized Mortgage Obligation FNMA_13-73C N/A 3136AFRE6 2043-07-25 2.25 N/A 25600000.00 1771448.83 Agency Collateralized Mortgage Obligation FHLMC_4753M N/A 3137FE4Q0 2048-02-15 3.5 N/A 3100000.00 1327391.18 Agency Collateralized Mortgage Obligation FHLMC_4312B N/A 3137B7Q36 2043-08-15 3.5 N/A 6605652.00 6588112.18 Agency Collateralized Mortgage Obligation GNMA_21-161E N/A 38383A2M5 2051-09-20 3 N/A 117603750.00 9582158.48 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-1 N/A 3136B0YE0 2048-02-25 3.5 N/A 6000000.00 6565107.24 Agency Collateralized Mortgage Obligation GNMA_20-83B N/A 38382GDK5 2039-06-20 5.85315 N/A 10000.00 4402.71 Agency Collateralized Mortgage Obligation FHLMC_5068H N/A 3137F8NS8 2050-11-25 1 N/A 500000.00 149504.55 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4825 N/A 3137FH7M9 2048-09-15 3.5 N/A 4735000.00 5098993.55 Agency Collateralized Mortgage Obligation FREDDIE_MAC FHLMC_4332 N/A 3137BA5S7 2044-04-15 4 N/A 1770000.00 1916621.97 Agency Collateralized Mortgage Obligation FRESB_21-SB84 N/A 30320WAA7 2041-01-25 7.5 N/A 40261842.00 28708057.11 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379WHL9 2046-04-20 3.5 N/A 2846000.00 2464884.37 Agency Collateralized Mortgage Obligation GNMA_09-94D N/A 38376K2H3 2039-10-16 6.14332 N/A 11543539.00 307845.40 Agency Collateralized Mortgage Obligation FRESB_18-SB57 N/A 30308LAG4 2038-09-25 4.61234 N/A 57632062.00 28648957.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-137 N/A 38381AQP4 2048-10-20 3.5 N/A 8290000.00 8691838.84 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4830 N/A 3137FHT60 2048-07-15 4 N/A 2905000.00 3270993.13 Agency Collateralized Mortgage Obligation FHLMC_2793 N/A 31394YHN7 2034-05-15 4.5 N/A 6800000.00 447211.17 Agency Collateralized Mortgage Obligation FRESB_16-SB23 N/A 30295LAK0 2036-10-25 5.25486 N/A 18059180.00 3996564.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379JNL1 2045-02-20 2.5 N/A 4351000.00 4475870.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-72 N/A 38380WF87 2048-05-20 3.5 N/A 5009000.00 5210940.15 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_4835 N/A 3137FHRM7 2048-10-15 3.5 N/A 5140000.00 5240421.59 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHR_4360 N/A 3137BCHA9 2044-07-15 3 N/A 8200000.00 9590086.53 Agency Collateralized Mortgage Obligation FHMS_KF150 N/A 3137H9PP8 2032-12-25 5.88466 N/A 8000000.00 7768919.19 Agency Collateralized Mortgage Obligation FNMA_20-53A N/A 3136BBHT2 2050-08-25 2 N/A 2995000.00 2182343.55 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4821 N/A 3137FHHM8 2048-05-15 4 N/A 7000000.00 3581787.57 Agency Collateralized Mortgage Obligation FNMA_24-42B N/A 3136BSHB4 2054-07-25 5.5 N/A 23419378.00 23372047.43 Agency Collateralized Mortgage Obligation GNMA_22-100B N/A 38383THC0 2041-11-20 4 N/A 750000.00 366006.47 Agency Collateralized Mortgage Obligation GNMA_23-181A N/A 38384FBP6 2053-11-20 5.5 N/A 9486732.00 9719636.48 Agency Collateralized Mortgage Obligation GNMA_19-86F N/A 38381WC71 2049-03-20 2.5 N/A 1475000.00 215809.06 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX90 2049-04-20 0.59685 N/A 87633904.00 8605958.02 Agency Collateralized Mortgage Obligation FHLMC_4103D N/A 3137AUBD0 2042-07-15 3.5 N/A 700000.00 836708.75 Agency Collateralized Mortgage Obligation GNMA_21-83B N/A 38382QQL7 2051-05-20 1 N/A 5100000.00 2054031.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-84 N/A 38374CYN5 2033-10-20 5.5 N/A 2000000.00 657661.16 Agency Collateralized Mortgage Obligation GNMA_15-92 N/A 38379PS24 2045-01-20 3 N/A 2640000.00 2178097.68 Agency Collateralized Mortgage Obligation FNMA_12-110 N/A 3136A9HT8 2042-10-25 3 N/A 3858000.00 340319.69 Agency Collateralized Mortgage Obligation FNMA_24-21A N/A 3136BRUD7 2054-05-25 5.5 N/A 5084946.00 5001320.52 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-134 N/A 31398SND1 2040-12-25 4.5 N/A 29590000.00 1578120.87 Agency Collateralized Mortgage Obligation FRESB _20-SB76 N/A 30315EAF3 2030-05-25 3.18622 N/A 42587285.00 34921274.21 Agency Collateralized Mortgage Obligation FREMF_16-SB20 N/A 30289VAA8 2036-07-25 13.25259 N/A 29308711.00 14223930.48 Agency Collateralized Mortgage Obligation FNMA_17-89 N/A 3136AYWH2 2043-06-25 3 N/A 1625000.00 204096.16 Agency Collateralized Mortgage Obligation GNMA_20-96J N/A 38382GS60 2050-07-20 3 N/A 113088094.00 8662227.59 Agency Collateralized Mortgage Obligation FREMF_16-SB13 N/A 302614BB7 2036-01-25 12.52311 N/A 40089331.00 10206819.64 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JC88 2065-05-16 4 N/A 1165197.00 903470.45 Agency Collateralized Mortgage Obligation FNMA_12-21 N/A 3136A35Y3 2041-03-25 2 N/A 20142000.00 665724.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-122 N/A 38380YR80 2048-09-20 3.5 N/A 5600000.00 5788710.59 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 8802331.59 Agency Collateralized Mortgage Obligation FHLMC_4198 N/A 3137B1LM2 2040-10-15 3 N/A 5366571.00 15304.55 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_14-85 N/A 3136ALD65 2044-12-25 3 N/A 2936000.00 3329523.59 Agency Collateralized Mortgage Obligation FHLMC_4906C N/A 3137FNV80 2049-08-25 2 N/A 2500000.00 831712.22 Agency Collateralized Mortgage Obligation FNMA_21-88E N/A 3136BKRP9 2050-03-25 2.5 N/A 935000.00 650119.84 Agency Collateralized Mortgage Obligation GNMA_23-75F N/A 38384AXB4 2048-04-20 0.74685 N/A 101971319.00 10387459.23 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7TZ5 2042-08-25 5.94983 N/A 150000.00 18352.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125 N/A 38380Y5T8 2048-09-20 3.5 N/A 11906000.00 12159003.56 Agency Collateralized Mortgage Obligation FHLMC_4199B N/A 3137B2A67 2043-05-15 3.5 N/A 500000.00 349717.89 Agency Collateralized Mortgage Obligation FNMA_18-32A N/A 3136B1B94 2048-05-25 3.5 N/A 400000.00 339995.04 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_00-32 N/A 31358SNY3 2030-10-18 5.89751 N/A 200000.00 134.05 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-30 N/A 3136B1K60 2048-05-25 4 N/A 4640000.00 4958714.61 Agency Collateralized Mortgage Obligation FHLMC_4704 N/A 3137F1HT8 2047-07-15 3.5 N/A 6800000.00 766222.75 Agency Collateralized Mortgage Obligation FRESB_15-SB10 N/A 30293YAC2 2035-12-25 13.25259 N/A 14819890.00 4501824.64 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-103 N/A 3136A8C57 2042-09-25 5.84983 N/A 226474.00 26694.98 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PE48 2054-06-20 5.5 N/A 1268786.00 1263592.86 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGZ4 2049-11-25 0.60017 N/A 96587793.00 9425888.67 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4596 N/A 3137BQPF8 2046-06-15 3 N/A 3175000.00 3469585.84 Agency Collateralized Mortgage Obligation FHLMC_5432 N/A 3137HDN71 2054-07-25 5.5 N/A 13169440.00 13143272.32 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5006 N/A 3137FVBQ4 2045-06-25 2 N/A 570974.00 222002.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSO N/A 38379YHH4 2046-06-20 3 N/A 3330000.00 2091187.92 Agency Collateralized Mortgage Obligation FHLMC_4670 N/A 3137BWFL3 2047-03-15 3 N/A 222000.00 176725.99 Agency Collateralized Mortgage Obligation FHLMC_5416C N/A 3137HD6D7 2054-06-25 5.5 N/A 3489699.00 3436126.47 Agency Collateralized Mortgage Obligation GNMA_19-98E N/A 38381YED2 2049-08-20 5.90315 N/A 100000.00 25819.57 Agency Collateralized Mortgage Obligation GNMA_19-128D N/A 38382AEQ4 2049-10-20 3.5 N/A 6123963.00 2008537.60 Agency Collateralized Mortgage Obligation GNMA_23-116K N/A 38384EFA8 2053-08-20 6 N/A 16114000.00 17349294.56 Agency Collateralized Mortgage Obligation FHLMC_5386D N/A 3137HBY65 2054-03-25 5 N/A 1964488.00 1857528.35 Agency Collateralized Mortgage Obligation GNMA_16-141B N/A 38380CAC7 2046-10-20 2.5 N/A 390000.00 256648.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38380BEV3 2046-10-20 3 N/A 1471000.00 1457468.88 Agency Collateralized Mortgage Obligation FHLMC_5104F N/A 3137H0GJ1 2049-06-25 3.5 N/A 98370798.00 9387985.48 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-83 N/A 3136AQKE9 2045-11-25 3.5 N/A 18807000.00 22057925.94 Agency Collateralized Mortgage Obligation GNMA_21-142D N/A 38382XRK3 2051-08-20 3 N/A 77377861.00 9518157.74 Agency Collateralized Mortgage Obligation FRESB_20-SB78 N/A 30316KAF8 2040-07-25 7.5 N/A 37640345.00 23223642.50 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-65 N/A 3136BPCQ2 2052-09-25 6 N/A 1631000.00 1311186.32 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-75 N/A 3136B3CZ1 2048-10-25 4 N/A 7700000.00 4297898.34 Agency Collateralized Mortgage Obligation FNMA_17-67C N/A 3136AXK46 2047-09-25 4 N/A 915275.00 1037944.88 Agency Collateralized Mortgage Obligation FR_20-SB72 N/A 30296SAA6 2040-02-25 7.5 N/A 38060467.00 23106650.85 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Moody's NR Fitch F1 2024-07-01 2024-08-02 2024-08-02 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch A+ Moody's NR Standard & Poor's A+ N N 0.0547 799000000.00 799000000.00 0.0054 N N N Y U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KX4 254900HROIFWPRGM1V77 US912797KX44 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2024-08-13 2024-08-13 2024-08-13 N N N 0.0500 402464343.60 402464343.60 0.0027 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45L6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912810RN0 2045-08-15 2.875 N/A 67000000.00 52388078.53 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 51338750.00 51338750.00 0.0004 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.35000000 N/A 549300H47WTHXPU08X20 BYD4Y5H63 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 65266100.00 66860686.68 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625 N/A 61600.00 62209.12 U.S. Treasuries (including strips) 2 1/4 NOTE R 24 N/A 9128283D0 2024-10-31 2.25 N/A 148400.00 147395.38 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 N/A 912828XZ8 2025-06-30 2.75 N/A 100.00 99.09 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 12643600.00 11929480.68 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 108900.00 104088.38 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 4330300.00 3829326.64 U.S. Treasuries (including strips) 2 1/8 NOTE Q 24 N/A 9128282Y5 2024-09-30 2.125 N/A 400.00 398.79 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 116169800.00 97595395.53 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 N/A 100.00 96.20 U.S. Treasuries (including strips) 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 7423200.00 5750706.95 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 100.00 98.41 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 N/A 912828XB1 2025-05-15 2.125 N/A 58200.00 56850.74 U.S. Treasuries (including strips) 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 N/A 3539800.00 3495938.18 U.S. Treasuries (including strips) TRFR AX 01/31/25 N/A 91282CGF2 2025-01-31 5.505203313 N/A 53000000.00 53514430.63 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 N/A 635000.00 640542.34 U.S. Treasuries (including strips) 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 N/A 14933200.00 11160633.15 U.S. Treasuries (including strips) 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 N/A 6094900.00 5100974.92 U.S. Treasuries (including strips) 0 3/8 NOTE AQ 24 N/A 91282CCL3 2024-07-15 0.375 N/A 4000000.00 3999351.45 U.S. Treasuries (including strips) 5 NOTE BJ 25 N/A 91282CJE2 2025-10-31 5 N/A 286800.00 289152.71 U.S. Treasuries (including strips) 6 3/8 BOND 27 N/A 912810FA1 2027-08-15 6.375 N/A 225600.00 243518.60 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 7500100.00 3910648.24 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 45137300.00 42389617.89 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 N/A 9128283V0 2025-01-31 2.5 N/A 22808400.00 22673842.22 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 200.00 187.44 U.S. Treasuries (including strips) 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 246936500.00 167767415.28 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 N/A 16141100.00 13910116.71 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 5506200.00 4952355.91 U.S. Treasuries (including strips) 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 N/A 100.00 74.23 U.S. Treasuries (including strips) 4 5/8 NOTE BD 25 N/A 91282CHL8 2025-06-30 4.625 N/A 2651600.00 2699763.34 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 N/A 28379700.00 26487205.87 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.25 N/A 4755000.00 4810008.14 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 71700.00 68412.50 U.S. Treasuries (including strips) 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 58705300.00 60293037.16 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 41392100.00 41736233.02 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 4200.00 2327.74 U.S. Treasuries (including strips) 4 7/8 NOTE BL 25 N/A 91282CJL6 2025-11-30 4.875 N/A 7100100.00 7119075.08 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 N/A 4999700.00 3179624.32 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 8834000.00 8877549.50 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 25 N/A 91282CGU9 2025-03-31 3.875 N/A 20822100.00 20814787.57 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 163408400.00 165636850.08 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 202600.00 202268.24 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 N/A 100.00 89.13 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 100.00 100.53 U.S. Treasuries (including strips) 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.5 N/A 1000.00 1005.89 U.S. Treasuries (including strips) BILL 07/09/24 N/A 912797KN6 2024-07-09 0 N/A 477900.00 477344.68 U.S. Treasuries (including strips) 1 3/8 NOTE U 25 N/A 912828Z52 2025-01-31 1.375 N/A 100.00 98.32 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 N/A 91282CBH3 2026-01-31 0.375 N/A 400.00 373.40 U.S. Treasuries (including strips) BILL 08/06/24 N/A 912797KW6 2024-08-06 0 N/A 220000.00 218848.74 U.S. Treasuries (including strips) BILL 09/05/24 N/A 912797GL5 2024-09-05 0 N/A 1020400.00 1010620.49 U.S. Treasuries (including strips) 2 7/8 NOTE S 25 N/A 9128285N6 2025-11-30 2.875 N/A 159500.00 155384.33 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 35269500.00 31316751.35 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 4908400.00 4529138.29 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 200.00 196.66 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 N/A 91282CGE5 2026-01-15 3.875 N/A 14428300.00 14467043.55 U.S. Treasuries (including strips) 1 5/8 NOTE E 29 N/A 912828YB0 2029-08-15 1.625 N/A 200.00 176.60 U.S. Treasuries (including strips) BILL 12/12/24 N/A 912797LP0 2024-12-12 0 N/A 100.00 97.67 U.S. Treasuries (including strips) BILL 09/17/24 N/A 912797LH8 2024-09-17 0 N/A 299600.00 296207.63 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 58900.00 54884.50 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 8939400.00 9043906.25 U.S. Treasuries (including strips) BILL 10/10/24 N/A 912797KT3 2024-10-10 0 N/A 11900.00 11726.11 U.S. Treasuries (including strips) 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 N/A 21132400.00 22606086.96 U.S. Treasuries (including strips) 1 5/8 NOTE Q 26 N/A 912828YG9 2026-09-30 1.625 N/A 197800.00 185920.63 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 100.00 100.51 U.S. Treasuries (including strips) 2 NOTE E 25 N/A 912828K74 2025-08-15 2 N/A 195000.00 189989.21 U.S. Treasuries (including strips) 2 1/8 NOTE N 24 N/A 9128282N9 2024-07-31 2.125 N/A 14504200.00 14593074.33 U.S. Treasuries (including strips) 1 NOTE AV 24 N/A 91282CDN8 2024-12-15 1 N/A 100.00 98.10 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 N/A 912828ZF0 2025-03-31 0.5 N/A 16439000.00 15897118.73 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 11367200.00 11346747.43 U.S. Treasuries (including strips) 3 7/8 NOTE BA 25 N/A 91282CGX3 2025-04-30 3.875 N/A 225400.00 224440.39 U.S. Treasuries (including strips) BILL 06/12/25 N/A 912797LN5 2025-06-12 0 N/A 19004500.00 18117788.04 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 N/A 91282CFP1 2025-10-15 4.25 N/A 100.00 99.93 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 5445000.00 3630582.65 U.S. Treasuries (including strips) 1 5/8 NOTE R 26 N/A 912828YQ7 2026-10-31 1.625 N/A 53289000.00 49911612.40 U.S. Treasuries (including strips) 4 1/8 NOTE AP 26 N/A 91282CHH7 2026-06-15 4.125 N/A 100.00 99.01 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 63298200.00 62108284.27 U.S. Treasuries (including strips) 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 N/A 160000.00 169644.86 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 400.00 378.44 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QX9 2042-08-15 2.75 N/A 9072600.00 7106981.53 U.S. Treasuries (including strips) 2 7/8 NOTE AP 25 N/A 91282CEU1 2025-06-15 2.875 N/A 700.00 686.07 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 N/A 912828ZC7 2025-02-28 1.125 N/A 25000100.00 24423859.65 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 301400.00 278713.41 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 100.00 95.57 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 12633100.00 13524305.34 U.S. Treasuries (including strips) 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 N/A 7983700.00 4003846.03 U.S. Treasuries (including strips) 5 NOTE BH 25 N/A 91282CJB8 2025-09-30 5 N/A 400000.00 404763.39 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 6000.00 5995.97 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 1131400.00 1066873.96 U.S. Treasuries (including strips) 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625 N/A 100.00 98.02 U.S. Treasuries (including strips) 0 3/8 NOTE Q 27 N/A 91282CAL5 2027-09-30 0.375 N/A 100.00 87.81 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 62120000.00 57899873.02 U.S. Treasuries (including strips) 0 3/8 NOTE AS 24 N/A 91282CCX7 2024-09-15 0.375 N/A 18125000.00 17958303.88 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 500000.00 498097.54 U.S. Treasuries (including strips) 7 1/2 BOND 24 N/A 912810ES3 2024-11-15 7.5 N/A 1133300.00 1154997.47 U.S. Treasuries (including strips) BILL 10/15/24 N/A 912797LT2 2024-10-15 0 N/A 14000.00 13785.34 U.S. Treasuries (including strips) 3 NOTE BE 24 N/A 91282CFA4 2024-07-31 3 N/A 35900.00 36269.63 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 780800.00 580617.42 U.S. Treasuries (including strips) 6 1/4 BOND 30 N/A 912810FM5 2030-05-15 6.25 N/A 222000.00 245521.97 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 200000.00 181227.30 U.S. Treasuries (including strips) 3 BOND 42 N/A 912810QW1 2042-05-15 3 N/A 27825300.00 22551263.60 U.S. Treasuries (including strips) 4 3/8 NOTE AG 28 N/A 91282CJN2 2028-11-30 4.375 N/A 13403500.00 13455411.68 U.S. Treasuries (including strips) 0 1/4 NOTE AB 25 N/A 91282CAB7 2025-07-31 0.25 N/A 100.00 95.09 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 1001100.00 991295.27 U.S. Treasuries (including strips) 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 N/A 300200.00 307547.80 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 N/A 100.00 91.83 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 33200000.00 34775783.15 U.S. Treasuries (including strips) 1 1/4 NOTE AC 24 N/A 912828YE4 2024-08-31 1.25 N/A 100.00 99.70 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 N/A 912828YY0 2024-12-31 1.75 N/A 1216700.00 1205794.53 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 37726800.00 35197187.59 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 37115500.00 21814889.29 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 59880400.00 56312329.06 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 N/A 1755300.00 1653906.58 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 15129900.00 15210374.29 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 18790800.00 16619118.75 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 283000.00 270010.36 U.S. Treasuries (including strips) TRFR BB 04/30/26 N/A 91282CKM2 2026-04-30 5.455203313 N/A 35245600.00 35553062.80 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 22349400.00 21756770.19 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 63800.00 61943.37 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1+ Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 1500000000.00 1500000000.00 0.0101 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385AF3 2549001DPIFGXC1TOL40 US313385AF39 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch Agency Moody's Agency Standard & Poor's Agency 2025-01-06 2025-01-06 2025-01-06 N N N 0.0522 9732533.30 9732533.30 0.0001 N N N N U.S. Treasury Notes U.S. Treasury Notes 5.47420320 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2024-07-01 2025-04-30 2025-04-30 N N N 0.0544 5374768274.52 5374768274.52 0.0362 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.34499920 3130B1PH4 2549001DPIFGXC1TOL40 US3130B1PH40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-07-01 2024-11-07 2024-11-07 N N N 0.0551 213999387.96 213999387.96 0.0014 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KZ9 254900HROIFWPRGM1V77 US912797KZ91 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2024-08-27 2024-08-27 2024-08-27 N N N 0.0509 1227138788.14 1227138788.14 0.0083 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385BK1 2549001DPIFGXC1TOL40 US313385BK15 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's Agency Standard & Poor's A-1+ 2025-02-03 2025-02-03 2025-02-03 N N N 0.0516 48485972.00 48485972.00 0.0003 N N N N Bank of Montreal Bank of Montreal 5.33000000 N/A NQQ6HPCNCCU6TUTQYE16 BYD4Y5G98 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0EK4 2049-07-01 2.5 N/A 141930942.00 113972702.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSVC3 2054-03-01 6 N/A 109283753.00 107028347.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWL35 2054-06-01 5.5 N/A 71159740.00 70719403.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWL43 2054-06-01 6 N/A 42610684.00 43029547.03 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's P-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 325000000.00 325000000.00 0.0022 N Y Y N Federal Home Loan Bank Bonds Federal Home Loan Bank Bonds 5.50000000 3130B0WQ8 2549001DPIFGXC1TOL40 US3130B0WQ82 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Standard & Poor's AA+ Fitch AA+ 2025-04-15 2025-04-15 2025-04-15 N N N 0.0580 821871316.02 821871316.02 0.0056 N N N N Societe Generale SA Societe Generale SA 5.32000000 N/A O2RNE8IBXP4R0TD8PU41 BYD4Y5GE7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEP2 2032-05-15 2.875 N/A 16834100.00 15299966.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810RM2 2045-05-15 3 N/A 100.00 79.23 U.S. Treasuries (including strips) Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 15000000.00 15000000.00 0.0001 N Y Y N BNP Paribas SA BNP Paribas SA 5.33000000 N/A R0MUWSFPU8MPRO8K5P83 BYD4Y5GU1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 14241758.00 105384.32 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 0.84685 N/A 10948275.00 1027593.37 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EA7 2043-02-15 0 N/A 100.00 42.91 U.S. Treasuries (including strips) FREDDIE MAC GOLD N/A 31287VDL1 2032-07-01 6.5 N/A 2038.00 38.60 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828Z37 2030-01-15 0.125 N/A 773300.00 849312.47 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DZ3 2042-11-15 0 N/A 800.00 348.25 U.S. Treasuries (including strips) GNMA_16-54D N/A 38379WPE6 2046-04-20 0.59685 N/A 16397919.00 431167.45 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834DV7 2039-05-15 0 N/A 537.16 272.20 U.S. Treasuries (including strips) GNMA_22-148H N/A 38383YBC5 2052-08-20 5 N/A 6557312.00 5726518.26 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834EV6 2039-11-15 0 N/A 6.32 3.12 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834VM7 2050-02-15 0 N/A 1.28 0.39 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834SZ2 2047-11-15 0 N/A 52.23 17.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RB6 2047-02-15 0 N/A 310.00 107.26 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 3.84 2.05 U.S. Treasuries (including strips) FHLMC_5371F N/A 3137HBDK7 2054-01-25 0 N/A 4925984.00 3891775.39 Agency Collateralized Mortgage Obligation FHLMC_5255A N/A 3137H8VL2 2052-09-25 5.5 N/A 1335.00 734.10 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 N/A 21.10 6.21 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128335B2 2036-02-15 0 N/A 137.30 82.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834KH0 2041-05-15 0 N/A 1212.00 552.99 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 N/A 300.00 88.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Z60 2038-02-15 0 N/A 81.73 44.22 U.S. Treasuries (including strips) GNMA_22-178C N/A 38383US76 2052-10-20 6 N/A 2912087.00 2545130.23 Agency Collateralized Mortgage Obligation GNMA_24-H03A N/A 38383KQR6 2074-02-20 0.60022 N/A 90434149.00 6324833.40 Agency Collateralized Mortgage Obligation GNMA_24-40C N/A 38384K3D1 2054-01-20 6 N/A 25236083.00 4551662.06 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803HB2 2054-05-15 0 N/A 100.00 28.09 U.S. Treasuries (including strips) FNMA_21-M06 N/A 3136BFHB2 2033-03-25 1.545 N/A 17516831.00 8744728.97 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 8797400.00 5978006.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QV3 2046-11-15 0 N/A 29.00 10.14 U.S. Treasuries (including strips) GNMA_24-21B N/A 38384JBL7 2053-10-20 0.667 N/A 249999983.00 15228316.76 Agency Collateralized Mortgage Obligation FNMA_22-14A N/A 3136BL2M1 2052-03-25 1.298393 N/A 93990444.00 2090268.82 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 9.81 5.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128335A4 2035-08-15 0 N/A 3.83 2.35 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834UH9 2049-02-15 0 N/A 1.27 0.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 382.77 242.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MZ8 2043-11-15 0 N/A 155.21 62.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MM7 2043-05-15 0 N/A 148.24 60.70 U.S. Treasuries (including strips) GNMA_24-27B N/A 38384JFC3 2054-02-20 0.657 N/A 14180720.00 976078.77 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K737 N/A 3137FQXL2 2026-10-25 0.740883 N/A 2821992.00 31586.06 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFV8 2032-11-15 4.125 N/A 1767800.00 1755871.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337F1 2037-02-15 0 N/A 125.87 71.72 U.S. Treasuries (including strips) GNMA_23-53G N/A 38383XH64 2053-04-20 6.183 N/A 41408335.00 34991222.25 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 3397900.00 3341891.34 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QNBU5 2052-02-01 2.5 N/A 33608772.00 24226894.50 Agency Mortgage-Backed Securities FNMA_21-85B N/A 3136BKHY1 2051-12-25 1.5 N/A 4011648.00 1351652.27 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AT5 2038-08-15 0 N/A 2.40 1.27 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334Z0 2035-02-15 0 N/A 228.65 143.28 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DJ9 2039-11-15 0 N/A 100.00 51.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834RR1 2047-08-15 0 N/A 68.99 23.39 U.S. Treasuries (including strips) GNMA_22-121B N/A 38383UCB4 2052-07-20 0.667 N/A 6863184.00 462055.03 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833X96 2035-11-15 0 N/A 81.28 49.20 U.S. Treasuries (including strips) FHLMC_5344A N/A 3137HAN28 2053-10-25 0 N/A 5570018.00 4028122.00 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337V6 2034-05-15 0 N/A 0.02 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LU2 2025-02-15 0 N/A 0.24 0.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 100.00 89.42 U.S. Treasuries (including strips) GNMA_23-63A N/A 38384ACW1 2053-05-20 6.333 N/A 34976067.00 29958632.40 Agency Collateralized Mortgage Obligation GNMA_23-24C N/A 38383WAZ9 2053-02-20 0.417 N/A 50000000.00 2197391.62 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EC3 2043-05-15 0 N/A 100.00 42.41 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FD5 2028-04-15 3.625 N/A 1100.00 2255.46 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337E4 2036-08-15 0 N/A 3.71 2.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 4.24 1.62 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834KP2 2041-08-15 0 N/A 0.03 0.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EF6 2044-02-15 0 N/A 100.00 40.93 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DT7 2041-08-15 0 N/A 100.00 46.90 U.S. Treasuries (including strips) GNMA_23-H02A N/A 38382YP49 2073-01-20 0.67161 N/A 117265333.00 6584527.24 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334Y3 2034-08-15 0 N/A 792.98 508.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833Y20 2036-05-15 0 N/A 114.71 67.84 U.S. Treasuries (including strips) FHLMC_5426A N/A 3137HCY97 2054-06-25 0.41465 N/A 1134902.00 39884.49 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 1.617 N/A 18452960.00 1234885.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HG5R9 2064-03-20 2.5 N/A 78753.00 62942.15 Agency Mortgage-Backed Securities GNMA_23-76E N/A 38383X5B6 2053-05-20 6.333 N/A 90780766.00 76073283.39 Agency Collateralized Mortgage Obligation FHLMC_3147A N/A 31396NLR5 2036-04-15 6.09751 N/A 100700.00 5053.17 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 500.00 251.81 U.S. Treasuries (including strips) FNMA_18-36D N/A 3136B2DP4 2048-06-25 0.80017 N/A 97775980.00 1635477.78 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PZ5 2046-02-15 0 N/A 6.94 2.51 U.S. Treasuries (including strips) FNMA_23-53F N/A 3136BQTW9 2053-11-25 0 N/A 1708546.00 1210460.85 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834NF1 2044-02-15 0 N/A 8.86 3.50 U.S. Treasuries (including strips) GNMA_23-98D N/A 38384BXX4 2053-07-20 6.333 N/A 46023521.00 37469122.28 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JB5 2040-08-15 0 N/A 1271.30 602.72 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GY3 2054-02-15 0 N/A 500.00 141.51 U.S. Treasuries (including strips) GNMA_23-123A N/A 38384CQZ5 2053-08-20 6.333 N/A 62024948.00 56767132.54 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KL06 N/A 3137F84J9 2029-12-25 1.46689 N/A 260000.00 13049.96 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834QH4 2046-05-15 0 N/A 39.32 14.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GK3 2052-08-15 0 N/A 1700.00 501.07 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MT2 2043-08-15 0 N/A 20.02 8.10 U.S. Treasuries (including strips) GNMA_22-170D N/A 38381T3E3 2052-09-20 5.5 N/A 77418386.00 63588242.41 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834MD7 2043-02-15 0 N/A 1789.45 742.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834KV9 2041-11-15 0 N/A 350.76 155.14 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LX4 2042-11-15 0 N/A 31.48 13.25 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834LB2 2042-02-15 0 N/A 62.72 27.40 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V7D6 2051-02-20 2 N/A 9144505.00 5100012.99 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803EH2 2044-05-15 0 N/A 200.00 80.94 U.S. Treasuries (including strips) GNMA_23-38G N/A 38383WHM1 2053-03-20 0.967 N/A 370425.00 17889.37 Agency Collateralized Mortgage Obligation Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 392000000.00 392000000.00 0.0026 N Y Y N Federal Reserve Bank of New York Federal Reserve Bank of New York 5.30000000 N/A 254900Y8NKGV541U8Q32 BYD4Y5JN4 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCT6 2024-08-15 0.375 N/A 553124500.00 550242994.87 U.S. Treasuries (including strips) Y Moody's NR Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0530 550000000.00 550000000.00 0.0037 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.37000120 N/A ZBUT11V806EZRVTWT807 BYD20CSR1 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W2T4 2052-04-20 2 N/A 348631552.00 245319984.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GKUA0 2066-03-15 5.65 N/A 5510104.00 5352567.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GCDB5 2063-12-20 5 N/A 1008530.00 979379.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617QYZP3 2051-03-20 2.5 N/A 6238288.00 4684458.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36184LHQ1 2045-03-20 3.5 N/A 9866464.00 1955179.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QBG5 2044-04-20 4 N/A 54677000.00 3790437.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2M7 2053-05-20 6 N/A 250000000.00 218097814.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TLR4 2047-11-20 3 N/A 49410304.00 7437713.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BJQB1 2063-04-20 4.5 N/A 2527600.00 2358168.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617VSWM0 2051-10-15 4 N/A 5960392.00 4760749.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACN30 2053-06-20 5.5 N/A 72271232.00 64237012.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACWD8 2048-06-20 3.5 N/A 230528000.00 197137435.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GJWZ6 2064-01-20 7.5 N/A 4812496.00 4958265.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617VA7M7 2063-08-15 3 N/A 5913224.00 5046250.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618A8YT8 2062-10-20 4.5 N/A 7506736.00 5877889.90 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617HTM45 2048-09-15 5.5 N/A 936298.00 190644.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G0FU7 2053-11-20 7 N/A 2074704.00 2191236.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G4UY4 2054-02-20 5.5 N/A 9149328.00 9081677.79 Agency Mortgage-Backed Securities GNMA GNII SP 786995 C N/A BRYR4BK45 2051-08-20 0 N/A 148365568.00 121462252.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACR28 2053-07-20 6 N/A 3700000.00 3528514.52 Agency Mortgage-Backed Securities GNMA GNII SP 786883 C N/A BRYNHQEV4 2053-08-20 0 N/A 24586976.00 24120178.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU36 2054-04-20 4 N/A 32606720.00 30280862.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617NNKM3 2050-07-20 4 N/A 200000.00 74198.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GPUT8 2054-03-20 5 N/A 4218680.00 4124478.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G5CY1 2054-03-20 6 N/A 5112264.00 4996757.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YYU2 2054-06-20 4.5 N/A 123336064.00 118158909.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G1YE0 2063-12-20 8 N/A 226722.00 234621.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BP4L9 2058-11-15 6.44 N/A 2946500.00 3114666.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACLC2 2052-11-20 3.5 N/A 8921040.00 7100840.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5F9 2053-06-20 4.5 N/A 7178368.00 6614424.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F2F34 2063-07-20 4 N/A 2213696.00 1886182.99 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YW42 2054-05-20 5 N/A 468560384.00 458752697.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FNUW7 2053-10-20 6.5 N/A 2147412.00 2159618.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FPS54 2053-12-20 6.5 N/A 3386471.00 3468441.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179M5U0 2038-11-20 7 N/A 500000.00 34571.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FRW22 2054-04-20 5 N/A 2822220.00 2761583.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WNF1 2051-09-20 3 N/A 1324000.00 846176.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617FURB3 2062-08-20 2.5 N/A 1571172.00 1039184.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FZX7 2041-12-20 3.5 N/A 250000.00 20315.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BL5U7 2053-04-20 5.5 N/A 2921848.00 2540672.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACNH9 2053-01-20 2.5 N/A 197000000.00 152328072.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MRN83 2050-03-20 3 N/A 263831.00 122115.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BJT69 2063-05-20 4.5 N/A 5191992.00 4840920.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YKN3 2053-11-20 3.5 N/A 37633408.00 32786637.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TZ73 2048-06-20 5 N/A 297332.00 26175.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UB35 2048-09-20 4.5 N/A 1143236.00 37275.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A26K3 2048-02-20 3.5 N/A 93449000.00 26274957.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABCA8 2051-06-20 2.5 N/A 1300000.00 850985.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5D4 2053-06-20 3.5 N/A 14677824.00 12416740.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36180D2Z9 2043-08-20 4.5 N/A 407996.00 39103.56 Agency Mortgage-Backed Securities Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-07-05 2024-07-05 Y JP MORGAN SECURITIES LLC 1.0000 7 N Standard & Poor's A+ Moody's Aa3 Fitch AA N N 0.0537 1775000000.00 1775000000.00 0.0120 N N Y N Barclays Bank plc Barclays Bank plc 5.40000000 N/A G5GSEF7VJP5I7OUK5573 BRTRD3CN6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU44 2054-04-20 4.5 N/A 213706704.00 204000000.04 Agency Mortgage-Backed Securities Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-07-01 2024-07-05 2024-07-05 Y BARCLAYS BANK PLC 1.0000 7 N Standard & Poor's A+ Fitch A+ Moody's A1 N N 0.0540 200000000.00 200000000.00 0.0014 N N Y N U.S. Treasury Notes U.S. Treasury Notes 1.12500000 912828ZC7 254900HROIFWPRGM1V77 US912828ZC78 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2025-02-28 2025-02-28 2025-02-28 N N N 0.0520 85370507.87 85370507.87 0.0006 N Y Y N Bank of Montreal Bank of Montreal 5.42000000 N/A NQQ6HPCNCCU6TUTQYE16 BYD4HMS30 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA_24-64A N/A 38384MHY6 2054-04-20 6.433 N/A 53170839.00 52500000.55 Agency Collateralized Mortgage Obligation Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2024-07-02 2024-07-02 2024-07-02 N N N 0.0542 50000000.00 50000000.00 0.0003 N N Y N TD Securities USA LLC TD Securities USA LLC 5.32000000 N/A SUVUFHICNZMP2WKHG940 BYD4Y5GK3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZL7 2025-04-30 0.375 N/A 89838700.00 86380019.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKP5 2029-04-30 4.625 N/A 90259300.00 92120002.83 U.S. Treasuries (including strips) Y Moody's NR Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 175000000.00 175000000.00 0.0012 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.40000000 N/A MBNUM2BPBDO7JBLYG310 BRTBNRY29 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA_22-36J N/A 38383MVC9 2052-02-20 0 N/A 150000000.00 2934901.68 Agency Collateralized Mortgage Obligation GNMA_21-104D N/A 38382UGE5 2051-06-20 3 N/A 18309369.00 2856309.11 Agency Collateralized Mortgage Obligation GNMA_21-85 N/A 38381DGQ7 2063-03-16 0.2 N/A 532854143.00 3859378.68 Agency Collateralized Mortgage Obligation FHSTR_262A N/A 3128HXK38 2042-07-15 5 N/A 11290000.00 1754773.92 Agency Collateralized Mortgage Obligation GNMA_23-19A N/A 38383V4B1 2053-02-20 0.917 N/A 86000000.00 3815250.38 Agency Collateralized Mortgage Obligation GNMA_24-84D N/A 38384NUC7 2054-05-20 1.967 N/A 23176713.00 2637944.09 Agency Collateralized Mortgage Obligation GNMA_22-172B N/A 38383YT51 2052-10-20 0.367 N/A 50000000.00 3140651.29 Agency Collateralized Mortgage Obligation GNMA_19-102 N/A 38380NKK4 2060-03-16 0.78462 N/A 174857225.00 4217266.86 Agency Collateralized Mortgage Obligation FREDDIE MAC STRIP FHSTR_389 N/A 31325YRN0 2052-06-15 2 N/A 156951996.00 18256114.16 Agency Collateralized Mortgage Obligation GNMA_20-H09A N/A 38380QAA0 2070-05-20 0.45509 N/A 97000000.00 3223633.80 Agency Collateralized Mortgage Obligation GNMA_23-66C N/A 38384AQW6 2053-05-20 0.067 N/A 114387549.00 3045858.14 Agency Collateralized Mortgage Obligation GNMA_24-32 N/A 38381J2J5 2063-06-16 0.70572 N/A 100000000.00 4975989.18 Agency Collateralized Mortgage Obligation FNS_427 N/A 31423XMX6 2050-03-25 2 N/A 213418276.00 23456418.38 Agency Collateralized Mortgage Obligation GNMA_21-H06C N/A 38380QS45 2071-04-20 0.18322 N/A 236407673.00 5090108.21 Agency Collateralized Mortgage Obligation GNMA_20-158 N/A 38380RCL2 2060-08-16 0.82542 N/A 123770784.00 3582631.58 Agency Collateralized Mortgage Obligation FHSTR_263A N/A 31325TLR8 2042-06-15 4 N/A 60283329.00 1315756.82 Agency Collateralized Mortgage Obligation GNMA_21-176C N/A 38383CCJ7 2051-10-20 0 N/A 187482306.00 4299690.20 Agency Collateralized Mortgage Obligation GNMA_24-40K N/A 38384K4A6 2053-11-20 7 N/A 24336223.00 2780870.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YWG5 2049-09-20 0.59685 N/A 115000000.00 5085620.05 Agency Collateralized Mortgage Obligation GNMA_23-112A N/A 38384CU31 2053-08-20 0.617 N/A 50000000.00 2434302.42 Agency Collateralized Mortgage Obligation FNS_426 N/A 31422MZU3 2052-02-25 1.5 N/A 1970000.00 170611.42 Agency Collateralized Mortgage Obligation GNMA_24-29A N/A 38381KAH7 2064-08-16 0.25726 N/A 77781585.00 3256402.24 Agency Collateralized Mortgage Obligation FHSTR_352 N/A 3132J0K48 2046-10-15 4.25 N/A 46422106.00 9376987.83 Agency Collateralized Mortgage Obligation GNMA_20-127D N/A 38382HX88 2050-08-20 3.5 N/A 26607100.00 2814548.07 Agency Collateralized Mortgage Obligation GNMA_23-113B N/A 38384CXM6 2053-08-20 0 N/A 85875000.00 2103200.30 Agency Collateralized Mortgage Obligation GNMA_23-53H N/A 38383XH72 2053-04-20 0.267 N/A 150000000.00 3441244.32 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVJ5 2051-03-25 2 N/A 85631018.00 10357235.16 Agency Collateralized Mortgage Obligation GNMA_21-128 N/A 38381DZM5 2061-06-16 0.99995 N/A 67661449.00 4084345.96 Agency Collateralized Mortgage Obligation GNMA_14-154 N/A 38379GH34 2044-10-20 5 N/A 113425000.00 2546316.73 Agency Collateralized Mortgage Obligation GNMA_22-140E N/A 38383M4Y1 2052-08-20 0 N/A 100000000.00 2113774.48 Agency Collateralized Mortgage Obligation GNMA_24-84H N/A 38384NUS2 2054-05-20 1.867 N/A 47042623.00 3491608.92 Agency Collateralized Mortgage Obligation GNMA_24-9D N/A 38384G6A3 2054-01-20 1.717 N/A 50114968.00 3134920.92 Agency Collateralized Mortgage Obligation GNMA_11-21B N/A 38377TVY4 2041-02-16 0 N/A 15000000.00 3644439.24 Agency Collateralized Mortgage Obligation GNMA_22-26 N/A 38381EJ90 2064-02-16 0.73003 N/A 50000000.00 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2031-02-25 1.35 N/A 1900251.00 17.39 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_21-SB84 N/A 30320WAR0 2041-01-25 0.599209 N/A 12248942.00 187608.23 Agency Collateralized Mortgage Obligation GNMA_19-136L N/A 38382A7M1 2045-09-20 4 N/A 157992.00 7104.78 Agency Collateralized Mortgage Obligation FNMA_24-11A N/A 3136BRDE4 2054-03-25 6.5 N/A 2307692.00 506998.56 Agency Collateralized Mortgage Obligation GNMA_21-40 N/A 38380RE71 2063-02-16 0.82128 N/A 1975000.00 107646.85 Agency Collateralized Mortgage Obligation GNMA_24-4U N/A 38384HA65 2054-01-20 1.617 N/A 18747106.00 978400.73 Agency Collateralized Mortgage Obligation GNMA_24-79F N/A 38384PBS8 2054-05-20 1.917 N/A 2306276.00 249908.02 Agency Collateralized Mortgage Obligation GNMA_12-114 N/A 38378BE47 2053-01-16 0.62479 N/A 15200000.00 49267.80 Agency Collateralized Mortgage Obligation GNMA_21-203 N/A 38381EEL8 2063-07-16 0.86937 N/A 1500000.00 90576.09 Agency Collateralized Mortgage Obligation FNMA_21-75G N/A 3136BJW68 2053-04-25 2 N/A 16745500.00 1054468.75 Agency Collateralized Mortgage Obligation GNMA_24-51R N/A 38384KVW8 2054-03-20 0.067 N/A 28199647.00 75264.25 Agency Collateralized Mortgage Obligation FHLMC_4645 N/A 3137BUHC5 2044-03-15 4.5 N/A 35033489.00 1036313.20 Agency Collateralized Mortgage Obligation GNMA_20-H13F N/A 38380QGT3 2070-07-20 0.45091 N/A 13978053.00 429317.79 Agency Collateralized Mortgage Obligation GNMA_21-178 N/A 38381D5A4 2061-10-16 0.09988 N/A 75000000.00 279050.03 Agency Collateralized Mortgage Obligation GNMA_23-83D N/A 38384BRM5 2063-06-20 0.517 N/A 31554728.00 1269553.07 Agency Collateralized Mortgage Obligation GNMA_21-189 N/A 38381D7S3 2061-06-16 0.88371 N/A 5000000.00 295575.09 Agency Collateralized Mortgage Obligation FNMA_12-47Q N/A 3136A6FB5 2042-05-25 4.5 N/A 231367.00 215302.49 Agency Collateralized Mortgage Obligation FNMA_20-73D N/A 3136BCFT2 2049-11-25 0.823607 N/A 1394.00 521.54 Agency Collateralized Mortgage Obligation FNMA_21-94E N/A 3136BK2P6 2052-01-25 2 N/A 2562500.00 160884.64 Agency Collateralized Mortgage Obligation GNMA_17-70 N/A 38379RYS6 2059-02-16 0.38324 N/A 42180154.00 282238.64 Agency Collateralized Mortgage Obligation GNMA_24-4S N/A 38384HZX9 2053-02-20 5 N/A 3069364.00 509358.14 Agency Collateralized Mortgage Obligation GNMA_23-183C N/A 38384HBU1 2053-12-20 7 N/A 716488.00 130776.51 Agency Collateralized Mortgage Obligation GNMA_21-33 N/A 38380RVE7 2062-10-16 0.84173 N/A 989544.00 47092.40 Agency Collateralized Mortgage Obligation FNMA_21-12G N/A 3136BFJR5 2051-01-25 3 N/A 574833.00 56894.71 Agency Collateralized Mortgage Obligation GNMA_19-H15G N/A 38380LA86 2069-09-20 0.03977 N/A 40629121.00 1154589.51 Agency Collateralized Mortgage Obligation GNMA_20-H16C N/A 38380QJP8 2069-08-20 0 N/A 58468927.00 712794.03 Agency Collateralized Mortgage Obligation GNMA_19-128H N/A 38382AFP5 2049-10-20 0.54685 N/A 15292399.00 577412.07 Agency Collateralized Mortgage Obligation FNMA_15-56C N/A 3136APTN2 2045-08-25 0.70017 N/A 2100000.00 66499.87 Agency Collateralized Mortgage Obligation GNMA_24-51H N/A 38384KUF6 2054-03-20 0 N/A 25000000.00 116642.75 Agency Collateralized Mortgage Obligation GNMA_23-H22C N/A 38383KEJ7 2073-09-20 0.98926 N/A 29579901.00 2552507.19 Agency Collateralized Mortgage Obligation FNMA_22-43A N/A 3136BNUA2 2052-06-25 4.5 N/A 100000.00 9564.92 Agency Collateralized Mortgage Obligation FHLMC_5103J N/A 3137H0DK1 2050-01-25 2 N/A 8669750.00 252858.47 Agency Collateralized Mortgage Obligation GNMA_22-93L N/A 38383R3X3 2052-05-20 0 N/A 50000000.00 938860.96 Agency Collateralized Mortgage Obligation GNMA_20-H15D N/A 38380QJF0 2069-06-20 3.13595 N/A 19478385.00 479790.21 Agency Collateralized Mortgage Obligation GNMA_23-173K N/A 38384GDB3 2053-11-20 0 N/A 31000000.00 1464859.74 Agency Collateralized Mortgage Obligation GNMA_22-H14B N/A 38382YWH2 2072-07-20 0.54048 N/A 67087314.00 3533982.59 Agency Collateralized Mortgage Obligation FHLMC_5389F N/A 3137HBWE0 2054-03-25 1.66465 N/A 58137982.00 2892081.06 Agency Collateralized Mortgage Obligation GNMA_23-113J N/A 38384CWD7 2053-08-20 0.467 N/A 113819457.00 2048943.19 Agency Collateralized Mortgage Obligation GNMA_24-4G N/A 38384HYS1 2054-01-20 0.497 N/A 71982556.00 3265402.07 Agency Collateralized Mortgage Obligation GNMA_24-51H N/A 38384KUD1 2054-03-20 0 N/A 25000000.00 77637.61 Agency Collateralized Mortgage Obligation FNMA_17-M7 N/A 3136AV7H6 2027-02-25 0.14 N/A 630831897.00 690841.72 Agency Collateralized Mortgage Obligation GNMA_24-51U N/A 38384KWQ0 2054-03-20 1.847 N/A 34427353.00 2356071.39 Agency Collateralized Mortgage Obligation FHLMC_5385C N/A 3137HBJA3 2046-12-15 0 N/A 10879751.00 353731.90 Agency Collateralized Mortgage Obligation GNMA_21-H11D N/A 38380Q7E6 2071-07-20 0.00286 N/A 60510129.00 856682.30 Agency Collateralized Mortgage Obligation GNMA_24-51R N/A 38384KWC1 2054-03-20 0 N/A 50000000.00 157800.20 Agency Collateralized Mortgage Obligation FNMA_18-25B N/A 3136B1VC5 2048-04-25 5.74983 N/A 2859.00 1012.26 Agency Collateralized Mortgage Obligation GNMA_24-30Q N/A 38384JNB6 2054-02-20 1.067 N/A 28511356.00 1824024.78 Agency Collateralized Mortgage Obligation GNMA_20-183M N/A 38382LVA6 2037-01-20 6 N/A 9274880.00 578511.20 Agency Collateralized Mortgage Obligation GNMA_22-51R N/A 38383PNQ0 2050-12-20 0 N/A 10000000.00 14753.33 Agency Collateralized Mortgage Obligation FNMA_24-39A N/A 3136BSCW3 2054-06-25 0.06465 N/A 39431296.00 1472568.87 Agency Collateralized Mortgage Obligation FHLMC_5250B N/A 3137H8RF0 2052-08-25 3.25 N/A 3909409.00 828855.30 Agency Collateralized Mortgage Obligation GNMA_23-H03 N/A 38382YR62 2073-02-20 0.84337 N/A 37609545.00 2767255.22 Agency Collateralized Mortgage Obligation FNMA_24-11D N/A 3136BRFR3 2054-03-25 0.31465 N/A 48168618.00 1740203.61 Agency Collateralized Mortgage Obligation FNMA_21-87D N/A 3136BKNV0 2051-11-25 2 N/A 6818750.00 316940.93 Agency Collateralized Mortgage Obligation FHLMC_5376C N/A 3137HBE67 2054-01-25 7.5 N/A 100777.00 12584.12 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_18-SB54 N/A 30297JAD9 2038-07-25 3.51 N/A 19995.00 9801.64 Agency Collateralized Mortgage Obligation FNMA_19-1L N/A 3136B3D23 2049-02-25 4.5 N/A 14913324.00 273004.36 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_21-M3 N/A 3136BDXR4 2033-11-25 2.032 N/A 4675000.00 281850.50 Agency Collateralized Mortgage Obligation FHLMC_5389G N/A 3137HBWD2 2054-03-25 0 N/A 25000000.00 778406.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-16 N/A 38380JNU8 2059-03-16 0.58753 N/A 20000000.00 397943.64 Agency Collateralized Mortgage Obligation FNR_24-11 N/A 3136BRBA4 2054-03-25 2.76465 N/A 6405975.00 433963.63 Agency Collateralized Mortgage Obligation GNMA_24-51E N/A 38384KSV4 2064-03-20 0.05 N/A 20000000.00 22813.90 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RF52 2051-04-20 2 N/A 15440000.00 732487.21 Agency Collateralized Mortgage Obligation FNMA_21-87D N/A 3136BKPF3 2051-11-25 2 N/A 4153750.00 191190.33 Agency Collateralized Mortgage Obligation GNMA_16-H23A N/A 38376RA48 2066-10-20 0.92562 N/A 18638988.00 181500.50 Agency Collateralized Mortgage Obligation GNMA_20-56 N/A 38380PGL2 2061-11-16 0.96917 N/A 15000000.00 480128.46 Agency Collateralized Mortgage Obligation GNMA_23-H16B N/A 38383KAP7 2072-04-20 0.18537 N/A 70000000.00 2089466.11 Agency Collateralized Mortgage Obligation GNMA_20-94 N/A 38380PNV2 2062-03-16 0.96947 N/A 13000000.00 522723.58 Agency Collateralized Mortgage Obligation FHLMC_5151C N/A 3137H3G48 2051-04-25 1.5 N/A 1941667.00 78459.91 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-M10 N/A 3136B9EN3 2027-12-25 0.86 N/A 63466602.00 398385.69 Agency Collateralized Mortgage Obligation GNMA_14-41 N/A 38379AU24 2044-03-16 0.65668 N/A 25593175.00 488772.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_15-048 N/A 38379KHJ0 2050-02-16 0.74176 N/A 102138.00 69.08 Agency Collateralized Mortgage Obligation GNMA_24-79M N/A 38384PDL1 2054-05-20 0 N/A 10591796.00 7328184.15 Agency Collateralized Mortgage Obligation GNMA_24-64K N/A 38384MMH7 2054-04-20 0 N/A 101761586.00 4557669.19 Agency Collateralized Mortgage Obligation GNMA_19-78L N/A 38381WUN6 2049-06-20 0.59685 N/A 46600275.00 736142.33 Agency Collateralized Mortgage Obligation FHLMC_5397E N/A 3137HCGB2 2054-04-25 0.05 N/A 5000000.00 4537.74 Agency Collateralized Mortgage Obligation GNMA_21-H05H N/A 38380QF80 2071-01-20 0.0345 N/A 17157604.00 780113.75 Agency Collateralized Mortgage Obligation GNMA_12-123 N/A 38378BQ77 2051-12-16 0.61872 N/A 30180000.00 76475.35 Agency Collateralized Mortgage Obligation FHLMC_4322 N/A 3137B8PR2 2044-03-15 0.55249 N/A 57500000.00 536020.01 Agency Collateralized Mortgage Obligation GNMA_15-H05B N/A 38375UUS7 2065-02-20 0.49788 N/A 41833825.00 505664.56 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_14-50 N/A 3136AKXK4 2044-08-25 0.667887 N/A 2050030.00 7913.06 Agency Collateralized Mortgage Obligation GNMA_22-137P N/A 38383UB25 2052-08-20 0 N/A 3298432.00 2501215.70 Agency Collateralized Mortgage Obligation FNMA_21-24B N/A 3136BFU50 2051-04-25 4 N/A 6950958.00 857919.44 Agency Collateralized Mortgage Obligation GNMA_14-H24 N/A 38375URJ1 2064-11-20 1.62789 N/A 44720085.00 373225.58 Agency Collateralized Mortgage Obligation GNMA_24-4B N/A 38384HD54 2054-01-20 7 N/A 602992.00 106595.42 Agency Collateralized Mortgage Obligation GNMA_20-H11E N/A 38380QCY6 2069-05-20 2.18749 N/A 28607880.00 1054952.23 Agency Collateralized Mortgage Obligation GNMA_20-185 N/A 38382LS51 2050-12-20 2 N/A 41473586.00 3364019.34 Agency Collateralized Mortgage Obligation GNMA_21-117 N/A 38382WDX2 2051-07-20 3.5 N/A 21428571.00 1482891.36 Agency Collateralized Mortgage Obligation GNMA_23-100A N/A 38384B3V1 2053-07-20 0.667 N/A 48302739.00 2861628.88 Agency Collateralized Mortgage Obligation FHLMC_5240C N/A 3137H8ET4 2050-07-25 0.55017 N/A 18122987.00 1369324.32 Agency Collateralized Mortgage Obligation FNMA_20-M39C N/A 3136BBTJ1 2030-07-25 0.524 N/A 1694379.00 20023.30 Agency Collateralized Mortgage Obligation FNMA_21-M23 N/A 3136BKAW2 2031-11-01 0.5 N/A 167440.00 123393.33 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-7 N/A 31396PSZ5 2037-02-25 0.95017 N/A 147879.00 36.17 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HCB2 2053-12-20 0.367 N/A 100080.00 4649.86 Agency Collateralized Mortgage Obligation GNMA_20-107B N/A 38382GVM1 2050-07-20 3.5 N/A 26428571.00 1838192.01 Agency Collateralized Mortgage Obligation FNMA_20-M36 N/A 3136BBBW1 2034-09-25 1.544 N/A 600000.00 30728.59 Agency Collateralized Mortgage Obligation GNMA_22-67 N/A 38381E5T1 2063-08-16 0.89283 N/A 15000000.00 1019904.62 Agency Collateralized Mortgage Obligation GNMA_24-51D N/A 38384KSH5 2064-03-20 0.09 N/A 5000000.00 9238.28 Agency Collateralized Mortgage Obligation GNMA_24-51H N/A 38384KUB5 2054-03-20 0.167 N/A 10000000.00 110666.38 Agency Collateralized Mortgage Obligation GNMA_22-112E N/A 38383TTH6 2052-06-20 0 N/A 65000000.00 973937.55 Agency Collateralized Mortgage Obligation GNMA_22-H11D N/A 38382YTY9 2072-05-20 0.57504 N/A 82606745.00 4116985.41 Agency Collateralized Mortgage Obligation GNMA_18-155D N/A 38381A3Z7 2048-11-20 0.64685 N/A 678000.00 10736.82 Agency Collateralized Mortgage Obligation FNMA_21-75J N/A 3136BJ5A9 2051-11-25 2 N/A 378125.00 28078.15 Agency Collateralized Mortgage Obligation GNMA_22-213U N/A 38383LC81 2052-02-20 5.5 N/A 5151659.00 627360.89 Agency Collateralized Mortgage Obligation GNMA_13-H06 N/A 38375BJ78 2063-01-20 4.70015 N/A 100000.00 78920.98 Agency Collateralized Mortgage Obligation FNMA_22-22E N/A 3136BMH84 2054-07-25 2 N/A 23485876.00 1328391.69 Agency Collateralized Mortgage Obligation GNMA_24-51P N/A 38384KVA6 2054-03-20 0.067 N/A 149425000.00 396560.79 Agency Collateralized Mortgage Obligation GNMA_20-137 N/A 38380P4X9 2062-09-16 0.79614 N/A 2604000.00 116425.40 Agency Collateralized Mortgage Obligation FHLMC_4663 N/A 3137BWU51 2047-03-15 4 N/A 16768000.00 326156.94 Agency Collateralized Mortgage Obligation GNMA_24-30V N/A 38384JPN8 2054-02-20 1.667 N/A 380434.00 35585.21 Agency Collateralized Mortgage Obligation GNMA_22-159S N/A 38383YQV7 2052-09-20 5.5 N/A 9234390.00 611623.20 Agency Collateralized Mortgage Obligation FNMA_21-24D N/A 3136BF2A0 2051-04-25 4 N/A 10755965.00 1659124.84 Agency Collateralized Mortgage Obligation GNMA_21-H09K N/A 38380Q5D0 2071-06-20 0.02546 N/A 44177162.00 806681.49 Agency Collateralized Mortgage Obligation GNMA_12-H12 N/A 38375BSB9 2062-05-20 1.04116 N/A 143015.00 202.97 Agency Collateralized Mortgage Obligation FNMA_19-34E N/A 3136B5KK0 2049-07-25 0.65017 N/A 222071.00 5704.14 Agency Collateralized Mortgage Obligation FNMA_21-69D N/A 3136BJKX2 2051-01-25 4 N/A 40973030.00 4036847.20 Agency Collateralized Mortgage Obligation FHLMC_4900H N/A 3137FMZA3 2049-07-25 0.60017 N/A 38732096.00 766414.23 Agency Collateralized Mortgage Obligation GNMA_19-99 N/A 38381XTX4 2049-08-20 0.59685 N/A 27108294.00 727270.30 Agency Collateralized Mortgage Obligation GNMA_22-18H N/A 38383GE31 2052-01-20 2.5 N/A 350000.00 25873.36 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSD0 2051-06-20 3.5 N/A 11705062.00 1196067.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_16-026 N/A 38379UEH5 2058-02-16 0.5406 N/A 54321299.00 269732.81 Agency Collateralized Mortgage Obligation GNMA_17-H22D N/A 38375UU99 2067-10-20 0.52454 N/A 21963420.00 916778.71 Agency Collateralized Mortgage Obligation GNMA_21-59E N/A 38382RPZ5 2051-04-20 0.84685 N/A 19736000.00 872716.04 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTJ0 2054-03-20 0.15 N/A 24679500.00 99049.62 Agency Collateralized Mortgage Obligation GNMA_20-14 N/A 38380NK73 2062-02-16 0.59247 N/A 229426857.00 5666280.97 Agency Mortgage-Backed Securities GNMA_23-24P N/A 38383WCS3 2052-01-20 0.167 N/A 46613082.00 3617654.29 Agency Collateralized Mortgage Obligation FNMA_23-59C N/A 3136BQXG9 2051-04-25 3.5 N/A 24890512.00 4453945.28 Agency Collateralized Mortgage Obligation FNMA_12-154 N/A 3136AA6Z3 2042-10-25 3 N/A 242000.00 178805.83 Agency Collateralized Mortgage Obligation GNMA_22-179F N/A 38383Y5Y4 2052-10-20 0 N/A 44842711.00 1193150.73 Agency Collateralized Mortgage Obligation GNMA_22-H24B N/A 38382YC43 2072-11-20 0.82118 N/A 4812351.00 140254.13 Agency Collateralized Mortgage Obligation GNMA_21-209F N/A 38383DU30 2051-11-20 2 N/A 18539500.00 698570.56 Agency Collateralized Mortgage Obligation GNMA_20-H02C N/A 38380LT86 2070-01-20 0.661 N/A 34503909.00 644261.69 Agency Collateralized Mortgage Obligation FNMA_21-94E N/A 3136BK2Y7 2052-01-25 2 N/A 437500.00 27567.85 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTA9 2054-03-20 0 N/A 50000000.00 138286.73 Agency Collateralized Mortgage Obligation GNMA_23-183C N/A 38384HBM9 2053-12-20 7 N/A 212856.00 36789.45 Agency Collateralized Mortgage Obligation FHLMC_4867A N/A 3137FL2J2 2037-04-15 0.53046 N/A 33568823.00 611704.77 Agency Collateralized Mortgage Obligation FNMA_16-M01B N/A 3136AQV98 2026-01-25 0.149 N/A 100000000.00 38428.97 Agency Collateralized Mortgage Obligation GNMA_24-56 N/A 38381LBK7 2065-06-16 4.5 N/A 988610.00 870952.56 Agency Collateralized Mortgage Obligation GNMA_24-51A N/A 38384KRV5 2054-03-20 6.5 N/A 1615384.00 207358.95 Agency Collateralized Mortgage Obligation GNMA_22-213U N/A 38383LC99 2051-09-20 6 N/A 2094767.00 244071.84 Agency Collateralized Mortgage Obligation GNMA_21-H02F N/A 38380QWL2 2070-05-20 2.17157 N/A 5049054.00 62693.86 Agency Collateralized Mortgage Obligation GNMA_22-197P N/A 38383LFQ8 2052-11-20 1.467 N/A 577332.00 46608.15 Agency Collateralized Mortgage Obligation FNMA_21-75J N/A 3136BJ4T9 2051-11-25 2 N/A 253750.00 18666.27 Agency Collateralized Mortgage Obligation GNMA_22-H26B N/A 38382YJ79 2072-11-20 0.35982 N/A 8429400.00 297723.61 Agency Collateralized Mortgage Obligation GNMA_23-56C N/A 38383XM68 2053-04-20 0.117 N/A 15000000.00 385153.76 Agency Collateralized Mortgage Obligation FNMA_21-24C N/A 3136BFW90 2051-04-25 4.5 N/A 10123253.00 787159.46 Agency Collateralized Mortgage Obligation GNMA_15-13 N/A 38379H3J2 2045-01-20 0.14685 N/A 59403599.00 590206.23 Agency Collateralized Mortgage Obligation GNMA_21-H12E N/A 38382YCJ0 2071-08-20 0.02039 N/A 227388936.00 3777010.60 Agency Collateralized Mortgage Obligation FHLMC_5389H N/A 3137HBWF7 2054-03-25 1.01465 N/A 30254955.00 1453457.73 Agency Collateralized Mortgage Obligation FNMA_21-76A N/A 3136BJYG4 2051-11-25 2.5 N/A 33431625.00 3236167.32 Agency Collateralized Mortgage Obligation GNMA_24-51J N/A 38384KUL3 2054-03-20 0.217 N/A 10000000.00 490034.18 Agency Collateralized Mortgage Obligation GNMA_20-108 N/A 38380PWY6 2062-06-16 0.84699 N/A 2131000.00 93259.98 Agency Collateralized Mortgage Obligation FHLMC_5397J N/A 3137HCK35 2054-04-25 0.16465 N/A 15000000.00 61129.44 Agency Collateralized Mortgage Obligation GNMA_20-H10D N/A 38380QBW1 2070-05-20 0.12168 N/A 30602794.00 38065.58 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTF8 2054-03-20 0.08 N/A 20000000.00 46562.73 Agency Collateralized Mortgage Obligation FNMA_20-M17A N/A 3136B9NC7 2028-01-25 1.461 N/A 10664342.00 187324.50 Agency Collateralized Mortgage Obligation FHLMC_3355 N/A 31397KCA7 2037-08-15 0.60249 N/A 133901.00 366.67 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JKR4 2054-02-20 1.117 N/A 11597737.00 898901.88 Agency Collateralized Mortgage Obligation GNMA_19-155 N/A 38380NXA2 2061-07-16 0.53302 N/A 1169885.00 25812.96 Agency Collateralized Mortgage Obligation FNMA_20-87D N/A 3136BC3U2 2050-12-25 4.5 N/A 18231129.00 2871388.50 Agency Collateralized Mortgage Obligation GNMA_24-79B N/A 38384PFE5 2054-05-20 0 N/A 169907861.00 2846450.46 Agency Collateralized Mortgage Obligation GNMA_21-2 N/A 38380RNM8 2063-06-16 0.87641 N/A 3439000.00 187293.69 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2M4 2050-01-20 4.5 N/A 21421581.00 1369785.34 Agency Collateralized Mortgage Obligation FNMA_22-4G N/A 3136BLH37 2052-02-25 3 N/A 6104083.00 563461.41 Agency Collateralized Mortgage Obligation GNMA_20-182 N/A 38380RLQ1 2063-06-16 0.7 N/A 115952454.00 1867410.88 Agency Collateralized Mortgage Obligation FNMA_21-28B N/A 3136BHKD0 2051-04-25 1.5 N/A 9875259.00 355638.49 Agency Collateralized Mortgage Obligation GNMA_20-H09F N/A 38380QAT9 2070-05-20 0.88846 N/A 25931192.00 676982.79 Agency Collateralized Mortgage Obligation FHLMC_4624C N/A 3137BSMP5 2038-12-15 0.238557 N/A 17536230.00 143084.39 Agency Collateralized Mortgage Obligation GNMA_22-H24C N/A 38382YF32 2072-11-20 0.41487 N/A 64311453.00 2987606.80 Agency Collateralized Mortgage Obligation FNMA_19-83E N/A 3136B8BZ1 2050-01-25 4.5 N/A 13450555.00 789328.66 Agency Collateralized Mortgage Obligation FHLMC_5389B N/A 3137HBWC4 2054-03-25 0.36465 N/A 59474698.00 2378577.30 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_18-M15 N/A 3136B3YT1 2036-01-25 0.78 N/A 18861503.00 366946.68 Agency Collateralized Mortgage Obligation FHLMC_5138H N/A 3137H2JH8 2051-07-25 2 N/A 16469599.00 1066215.26 Agency Collateralized Mortgage Obligation GNMA_24-51G N/A 38384KTS0 2054-03-20 0.05 N/A 20000000.00 23519.65 Agency Collateralized Mortgage Obligation FNMA_19-13F N/A 3136B4JX7 2049-03-25 4.5 N/A 16641110.00 321570.94 Agency Collateralized Mortgage Obligation GNMA_14-H16A N/A 38375UMW7 2064-07-20 1.59881 N/A 100685.00 245.71 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RC48 2051-04-20 4 N/A 13335146.00 1007063.82 Agency Collateralized Mortgage Obligation FNMA_20-45T N/A 3136BA7J7 2050-06-25 4 N/A 3735101.00 275631.40 Agency Collateralized Mortgage Obligation GNMA_23-183B N/A 38384HBD9 2053-12-20 0.067 N/A 200002.00 4418.05 Agency Collateralized Mortgage Obligation FNMA_24-17A N/A 3136BRMT1 2054-04-25 1.76465 N/A 35002440.00 2576162.89 Agency Collateralized Mortgage Obligation GNMA_23-H10C N/A 38382Y4B6 2073-04-20 0.61655 N/A 58133135.00 2208689.68 Agency Collateralized Mortgage Obligation FNR_24-3 N/A 3136BQM48 2050-03-25 0.079525 N/A 4141121.00 119674.37 Agency Collateralized Mortgage Obligation GNMA_22-H20C N/A 38382YZE6 2072-08-20 0.48715 N/A 65706334.00 3170617.75 Agency Collateralized Mortgage Obligation GNMA_22-93K N/A 38383R3U9 2051-09-20 4.5 N/A 7222222.00 611786.54 Agency Collateralized Mortgage Obligation FHLMC_4196A N/A 3137B1BL5 2043-03-15 0 N/A 10401776.00 985157.77 Agency Collateralized Mortgage Obligation FHLMC_5420E N/A 3137HDCW8 2054-06-25 0 N/A 264209050.00 8046192.29 Agency Collateralized Mortgage Obligation FNMA_24-11C N/A 3136BRAZ0 2054-03-25 2.76465 N/A 23098054.00 1613959.56 Agency Collateralized Mortgage Obligation FNMA_22-4N N/A 3136BLK90 2052-02-25 3 N/A 4220833.00 370392.09 Agency Collateralized Mortgage Obligation GNMA_18-65H N/A 38380WP78 2048-05-20 5.5 N/A 2186345.00 56086.86 Agency Collateralized Mortgage Obligation FHLMC_5074K N/A 3137F9AJ0 2051-02-25 4 N/A 9711366.00 648009.10 Agency Collateralized Mortgage Obligation FNMA_20-50B N/A 3136BAZU1 2050-07-25 3 N/A 10000000.00 816756.65 Agency Collateralized Mortgage Obligation FNMA_22-4B N/A 3136BLB82 2052-02-25 2 N/A 5514000.00 252334.46 Agency Collateralized Mortgage Obligation GNMA_20-46H N/A 38382C5A5 2050-04-20 4 N/A 13145000.00 670834.49 Agency Collateralized Mortgage Obligation FHLMC_5335C N/A 3137HALE4 2053-09-25 0.36465 N/A 20266828.00 722134.45 Agency Collateralized Mortgage Obligation GNMA_13-H15 N/A 38375B4P4 2063-07-20 4.62741 N/A 100000.00 57521.59 Agency Collateralized Mortgage Obligation GNMA_19-H18F N/A 38380LL68 2069-11-20 0.40939 N/A 27618610.00 495212.26 Agency Collateralized Mortgage Obligation FHLMC_5103L N/A 3137H0BU1 2051-05-25 1.5 N/A 1433333.00 42026.84 Agency Collateralized Mortgage Obligation GNMA_20-146D N/A 38382KVM2 2043-08-20 3.5 N/A 27293726.00 2049661.21 Agency Collateralized Mortgage Obligation GNMA_19-H15D N/A 38380LZZ9 2069-07-20 0.04009 N/A 33141814.00 733667.87 Agency Collateralized Mortgage Obligation FNMA_20-87C N/A 3136BC3S7 2050-12-25 3.5 N/A 15318176.00 2190708.57 Agency Collateralized Mortgage Obligation Y Fitch NR Standard & Poor's A-1 Moody's NR 2024-07-02 2024-07-02 2024-07-02 N N N 0.0542 175000000.00 175000000.00 0.0012 N N Y N Goldman Sachs & Co. LLC Goldman Sachs & Co. 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ASSOCIATION 2 N/A 3618HHHV5 2054-05-20 6.5 N/A 1441120.00 1489902.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617H65J1 2048-05-20 5 N/A 165000.00 79672.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H2LR2 2054-04-20 6 N/A 4695736.00 4775863.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HAZQ1 2054-05-20 6.5 N/A 1155130.00 1169140.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179ULU4 2034-02-20 4.5 N/A 420192.00 61189.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H4CG2 2054-04-20 6 N/A 1753176.00 1780441.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FGRF3 2053-09-20 6 N/A 1870964.00 1865272.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WR34 2051-11-20 3 N/A 54460000.00 37637108.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVS2 2053-03-20 5 N/A 2444700.00 2239034.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FVN3 2041-07-20 4 N/A 9607360.00 185816.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36178WS59 2042-12-20 3.5 N/A 5995024.00 766955.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDS6 2050-01-20 5 N/A 800000.00 135453.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A22B7 2045-07-15 4 N/A 17587808.00 4516951.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617G04Q0 2048-02-15 3.5 N/A 170677.00 55425.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XSCW8 2057-05-15 2.43 N/A 6421536.00 5455076.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HHHJ2 2054-05-20 6 N/A 4416456.00 4442211.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YEK82 2062-05-15 2.78 N/A 8840075.00 7204368.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H0XR3 2054-04-20 6 N/A 2395772.00 2404295.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F6YQ5 2057-11-15 4.5 N/A 9991650.00 9354538.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GHZN4 2054-04-20 6 N/A 3167880.00 3217428.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GLN81 2054-04-20 6 N/A 2111776.00 2152646.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36230RTG1 2041-01-15 5 N/A 1803202.00 261961.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176WUA7 2042-12-15 3 N/A 1000000.00 299832.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q3K5 2045-02-20 4 N/A 89703936.00 8380968.88 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AJEZ2 2053-07-20 6 N/A 1108272.00 1103893.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617JLSR3 2049-05-20 4.5 N/A 46000.00 6725.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AJFY4 2054-04-20 6.5 N/A 1791160.00 1823132.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F0WT4 2058-01-15 4.1 N/A 6950000.00 6222130.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BKWV9 2047-10-20 4 N/A 7722980.00 2489591.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295WJR9 2040-11-15 4 N/A 1500000.00 180157.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36196RUF3 2047-06-20 3.25 N/A 1108576.00 418552.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297KZU8 2039-06-15 4.5 N/A 3185000.00 79069.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620C4Q86 2040-08-15 4 N/A 2737000.00 127623.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YM4G4 2043-06-20 3 N/A 55000.00 41350.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VXZ8 2050-11-20 3 N/A 347718656.00 131414060.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295WWN3 2041-08-15 5.5 N/A 900000.00 84355.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FTDP0 2065-03-15 5.37 N/A 6456632.00 6516526.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACLA6 2051-02-20 2 N/A 5949088.00 4505765.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HHHT0 2054-05-20 6.5 N/A 1781350.00 1841952.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617WT7E3 2057-07-15 2.99 N/A 6191160.00 5149678.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HE3M7 2054-04-20 6.5 N/A 11239072.00 11367649.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GXA89 2054-05-20 6.5 N/A 2559588.00 2674435.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36183AF47 2044-08-20 4 N/A 25000.00 8090.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FJC89 2054-03-20 6 N/A 2489052.00 2498882.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36181CK80 2044-06-15 4 N/A 3000000.00 185952.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YLXR0 2046-11-20 2.5 N/A 1326952.00 984789.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FXAQ2 2057-10-15 3.64 N/A 5690000.00 4972618.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617JHFB1 2049-05-20 5 N/A 18779296.00 2657601.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACGR5 2051-09-20 3.5 N/A 13248992.00 10623604.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SBF3 2031-05-20 2.5 N/A 155694.00 19804.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ALVD3 2040-09-15 4 N/A 43599.00 6772.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176ENJ6 2043-10-15 4 N/A 25000.00 6955.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FC5P6 2058-05-15 4.79 N/A 6523550.00 6101807.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLJ3 2052-11-20 5.5 N/A 922505216.00 811986188.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295CKS9 2043-09-15 3 N/A 100000.00 14921.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BVNL5 2053-07-20 6 N/A 1061454.00 1061221.91 Agency Mortgage-Backed Securities Y Fitch F1 Standard & Poor's A-1 Moody's NR 2024-07-01 2024-08-02 2024-08-02 Y GOLDMAN SACHS & CO LLC 1.0000 35 N Fitch A+ Standard & Poor's A+ Moody's NR N N 0.0538 1114500000.00 1114500000.00 0.0075 N N N Y U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LK1 254900HROIFWPRGM1V77 US912797LK14 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2024-10-01 2024-10-01 2024-10-01 N N N 0.0518 67158752.64 67158752.64 0.0005 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384U72 2549001DPIFGXC1TOL40 US313384U724 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Standard & Poor's A-1+ 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(including strips) FEPC 05.500 CLRA8301 N/A 3133KQGJ9 2052-12-01 5.5 N/A 748187.00 654963.98 Agency Mortgage-Backed Securities BILL 07/23/24 N/A 912797KQ9 2024-07-23 0 N/A 28686800.00 28582322.67 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 N/A 91282CBT7 2026-03-31 0.75 N/A 39241800.00 36656109.55 U.S. Treasuries (including strips) FEPC 06.500 CLQG8131 N/A 3133C9A86 2053-08-01 6.5 N/A 1000.00 1026.74 Agency Mortgage-Backed Securities 0 3/8 NOTE Y 25 N/A 912828ZL7 2025-04-30 0.375 N/A 11103900.00 10676413.43 U.S. Treasuries (including strips) 4 3/8 NOTE AV 26 N/A 91282CJP7 2026-12-15 4.375 N/A 100.00 99.62 U.S. Treasuries (including strips) FEPC 04.000 CLZT0273 N/A 3132ACJS0 2048-01-01 4 N/A 18598000.00 6773049.05 Agency Mortgage-Backed Securities 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 100.00 99.87 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 300.00 302.25 U.S. Treasuries (including strips) FNMS 06.000 CLCB8157 N/A 3140QUB39 2054-03-01 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254900HROIFWPRGM1V77 91282CKL4 2029-04-15 2.125 N/A 27858400.00 28401713.94 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBW0 2026-04-30 0.75 N/A 6708670.00 6248069.12 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Moody's NR Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 50000000.00 50000000.00 0.0003 N Y Y N Fixed Income Clearing Corporation - JPM Fixed Income Clearing Corporation - JPM 5.33000000 N/A 549300H47WTHXPU08X20 BYD4Y5HL0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 1429600.00 1446312.77 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 759645100.00 763553640.99 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 100.00 97.49 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 750000000.00 750000000.00 0.0051 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 5.47999920 N/A 7TK5RJIZDFROZCA6XF66 BRWXLLU75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FRESB MTG TR 2019-SB58 B 20381125 FLT N/A 30308MAA5 2038-11-25 4.7928 N/A 62248000.00 29396068.86 Agency Collateralized Mortgage Obligation GNRA 2024-046 TA N/A 38384MAC1 2052-04-20 0 N/A 17441727.00 106421.38 Agency Collateralized Mortgage Obligation GNRA 2024-069 BS N/A 38384MGY7 2054-04-20 0.05 N/A 24744000.00 36272.07 Agency Collateralized Mortgage Obligation GNRA 2023-153 SD N/A 38384E5U5 2053-10-20 0.187 N/A 50000000.00 1212624.47 Agency Collateralized Mortgage Obligation GNRA 2023-085 FA N/A 38384BKC4 2053-06-20 6.5 N/A 100000000.00 86292781.62 Agency Collateralized Mortgage Obligation GNRA 2024-046 AT N/A 38384MAB3 2052-06-20 0 N/A 26949694.00 54689.85 Agency Collateralized Mortgage Obligation GNRA 2022-009 FB N/A 38383FN58 2052-01-20 2.5 N/A 300000000.00 202016376.21 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2020-73 IC 20430825 FLT N/A 3136BCEZ9 2043-08-25 1 N/A 17519071.00 1151775.21 Agency Collateralized Mortgage Obligation GNRA 2003-41 DS N/A 38373QNJ6 2033-05-20 2.2468 N/A 25000000.00 242.08 Agency Collateralized Mortgage Obligation GNRA 2021-214 FA N/A 38383FBN2 2051-12-20 2.5 N/A 100000000.00 69038899.24 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-113 X3 20480525 FLT N/A 3137FV5R9 2048-05-25 3.0808 N/A 8643404.00 1215025.76 Agency Collateralized Mortgage Obligation GNRA 2010-014 QF N/A 38376WKM6 2040-02-16 5.8933 N/A 10159299.00 538333.19 Agency Collateralized Mortgage Obligation GNRA 2010-116 AS N/A 38377LBA5 2040-09-20 1.1568 N/A 43058548.00 705765.18 Agency Collateralized Mortgage Obligation GNRA 2021-225 IP N/A 38383FTR4 2051-12-20 3 N/A 49456666.00 3617418.01 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-X04 X-FX 20340125 FLT N/A 3137FWHN3 2034-01-25 1.7799 N/A 19940000.00 836347.71 Agency Collateralized Mortgage Obligation GNRA 2023-059 SA N/A 38383XUH5 2053-04-20 0.317 N/A 26500000.00 846614.05 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES T-042 A6 20420225 9.50000 N/A 31392MH47 2042-02-25 9.5 N/A 128000.00 4019.42 Agency Collateralized Mortgage Obligation GNRA 2024-046 CS N/A 38384MAK3 2049-02-20 0.5968 N/A 32705658.00 2947584.25 Agency Collateralized Mortgage Obligation GNRA 2024-022 IT N/A 38384JF58 2050-09-20 0.05 N/A 38974879.00 95705.11 Agency Collateralized Mortgage Obligation GNRA 2023-122 CI N/A 38384CR43 2053-08-20 0.05 N/A 40000000.00 33224.55 Agency Collateralized Mortgage Obligation GNRA 2022-100 SD N/A 38383THM8 2052-06-20 0 N/A 40112294.00 711904.14 Agency Collateralized Mortgage Obligation GNRA 2024-022 SC N/A 38384JG81 2054-02-20 0.617 N/A 25000000.00 1206239.14 Agency Collateralized Mortgage Obligation GNRA 2020-138 NS N/A 38382JS31 2050-09-20 0.8468 N/A 30000000.00 2423310.35 Agency Collateralized Mortgage Obligation GNRA 2020-018 SW N/A 38382CYR6 2050-02-20 0.6469 N/A 23527000.00 869868.69 Agency Collateralized Mortgage Obligation GNRA 2023-101 SA N/A 38384CBQ1 2053-07-20 0.617 N/A 27061616.00 1339175.00 Agency Collateralized Mortgage Obligation GNRA 2022-075 FA N/A 38383RJX6 2052-04-20 4 N/A 24387000.00 18974828.91 Agency Collateralized Mortgage Obligation GNRA 2024-022 BS N/A 38384JF41 2051-07-20 0.8468 N/A 132338141.00 15522963.15 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES Q-025 X 20340227 FLT N/A 3137HCKT8 2034-02-27 0.3583 N/A 324636000.00 8513856.39 Agency Collateralized Mortgage Obligation GNRA 2024-046 BS N/A 38384MAF4 2052-01-20 0 N/A 98438929.00 104057.13 Agency Collateralized Mortgage Obligation GNRA 2024-046 IA N/A 38384MAQ0 2054-03-20 0.017 N/A 25000000.00 21747.65 Agency Collateralized Mortgage Obligation GNRA 2021-032 WA N/A 38382NMB0 2047-11-20 6.3107 N/A 2600000.00 1165642.88 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB92 X1 20410825 FLT N/A 30323PAJ0 2041-08-25 0.6831 N/A 101474124.00 1932968.63 Agency Collateralized Mortgage Obligation GNST 0764-GT PO N/A 37610VAA3 2034-07-20 0 N/A 1671972.00 23141.25 Agency Collateralized Mortgage Obligation GNRA 2024-008 SA N/A 38384HTP3 2054-01-20 1.687 N/A 37615669.00 2771985.17 Agency Collateralized Mortgage Obligation GNRA 2014-027 SA N/A 38379ALS7 2044-02-16 0.6567 N/A 57270053.00 631345.32 Agency Collateralized Mortgage Obligation GNRA 2023-122 SA N/A 38384CT66 2053-08-20 1.317 N/A 80000000.00 3652130.38 Agency Collateralized Mortgage Obligation GNRA 2015-152 SI N/A 38379FAU3 2045-08-20 0 N/A 26566916.00 15086.46 Agency Collateralized Mortgage Obligation GNRA 2021-194 FA N/A 38383DCN6 2051-11-20 2.5 N/A 57184000.00 39292974.32 Agency Collateralized Mortgage Obligation GNRA 2019-38 AS N/A 38381RW39 2049-03-20 0.5968 N/A 38282717.00 415210.64 Agency Collateralized Mortgage Obligation GNRA 2023-192 AF N/A 38384GC57 2053-12-20 6.633 N/A 100000000.00 97593066.88 Agency Collateralized Mortgage Obligation GNRA 2010-026 QS N/A 38376VQP5 2040-02-20 0.7968 N/A 100000.00 425.10 Agency Collateralized Mortgage Obligation GNRA 2024-046 TL N/A 38384MAE7 2052-04-20 0 N/A 264071553.00 235563.16 Agency Collateralized Mortgage Obligation GNRA 2013-034 IB N/A 38378JP48 2039-12-16 0.35 N/A 18588118.00 4326.85 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-138 X3 20500125 FLT N/A 3137H5XX0 2050-01-25 3.0826 N/A 4493000.00 776197.06 Agency Collateralized Mortgage Obligation GNRA 2015-10 W N/A 38379JEP2 2039-07-20 6.3446 N/A 6195173.00 978944.17 Agency Collateralized Mortgage Obligation FHLMC REMIC SEREIS K-114 X3 20480825 FLT N/A 3137FVNK4 2048-08-25 2.8299 N/A 10500000.00 1381331.99 Agency Collateralized Mortgage Obligation GNRA 2021-165 ST N/A 38383ABJ2 2050-01-20 0 N/A 118719.00 17.81 Agency Collateralized Mortgage Obligation GNRA 2024-034 IO N/A 38381J3A3 2062-07-16 0.2805 N/A 115942657.00 4186506.01 Agency Collateralized Mortgage Obligation FRESB MTG TR 2021-SB87 X1 20410425 FLT N/A 30320VAE1 2041-04-25 0.7514 N/A 209249861.00 4851834.60 Agency Collateralized Mortgage Obligation GNRA 2022-135 SE N/A 38383URM4 2052-08-20 0.717 N/A 66666666.00 5420594.73 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-053 X3 20440325 FLT N/A 3137BN6J8 2044-03-25 1.6985 N/A 31894000.00 806882.58 Agency Collateralized Mortgage Obligation GNRA 2016-42 SI N/A 38379V5V2 2045-11-20 0 N/A 32147304.00 237201.01 Agency Collateralized Mortgage Obligation GNRA 2023-059 LS N/A 38383XUJ1 2052-01-20 0 N/A 819363159.00 2046693.40 Agency Collateralized Mortgage Obligation GNRA 2023-192 AS N/A 38384GC81 2053-12-20 0.117 N/A 100000000.00 2342202.33 Agency Collateralized Mortgage Obligation GNRA 2023-098 BS N/A 38384BYD7 2053-07-20 0.667 N/A 25000000.00 1122691.17 Agency Collateralized Mortgage Obligation GNRA 2024-022 AS N/A 38384JF25 2051-08-20 0.5968 N/A 61576308.00 6662308.29 Agency Collateralized Mortgage Obligation GNRA 2015-001 S N/A 38379HR49 2045-01-20 0.1469 N/A 65131833.00 834036.52 Agency Collateralized Mortgage Obligation GNRA 2024-022 DS N/A 38384JF74 2053-06-20 0.817 N/A 65532218.00 3887795.56 Agency Collateralized Mortgage Obligation GNRA 2024-022 IB N/A 38384JG24 2054-02-20 0 N/A 50000000.00 16323.69 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-S07 X 20250925 FLT N/A 3137BS6G3 2025-09-25 0.7281 N/A 18401000.00 131861.89 Agency Collateralized Mortgage Obligation GNRA 2024-046 AS N/A 38384MAA5 2052-07-20 0 N/A 80698946.00 694144.48 Agency Collateralized Mortgage Obligation GNRA 2021-034 IO N/A 38380RWN6 2063-03-16 1.4587 N/A 85977069.00 5969232.12 Agency Collateralized Mortgage Obligation GNRA 2022-205 ES N/A 38383HBD0 2052-12-20 0.917 N/A 41244507.00 2890028.52 Agency Collateralized Mortgage Obligation GNRA 2012-084 SH N/A 38375GNU1 2042-07-16 0.6067 N/A 83772143.00 3435176.50 Agency Collateralized Mortgage Obligation GNRA 2020-001 SA N/A 38382CEN7 2050-01-20 0.5968 N/A 19880943.00 1609422.96 Agency Collateralized Mortgage Obligation FREMF MTG TR 2020-KI06 C 20250325 FLT N/A 357091AA5 2025-03-25 7.5699 N/A 25805286.00 4425472.44 Agency Collateralized Mortgage Obligation FNMA REMIC TRUST 2003-W1 2A 20421225 FLT N/A 31392GWB7 2042-12-25 5.2672 N/A 62839000.00 1763608.38 Agency Collateralized Mortgage Obligation GNRA 2024-046 IB N/A 38384MAR8 2054-03-20 0 N/A 50000000.00 88655.42 Agency Collateralized Mortgage Obligation GNRA 2023-174 IO N/A 38381JH59 2062-07-16 0.282 N/A 101556918.00 3670166.05 Agency Collateralized Mortgage Obligation GNRA 2023-111 MS N/A 38384CJS9 2053-08-20 0.617 N/A 32006617.00 1399960.79 Agency Collateralized Mortgage Obligation GNRA 2012-134 PS N/A 38378GBM9 2042-11-20 0 N/A 132412992.00 180843.90 Agency Collateralized Mortgage Obligation GNRA 2015-020 PS N/A 38379JHZ7 2045-02-20 0.1469 N/A 57578855.00 470811.10 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF97 CS 20301226 FLT N/A 30318DAA3 2030-12-26 13.8243 N/A 6913278.00 2367010.64 Agency Collateralized Mortgage Obligation GNRA 2016-01 LS N/A 38379TYN3 2046-01-20 0.7469 N/A 64912745.00 1313699.41 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-G05 X3 20340125 FLT N/A 3137FFXP7 2034-01-25 2.7022 N/A 1625000.00 215888.78 Agency Collateralized Mortgage Obligation GNRA 2021-197 FD N/A 38383DQB7 2051-11-20 2.5 N/A 84366000.00 54573902.37 Agency Collateralized Mortgage Obligation GNRA 2024-069 SA N/A 38384MHE0 2054-04-20 0.037 N/A 30000000.00 866143.82 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KHG3 B-FL 20280925 FLT N/A 30323AAS3 2028-09-25 7.6243 N/A 8048000.00 6542318.68 Agency Collateralized Mortgage Obligation GNRA 2014-37 HS N/A 38379BAB4 2044-03-20 0.1568 N/A 90727657.00 340585.06 Agency Collateralized Mortgage Obligation FREMF MTG TR 2021-KF108 CS 20310225 FLT N/A 30319WAE2 2031-02-25 11.5743 N/A 76047000.00 16146633.36 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38383FTX1 2050-03-20 0 N/A 133302452.00 441098.49 Agency Collateralized Mortgage Obligation GNRA 2023-085 SH N/A 38384BKQ3 2053-06-20 0.717 N/A 50000000.00 1518881.96 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-748 X3 20500225 FLT N/A 3137H5YF8 2050-02-25 2.7852 N/A 14432000.00 1483132.25 Agency Collateralized Mortgage Obligation FREMF MTG TR 2017-K62 D 20500125 0.00000 N/A 302949AU6 2050-01-25 0 N/A 108305106.00 75365980.46 Agency Collateralized Mortgage Obligation GNRA 2023-059 SL N/A 38383XUK8 2051-12-20 0 N/A 33039521.00 595202.50 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST 2021-SB91 X1 20410825 FLT N/A 30322XAE5 2041-08-25 0.6806 N/A 72000000.00 1808874.14 Agency Collateralized Mortgage Obligation GNRA 2018-12 SA N/A 38380YAD7 2048-08-20 0.7469 N/A 10100000.00 124182.54 Agency Collateralized Mortgage Obligation GNRA 2024-022 FA N/A 38384JK37 2054-02-20 6.5 N/A 100000000.00 98289160.28 Agency Collateralized Mortgage Obligation GNRA 2024-028 ZB 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4.5716 N/A 10500000.00 2890520.49 Agency Collateralized Mortgage Obligation GNRA 2024-046 CZ N/A 38384MAY3 2053-11-20 6 N/A 9376708.00 9746410.85 Agency Collateralized Mortgage Obligation GNRA 2024-034 BA N/A 38381J2Y2 2056-03-16 2.5 N/A 103063000.00 85204541.05 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-105 X3 20480325 FLT N/A 3137FRUM1 2048-03-25 2.0414 N/A 34625000.00 3220264.76 Agency Collateralized Mortgage Obligation GNRA 2011-080 SK N/A 38376LRR2 2041-06-20 0.6269 N/A 167610000.00 339432.67 Agency Collateralized Mortgage Obligation GNRA 2023-146 SA N/A 38384DAV9 2053-10-20 0.367 N/A 62979008.00 1723791.37 Agency Collateralized Mortgage Obligation GNRA 2024-094 DI N/A 38384PJ50 2054-06-20 0.05 N/A 50000000.00 62805.56 Agency Collateralized Mortgage Obligation GNRA 2008-054 NF N/A 3837427W7 2038-06-16 6.1933 N/A 10000000.00 587950.88 Agency Collateralized Mortgage Obligation FHLMC REMIC SERIES K-109 X3 20480525 FLT N/A 3137FTG35 2048-05-25 3.5007 N/A 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3140J9H87 2047-05-01 3.5 N/A 1000.00 204.09 Agency Mortgage-Backed Securities 04.000 FGPC Q46970 G N/A 3132WLW85 2047-03-01 4 N/A 12008739.00 3774110.37 Agency Mortgage-Backed Securities FNMS 03.500 CTAK9313 N/A 3138EEK32 2032-04-01 3.5 N/A 2548823.00 373552.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4827 N/A 3140MWLH7 2052-07-01 5 N/A 1156929.00 1103516.71 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1135 N/A 3140K8HM6 2050-01-01 3.5 N/A 1863336.00 1167395.26 Agency Mortgage-Backed Securities FNMS 06.500 CLAL7349 N/A 3138EQEX6 2039-10-01 6.5 N/A 2299577.00 326755.71 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0028 N/A 3132ACA59 2047-01-01 3 N/A 50000000.00 16997543.01 Agency Mortgage-Backed Securities FNMS 05.500 CLDA1444 N/A 3140A1TA5 2053-09-01 5.5 N/A 96643.00 96526.58 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3508 N/A 3133BQ3R5 2052-11-01 5.5 N/A 1917348.00 1530224.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8410 N/A 3140N1KY8 2052-09-01 5 N/A 1026656.00 705589.95 Agency Mortgage-Backed Securities 05.500 FGPC P51366 G N/A 3128C6QT9 2036-11-01 5.5 N/A 56051139.00 1511863.24 Agency Mortgage-Backed Securities 04.500 FGPC Q24959 G N/A 3132M5E81 2044-02-01 4.5 N/A 16686162.00 1477056.28 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8538 N/A 3140QUPY6 2054-05-01 5.5 N/A 10420309.00 10328401.22 Agency Mortgage-Backed Securities FNMS 06.500 CLDA1469 N/A 3140A1T31 2053-09-01 6.5 N/A 1443736.00 1446582.27 Agency Mortgage-Backed Securities 04.500 FGPC Q57770 G N/A 3132Y1T40 2048-08-01 4.5 N/A 1258088.00 80498.72 Agency Mortgage-Backed Securities FNMS 05.500 NP257135 N/A 31371NSY2 2038-03-01 5.5 N/A 5778998.00 32256.30 Agency Mortgage-Backed Securities FNMS 06.000 CL882005 N/A 31409X3N7 2036-04-01 6 N/A 40725724.00 509205.98 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6038 N/A 3140QDV84 2050-06-01 2.5 N/A 175628089.00 83338258.14 Agency Mortgage-Backed Securities FNMS 03.500 CIAK1100 N/A 3138E5GJ1 2027-02-01 3.5 N/A 7000000.00 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Securities FNMS 03.000 CIBT4423 N/A 3140LS4H6 2036-11-01 3 N/A 818966.00 640338.63 Agency Mortgage-Backed Securities FNMS 04.000 CIAY4658 N/A 3138YJE85 2031-04-01 4 N/A 1069593.00 91448.71 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0108 N/A 3140NGDN7 2053-05-01 5 N/A 1492936.00 1343508.67 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0281 N/A 31334WJ28 2049-04-01 5 N/A 1652225.00 172175.17 Agency Mortgage-Backed Securities FEPC 06.000 CLQH7620 N/A 3133CLPD2 2054-01-01 6 N/A 1928900.00 1947350.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4922 N/A 3138WEPG8 2045-05-01 3.5 N/A 76322433.00 13726200.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6369 N/A 3140MYCF7 2052-08-01 5 N/A 1138147.00 993134.55 Agency Mortgage-Backed Securities 03.500 FGPC Q48725 G N/A 3132WNVT6 2047-06-01 3.5 N/A 1150603.00 257529.20 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4710 N/A 3131YBGT9 2049-04-01 4.5 N/A 1451278.00 565366.58 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4154 N/A 3131XXTK7 2047-09-01 4.5 N/A 1144629.00 345629.97 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ6334 N/A 3140KSBC0 2050-11-01 2 N/A 69029.00 39246.25 Agency Mortgage-Backed Securities FNMS 04.500 CLAI6963 N/A 3138ALWZ6 2041-07-01 4.5 N/A 2464000.00 397186.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7022 N/A 3140MYYU0 2052-08-01 5 N/A 1486475.00 935785.26 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9391 N/A 3140NSNH3 2053-08-01 6.5 N/A 2451822.00 2512711.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7331 N/A 3140MMED6 2052-07-01 5 N/A 1158400.00 529073.01 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9968 N/A 3140NTCE0 2053-08-01 6 N/A 2185279.00 2052419.94 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9387 N/A 3140N2ND9 2052-09-01 5 N/A 1022807.00 648854.98 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4507 N/A 3132DSAG7 2053-12-01 5.5 N/A 2909000.00 2782824.43 Agency Mortgage-Backed Securities FEPC 04.000 CLZL9968 N/A 3131XSCD2 2045-05-01 4 N/A 1873700.00 258715.22 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7454 N/A 3133BVH73 2053-02-01 6 N/A 3671511.00 3430422.52 Agency Mortgage-Backed Securities FNMS 06.000 NP923294 N/A 31412EXX9 2037-04-01 6 N/A 36744040.00 305571.51 Agency Mortgage-Backed Securities FNMS 04.000 CLAY3178 N/A 3138YGQ88 2045-02-01 4 N/A 1451005.00 113640.85 Agency Mortgage-Backed Securities FEPC 03.000 3PQU7440 N/A 3133JLHR3 2050-06-01 3 N/A 249000.00 41621.77 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1643 N/A 3133C1ZG8 2053-04-01 6 N/A 1045600.00 1063991.23 Agency Mortgage-Backed Securities 03.500 FGPC Q50914 G N/A 3132XTAQ1 2047-09-01 3.5 N/A 623650.00 201986.78 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4684 N/A 3132A5FZ3 2046-10-01 4 N/A 300000.00 44254.55 Agency Mortgage-Backed Securities 05.500 FGPC L10220 G N/A 3128DHG57 2034-01-01 5.5 N/A 202830371.00 1099615.55 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0922 N/A 3133C1AX8 2053-04-01 5 N/A 1071037.00 1036875.56 Agency Mortgage-Backed Securities FNMS 06.000 CL880316 N/A 31409WAR2 2036-04-01 6 N/A 23417020.00 178046.06 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9232 N/A 3140NEHJ7 2053-04-01 6 N/A 3339700.00 3100475.40 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8484 N/A 3140QUNA0 2054-05-01 5.5 N/A 1000.00 987.15 Agency Mortgage-Backed Securities FEPC 03.000 CLQA4352 N/A 31339UZR4 2049-11-01 3 N/A 6566916.00 2748413.53 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0921 N/A 3133C1AW0 2053-04-01 5 N/A 1252933.00 889818.31 Agency Mortgage-Backed Securities 03.500 FGPC Q48850 G N/A 3132WNZQ8 2047-06-01 3.5 N/A 1260776.00 256610.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBC1236 N/A 3140EVLS4 2046-03-01 3.5 N/A 1032000.00 247436.15 Agency Mortgage-Backed Securities FNMS 04.500 CLBM3846 N/A 3140J8HY2 2048-04-01 4.5 N/A 106091.00 37446.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBP1033 N/A 3140K8EF4 2050-01-01 4 N/A 1050000.00 383401.25 Agency Mortgage-Backed Securities 05.000 FGPC Q59887 G N/A 3132Y36Z2 2048-11-01 5 N/A 1307163.00 534580.96 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1864 N/A 3140JJCA5 2048-09-01 4.5 N/A 1387082.00 580312.13 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1552 N/A 3140QLWN2 2051-09-01 2.5 N/A 60000.00 42112.99 Agency Mortgage-Backed Securities 03.500 FGPC U91618 G N/A 3132HBVK8 2043-06-01 3.5 N/A 1065263.00 256093.01 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6733 N/A 3133BGPS1 2052-07-01 5 N/A 1367227.00 1302154.42 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1236 N/A 31334XLR8 2049-07-01 3.5 N/A 3664694.00 815253.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBN0507 N/A 3140JGR56 2048-09-01 5 N/A 2194332.00 467017.25 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3205 N/A 3131Y9R21 2049-02-01 4.5 N/A 3124963.00 622194.97 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9074 N/A 3133BKCK3 2052-09-01 5 N/A 1375281.00 1285818.27 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2139 N/A 3140NJLV4 2053-06-01 6.5 N/A 1092371.00 1132222.25 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5318 N/A 3133BS4B5 2052-12-01 6 N/A 1146000.00 873566.64 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0444 N/A 3133CCP59 2053-09-01 5.5 N/A 4371961.00 4316897.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 N/A 1000.00 872.90 Agency Mortgage-Backed Securities FNMS 03.500 CVAL5759 N/A 3138ENMH9 2029-07-01 3.5 N/A 1491000.00 129626.38 Agency Mortgage-Backed Securities 04.000 FGPC Q57312 G N/A 3132Y1DS4 2048-05-01 4 N/A 1005975.00 162441.70 Agency Mortgage-Backed Securities 03.500 FGPC G07175 G N/A 3128M9JU7 2041-12-01 3.5 N/A 5540271.00 898000.15 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9939 N/A 3140MQBH1 2052-06-01 3.5 N/A 3792053.00 2635748.78 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3619 N/A 3140X7AV1 2050-01-01 4.5 N/A 1031.00 154.92 Agency Mortgage-Backed Securities FNMS 03.500 CICA7947 N/A 3140QFZM4 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1139200.00 1136721.69 Agency Mortgage-Backed Securities FNMS 03.500 CLAK3106 N/A 3138E7NY6 2042-02-01 3.5 N/A 5326206.00 917173.85 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6043 N/A 3133A0WC4 2050-01-01 3.5 N/A 2271578.00 1052885.33 Agency Mortgage-Backed Securities FEPC 03.000 CLQE0395 N/A 3133B9NL4 2052-04-01 3 N/A 210684.00 152803.33 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2054 N/A 3140MTH89 2052-09-01 5 N/A 1540832.00 1360434.03 Agency Mortgage-Backed Securities FNMS 03.500 CRAS5221 N/A 3138WEYT0 2045-06-01 3.5 N/A 3736146.00 1413700.38 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2368 N/A 3140JWT26 2049-11-01 3.5 N/A 2108695.00 777967.91 Agency Mortgage-Backed Securities FNMS 04.000 CLAX8367 N/A 3138YAJM8 2044-11-01 4 N/A 3197174.00 479366.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBH7067 N/A 3140GVZ99 2047-12-01 4.5 N/A 328000.00 78039.58 Agency Mortgage-Backed Securities 06.000 FGPC H02223 G N/A 3128MUPG4 2038-01-01 6 N/A 47472694.00 191130.05 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03.500 CLQA8603 N/A 3133A3RY6 2050-04-01 3.5 N/A 2108934.00 1077614.55 Agency Mortgage-Backed Securities 05.000 FGPC Q59602 G N/A 3132Y3U44 2048-11-01 5 N/A 2362017.00 940218.54 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3861 N/A 3140JLJF2 2049-03-01 4 N/A 5936318.00 1380697.91 Agency Mortgage-Backed Securities FEPC 04.500 CLQE5867 N/A 3133BFQU7 2052-07-01 4.5 N/A 1518286.00 800538.79 Agency Mortgage-Backed Securities 05.000 FGPC Q58384 G N/A 3132Y2J64 2048-09-01 5 N/A 1540725.00 201911.69 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9301 N/A 3133KRKN3 2053-06-01 6 N/A 7927.00 7501.45 Agency Mortgage-Backed Securities FNMS 04.490 CA824393 N/A 31406Y3A6 2035-07-01 4.49 N/A 422000.00 61297.44 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4777 N/A 3131YBJW9 2049-04-01 4.5 N/A 2747995.00 1331954.73 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2384 N/A 3138WBUJ2 2044-05-01 4 N/A 4800000.00 524790.45 Agency Mortgage-Backed Securities 03.500 FGPC Q63560 G N/A 3132VP5W4 2049-05-01 3.5 N/A 3163158.00 1108473.37 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3382 N/A 3131Y9XK4 2049-02-01 4.5 N/A 4729733.00 1223838.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8910 N/A 3140N13U5 2052-09-01 5 N/A 1286425.00 1239684.74 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1709 N/A 3140Q83T0 2048-05-01 4.5 N/A 2876333.00 243928.89 Agency Mortgage-Backed Securities FNMS 03.000 CLBO2201 N/A 3140JWNT3 2049-09-01 3 N/A 1000.00 198.49 Agency Mortgage-Backed Securities 03.000 FGPC U79020 G N/A 3132G5AW9 2028-08-01 3 N/A 1750000.00 128290.73 Agency Mortgage-Backed Securities FNMS 06.000 CLAD0223 N/A 31418MG97 2039-05-01 6 N/A 57360507.00 678989.34 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4848 N/A 3132DSL59 2054-02-01 6 N/A 1000.00 986.30 Agency Mortgage-Backed Securities 05.000 FGPC Q61703 G N/A 3132VM3M5 2049-02-01 5 N/A 2343476.00 899743.21 Agency Mortgage-Backed Securities FNMS 07.500 CLDA5606 N/A 3140A6GQ3 2054-01-01 7.5 N/A 1594860.00 1659145.95 Agency Mortgage-Backed Securities 04.000 FGPC Q19955 G N/A 3132JBQH9 2043-07-01 4 N/A 6383175.00 674095.42 Agency Mortgage-Backed Securities FNMS 05.000 CLBN3678 N/A 3140JLCQ5 2049-02-01 5 N/A 1200160.00 322411.75 Agency Mortgage-Backed Securities FEPC 02.500 CLQC8539 N/A 3133ATPY1 2051-10-01 2.5 N/A 792935.00 491015.62 Agency Mortgage-Backed Securities FEPC 05.500 CLQG4245 N/A 3133C4WE0 2053-05-01 5.5 N/A 3745018.00 3414553.00 Agency Mortgage-Backed Securities 06.000 FGPC A61517 G N/A 3128KRVJ0 2036-10-01 6 N/A 101720869.00 1219607.63 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0006 N/A 3133BMAF2 2052-08-01 5 N/A 1205606.00 1151894.11 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0588 N/A 3140JGUN3 2048-11-01 4.5 N/A 2066324.00 766290.13 Agency Mortgage-Backed Securities FNMS 04.000 CTCA2073 N/A 3140Q9JT1 2038-07-01 4 N/A 15121247.00 3983357.08 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5134 N/A 3140N9V45 2053-01-01 6 N/A 1153763.00 608383.17 Agency 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FEPC 05.500 CLQH4904 N/A 3133CHNV3 2053-11-01 5.5 N/A 1010.00 965.11 Agency Mortgage-Backed Securities FNMS 03.000 CIAL9862 N/A 3138ER5Y2 2030-05-01 3 N/A 11500000.00 1061903.24 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ3099 N/A 3140KNNR5 2050-10-01 3 N/A 452963.00 180806.13 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9852 N/A 3133KR5M2 2053-09-01 6 N/A 38607228.00 36994236.90 Agency Mortgage-Backed Securities FNMS 04.000 CLBE2244 N/A 3140FMP67 2047-02-01 4 N/A 1119746.00 146419.56 Agency Mortgage-Backed Securities FNMS 05.000 CKBY9197 N/A 3140NSGF5 2053-09-01 5 N/A 3500072.00 3327969.84 Agency Mortgage-Backed Securities FNMS 03.500 CLBH7913 N/A 3140GWYK3 2047-08-01 3.5 N/A 5638475.00 1820106.60 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8068 N/A 3140HM6E9 2048-07-01 4.5 N/A 8632848.00 1140374.26 Agency Mortgage-Backed Securities FNMS 05.000 CLDA8109 N/A 3140YWAK9 2054-02-01 5 N/A 3125209.00 3050869.59 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8804 N/A 3140QGYA9 2051-02-01 2 N/A 489856.00 291742.64 Agency Mortgage-Backed Securities FEPC 07.500 CLZS0468 N/A 3132A0QV1 2029-10-01 7.5 N/A 66261732.00 43606.17 Agency Mortgage-Backed Securities 04.500 FGPC Q59886 G N/A 3132Y36Y5 2048-11-01 4.5 N/A 1721985.00 1000853.76 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6298 N/A 3133BF7K0 2052-07-01 5 N/A 1095903.00 922204.62 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9024 N/A 3140NEA21 2053-04-01 5 N/A 1131028.00 829509.79 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 1024.00 209.01 Agency Mortgage-Backed Securities FNMS 04.500 CLBV9710 N/A 3140MPYG0 2052-06-01 4.5 N/A 1179050.00 1092662.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1294 N/A 3133BNNK5 2052-10-01 5 N/A 1156066.00 1103686.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0186 N/A 3133CCF35 2053-09-01 6.5 N/A 1204150.00 1118960.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6805 N/A 3140JPR31 2049-02-01 4.5 N/A 2119828.00 749897.93 Agency Mortgage-Backed Securities FNMS 03.000 CLBP7820 N/A 3140KFVN2 2050-07-01 3 N/A 65000.00 27496.08 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3024 N/A 3138EKLE3 2043-01-01 3.5 N/A 293000.00 44001.13 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5402 N/A 3140NNAC9 2053-07-01 5.5 N/A 2958306.00 2928919.73 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6723 N/A 3140NBPH8 2053-02-01 5.5 N/A 3959542.00 3273729.60 Agency Mortgage-Backed Securities FEPC 03.000 CLQD3323 N/A 3133B0VQ3 2051-12-01 3 N/A 1490560.00 1045712.09 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5850 N/A 3140QDQC1 2048-03-01 3.5 N/A 2764643.00 1328943.36 Agency Mortgage-Backed Securities 04.000 FGPC Q03146 G N/A 3132GJET2 2041-09-01 4 N/A 8976320.00 932071.78 Agency Mortgage-Backed Securities FNMS 06.000 CLBX7636 N/A 3140NCPW3 2053-06-01 6 N/A 975833.00 886484.40 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9435 N/A 3133KRPU2 2053-07-01 5.5 N/A 35046374.00 33836340.11 Agency Mortgage-Backed Securities FNMS 04.500 CLBY3275 N/A 3140NKT92 2053-06-01 4.5 N/A 441239.00 415599.32 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ0697 N/A 3140KKX33 2050-09-01 2 N/A 96149.00 48218.78 Agency Mortgage-Backed Securities 05.500 FGPC N31136 G N/A 31281BHM5 2034-09-01 5.5 N/A 23583245.00 49125.81 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2674 N/A 3140MF6L2 2052-03-01 3 N/A 964864.00 669810.29 Agency Mortgage-Backed Securities FNMS 05.000 CLBN9486 N/A 3140JSRG6 2049-04-01 5 N/A 1051590.00 430614.46 Agency Mortgage-Backed Securities 05.500 FGPC H09192 G N/A 3128UNF98 2038-04-01 5.5 N/A 43703435.00 133506.19 Agency Mortgage-Backed Securities FNMS 02.000 CLFS5131 N/A 3140XLVZ8 2052-02-01 2 N/A 11677601.00 8636392.11 Agency Mortgage-Backed Securities FNMS 06.000 CL878096 N/A 31409TRR1 2036-04-01 6 N/A 70038522.00 728315.11 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8632 N/A 3133BJSV5 2052-08-01 5 N/A 1137950.00 963383.51 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0565 N/A 3131Y6TW9 2042-12-01 4 N/A 2299045.00 233751.45 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ9907 N/A 3140HCAH9 2048-03-01 3.5 N/A 2490917.00 801444.19 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6077 N/A 3140QRXF5 2053-04-01 5.5 N/A 12941726.00 11644735.11 Agency Mortgage-Backed Securities FNMS 04.000 CLAU2688 N/A 3138X17A8 2043-07-01 4 N/A 1446671.00 164661.95 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7352 N/A 3140NCE21 2053-09-01 6.5 N/A 1178467.00 1121636.59 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0171 N/A 3140FXFM9 2057-01-01 4 N/A 244343.00 72679.62 Agency Mortgage-Backed Securities FNMS 06.500 NP944132 N/A 31413FLM2 2037-07-01 6.5 N/A 47081728.00 146937.97 Agency Mortgage-Backed Securities FNMS 05.500 NP871040 N/A 31409GV94 2037-02-01 5.5 N/A 70006796.00 300280.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9618 N/A 3140JSVL0 2049-04-01 4.5 N/A 1063732.00 243520.87 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2685 N/A 3140JW6X3 2049-07-01 3.5 N/A 3491780.00 1225426.88 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7156 N/A 3131Y15R7 2048-07-01 4.5 N/A 2612450.00 477178.00 Agency Mortgage-Backed Securities FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 N/A 787313.00 164009.05 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8493 N/A 3140XCNK0 2051-08-01 2.5 N/A 1024.00 702.80 Agency Mortgage-Backed Securities FNMS 03.500 CLBA6389 N/A 3140EBC33 2045-11-01 3.5 N/A 3951276.00 370908.03 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2074 N/A 3133C2JT6 2053-05-01 5.5 N/A 1376535.00 1363228.71 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3903 N/A 3140MVKR8 2052-08-01 5 N/A 1000800.00 958940.36 Agency Mortgage-Backed Securities FNMS 06.500 CL942511 N/A 31413DR82 2037-08-01 6.5 N/A 49931959.00 146542.49 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0081 N/A 31334WCS8 2049-06-01 4.5 N/A 1154743.00 345170.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8436 N/A 3140FULS5 2047-04-01 4.5 N/A 8421343.00 1328290.43 Agency Mortgage-Backed Securities FEPC 04.500 CLQA1129 N/A 31334XHE2 2049-07-01 4.5 N/A 1288588.00 280596.32 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9762 N/A 3140NSZ49 2053-09-01 6.5 N/A 1002082.00 911858.01 Agency Mortgage-Backed Securities FNMS 04.000 CKBK1766 N/A 3140HE6C1 2048-06-01 4 N/A 1520000.00 383444.84 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8831 N/A 3140MNY59 2052-06-01 5 N/A 1100974.00 931035.81 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8200 N/A 3140NRDE3 2053-08-01 5.5 N/A 1199940.00 1173710.17 Agency Mortgage-Backed Securities 06.000 FGPC P51360 G N/A 3128C6QM4 2036-09-01 6 N/A 12998430.00 763400.53 Agency Mortgage-Backed Securities FEPC 06.000 CLQG5014 N/A 3133C5SB8 2053-06-01 6 N/A 1960126.00 1981459.22 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ3308 N/A 3138MJVA4 2042-11-01 3.5 N/A 5050000.00 1048419.03 Agency Mortgage-Backed Securities FNMS 06.000 CIBU4312 N/A 3140M5YJ8 2038-12-01 6 N/A 2004516.00 1988571.85 Agency Mortgage-Backed Securities FNMS 04.000 CRAU9356 N/A 3138X9ME6 2043-11-01 4 N/A 2634568.00 719568.61 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8866 N/A 3140HNZ88 2048-09-01 4.5 N/A 17913470.00 4269682.82 Agency Mortgage-Backed Securities FNMS 06.000 CL872280 N/A 31409JCR9 2036-05-01 6 N/A 90808739.00 715246.72 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9031 N/A 3140NEA96 2053-04-01 5 N/A 1530675.00 1355023.85 Agency Mortgage-Backed Securities FNMS 04.000 CLBV7245 N/A 3140MMBP2 2052-05-01 4 N/A 1586274.00 1288639.36 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0676 N/A 3140FXXE7 2062-09-01 3.5 N/A 144427696.00 115585893.97 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3109 N/A 3140QNN32 2052-03-01 2.5 N/A 15995000.00 11404765.91 Agency Mortgage-Backed Securities 04.500 FGPC Q62283 G N/A 3132VNRD7 2049-03-01 4.5 N/A 3393823.00 1001168.50 Agency Mortgage-Backed Securities 03.000 FGPC U40824 G N/A 3132H9Q37 2028-06-01 3 N/A 3475566.00 332374.47 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8242 N/A 3140K4EQ9 2049-11-01 3.5 N/A 1307136.00 779783.70 Agency Mortgage-Backed Securities 04.500 FGPC A96200 G N/A 3129443H2 2041-01-01 4.5 N/A 31631704.00 1711148.02 Agency Mortgage-Backed Securities FNMS 06.500 NP954858 N/A 31413TJB9 2037-10-01 6.5 N/A 43575433.00 391168.88 Agency Mortgage-Backed Securities FNMS 02.500 CLBU0168 N/A 3140M1FJ8 2051-10-01 2.5 N/A 3561294.00 2517923.93 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6988 N/A 3140QEXS6 2050-09-01 2.5 N/A 3683261.00 2148628.15 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5945 N/A 3140JNTB6 2049-06-01 3.5 N/A 1349838.00 365380.10 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5097 N/A 3140NMUX3 2053-07-01 5.5 N/A 1324272.00 1303110.49 Agency Mortgage-Backed Securities 04.500 FGPC Q01903 G N/A 3132GFDG9 2041-07-01 4.5 N/A 17237672.00 1073958.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2364 N/A 3140MTTW3 2052-06-01 5 N/A 1476900.00 1414631.24 Agency Mortgage-Backed Securities FNMS 06.500 CLDB1405 N/A 3140AAR33 2054-04-01 6.5 N/A 30969.00 31419.75 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4629 N/A 3140N9EB8 2053-01-01 6 N/A 1152625.00 1053464.90 Agency Mortgage-Backed Securities 05.000 FGPC Q59891 G N/A 3132Y37D0 2048-11-01 5 N/A 1002.00 456.49 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2959 N/A 3140QAJD3 2049-01-01 4.5 N/A 5341369.00 449363.94 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0477 N/A 3140N4Q75 2052-09-01 5 N/A 1285250.00 1228233.75 Agency Mortgage-Backed Securities FNMS 06.500 CLBX9789 N/A 3140NE2X2 2053-04-01 6.5 N/A 1175690.00 1078703.15 Agency Mortgage-Backed Securities FEPC 06.500 CLQG9837 N/A 3133CA4W7 2053-08-01 6.5 N/A 305740.00 293856.95 Agency Mortgage-Backed Securities FNMS 02.500 CLBV2360 N/A 3140MFTS2 2052-02-01 2.5 N/A 172776.00 117526.84 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ1066 N/A 3140H2FG8 2048-01-01 4.5 N/A 1281047.00 542492.43 Agency Mortgage-Backed Securities 06.000 FGPC H09062 G N/A 3128UNB76 2037-08-01 6 N/A 245171038.00 572940.49 Agency Mortgage-Backed Securities FNMS 03.000 CLAY8416 N/A 3138YNK63 2045-08-01 3 N/A 326208.00 72095.20 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7402 N/A 3131Y2GK8 2048-07-01 4.5 N/A 1994620.00 754867.86 Agency Mortgage-Backed Securities FNMS 06.500 CLDA3837 N/A 3140A4HP9 2053-10-01 6.5 N/A 402218.00 340051.17 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4356 N/A 31339UZV5 2049-11-01 3.5 N/A 116000.00 64573.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6431 N/A 3140MYED0 2052-08-01 5 N/A 1112710.00 806956.03 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7496 N/A 3133BHKH8 2052-08-01 4.5 N/A 2046865.00 1576402.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBX2509 N/A 3140N6YF3 2052-11-01 4.5 N/A 1283979.00 1196262.94 Agency Mortgage-Backed Securities FNMS 03.000 CLBO9365 N/A 3140K5MP9 2049-12-01 3 N/A 1891668.00 667567.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6432 N/A 3133BUED5 2053-01-01 5.5 N/A 1036395.00 809224.48 Agency Mortgage-Backed Securities FNMS 05.000 CLAS2048 N/A 3138WBH24 2044-03-01 5 N/A 2326825.00 243440.03 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4541 N/A 3131XYBJ7 2047-10-01 4.5 N/A 2654745.00 910315.05 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0798 N/A 3133BM3F0 2052-10-01 5 N/A 1210805.00 1155679.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQE7859 N/A 3133BHWU6 2052-08-01 5.5 N/A 6112305.00 4559841.83 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4984 N/A 3138WERE1 2045-05-01 3.5 N/A 44862502.00 10809577.46 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7447 N/A 3140A8HZ8 2054-01-01 7 N/A 1931102.00 2009887.57 Agency Mortgage-Backed Securities FNMS 06.500 NP878663 N/A 31409UFC4 2036-02-01 6.5 N/A 28323440.00 298527.13 Agency Mortgage-Backed Securities FNMS 04.000 CLBC5201 N/A 3140F0X74 2046-01-01 4 N/A 1466671.00 341404.44 Agency Mortgage-Backed Securities FNMS 04.000 CQMA1611 N/A 31418AYH5 2043-09-01 4 N/A 160000.00 25321.58 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7904 N/A 3140LWYA9 2052-10-01 5 N/A 5114523.00 4109019.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2084 N/A 3140JJJ67 2048-10-01 4.5 N/A 2284873.00 703604.77 Agency Mortgage-Backed Securities FNMS 05.500 NP880419 N/A 31409WDY4 2036-12-01 5.5 N/A 58282584.00 71884.62 Agency Mortgage-Backed Securities FNMS 02.500 CLBR6304 N/A 3140L5AE6 2051-04-01 2.5 N/A 1047134.00 751607.07 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0075 N/A 3140QKCM8 2046-04-01 2.5 N/A 34582909.00 23724252.59 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7508 N/A 3133BHKV7 2052-08-01 4.5 N/A 1309205.00 1068661.30 Agency Mortgage-Backed Securities FNMS 06.000 CLBX7290 N/A 3140NCC49 2053-06-01 6 N/A 1147669.00 1163627.30 Agency Mortgage-Backed Securities 04.500 FGPC Q62759 G N/A 3132VPB56 2049-04-01 4.5 N/A 3550259.00 1210356.10 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1144 N/A 3140K8HW4 2050-01-01 3.5 N/A 1338187.00 987060.92 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0173 N/A 3140N4FP7 2053-02-01 5.5 N/A 1395811.00 1377686.40 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7381 N/A 3140XPFX2 2052-09-01 3.5 N/A 20524206.00 17648310.13 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9569 N/A 3133KRT20 2053-08-01 6 N/A 10027872.00 9397554.97 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0465 N/A 31334WQS3 2049-06-01 3.5 N/A 3192088.00 754315.08 Agency Mortgage-Backed Securities FNMS 04.000 CLBO1351 N/A 3140JVQD7 2049-08-01 4 N/A 23200000.00 4042104.51 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5308 N/A 3131XY3R8 2047-12-01 4.5 N/A 1000.00 330.14 Agency Mortgage-Backed Securities FNMS 06.000 CLDB0553 N/A 3140A9TK6 2054-02-01 6 N/A 425529.00 429134.95 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4137 N/A 3140J8S38 2047-06-01 4 N/A 2480000.00 705377.27 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7162 N/A 3140A75Y6 2054-01-01 6.5 N/A 1102170.00 1140621.62 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3468 N/A 3140NK2A8 2053-06-01 5.5 N/A 1014100.00 999651.78 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2698 N/A 3131XH7K6 2042-02-01 4 N/A 1148420.00 293515.43 Agency Mortgage-Backed Securities FEPC 06.500 CLQH6143 N/A 3133CJZG9 2053-12-01 6.5 N/A 1101509.00 1140251.46 Agency Mortgage-Backed Securities FNMS 03.500 CTAR5514 N/A 3138W3DU4 2033-02-01 3.5 N/A 3326150.00 299613.42 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6196 N/A 3140MX3E2 2052-08-01 5 N/A 1170608.00 1047054.93 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0722 N/A 3131XTYT1 2046-01-01 4 N/A 460000.00 49630.89 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1642 N/A 3140JHZG1 2048-11-01 4.5 N/A 4013409.00 1107219.16 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2163 N/A 3132DPML9 2053-01-01 6 N/A 274383.00 242693.01 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6683 N/A 3140GVM93 2047-07-01 4 N/A 18918329.00 771642.62 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5746 N/A 3133A0L36 2049-12-01 3.5 N/A 2267279.00 1001662.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8100 N/A 3133C87M1 2053-07-01 5.5 N/A 2184334.00 2142824.05 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6062 N/A 3133A0WX8 2050-01-01 3.5 N/A 1895582.00 826032.48 Agency Mortgage-Backed Securities FEPC 05.500 CLQI5589 N/A 3133WCF66 2054-05-01 5.5 N/A 1012.00 1002.92 Agency Mortgage-Backed Securities FNMS 02.500 RIAZ6400 N/A 3138YYDE0 2030-10-01 2.5 N/A 808000.00 62871.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBJ9225 N/A 3140HBHB7 2048-06-01 5 N/A 2182523.00 126038.97 Agency Mortgage-Backed Securities FNMS 06.500 CL602617 N/A 31388EPA8 2031-10-01 6.5 N/A 1800000.00 103983.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0696 N/A 3140JGX26 2048-09-01 4.5 N/A 2869995.00 879152.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7888 N/A 3140JQXS7 2049-05-01 4.5 N/A 1002237.00 556914.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8652 N/A 3133C9TH6 2053-08-01 6 N/A 1115098.00 987323.01 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1057 N/A 3140N5E75 2052-12-01 5.5 N/A 1001972.00 968565.04 Agency Mortgage-Backed Securities 04.000 FGPC Q48791 G N/A 3132WNXV9 2047-06-01 4 N/A 1000.00 415.41 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3954 N/A 3140X7MC0 2050-04-01 3.5 N/A 1000.00 307.24 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6726 N/A 3140NBPL9 2053-02-01 6 N/A 1020155.00 927797.30 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8625 N/A 3133BJSN3 2052-08-01 5 N/A 1044055.00 980488.54 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7263 N/A 3140LWB97 2051-09-01 2.5 N/A 542972.00 380364.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8651 N/A 3140N1TH6 2052-08-01 5 N/A 1751025.00 1401877.31 Agency Mortgage-Backed Securities FEPC 02.500 CLZS4504 N/A 3132A5AD7 2042-12-01 2.5 N/A 150000.00 26209.89 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6331 N/A 3131YDA87 2049-05-01 4.5 N/A 1685000.00 670593.31 Agency Mortgage-Backed Securities FNMS 03.500 U3BF0208 N/A 3140FXGS5 2042-02-01 3.5 N/A 1718184.00 509057.56 Agency Mortgage-Backed Securities 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 100.00 93.69 U.S. Treasuries (including strips) FNMS 05.500 CLBY7695 N/A 3140NQRR1 2053-07-01 5.5 N/A 1272031.00 1252078.80 Agency Mortgage-Backed Securities FEPC 05.500 CLZS3983 N/A 3132A4M88 2041-06-01 5.5 N/A 3778700.00 420731.73 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4632 N/A 3140XLEE4 2053-05-01 5.5 N/A 1014.00 923.24 Agency Mortgage-Backed Securities 04.000 FGPC Q52072 G N/A 3132XUJS5 2047-11-01 4 N/A 2263845.00 555409.32 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7104 N/A 3140XN3N2 2054-01-01 5 N/A 10478018.00 10066159.14 Agency Mortgage-Backed Securities FNMS 03.000 I3BF0293 N/A 3140FXKF8 2048-07-01 3 N/A 293891.00 81233.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6497 N/A 3140MYGF3 2052-09-01 5 N/A 1728104.00 1354060.69 Agency Mortgage-Backed Securities 03.500 FGPC Q42043 G N/A 3132WFHV4 2046-07-01 3.5 N/A 5670308.00 922411.72 Agency Mortgage-Backed Securities FNMS 03.500 CLBN9502 N/A 3140JSRY7 2049-06-01 3.5 N/A 1970430.00 717941.59 Agency Mortgage-Backed Securities FNMS 06.000 CLBX2070 N/A 3140N6JQ6 2052-11-01 6 N/A 1006571.00 865147.90 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2438 N/A 3140JJV89 2048-10-01 4.5 N/A 1106978.00 120349.87 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4286 N/A 3140A4XQ9 2053-07-01 6.5 N/A 262988.00 268911.77 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4252 N/A 3133BDWM3 2052-06-01 5 N/A 119971.00 106377.25 Agency Mortgage-Backed Securities FNMS 04.500 CLBP5336 N/A 3140KC4W9 2050-05-01 4.5 N/A 1478591.00 209208.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8330 N/A 3133BWHF3 2053-02-01 5.5 N/A 1167300.00 1143652.59 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1041 N/A 3133CDEN0 2053-09-01 6.5 N/A 1071855.00 1066442.50 Agency Mortgage-Backed Securities FNMS 05.000 CLBN6534 N/A 3140JPHL2 2049-03-01 5 N/A 1007546.00 179607.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4845 N/A 3140JML34 2049-03-01 4.5 N/A 2216956.00 597474.09 Agency Mortgage-Backed Securities FNMS 02.000 CLBT2613 N/A 3140LQ3X6 2051-10-01 2 N/A 1088865.00 816369.99 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7567 N/A 3140QFMR7 2050-11-01 2 N/A 1026288.00 571607.42 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5879 N/A 3133A0Q80 2049-12-01 3.5 N/A 435889.00 218710.19 Agency Mortgage-Backed Securities FNMS 07.000 CLDA1095 N/A 3140A1GD3 2053-12-01 7 N/A 1159261.00 1208989.03 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8761 N/A 3140XCWX2 2051-09-01 2.5 N/A 13885352.00 10465295.99 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1207 N/A 3140JHKV4 2048-11-01 4 N/A 2660467.00 827879.20 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9215 N/A 3133BKGY9 2052-09-01 5 N/A 1001.00 875.53 Agency Mortgage-Backed Securities FNMS 04.000 CLAK1516 N/A 3138E5VJ4 2042-02-01 4 N/A 2003418.00 240498.45 Agency Mortgage-Backed Securities 04.000 FGPC V81158 G N/A 3132L6JB8 2044-05-01 4 N/A 555914.00 137600.86 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2934 N/A 3133BQHK5 2052-11-01 5.5 N/A 1465321.00 1293165.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3011 N/A 3140JKKZ8 2048-11-01 4.5 N/A 4797991.00 1873372.65 Agency Mortgage-Backed Securities FNMS 05.500 CLDA2597 N/A 3140A23F0 2053-09-01 5.5 N/A 1073747.00 1065011.05 Agency Mortgage-Backed Securities 04.000 FGPC V81252 G N/A 3132L6L90 2044-07-01 4 N/A 13873840.00 1815531.01 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4387 N/A 3131XX2U4 2047-10-01 4.5 N/A 1524466.00 499769.85 Agency Mortgage-Backed Securities FNMS 03.500 CLAO5619 N/A 3138LWG54 2042-06-01 3.5 N/A 326210.00 40558.97 Agency Mortgage-Backed Securities FNMS 04.500 REBM6075 N/A 3140JAXD5 2041-07-01 4.5 N/A 85000.00 25725.88 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8807 N/A 3140QGYD3 2051-01-01 2 N/A 6333696.00 3723451.19 Agency Mortgage-Backed Securities FNMS 03.500 CTAK9300 N/A 3138EEKN8 2032-04-01 3.5 N/A 5186209.00 641567.23 Agency Mortgage-Backed Securities FNMS 05.000 CLBY8351 N/A 3140NRH58 2053-08-01 5 N/A 36345.00 35009.69 Agency Mortgage-Backed Securities FNMS 05.000 CTBY2318 N/A 3140NJSG0 2043-06-01 5 N/A 1549124.00 1352985.40 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9275 N/A 3140NSJV7 2053-10-01 6 N/A 1548861.00 1131219.13 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8692 N/A 3140N1US0 2052-09-01 4.5 N/A 315270.00 292520.85 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5669 N/A 3140NAJP9 2053-01-01 5.5 N/A 272622.00 231544.95 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3475 N/A 3140NK2H3 2053-06-01 6 N/A 1114185.00 992263.66 Agency Mortgage-Backed Securities FNMS 03.500 CRAU6940 N/A 3138X6WA9 2043-10-01 3.5 N/A 9207303.00 2077269.97 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3922 N/A 3131YALB4 2049-03-01 4.5 N/A 1615427.00 761421.34 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9418 N/A 3140GYPC7 2047-09-01 3.5 N/A 1499575.00 214306.66 Agency Mortgage-Backed Securities FNMS 04.000 CLBD4420 N/A 3140FB4E7 2046-07-01 4 N/A 2880534.00 455758.64 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7243 N/A 3140NQBM9 2053-07-01 6.5 N/A 1014661.00 1004957.46 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6349 N/A 3140MYBT8 2052-08-01 5 N/A 1156822.00 721423.17 Agency Mortgage-Backed Securities FEPC 08.000 CLZJ4912 N/A 3131WVN51 2031-02-01 8 N/A 1000.00 11.52 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8232 N/A 3132DWED1 2052-06-01 5 N/A 27000.00 22198.33 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4754 N/A 3140F0H80 2046-10-01 4 N/A 240138.00 67730.93 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1609 N/A 3140X4YF7 2049-09-01 3.5 N/A 394367.00 132106.92 Agency Mortgage-Backed Securities 05.500 FGPC K39025 G N/A 31303AA22 2048-04-01 5.5 N/A 22307618.00 355308.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBO3685 N/A 3140JYCX2 2049-12-01 3.5 N/A 1267909.00 540264.00 Agency Mortgage-Backed Securities 04.000 FGPC Q48220 G N/A 3132WND25 2047-05-01 4 N/A 1381346.00 257688.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5097 N/A 3140MJUX1 2052-08-01 5 N/A 1122230.00 947480.67 Agency Mortgage-Backed Securities FEPC 02.500 CISB0117 N/A 3132CWDW1 2034-11-01 2.5 N/A 189583.00 65427.15 Agency Mortgage-Backed Securities 04.000 FGPC Q47338 G N/A 3132WMEL4 2047-04-01 4 N/A 4720914.00 1381313.59 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 N/A 50266388.00 46468717.99 Agency Mortgage-Backed Securities FNMS 05.500 CLDA4692 N/A 3140A5GA0 2053-12-01 5.5 N/A 1346447.00 1015259.24 Agency Mortgage-Backed Securities FNMS 03.500 CLBK0152 N/A 3140HDE26 2048-02-01 3.5 N/A 1329050.00 409581.05 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3880 N/A 3140XKJ27 2053-02-01 6 N/A 11292230.00 10189442.05 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6987 N/A 3133KNXQ1 2052-03-01 3.5 N/A 105878.00 81230.93 Agency Mortgage-Backed Securities FNMS 04.000 CTBC3651 N/A 3140EYBV2 2035-12-01 4 N/A 1953928.00 375354.83 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1443 N/A 3140XGS91 2052-04-01 3.5 N/A 1000.00 767.03 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8728 N/A 3133C9VV2 2053-08-01 6.5 N/A 1005.00 1016.13 Agency Mortgage-Backed Securities FNMS 06.000 CLBX0446 N/A 3140N4P84 2052-11-01 6 N/A 100000.00 99177.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6083 N/A 3140HKXM5 2048-09-01 4.5 N/A 1761842.00 953606.78 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3658 N/A 3133BDB38 2052-06-01 5 N/A 1099443.00 957384.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBP0048 N/A 3140K7BS1 2050-01-01 3.5 N/A 3230535.00 1348002.30 Agency Mortgage-Backed Securities 07.000 FGPC A82013 G N/A 312928GW8 2038-09-01 7 N/A 8930187.00 290695.65 Agency Mortgage-Backed Securities 03.500 FGPC U90887 G N/A 3132H36Y4 2043-02-01 3.5 N/A 2400000.00 414506.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7029 N/A 3140H8Y33 2048-08-01 4 N/A 9056853.00 2084234.29 Agency Mortgage-Backed Securities FNMS 06.000 CL852322 N/A 31408H4F9 2036-04-01 6 N/A 22909830.00 159425.19 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7266 N/A 3140L6CC6 2051-04-01 2.5 N/A 2266874.00 1435864.49 Agency Mortgage-Backed Securities 04.000 FGPC G06843 G N/A 3128M85C4 2041-12-01 4 N/A 494000.00 53851.83 Agency Mortgage-Backed Securities FEPC 04.000 CLZL9639 N/A 3131XRV84 2045-06-01 4 N/A 284469.00 59336.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1968 N/A 3140MTFJ7 2052-07-01 5 N/A 1030202.00 925934.70 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5192 N/A 3140XLXW3 2053-06-01 5.5 N/A 3409000.00 3130615.78 Agency Mortgage-Backed Securities FEPC 05.500 CLQI4751 N/A 3133WBH41 2054-04-01 5.5 N/A 1003.00 998.63 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7969 N/A 3140QT2B4 2054-02-01 5 N/A 11928416.00 11367433.89 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 N/A 12734416.00 11578965.06 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4096 N/A 31418DRS3 2050-08-01 2.5 N/A 50000000.00 20189441.55 Agency Mortgage-Backed Securities FEPC 06.500 CLQH7736 N/A 3133CLSZ0 2054-01-01 6.5 N/A 1121015.00 983059.45 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7869 N/A 3140JQW74 2049-04-01 4.5 N/A 1012470.00 441618.00 Agency Mortgage-Backed Securities FNMS 02.000 CICB0420 N/A 3140QKPE2 2036-05-01 2 N/A 3659845.00 2231691.32 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8424 N/A 3140QULE4 2054-02-01 7 N/A 4190027.00 4132817.44 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7983 N/A 3140QF2R9 2050-12-01 2 N/A 29964909.00 17814288.34 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8310 N/A 3140MNGU4 2052-04-01 3.5 N/A 411958.00 309278.12 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ5109 N/A 3140KQVB4 2050-11-01 2 N/A 70428637.00 42215983.06 Agency Mortgage-Backed Securities FNMS 06.000 CL851630 N/A 31408HEB7 2036-04-01 6 N/A 54326524.00 311089.30 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3684 N/A 3140QBCW6 2049-06-01 4.5 N/A 1136149.00 168919.84 Agency Mortgage-Backed Securities 03.500 FGPC U91393 G N/A 3132HBNJ0 2043-05-01 3.5 N/A 6657859.00 419216.47 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 N/A 1024.00 326.81 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4800 N/A 3140QQKN4 2052-10-01 4.5 N/A 6017.00 5086.33 Agency Mortgage-Backed Securities FNMS 05.000 CLBW4160 N/A 3140MVTS7 2052-08-01 5 N/A 1043103.00 600049.26 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7786 N/A 3140K3UL4 2049-12-01 3.5 N/A 1862212.00 889491.17 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5986 N/A 3140NNUL7 2053-07-01 5.5 N/A 1210537.00 1191497.58 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8332 N/A 3133BWHH9 2053-02-01 6 N/A 1002527.00 1006340.23 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0740 N/A 3133BMZD0 2052-09-01 5 N/A 1331438.00 1149224.86 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0735 N/A 3133CCY83 2053-09-01 6.5 N/A 1105146.00 1059253.92 Agency Mortgage-Backed Securities FNMS 06.000 CLDA7355 N/A 3140A8E57 2054-02-01 6 N/A 4024867.00 2956879.15 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4685 N/A 3132DSF23 2054-01-01 6 N/A 12530912.00 12469035.75 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0301 N/A 3140NGKP4 2053-05-01 6 N/A 1196080.00 963236.24 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0567 N/A 3140JUTZ7 2049-06-01 3.5 N/A 1730475.00 700525.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2562 N/A 3133C2Z35 2053-05-01 5.5 N/A 1132241.00 977219.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2985 N/A 3140JKJ72 2048-11-01 4.5 N/A 4075864.00 1359675.35 Agency Mortgage-Backed Securities FNMS 03.000 CIAW4179 N/A 3138XTUD5 2029-05-01 3 N/A 498446.00 37114.63 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6937 N/A 3138WGV76 2046-04-01 3.5 N/A 174000.00 33010.90 Agency Mortgage-Backed Securities FNMS 06.500 CL903793 N/A 31411CC66 2036-10-01 6.5 N/A 40958905.00 428494.32 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 50765124.00 43971721.06 Agency Mortgage-Backed Securities FEPC 03.500 3VZA3585 N/A 31329L6W7 2042-08-01 3.5 N/A 8451197.00 1020362.04 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8871 N/A 3133BJ2C5 2052-08-01 5 N/A 1210636.00 1156913.37 Agency Mortgage-Backed Securities 05.000 FGPC Q58535 G N/A 3132Y2PV2 2048-09-01 5 N/A 2191396.00 705758.12 Agency Mortgage-Backed Securities FEPC 03.000 CLQB4522 N/A 3133ABAX8 2050-10-01 3 N/A 7087870.00 2696775.24 Agency Mortgage-Backed Securities FNMS 03.000 CTAQ3323 N/A 3138MJVR7 2032-10-01 3 N/A 1188885.00 139720.12 Agency Mortgage-Backed Securities FEPC 04.000 CLRA5803 N/A 3133KMNU5 2051-09-01 4 N/A 37546441.00 18244367.57 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9913 N/A 3140HQAP0 2048-09-01 4.5 N/A 5551240.00 1436609.03 Agency Mortgage-Backed Securities FNMS 04.500 CLAI2822 N/A 3138AGD47 2041-06-01 4.5 N/A 10093204.00 938969.68 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6470 N/A 3140MYFL1 2052-09-01 5 N/A 1219216.00 1167435.68 Agency Mortgage-Backed Securities FNMS 04.500 CLCA6449 N/A 3140QEEX6 2049-05-01 4.5 N/A 940684.00 159207.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9388 N/A 3140N2NE7 2052-09-01 5 N/A 1076993.00 922736.47 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6039 N/A 3140X9V93 2050-06-01 3.5 N/A 31388320.00 11230573.92 Agency Mortgage-Backed Securities FNMS 06.000 CLBY6096 N/A 3140NNX26 2053-09-01 6 N/A 559635.00 560961.68 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4208 N/A 3140NLVA4 2053-07-01 6 N/A 1123500.00 1089256.79 Agency Mortgage-Backed Securities FEPC 02.500 CISB0464 N/A 3132CWQR8 2036-01-01 2.5 N/A 143999.00 72517.18 Agency Mortgage-Backed Securities FNMS 06.000 CL745942 N/A 31403DWB1 2034-04-01 6 N/A 6961430.00 185023.04 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4859 N/A 3140XLMH8 2053-02-01 6 N/A 1000.00 863.09 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0134 N/A 3140FXEG3 2056-08-01 4.5 N/A 275000.00 81468.65 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7198 N/A 3140HL7L4 2048-09-01 4.5 N/A 1477587.00 347879.61 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6043 N/A 3140HKWD6 2048-09-01 4.5 N/A 1775108.00 962899.06 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8521 N/A 3140N1PF4 2052-10-01 4.5 N/A 2328047.00 1708263.60 Agency Mortgage-Backed Securities FNMS 04.000 CLAS5592 N/A 3138WFGA8 2045-08-01 4 N/A 518935.00 114137.87 Agency Mortgage-Backed Securities FNMS 07.000 PLDA4563 N/A 3140A5B98 2053-11-01 7 N/A 1200000.00 1236900.15 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4372 N/A 3140QB2E7 2049-10-01 4.5 N/A 695340.00 127233.21 Agency Mortgage-Backed Securities FNMS 06.000 CL880212 N/A 31409V3V3 2036-02-01 6 N/A 54853952.00 888810.29 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0181 N/A 3133C0FW7 2053-04-01 5.5 N/A 1225001.00 1215142.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1147 N/A 3140K8HZ7 2050-01-01 3.5 N/A 1170393.00 424623.80 Agency Mortgage-Backed Securities 04.000 FGPC Q62733 G N/A 3132VPBB3 2049-04-01 4 N/A 3102161.00 841601.26 Agency Mortgage-Backed Securities FEPC 05.500 CLQE8006 N/A 3133BH3P9 2052-08-01 5.5 N/A 3888804.00 3462800.18 Agency Mortgage-Backed Securities 06.500 FGPC A61350 G N/A 3128KRQB3 2036-11-01 6.5 N/A 70816820.00 1456955.67 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ1135 N/A 3138YSHM1 2045-05-01 4 N/A 1893235.00 578090.46 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7680 N/A 3140N0RA5 2052-09-01 5 N/A 1090767.00 1030876.16 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4142 N/A 3131XXS77 2047-09-01 3.5 N/A 2633211.00 583187.17 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1399 N/A 3140J5RV3 2046-10-01 3.5 N/A 16020.00 5257.35 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9275 N/A 3133KRJU9 2053-06-01 5.5 N/A 1000.00 903.58 Agency Mortgage-Backed Securities 03.500 FGPC U89009 G N/A 3132H1AK3 2032-09-01 3.5 N/A 373152.00 36348.28 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3156 N/A 3131Y9QH9 2049-02-01 4.5 N/A 1705431.00 400654.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7337 N/A 3140H9EK5 2048-10-01 4.5 N/A 1521611.00 1096623.93 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0157 N/A 3140FXE73 2046-08-01 4 N/A 140000.00 30550.85 Agency Mortgage-Backed Securities FNMS 04.000 CLBC2042 N/A 3140EWHU2 2046-03-01 4 N/A 4465482.00 625201.66 Agency Mortgage-Backed Securities FNMS 06.500 CLBY5498 N/A 3140NNDC6 2053-09-01 6.5 N/A 1113156.00 1154905.15 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8067 N/A 3138WH6D9 2046-10-01 3 N/A 1055000.00 290470.37 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8408 N/A 3132DWKV4 2054-03-01 5.5 N/A 35538752.00 34352599.20 Agency Mortgage-Backed Securities 04.000 FGPC Q17118 G N/A 3132J8K82 2043-04-01 4 N/A 2069354.00 404474.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5996 N/A 3140MXUW2 2052-07-01 4.5 N/A 201203.00 163896.30 Agency Mortgage-Backed Securities FNMS 05.000 CLAU6242 N/A 3138X55C7 2043-10-01 5 N/A 6686160.00 1350700.07 Agency Mortgage-Backed Securities FNMS 04.500 CLBW0733 N/A 3140MRY76 2052-07-01 4.5 N/A 606031.00 538332.87 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7244 N/A 3140HMBN3 2048-10-01 4.5 N/A 2148872.00 968125.05 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6485 N/A 3133BUF28 2053-01-01 6 N/A 1326026.00 1167806.82 Agency Mortgage-Backed Securities 05.000 FGPC Q59262 G N/A 3132Y3JG0 2048-10-01 5 N/A 1499450.00 717948.69 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1293 N/A 3140JHNK5 2048-10-01 4.5 N/A 1481944.00 835856.23 Agency Mortgage-Backed Securities FNMS 06.500 NP913968 N/A 31411SMR4 2037-02-01 6.5 N/A 33662778.00 277365.00 Agency Mortgage-Backed Securities FNMS 04.500 CLBY6601 N/A 3140NPKP4 2053-06-01 4.5 N/A 1963882.00 1680594.12 Agency Mortgage-Backed Securities FNMS 03.000 CLBR8552 N/A 3140L7QE5 2051-04-01 3 N/A 4871716.00 2180261.33 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8888 N/A 3140MN2W5 2052-05-01 5 N/A 1017500.00 982201.61 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4421 N/A 3140EY4F5 2046-03-01 4 N/A 96000.00 17859.95 Agency Mortgage-Backed Securities FNMS 04.000 CLBP1134 N/A 3140K8HL8 2050-01-01 4 N/A 1701895.00 888781.72 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3579 N/A 31329L6Q0 2042-06-01 4 N/A 1000.00 92.31 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8026 N/A 3131Y24K1 2048-09-01 4.5 N/A 3521605.00 1145803.81 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8969 N/A 3133BJ6E7 2052-07-01 5 N/A 1051894.00 940690.93 Agency Mortgage-Backed Securities FNMS 04.500 CLBW4865 N/A 3140MWMP8 2053-04-01 4.5 N/A 1000.00 906.22 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8385 N/A 3132DWJ61 2053-12-01 6.5 N/A 7704929.00 7235904.32 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7350 N/A 3140NCEY1 2053-09-01 6.5 N/A 1098520.00 1140220.08 Agency Mortgage-Backed Securities 04.000 FGPC Q52358 G N/A 3132XUTQ8 2047-11-01 4 N/A 1271724.00 451557.97 Agency Mortgage-Backed Securities FNMS 06.000 CL880829 N/A 31409WSS1 2036-04-01 6 N/A 57713477.00 440435.23 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2138 N/A 3140NJLU6 2053-06-01 6.5 N/A 1072036.00 989735.46 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9237 N/A 3140NEHP3 2053-04-01 6 N/A 3586097.00 2950823.64 Agency Mortgage-Backed Securities FNMS 02.500 CLBU5890 N/A 3140M7RL7 2051-12-01 2.5 N/A 507028.00 324453.25 Agency Mortgage-Backed Securities 04.500 FGPC Q63996 G N/A 3132VQNN2 2049-05-01 4.5 N/A 2196000.00 1419220.33 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6041 N/A 3131YCWA0 2049-05-01 4.5 N/A 1526906.00 798054.09 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2854 N/A 3131XJE32 2042-03-01 4 N/A 2233091.00 144568.22 Agency Mortgage-Backed Securities FNMS 04.000 CLBA6919 N/A 3140EBVM0 2046-02-01 4 N/A 996000.00 163278.68 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3641 N/A 3140QBBK3 2049-06-01 4 N/A 1265001.00 165213.23 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2688 N/A 3140JW7A2 2049-07-01 3.5 N/A 1014714.00 410085.95 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8144 N/A 3138WJBN7 2046-10-01 4 N/A 400000.00 53373.84 Agency Mortgage-Backed Securities FNMS 02.000 CIBN7425 N/A 3140JQHB2 2034-12-01 2 N/A 192576.00 89781.39 Agency Mortgage-Backed Securities 03.500 FGPC U90049 G N/A 3132H3BS1 2042-08-01 3.5 N/A 3680631.00 854897.93 Agency Mortgage-Backed Securities 04.500 FGPC Q62230 G N/A 3132VNPQ0 2049-03-01 4.5 N/A 5044030.00 492376.44 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8896 N/A 3133C93D3 2053-08-01 6 N/A 1020254.00 1037948.23 Agency Mortgage-Backed Securities 05.000 FGPC Q58368 G N/A 3132Y2JN7 2048-09-01 5 N/A 1590230.00 394019.56 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5245 N/A 3140N9ZK5 2053-01-01 5.5 N/A 1002069.00 898445.33 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1655 N/A 3140QLZV1 2051-09-01 2 N/A 15000728.00 9918252.13 Agency Mortgage-Backed Securities FNMS 05.500 NP995509 N/A 31416B3S5 2039-01-01 5.5 N/A 225553576.00 1111477.08 Agency Mortgage-Backed Securities FNMS 03.500 CLBP3617 N/A 3140KBAT1 2050-06-01 3.5 N/A 1091027.00 605746.70 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9651 N/A 3133BKWL9 2052-09-01 4.5 N/A 1640988.00 1083180.39 Agency Mortgage-Backed Securities 05.000 FGPC L10232 G N/A 3128DHHH0 2040-06-01 5 N/A 45869573.00 427595.55 Agency Mortgage-Backed Securities FNMS 03.000 CLBU5859 N/A 3140M7QM6 2051-11-01 3 N/A 925407.00 629831.36 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7874 N/A 3140JQXC2 2049-05-01 4.5 N/A 1815775.00 571471.34 Agency Mortgage-Backed Securities FEPC 02.500 CISB0662 N/A 3132CWWX8 2037-04-01 2.5 N/A 58057.00 39500.99 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8173 N/A 3140NDCK1 2053-04-01 5.5 N/A 1394991.00 1260039.76 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4869 N/A 3140NMMT1 2053-06-01 5.5 N/A 1046169.00 881690.48 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0486 N/A 3140N4RG4 2052-10-01 5 N/A 1668732.00 1425041.48 Agency Mortgage-Backed Securities 05.000 FGPC Q58037 G N/A 3132Y14X3 2048-08-01 5 N/A 1199752.00 493521.29 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5222 N/A 31346YYT4 2049-12-01 3.5 N/A 993642.00 116647.94 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6179 N/A 3133A02L7 2050-01-01 3.5 N/A 3015267.00 1154900.07 Agency Mortgage-Backed Securities FEPC 06.000 CLQH1979 N/A 3133CEFU1 2053-10-01 6 N/A 1591760.00 1596006.74 Agency Mortgage-Backed Securities FNMS 04.000 CTBA4545 N/A 3140E9BP0 2035-11-01 4 N/A 5252086.00 1345160.52 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8899 N/A 3133BJ3G5 2052-09-01 5 N/A 1325433.00 894108.57 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7829 N/A 3131Y2VW5 2048-08-01 4.5 N/A 1049687.00 479718.68 Agency Mortgage-Backed Securities 04.000 FGPC Q39568 G N/A 3132QWT25 2046-03-01 4 N/A 7575800.00 1374951.21 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6779 N/A 3140NBQ95 2053-03-01 5.5 N/A 1074700.00 878822.26 Agency Mortgage-Backed Securities FNMS 03.000 I3BF0292 N/A 3140FXKE1 2048-05-01 3 N/A 307000.00 134187.22 Agency Mortgage-Backed Securities 05.000 FGPC Q62923 G N/A 3132VPG93 2049-04-01 5 N/A 1004959.00 100503.53 Agency Mortgage-Backed Securities FEPC 06.500 CLQF6513 N/A 3133BUGW1 2053-01-01 6.5 N/A 3077410.00 2379836.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8092 N/A 3140JQ7E7 2049-03-01 4.5 N/A 1656498.00 610059.15 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ4670 N/A 3140H6FL8 2048-01-01 3.5 N/A 3777372.00 1244212.23 Agency Mortgage-Backed Securities 06.000 FGPC H02643 G N/A 3128MU5C5 2038-05-01 6 N/A 31305985.00 190380.44 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9527 N/A 3140N2SR3 2052-10-01 5 N/A 1147767.00 630891.97 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4887 N/A 3140NMND5 2053-07-01 5.5 N/A 1038650.00 905684.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9710 N/A 3133BKYF0 2052-09-01 5 N/A 1001.00 835.12 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7501 N/A 3133BHKN5 2052-08-01 4.5 N/A 1703751.00 1275178.57 Agency Mortgage-Backed Securities FNMS 07.000 NP888880 N/A 31410GQ97 2037-12-01 7 N/A 110000000.00 480975.03 Agency Mortgage-Backed Securities FNMS 07.500 CLDA7341 N/A 3140A8EP3 2054-01-01 7.5 N/A 1517418.00 697528.62 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8294 N/A 3133C9GB3 2053-08-01 6.5 N/A 1387661.00 1196388.39 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4336 N/A 3132E0Y97 2053-11-01 6 N/A 313335.00 308467.21 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7761 N/A 3133BHTS5 2052-07-01 5 N/A 1615651.00 981259.90 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0985 N/A 3140N5CX0 2052-10-01 5 N/A 4721952.00 4402947.71 Agency Mortgage-Backed Securities FNMS 04.500 CLBV9544 N/A 3140MPTA9 2052-07-01 4.5 N/A 1197683.00 1111128.46 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0175 N/A 3140N4FR3 2053-02-01 5.5 N/A 1435900.00 1258899.09 Agency Mortgage-Backed Securities 04.500 FGPC A90398 G N/A 312938NP4 2039-12-01 4.5 N/A 1076810.00 50112.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBA2878 N/A 3140E7FU9 2045-10-01 4 N/A 300733.00 36109.85 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9433 N/A 3133KRPS7 2053-07-01 5.5 N/A 1110.00 1070.47 Agency Mortgage-Backed Securities FNMS 05.000 CLAS9763 N/A 3138WKZ57 2047-06-01 5 N/A 1983001.00 59634.82 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8578 N/A 3140N1Q89 2052-10-01 5 N/A 1026750.00 787461.18 Agency Mortgage-Backed Securities 04.000 FGPC Q57476 G N/A 3132Y1JW9 2048-07-01 4 N/A 3086019.00 1201610.21 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1992 N/A 3132DPF94 2052-12-01 5 N/A 1000.00 922.61 Agency Mortgage-Backed Securities 04.500 FGPC Q58355 G N/A 3132Y2H90 2048-09-01 4.5 N/A 1786759.00 285984.89 Agency Mortgage-Backed Securities FNMS 03.000 CQAS4120 N/A 3138WDSJ1 2034-12-01 3 N/A 3567937.00 560199.89 Agency Mortgage-Backed Securities FNMS 04.000 CLBD5353 N/A 3140FC5P9 2047-05-01 4 N/A 1944174.00 920706.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAR1754 N/A 3138NX5Q6 2043-02-01 3.5 N/A 4939471.00 1339607.61 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 34032829.00 32290485.22 Agency Mortgage-Backed Securities FNMS 03.500 CLAO5942 N/A 3138LWS85 2042-06-01 3.5 N/A 12484637.00 1548236.15 Agency Mortgage-Backed Securities FNMS 06.500 CL934095 N/A 31412TGC1 2038-07-01 6.5 N/A 64037419.00 565147.53 Agency Mortgage-Backed Securities FNMS 03.000 CTAU4839 N/A 3138X4LV0 2033-08-01 3 N/A 2388846.00 408236.75 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3813 N/A 3140MHGX1 2052-04-01 3 N/A 1055043.00 795880.39 Agency Mortgage-Backed Securities 05.000 FGPC L10310 G N/A 3128DHKX1 2048-07-01 5 N/A 1245456.00 255335.67 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6326 N/A 3131YDA38 2049-05-01 4.5 N/A 2599557.00 574441.95 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6190 N/A 3133A02X1 2050-01-01 4.5 N/A 1042720.00 602183.88 Agency Mortgage-Backed Securities FEPC 03.500 CLQA9986 N/A 3133A5CX9 2050-05-01 3.5 N/A 1027384.00 538695.46 Agency Mortgage-Backed Securities 05.500 FGPC A90953 G N/A 312939BW0 2040-02-01 5.5 N/A 22033079.00 855806.19 Agency Mortgage-Backed Securities 05.000 FGPC Q62009 G N/A 3132VNGT4 2049-03-01 5 N/A 182000.00 84499.65 Agency Mortgage-Backed Securities 03.500 FGPC U89039 G N/A 3132H1BH9 2034-10-01 3.5 N/A 17182356.00 3355831.29 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8782 N/A 3140N1XL2 2052-09-01 5 N/A 1257912.00 899033.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ1208 N/A 3140KLKW1 2050-08-01 3.5 N/A 1136350.00 800070.38 Agency Mortgage-Backed Securities FEPC 06.000 CLQG6308 N/A 3133C7AH0 2053-07-01 6 N/A 21000.00 19728.20 Agency Mortgage-Backed Securities FNMS 03.500 CTCA0891 N/A 3140Q77D3 2037-12-01 3.5 N/A 128015.00 42292.51 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3987 N/A 3131YANC0 2049-03-01 4.5 N/A 2184556.00 685521.86 Agency Mortgage-Backed Securities FNMS 05.500 CLAC6616 N/A 31417TK64 2039-11-01 5.5 N/A 45368868.00 1281850.42 Agency Mortgage-Backed Securities FNMS 07.000 CLDA5935 N/A 3140A6SZ0 2054-01-01 7 N/A 1166998.00 1216966.20 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9291 N/A 3133BKKC2 2052-09-01 5 N/A 1133995.00 866477.58 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1877 N/A 3133C2CN6 2053-05-01 6 N/A 482547.00 415075.88 Agency Mortgage-Backed Securities 04.000 FGPC Q37989 G N/A 3132QU2X0 2045-12-01 4 N/A 6874000.00 1026715.17 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3312 N/A 3140QNVE9 2052-04-01 4 N/A 2024.00 1588.83 Agency Mortgage-Backed Securities FNMS 07.000 CLDA3463 N/A 3140A3Z55 2053-11-01 7 N/A 2083500.00 1694962.96 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6362 N/A 3140NBB83 2053-02-01 5.5 N/A 1058706.00 1042394.69 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8729 N/A 3133C9VW0 2053-08-01 6.5 N/A 1065880.00 991596.53 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0721 N/A 31334WYS4 2049-06-01 3.5 N/A 1825319.00 875011.00 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3194 N/A 3131Y9RP0 2049-02-01 4.5 N/A 1435770.00 606146.76 Agency Mortgage-Backed Securities 05.500 FGPC L10154 G N/A 3128DHE34 2034-01-01 5.5 N/A 543757742.00 2411050.50 Agency Mortgage-Backed Securities 04.000 FGPC Q57334 G N/A 3132Y1EG9 2048-05-01 4 N/A 3341597.00 1087228.81 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0864 N/A 3133BM5Z4 2052-10-01 5 N/A 1221281.00 708875.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6554 N/A 3140JPH81 2049-05-01 4.5 N/A 1036801.00 507294.60 Agency Mortgage-Backed Securities FNMS 04.000 CLBH5370 N/A 3140GT6G0 2047-08-01 4 N/A 18237960.00 4339224.69 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0693 N/A 3131Y6XW4 2043-04-01 3.5 N/A 1268676.00 167092.07 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0847 N/A 3140XF5H0 2052-02-01 3 N/A 15229552.00 10565460.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9051 N/A 3140HPBV8 2048-11-01 4.5 N/A 3224505.00 1283257.65 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4711 N/A 3140A5GV4 2053-12-01 6.5 N/A 1072344.00 1113352.72 Agency Mortgage-Backed Securities 03.500 FGPC U93034 G N/A 3132QDBB6 2045-07-01 3.5 N/A 1062401.00 172767.65 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2976 N/A 3131XWJV6 2047-02-01 3.5 N/A 5744700.00 1590999.64 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0944 N/A 31418NBN9 2040-04-01 5.5 N/A 1097.00 59.11 Agency Mortgage-Backed Securities FNMS 06.000 CLDA3452 N/A 3140A3ZS5 2053-11-01 6 N/A 1001027.00 948063.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0722 N/A 3140NGYU8 2053-05-01 5 N/A 1241679.00 1197573.31 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9194 N/A 3133BKGB9 2052-09-01 5 N/A 1134146.00 1079275.02 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2147 N/A 3140N6L59 2053-01-01 5.5 N/A 1236198.00 1221961.53 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3206 N/A 3131Y9R39 2049-02-01 4.5 N/A 3222352.00 1317574.78 Agency Mortgage-Backed Securities FNMS 03.500 CLAJ9198 N/A 3138E2GG4 2042-01-01 3.5 N/A 490000.00 36583.71 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2605 N/A 3140QM3P7 2052-01-01 2 N/A 84159.00 58032.25 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4627 N/A 3140QQD93 2052-09-01 5 N/A 1101545.00 890928.36 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6411 N/A 3140XADR0 2045-11-01 3.5 N/A 1000.00 460.85 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6303 N/A 3140XNAD6 2053-11-01 6.5 N/A 42996975.00 42527566.61 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0800 N/A 3133BM3H6 2052-09-01 5 N/A 1663315.00 1345966.80 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8910 N/A 3140ND3U9 2053-05-01 5.5 N/A 1433416.00 1145765.73 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4322 N/A 3140NLYU7 2053-06-01 6.5 N/A 1031532.00 781411.12 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3501 N/A 3132DQ3J3 2053-05-01 6.5 N/A 157969.00 159492.91 Agency Mortgage-Backed Securities 03.500 FGPC Q44496 G N/A 3132WH7J8 2046-11-01 3.5 N/A 16064483.00 4406663.52 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4873 N/A 3140JMMX7 2049-04-01 4.5 N/A 1479246.00 744217.05 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0482 N/A 3140LNRC3 2051-07-01 2.5 N/A 313937.00 203770.61 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ1041 N/A 3140KLEP3 2050-08-01 3.5 N/A 1130771.00 695298.16 Agency Mortgage-Backed Securities 03.500 FGPC U99097 G N/A 3132H7DB7 2043-07-01 3.5 N/A 354000.00 64850.37 Agency Mortgage-Backed Securities FNMS 03.000 CTAR9646 N/A 3138W7WG5 2033-04-01 3 N/A 534035.00 104001.14 Agency Mortgage-Backed Securities 03.500 FGPC U90024 G N/A 3132H3AZ6 2042-08-01 3.5 N/A 11546904.00 1402314.49 Agency Mortgage-Backed Securities FNMS 06.500 CL889711 N/A 31410KN42 2038-07-01 6.5 N/A 11100000.00 119282.58 Agency Mortgage-Backed Securities FNMS 03.000 CLBP9638 N/A 3140KHV81 2050-06-01 3 N/A 81000.00 26899.03 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1035 N/A 3140KYEH3 2051-05-01 2 N/A 1906.00 1253.29 Agency Mortgage-Backed Securities FNMS 02.500 CWAQ4542 N/A 3138MLBL7 2027-11-01 2.5 N/A 4417148.00 375693.93 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7864 N/A 3140QTW21 2054-01-01 6 N/A 9618170.00 9682494.85 Agency Mortgage-Backed Securities FNMS 02.500 CIBC1790 N/A 3140EV7C5 2031-03-01 2.5 N/A 1000.00 129.76 Agency Mortgage-Backed Securities FNMS 06.500 CLBY0913 N/A 3140NHAP3 2053-03-01 6.5 N/A 1733499.00 1751989.87 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0117 N/A 3133B9DW1 2052-04-01 3.5 N/A 2125984.00 1827875.20 Agency Mortgage-Backed Securities FNMS 02.500 CLBT6823 N/A 3140LVSM2 2051-10-01 2.5 N/A 268705.00 186907.30 Agency Mortgage-Backed Securities FNMS 04.000 CLBE1829 N/A 3140FMA71 2046-10-01 4 N/A 1308291.00 281687.35 Agency Mortgage-Backed Securities FNMS 02.500 CIAS6142 N/A 3138WFZG4 2030-11-01 2.5 N/A 252195.00 40086.40 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7663 N/A 3140N0QR9 2052-09-01 5 N/A 1772880.00 1458137.84 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4608 N/A 3132A5DM4 2045-03-01 4 N/A 695000.00 68855.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9981 N/A 3140NFCT7 2053-04-01 5 N/A 1653115.00 1387036.15 Agency Mortgage-Backed Securities FNMS 03.000 CIBD9809 N/A 3140FH3T2 2032-04-01 3 N/A 561762.00 240941.41 Agency Mortgage-Backed Securities 06.000 FGPC H01482 G N/A 3128MTUF3 2036-06-01 6 N/A 33185995.00 366685.07 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5615 N/A 3133C6GY9 2053-06-01 6.5 N/A 1000.00 850.28 Agency Mortgage-Backed Securities FNMS 04.000 CLAP4450 N/A 3138M75L5 2042-08-01 4 N/A 6289104.00 672799.26 Agency Mortgage-Backed Securities FNMS 04.000 CLAT3310 N/A 3138WQVC3 2043-04-01 4 N/A 1432638.00 268638.58 Agency Mortgage-Backed Securities 04.500 FGPC Q61909 G N/A 3132VNDP5 2049-02-01 4.5 N/A 1474470.00 314673.10 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0624 N/A 3131Y6VR7 2043-02-01 4 N/A 4120766.00 1128734.79 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8789 N/A 3133BJXS6 2052-08-01 5 N/A 1180301.00 1140106.59 Agency Mortgage-Backed Securities FNMS 06.000 CL880824 N/A 31409WSM4 2036-04-01 6 N/A 18413002.00 143931.71 Agency Mortgage-Backed Securities 04.500 FGPC Q58621 G N/A 3132Y2SK3 2048-09-01 4.5 N/A 571430.00 177440.21 Agency Mortgage-Backed Securities 06.000 FGPC G03878 G N/A 3128M5UB4 2038-02-01 6 N/A 82565550.00 874534.26 Agency Mortgage-Backed Securities 03.500 FGPC Q48657 G N/A 3132WNTP7 2047-06-01 3.5 N/A 1611592.00 478789.73 Agency Mortgage-Backed Securities FNMS 04.500 K0762521 N/A 31404AD27 2033-11-01 4.5 N/A 32752771.00 1299861.95 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5987 N/A 3140NNUM5 2053-06-01 6 N/A 1187494.00 1182912.67 Agency Mortgage-Backed Securities FNMS 04.500 CL890587 N/A 31410LNC2 2042-05-01 4.5 N/A 1736698.00 195011.04 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8411 N/A 3133BWKY8 2053-02-01 6 N/A 1105750.00 1085743.41 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7819 N/A 3140QTVM8 2054-01-01 7 N/A 1022.00 1025.20 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8955 N/A 3140QG5R4 2051-02-01 2.5 N/A 1964159.00 1044507.81 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7625 N/A 3140NCPK9 2053-05-01 5 N/A 1249429.00 1193057.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBY9947 N/A 3140NTBR2 2053-08-01 5 N/A 1475275.00 1288611.81 Agency Mortgage-Backed Securities FNMS 06.500 CL190371 N/A 31368HMU4 2036-07-01 6.5 N/A 203224364.00 1628322.03 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7696 N/A 3140NQRS9 2053-07-01 5.5 N/A 1107855.00 1003860.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1348 N/A 3140N5QA5 2052-11-01 5 N/A 3475944.00 2931059.08 Agency Mortgage-Backed Securities FNMS 05.500 CLBY1413 N/A 3140NHSB5 2053-11-01 5.5 N/A 32170.00 31740.37 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1934 N/A 3133C2EF1 2053-05-01 5.5 N/A 1353170.00 1337965.21 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5948 N/A 3140NATE3 2053-02-01 6 N/A 1038731.00 837931.83 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6032 N/A 3140HKV21 2048-11-01 4.5 N/A 2148380.00 1138381.69 Agency Mortgage-Backed Securities FNMS 04.500 CIBX8120 N/A 3140NDAW7 2038-04-01 4.5 N/A 1082455.00 999995.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5204 N/A 3140MWYA8 2052-12-01 4.5 N/A 1019386.00 954700.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7076 N/A 3140HL2J4 2048-06-01 4.5 N/A 1367723.00 552966.33 Agency Mortgage-Backed Securities FNMS 03.500 CICA5291 N/A 3140QC2Z8 2035-02-01 3.5 N/A 1703000.00 472281.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3671 N/A 3133BDCG8 2052-06-01 5 N/A 1374358.00 1037308.61 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0112 N/A 3140A9DS6 2054-03-01 5 N/A 1017830.00 992827.24 Agency Mortgage-Backed Securities FNMS 07.000 CL928603 N/A 31412LU40 2037-08-01 7 N/A 38259401.00 1323591.44 Agency Mortgage-Backed Securities 03.500 FGPC Q63561 G N/A 3132VP5X2 2049-05-01 3.5 N/A 3276594.00 850533.17 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3598 N/A 3140MU7L8 2052-07-01 5 N/A 1168669.00 994806.29 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ5707 N/A 3138MMKV3 2043-01-01 3.5 N/A 2097699.00 477524.35 Agency Mortgage-Backed Securities FNMS 04.000 CLBH0358 N/A 3140GNMG5 2047-04-01 4 N/A 7814118.00 1512203.59 Agency Mortgage-Backed Securities 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 N/A 4599000.00 840897.66 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2440 N/A 3140F9WA9 2047-01-01 3.5 N/A 160981.00 29546.47 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8969 N/A 3140ND6F9 2053-06-01 6 N/A 1031773.00 1035739.09 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3180 N/A 3131XWQ97 2047-05-01 4.5 N/A 5037255.00 1415960.06 Agency Mortgage-Backed Securities 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 200.00 186.32 U.S. Treasuries (including strips) FNMS 03.500 CLBO8243 N/A 3140K4ER7 2049-11-01 3.5 N/A 1167506.00 673372.24 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1232 N/A 3133CDLM4 2053-09-01 6.5 N/A 1009296.00 884038.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9112 N/A 3140MPDS7 2052-08-01 5 N/A 1140021.00 1088986.65 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0962 N/A 3133BNB77 2052-09-01 5 N/A 1090716.00 933598.92 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6186 N/A 3133BT2T6 2052-12-01 5.5 N/A 4607406.00 4465859.18 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3580 N/A 3133KJ6R8 2050-09-01 2 N/A 55000.00 31511.17 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4782 N/A 3140NMJ40 2053-07-01 5 N/A 633386.00 600585.77 Agency Mortgage-Backed Securities 04.000 FGPC Q61920 G N/A 3132VND26 2049-03-01 4 N/A 1014675.00 218189.60 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9638 N/A 3133KRV76 2053-08-01 6 N/A 6745604.00 6449266.44 Agency Mortgage-Backed Securities 05.000 FGPC Q59890 G N/A 3132Y37C2 2048-11-01 5 N/A 2342799.00 808038.00 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6520 N/A 3133WDG55 2054-05-01 6.5 N/A 1000.00 1038.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBR1736 N/A 3140KY4W1 2050-11-01 5 N/A 1090770.00 301090.51 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7413 N/A 3131Y2GW2 2048-07-01 4.5 N/A 1002008.00 185099.83 Agency Mortgage-Backed Securities 06.000 FGPC A48686 G N/A 3128K9UK8 2036-05-01 6 N/A 102081050.00 1070678.44 Agency Mortgage-Backed Securities FEPC 06.500 CLQF7800 N/A 3133BVUZ6 2053-02-01 6.5 N/A 1213600.00 1176974.35 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8165 N/A 3133BJCA8 2052-08-01 5 N/A 1329150.00 1139914.94 Agency Mortgage-Backed Securities FNMS 03.000 CLAS9447 N/A 3138WKP90 2047-04-01 3 N/A 226836.00 34336.18 Agency Mortgage-Backed Securities FNMS 03.500 CLBV3167 N/A 3140MGQV6 2052-05-01 3.5 N/A 100049.00 77498.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1689 N/A 3140MS2X2 2052-07-01 5 N/A 1350687.00 1223349.11 Agency Mortgage-Backed Securities FEPC 04.000 3VZT1109 N/A 3132ADGS1 2042-09-01 4 N/A 1024.00 99.41 Agency Mortgage-Backed Securities FNMS 04.500 CZAE0512 N/A 31419ASA6 2050-07-01 4.5 N/A 6621932.00 949597.34 Agency Mortgage-Backed Securities 05.000 FGPC Q57805 G N/A 3132Y1U71 2048-08-01 5 N/A 392217.00 58294.37 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0613 N/A 3140H1VF4 2048-02-01 3.5 N/A 7242990.00 911574.45 Agency Mortgage-Backed Securities 04.000 FGPC Q51218 G N/A 3132XTK80 2047-10-01 4 N/A 3222619.00 1202938.77 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3578 N/A 31329L6P2 2042-06-01 4 N/A 51977549.00 1358308.00 Agency Mortgage-Backed Securities FNMS 03.300 CLBH3330 N/A 3140GRVY7 2047-04-01 3.3 N/A 99050.00 74596.63 Agency Mortgage-Backed Securities 03.500 FGPC Q41962 G N/A 3132WFFC8 2046-07-01 3.5 N/A 15071720.00 2920828.13 Agency Mortgage-Backed Securities FNMS 06.000 CL871311 N/A 31409HAL8 2036-05-01 6 N/A 48584772.00 244039.69 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4933 N/A 3140XLPT9 2053-06-01 6 N/A 3065000.00 2912139.97 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7272 N/A 3140NQCJ5 2053-08-01 5.5 N/A 1025919.00 996354.61 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6837 N/A 3140XNS39 2053-07-01 5.5 N/A 47817337.00 46304451.05 Agency Mortgage-Backed Securities FNMS 04.000 CLCB6504 N/A 3140QSGN5 2053-06-01 4 N/A 1147447.00 993838.78 Agency Mortgage-Backed Securities 04.500 FGPC Q58671 G N/A 3132Y2T55 2048-09-01 4.5 N/A 36807.00 23691.63 Agency Mortgage-Backed Securities FEPC 04.000 CIZS8076 N/A 3132A86M6 2033-07-01 4 N/A 2090310.00 400469.11 Agency Mortgage-Backed Securities FNMS 01.500 CIBQ6485 N/A 3140KSF36 2036-09-01 1.5 N/A 4487.00 2809.19 Agency Mortgage-Backed Securities 06.000 FGPC A48582 G N/A 3128K9RB2 2036-04-01 6 N/A 192841108.00 756867.47 Agency Mortgage-Backed Securities FEPC 05.500 CLQG7930 N/A 3133C8Y33 2053-08-01 5.5 N/A 1590771.00 1427732.61 Agency Mortgage-Backed Securities 05.000 FGPC Q63082 G N/A 3132VPM88 2049-04-01 5 N/A 1873733.00 716168.93 Agency Mortgage-Backed Securities FEPC 04.500 3TZT0906 N/A 3132ADAF5 2034-06-01 4.5 N/A 1000000.00 146764.97 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0400 N/A 3132ACNR7 2047-11-01 4 N/A 885000.00 96900.57 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0654 N/A 3140H1WQ9 2048-03-01 3.5 N/A 6267150.00 1457563.21 Agency Mortgage-Backed Securities FEPC 02.500 CISB8142 N/A 3132D6BK5 2037-02-01 2.5 N/A 40000.00 27838.61 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5367 N/A 3131XY6C8 2048-01-01 4.5 N/A 1893472.00 734758.86 Agency Mortgage-Backed Securities FEPC 03.500 CLQA2564 N/A 31334YZ59 2049-09-01 3.5 N/A 2839637.00 993778.81 Agency Mortgage-Backed Securities FNMS 03.500 CRMA2734 N/A 31418CBC7 2046-08-01 3.5 N/A 1000000.00 315903.32 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0113 N/A 3140A9DT4 2054-03-01 5 N/A 1675000.00 1634428.79 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2792 N/A 3133BQC53 2052-11-01 5.5 N/A 1150715.00 1074967.05 Agency Mortgage-Backed Securities FNMS 05.500 CIBY5327 N/A 3140NM4M6 2038-06-01 5.5 N/A 2498222.00 2285541.64 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 N/A 49536219.00 36029074.15 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7563 N/A 3140QFMM8 2050-11-01 2 N/A 1012.00 594.72 Agency Mortgage-Backed Securities BILL 02/20/25 N/A 912797KA4 2025-02-20 0 N/A 13113600.00 12691643.69 U.S. Treasuries (including strips) FNMS 04.000 CRAY3392 N/A 3138YGXW7 2045-04-01 4 N/A 72722.00 11857.49 Agency Mortgage-Backed Securities 05.500 FGPC H19026 G N/A 3128NAA32 2037-06-01 5.5 N/A 25423028.00 267699.12 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5745 N/A 3140XML38 2053-08-01 6.5 N/A 1008.00 980.11 Agency Mortgage-Backed Securities 04.000 FGPC Q62038 G N/A 3132VNHQ9 2049-03-01 4 N/A 4293244.00 471269.64 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3822 N/A 3132E0G71 2053-09-01 5.5 N/A 14405200.00 13709138.82 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8783 N/A 3140FUXM5 2047-06-01 4.5 N/A 3337986.00 682474.35 Agency Mortgage-Backed Securities 03.500 FGPC U50689 G N/A 3132HSC22 2033-07-01 3.5 N/A 3966902.00 737981.16 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8455 N/A 3140NRMD5 2053-07-01 6 N/A 2264747.00 2084320.17 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5511 N/A 3133BFDQ0 2052-07-01 5 N/A 1052658.00 898472.87 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0124 N/A 3140Q7D61 2047-08-01 4 N/A 99999801.00 22369623.09 Agency Mortgage-Backed Securities FEPC 05.000 CLQG3332 N/A 3133C3VZ6 2053-05-01 5 N/A 144800.00 104181.34 Agency Mortgage-Backed Securities FNMS 07.000 CLAE0755 N/A 31419AZV2 2040-01-01 7 N/A 1024.00 36.20 Agency Mortgage-Backed Securities FNMS 06.500 CLBY1837 N/A 3140NJBF0 2053-05-01 6.5 N/A 1799879.00 1848322.11 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5506 N/A 3133BFDK3 2052-07-01 5 N/A 1017331.00 917374.36 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1714 N/A 3140MS3Y9 2052-08-01 5 N/A 1207159.00 1160028.09 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8286 N/A 3140K4F47 2049-11-01 3.5 N/A 3528024.00 1775662.65 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8335 N/A 3140QUHM1 2054-04-01 5.5 N/A 30593133.00 30332203.15 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8519 N/A 3140NDPD3 2053-03-01 6 N/A 1077782.00 956675.49 Agency Mortgage-Backed Securities FEPC 05.000 CLQA1139 N/A 31334XHQ5 2049-07-01 5 N/A 1052482.00 194364.17 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5392 N/A 3131XY7D5 2048-01-01 3.5 N/A 2406249.00 229052.52 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6947 N/A 3140NBWH0 2053-02-01 5.5 N/A 4206524.00 3284544.79 Agency Mortgage-Backed Securities 04.000 FGPC Q36591 G N/A 3132QTKD7 2045-10-01 4 N/A 47000.00 6004.34 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9168 N/A 3133KRFH2 2053-06-01 5.5 N/A 3561636.00 3308784.26 Agency Mortgage-Backed Securities 06.000 FGPC G61915 G N/A 31335CDU5 2040-05-01 6 N/A 823982.00 309861.95 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7301 N/A 3131Y2DE5 2048-07-01 4.5 N/A 1386508.00 549773.89 Agency Mortgage-Backed Securities FNMS 04.000 CLAO0210 N/A 3138LQGU2 2042-05-01 4 N/A 12057635.00 875036.14 Agency Mortgage-Backed Securities FNMS 05.000 CLDA0068 N/A 3140A0CE7 2053-09-01 5 N/A 1489856.00 1417637.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3118 N/A 3140MUPC8 2052-06-01 5 N/A 1047202.00 787571.49 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1509 N/A 3133CDVA9 2053-09-01 6.5 N/A 1400000.00 1438876.00 Agency Mortgage-Backed Securities FEPC 03.000 3PQU7463 N/A 3133JLJG5 2050-07-01 3 N/A 437000.00 127889.06 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1538 N/A 3140XGV89 2052-04-01 3 N/A 18895000.00 13897869.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBN1866 N/A 3140JJCC1 2048-10-01 5 N/A 5680169.00 644194.93 Agency Mortgage-Backed Securities FEPC 04.500 3VZT1138 N/A 3132ADHP6 2044-02-01 4.5 N/A 240001.00 47789.99 Agency Mortgage-Backed Securities FNMS 04.000 CLBU8667 N/A 3140MATZ7 2052-05-01 4 N/A 64993.00 51693.26 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0092 N/A 3140FXC67 2056-06-01 3.5 N/A 1859153.00 746061.94 Agency Mortgage-Backed Securities FNMS 06.000 CL831395 N/A 31407HUU8 2036-04-01 6 N/A 44810068.00 739724.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBY1618 N/A 3140NHYQ5 2053-06-01 4.5 N/A 1243860.00 1168624.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQF9924 N/A 3133BYAZ2 2053-03-01 6 N/A 1225550.00 1226499.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8645 N/A 3133BJTA0 2052-08-01 5 N/A 1111075.00 779322.50 Agency Mortgage-Backed Securities 03.000 FGPC N35004 G N/A 31320ERZ2 2045-05-01 3 N/A 685000.00 56729.41 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0399 N/A 31334WNQ0 2049-06-01 4.5 N/A 1459622.00 643770.44 Agency Mortgage-Backed Securities FNMS 05.500 CLBW8764 N/A 3140N1W25 2052-10-01 5.5 N/A 940576.00 854878.01 Agency Mortgage-Backed Securities FNMS 06.000 NP897064 N/A 31410TTV7 2036-07-01 6 N/A 42207070.00 161184.56 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5777 N/A 3140NAM34 2052-12-01 6 N/A 1178936.00 1173661.85 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8270 N/A 3140K4FL9 2049-11-01 3.5 N/A 2233675.00 1158301.22 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4611 N/A 3140N9DR4 2052-12-01 5.5 N/A 1052270.00 1029908.96 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1159 N/A 3140N5JD7 2052-11-01 5.5 N/A 3462340.00 3023026.20 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0923 N/A 3133C1AY6 2053-04-01 5 N/A 1275983.00 1089265.14 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6211 N/A 3138WF3V6 2045-11-01 4 N/A 7030000.00 782340.55 Agency Mortgage-Backed Securities 05.000 FGPC P00062 G N/A 31283NB76 2035-01-01 5 N/A 754444.00 37230.81 Agency Mortgage-Backed Securities FNMS 06.000 NP878450 N/A 31409T5K0 2036-08-01 6 N/A 23470296.00 101254.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8420 N/A 3138YNLA3 2045-08-01 3.5 N/A 107098720.00 19319590.93 Agency Mortgage-Backed Securities 03.500 FGPC U80320 G N/A 3132G7K95 2033-04-01 3.5 N/A 1124636.00 396080.78 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9424 N/A 3140N2PJ4 2052-10-01 5 N/A 1237306.00 1006327.87 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5877 N/A 3133A0Q64 2049-12-01 3.5 N/A 2261430.00 942738.74 Agency Mortgage-Backed Securities 05.000 FGPC G61887 G N/A 31335CCY8 2049-02-01 5 N/A 200000.00 26580.49 Agency Mortgage-Backed Securities 04.000 FGPC Q42605 G N/A 3132WF3P2 2046-08-01 4 N/A 3451883.00 602156.77 Agency Mortgage-Backed Securities FNMS 05.000 CLBJ7541 N/A 3140H9LX9 2048-12-01 5 N/A 1503520.00 714830.45 Agency Mortgage-Backed Securities 04.500 FGPC Q57827 G N/A 3132Y1VV7 2048-07-01 4.5 N/A 1572296.00 595119.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6811 N/A 3133BUR82 2053-01-01 6 N/A 1304687.00 1020706.24 Agency Mortgage-Backed Securities 04.000 FGPC Q48688 G N/A 3132WNUN0 2047-06-01 4 N/A 3138772.00 764154.09 Agency Mortgage-Backed Securities FNMS 06.500 NP920948 N/A 31412CEV8 2037-01-01 6.5 N/A 37987192.00 85333.27 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1569 N/A 3132DNW66 2052-09-01 4.5 N/A 1008.00 855.34 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6769 N/A 3133C7QW0 2053-07-01 6.5 N/A 1112575.00 1141848.16 Agency Mortgage-Backed Securities 07.000 FGPC G03442 G N/A 3128M5EP1 2037-10-01 7 N/A 100546208.00 1207950.07 Agency Mortgage-Backed Securities 04.000 FGPC Q48209 G N/A 3132WNDP4 2047-05-01 4 N/A 2313823.00 888085.07 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0908 N/A 31334XAH2 2049-07-01 3.5 N/A 1004063.00 328234.59 Agency Mortgage-Backed Securities FNMS 07.000 CLDA0130 N/A 3140A0EC9 2053-09-01 7 N/A 2714548.00 2788727.20 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9111 N/A 3140NEDR3 2053-03-01 5.5 N/A 438871.00 411544.55 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8968 N/A 3140ND6E2 2053-06-01 6 N/A 1049410.00 846291.56 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8870 N/A 3140JR2C4 2049-05-01 3.5 N/A 4360201.00 1291186.16 Agency Mortgage-Backed Securities FEPC 07.500 CLQH6886 N/A 3133CKUK2 2053-12-01 7.5 N/A 1107415.00 1157541.92 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3864 N/A 3140JLJJ4 2049-03-01 4.5 N/A 1845474.00 498757.38 Agency Mortgage-Backed Securities FEPC 06.000 CLZS3900 N/A 3132A4KM9 2039-04-01 6 N/A 332997.00 46425.90 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 1035.00 813.37 Agency Mortgage-Backed Securities 06.000 FGPC A44666 G N/A 3128K5FF4 2036-04-01 6 N/A 157188776.00 190760.51 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2943 N/A 3131XJHU9 2042-04-01 4 N/A 2680530.00 188846.40 Agency Mortgage-Backed Securities FEPC 04.500 CLQE8448 N/A 3133BJL59 2052-08-01 4.5 N/A 7268.00 6404.69 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9672 N/A 3133KRW91 2053-08-01 6.5 N/A 11555034.00 11550494.23 Agency Mortgage-Backed Securities FNMS 05.450 CA841758 N/A 31407VE76 2035-08-01 5.45 N/A 127172.00 29650.83 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0919 N/A 3140NHAV0 2053-04-01 6 N/A 1635745.00 1650426.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7776 N/A 3140N0UA1 2052-09-01 5 N/A 1174064.00 1064655.03 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8281 N/A 3140K4FX3 2049-11-01 3.5 N/A 2449142.00 973541.58 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6996 N/A 3133C7XZ5 2053-07-01 6.5 N/A 1022104.00 886493.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8784 N/A 3140N1XN8 2052-09-01 5 N/A 1223550.00 1175541.78 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1359 N/A 3140N5QM9 2052-11-01 5.5 N/A 1151902.00 1131384.52 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3665 N/A 3133BDCA1 2052-06-01 5 N/A 1084699.00 846453.54 Agency Mortgage-Backed Securities 04.000 FGPC Q06799 G N/A 3132GR3G4 2042-03-01 4 N/A 15883562.00 2139169.04 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9902 N/A 3140NTAC6 2053-11-01 6.5 N/A 1010345.00 1038667.39 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3442 N/A 3140N7ZG8 2052-11-01 6 N/A 1065050.00 783798.87 Agency Mortgage-Backed Securities 03.500 FGPC G61431 G N/A 31335BSU1 2044-02-01 3.5 N/A 28614781.00 10452559.03 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7385 N/A 3140N0F34 2052-08-01 5 N/A 1301313.00 1243621.65 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7338 N/A 3140XPEL9 2053-09-01 4.5 N/A 3532046.00 3275793.06 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7596 N/A 3140NQNN4 2053-08-01 6.5 N/A 1011560.00 908443.42 Agency Mortgage-Backed Securities FNMS 02.500 CLBU0070 N/A 3140M1CG7 2051-10-01 2.5 N/A 2470000.00 1712362.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ1081 N/A 3140H2FX1 2048-01-01 4.5 N/A 1856341.00 753122.42 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0730 N/A 3133BMY33 2052-10-01 5 N/A 27130.00 25971.78 Agency Mortgage-Backed Securities FNMS 04.500 GLCA2172 N/A 3140Q9MW0 2048-08-01 4.5 N/A 60000.00 25579.85 Agency Mortgage-Backed Securities FNMS 04.000 CLBH2333 N/A 3140GQSX5 2047-05-01 4 N/A 3420960.00 898287.24 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ8310 N/A 3140HAGU8 2048-01-01 4.5 N/A 1806372.00 952286.00 Agency Mortgage-Backed Securities FEPC 06.000 CLQG9087 N/A 3133CACY4 2053-08-01 6 N/A 1064302.00 1083443.31 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8347 N/A 3133BWHY2 2053-02-01 6 N/A 1360411.00 681724.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7753 N/A 3140HMTK0 2048-07-01 4.5 N/A 2777892.00 1245248.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBX2231 N/A 3140N6PR7 2052-12-01 4.5 N/A 1056810.00 818715.42 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6730 N/A 3133BGPP7 2052-07-01 5 N/A 1059300.00 1004563.68 Agency Mortgage-Backed Securities FNMS 05.000 CTAL6317 N/A 3138EPAT1 2030-09-01 5 N/A 1550963.00 32744.64 Agency Mortgage-Backed Securities FNMS 04.500 CLBO0306 N/A 3140JUKU7 2049-04-01 4.5 N/A 1486941.00 652773.80 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9748 N/A 3140NSZN7 2053-09-01 6.5 N/A 1204141.00 995143.08 Agency Mortgage-Backed Securities FNMS 04.000 CLBV7622 N/A 3140MMPG7 2052-04-01 4 N/A 2275564.00 2058339.12 Agency Mortgage-Backed Securities FNMS 06.000 NP880456 N/A 31409WE56 2036-04-01 6 N/A 31003544.00 147904.18 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3047 N/A 3132DQL46 2053-01-01 6 N/A 2703000.00 2629058.09 Agency Mortgage-Backed Securities FNMS 06.500 CLDA3971 N/A 3140A4MV0 2053-11-01 6.5 N/A 1011509.00 1044142.88 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1004 N/A 3133BNDH3 2052-10-01 5 N/A 1418985.00 1030636.12 Agency Mortgage-Backed Securities FNMS 05.500 CL826966 N/A 31407CW37 2035-06-01 5.5 N/A 19579979.00 285952.81 Agency Mortgage-Backed Securities FNMS 04.500 CLCA0498 N/A 3140Q7RU3 2047-10-01 4.5 N/A 2934052.00 1049853.14 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8943 N/A 3138WJ5D6 2047-03-01 3 N/A 66489288.00 15613170.43 Agency Mortgage-Backed Securities 03.500 FGPC U93186 G N/A 3132QDF30 2046-09-01 3.5 N/A 2155067.00 752962.90 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6204 N/A 3140QR3N1 2053-05-01 6 N/A 1024.00 999.63 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6479 N/A 3133WDFU1 2054-05-01 6 N/A 1138116.00 1160349.65 Agency Mortgage-Backed Securities FNMS 07.000 CLDA3497 N/A 3140A33F8 2053-10-01 7 N/A 2727514.00 2462078.40 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2932 N/A 3138EKHJ7 2042-07-01 4 N/A 156000000.00 19256118.03 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5591 N/A 3133BFF88 2052-07-01 4 N/A 11647600.00 10057269.30 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8872 N/A 3140NR2E5 2053-09-01 5.5 N/A 1218079.00 1200992.65 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7525 N/A 3140A8LF7 2054-02-01 7 N/A 1707250.00 1542927.59 Agency Mortgage-Backed Securities FNMS 02.000 CLBV4122 N/A 3140MHSL4 2052-03-01 2 N/A 1786484.00 1280531.11 Agency Mortgage-Backed Securities 04.500 FGPC U92272 G N/A 3132HCMV2 2043-12-01 4.5 N/A 800001.00 174651.13 Agency Mortgage-Backed Securities FEPC 06.000 CLQH4157 N/A 3133CGTN7 2053-11-01 6 N/A 2810850.00 2845198.57 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7187 N/A 3131Y16Y1 2048-07-01 4.5 N/A 2137424.00 878718.39 Agency Mortgage-Backed Securities FNMS 06.500 K2253866 N/A 31371J6B5 2031-05-01 6.5 N/A 450538.00 996.20 Agency Mortgage-Backed Securities FNMS 04.000 CTBA6566 N/A 3140EBJL6 2036-01-01 4 N/A 1519429.00 246618.02 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0848 N/A 3133C05H1 2053-04-01 5 N/A 1108239.00 1073390.38 Agency Mortgage-Backed Securities FEPC 02.500 CLQB9848 N/A 3133AG5H8 2051-03-01 2.5 N/A 475000.00 304898.80 Agency Mortgage-Backed Securities FNMS 06.000 CLAC1509 N/A 31417KVB0 2039-08-01 6 N/A 17872820.00 833004.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3713 N/A 3140MVDT2 2052-08-01 5 N/A 1457150.00 1392175.34 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0455 N/A 31334WQG9 2049-06-01 3.5 N/A 1596341.00 738167.60 Agency Mortgage-Backed Securities FNMS 05.500 CL190367 N/A 31368HMQ3 2036-01-01 5.5 N/A 14831.00 141.32 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6543 N/A 3140XNHV9 2053-09-01 6 N/A 20986000.00 20861358.16 Agency Mortgage-Backed Securities FNMS 03.000 CZAL5381 N/A 3138EM6T3 2053-03-01 3 N/A 500000.00 123857.37 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3871 N/A 3140JLJR6 2049-04-01 4 N/A 7163756.00 921421.34 Agency Mortgage-Backed Securities 04.000 FGPC Q50952 G N/A 3132XTBW7 2047-09-01 4 N/A 1604625.00 701797.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAL9442 N/A 3138ERP46 2046-11-01 3.5 N/A 59250000.00 14985076.85 Agency Mortgage-Backed Securities FNMS 07.000 CLDA0309 N/A 3140A0KX6 2054-01-01 7 N/A 1372881.00 1442931.68 Agency Mortgage-Backed Securities FNMS 03.000 CJBT7991 N/A 3140LW2Z9 2037-10-01 3 N/A 130647.00 52108.84 Agency Mortgage-Backed Securities FNMS 06.500 CL900928 N/A 31410X4M5 2037-02-01 6.5 N/A 60817450.00 672802.10 Agency Mortgage-Backed Securities FNMS 05.500 CLBW1859 N/A 3140MTB51 2053-03-01 5.5 N/A 1036210.00 1011998.27 Agency Mortgage-Backed Securities FNMS 04.000 CLAQ0017 N/A 3138MFAT4 2042-10-01 4 N/A 5886462.00 732223.61 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8019 N/A 3140XP4D8 2054-05-01 6 N/A 1000.00 1007.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBV0952 N/A 3140MEBW5 2052-09-01 4.5 N/A 517332.00 425270.16 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7822 N/A 3133BVVP7 2053-02-01 6 N/A 1201531.00 1023882.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6690 N/A 3140HLNG7 2048-11-01 4.5 N/A 1078457.00 650892.21 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3148 N/A 3140XJQA4 2052-10-01 5 N/A 1070.00 905.63 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7030 N/A 3140MYY48 2052-08-01 4.5 N/A 1282407.00 834831.13 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7384 N/A 3138EQF23 2045-09-01 4.5 N/A 3863000.00 541004.77 Agency Mortgage-Backed Securities FNMS 03.500 CRAZ0842 N/A 3138YR5C8 2045-07-01 3.5 N/A 1082639.00 299179.55 Agency Mortgage-Backed Securities FNMS 03.500 CLBK0733 N/A 3140HDY73 2048-03-01 3.5 N/A 3804763.00 1156074.12 Agency Mortgage-Backed Securities FEPC 06.500 CLQH5054 N/A 3133CHTK1 2053-11-01 6.5 N/A 1027383.00 1064173.08 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4584 N/A 31418ECW8 2037-04-01 3 N/A 8999.00 6165.62 Agency Mortgage-Backed Securities 04.000 FGPC Q44618 G N/A 3132WJDY4 2046-11-01 4 N/A 3362676.00 889606.07 Agency Mortgage-Backed Securities FNMS 03.500 CLAS0212 N/A 3138W9GW4 2043-08-01 3.5 N/A 135000.00 25022.28 Agency Mortgage-Backed Securities FNMS 04.000 CLAR9350 N/A 3138W7L85 2043-02-01 4 N/A 1252539.00 567149.83 Agency Mortgage-Backed Securities FNMS 03.500 CRAO4163 N/A 3138LUTV7 2042-06-01 3.5 N/A 6536992.00 757179.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3694 N/A 3140MVC89 2052-07-01 5 N/A 1279215.00 1089838.53 Agency Mortgage-Backed Securities FNMS 05.500 CLBX7541 N/A 3140NCLX5 2053-02-01 5.5 N/A 2598940.00 2410295.58 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6063 N/A 3133A0WY6 2050-01-01 3.5 N/A 1641176.00 1120251.71 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9731 N/A 3140YXY54 2054-03-01 5.5 N/A 2880739.00 2837824.16 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8940 N/A 3140N15A7 2052-09-01 5 N/A 4894120.00 4490110.03 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8001 N/A 3140MM3K2 2052-08-01 5 N/A 785977.00 608990.62 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0743 N/A 3140NGZH6 2053-05-01 5.5 N/A 16002.00 15743.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4127 N/A 3140NLSR1 2053-07-01 5 N/A 2636532.00 2362749.03 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2174 N/A 3140NJMY7 2053-07-01 6.5 N/A 1151599.00 1185290.91 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7794 N/A 3140K3UU4 2049-12-01 3.5 N/A 1001206.00 411858.00 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0105 N/A 3140FXDK5 2056-06-01 4 N/A 390000.00 111519.76 Agency Mortgage-Backed Securities 04.000 FGPC Q53147 G N/A 3132XVP98 2047-12-01 4 N/A 2657282.00 1001401.78 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0566 N/A 3133CCTX4 2053-08-01 5.5 N/A 1175986.00 1159559.66 Agency Mortgage-Backed Securities FEPC 02.000 CLRA4245 N/A 3133KKWE5 2050-12-01 2 N/A 55000.00 33490.16 Agency Mortgage-Backed Securities FEPC 06.000 CLQG4192 N/A 3133C4UR3 2053-06-01 6 N/A 1125750.00 1126531.60 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4515 N/A 3140NMAR8 2053-08-01 6.5 N/A 1087887.00 1014097.31 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1389 N/A 3140QLRK4 2051-08-01 2.5 N/A 578470.00 393672.70 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7347 N/A 3140NCEV7 2053-09-01 6.5 N/A 1095623.00 1002461.28 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6022 N/A 3133C6VP1 2053-06-01 5.5 N/A 2068500.00 1361821.66 Agency Mortgage-Backed Securities FNMS 03.500 CLBO6105 N/A 3140K1YB6 2049-11-01 3.5 N/A 1077538.00 457993.98 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4281 N/A 3140GSXK3 2047-06-01 4.5 N/A 1502261.00 778588.05 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5724 N/A 3131Y0LD2 2048-02-01 4.5 N/A 3344463.00 875978.51 Agency Mortgage-Backed Securities FNMS 03.500 CTAP9824 N/A 3138MD4J8 2032-10-01 3.5 N/A 1857900.00 237709.93 Agency Mortgage-Backed Securities 05.500 FGPC K00031 G N/A 31301AA81 2037-04-01 5.5 N/A 14491175.00 52506.78 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4713 N/A 3131XYGW3 2047-11-01 4.5 N/A 1931892.00 594418.01 Agency Mortgage-Backed Securities FNMS 02.500 CIAS5786 N/A 3138WFNC6 2030-09-01 2.5 N/A 259909.00 45284.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8750 N/A 3140FUWL8 2047-05-01 4.5 N/A 2260241.00 836363.03 Agency Mortgage-Backed Securities FNMS 06.500 NP899810 N/A 31410WVB1 2037-08-01 6.5 N/A 55532540.00 142625.86 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4222 N/A 3140NLVQ9 2053-06-01 5 N/A 322742.00 279102.23 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7360 N/A 3133KPE95 2052-07-01 5 N/A 10240.00 8502.35 Agency Mortgage-Backed Securities 06.000 FGPC H02644 G N/A 3128MU5D3 2038-05-01 6 N/A 23245845.00 244269.53 Agency Mortgage-Backed Securities 04.500 FGPC G67720 G N/A 3132XCSH9 2049-03-01 4.5 N/A 1024.00 316.17 Agency Mortgage-Backed Securities 04.000 FGPC Q47410 G N/A 3132WMGU2 2047-04-01 4 N/A 14450185.00 4163393.73 Agency Mortgage-Backed Securities 04.500 FGPC Q62386 G N/A 3132VNUL5 2049-04-01 4.5 N/A 2231007.00 328037.90 Agency Mortgage-Backed Securities 04.000 FGPC T62264 G N/A 3128S3QR3 2048-07-01 4 N/A 900000.00 57258.94 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2046 N/A 3140Q9HY2 2048-07-01 4.5 N/A 70000000.00 14074696.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3472 N/A 3131Y92D4 2049-02-01 4.5 N/A 1005173.00 484103.87 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ0879 N/A 3142GQ6R8 2054-02-01 5.5 N/A 3714956.00 3670267.47 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1060 N/A 3140K8FA4 2050-02-01 3.5 N/A 1057438.00 549271.83 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8149 N/A 3140NDBT3 2053-05-01 6 N/A 1068008.00 986306.35 Agency Mortgage-Backed Securities FNMS 06.500 CLBY5063 N/A 3140NMTV9 2053-07-01 6.5 N/A 1875432.00 1684162.01 Agency Mortgage-Backed Securities FEPC 04.000 CLQD0317 N/A 3133AWK60 2051-10-01 4 N/A 85410.00 75590.33 Agency Mortgage-Backed Securities FEPC 04.000 CLZL3231 N/A 3131XJSU7 2042-06-01 4 N/A 20774952.00 4318013.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7903 N/A 3140N0X91 2052-08-01 5 N/A 1147808.00 1099796.71 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2232 N/A 3132DPPR3 2052-11-01 5.5 N/A 1000000.00 860574.22 Agency Mortgage-Backed Securities FEPC 05.000 4UZT0751 N/A 3132ACZQ6 2037-07-01 5 N/A 750000.00 25554.80 Agency Mortgage-Backed Securities 04.500 FGPC U64002 G N/A 3132MPKP2 2044-05-01 4.5 N/A 1377204.00 425939.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6140 N/A 3140MXZE7 2052-08-01 5 N/A 1640950.00 1070605.16 Agency Mortgage-Backed Securities 05.000 FGPC Q58465 G N/A 3132Y2MP8 2048-09-01 5 N/A 1997.00 596.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1280 N/A 3133C1M56 2053-04-01 6 N/A 1263430.00 1159806.40 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4139 N/A 3140NLS59 2053-06-01 5.5 N/A 1264611.00 1160164.58 Agency Mortgage-Backed Securities FEPC 06.000 CLZT0657 N/A 3132ACWS5 2040-07-01 6 N/A 1090000.00 359878.69 Agency Mortgage-Backed Securities 04.000 FGPC Q62126 G N/A 3132VNLG6 2049-03-01 4 N/A 3902405.00 767606.63 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8918 N/A 3140ND4C8 2053-05-01 6 N/A 1177161.00 1066554.97 Agency Mortgage-Backed Securities 04.000 FGPC Q48174 G N/A 3132WNCL4 2047-05-01 4 N/A 2588433.00 685426.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBV3851 N/A 3140MHH51 2052-03-01 4.5 N/A 872673.00 469344.79 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8446 N/A 3131Y3L38 2048-09-01 4.5 N/A 1254352.00 234887.60 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7203 N/A 3131Y2AC2 2048-07-01 4.5 N/A 3124691.00 1018884.91 Agency Mortgage-Backed Securities FNMS 06.000 NP745962 N/A 31403DWX3 2036-09-01 6 N/A 162157618.00 437440.05 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 9636816.00 2189765.66 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0230 N/A 3133BMHF5 2052-09-01 5 N/A 1541283.00 1477954.82 Agency Mortgage-Backed Securities FEPC 06.000 CLQH5049 N/A 3133CHTE5 2053-11-01 6 N/A 4055312.00 3696239.38 Agency Mortgage-Backed Securities FNMS 05.000 CLBN0714 N/A 3140JGYL3 2048-09-01 5 N/A 1321475.00 876630.41 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0495 N/A 3131Y6RQ4 2042-10-01 4 N/A 3100000.00 411050.05 Agency Mortgage-Backed Securities FNMS 02.500 CVAQ9950 N/A 3138MSBU2 2028-01-01 2.5 N/A 4147305.00 75413.00 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0443 N/A 3131Y6P45 2042-08-01 3.5 N/A 8162808.00 1136275.63 Agency Mortgage-Backed Securities FNMS 03.000 CTAR9643 N/A 3138W7WD2 2033-04-01 3 N/A 1419964.00 219159.99 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6732 N/A 3138EBPS8 2042-03-01 3.5 N/A 59503313.00 5210458.05 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0390 N/A 3132ACNF3 2046-03-01 4 N/A 1515000.00 415271.08 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0571 N/A 3140JUT53 2049-06-01 3.5 N/A 2008796.00 970865.14 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1528 N/A 3140XGVW6 2052-04-01 3 N/A 1000.00 753.79 Agency Mortgage-Backed Securities FNMS 03.500 CLBV5162 N/A 3140MJWY7 2052-03-01 3.5 N/A 1148639.00 926926.45 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3548 N/A 3140XJ5J8 2052-12-01 6 N/A 10731403.00 9239415.73 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0606 N/A 3140A0U80 2053-11-01 6 N/A 3630356.00 3424549.43 Agency Mortgage-Backed Securities 04.000 FGPC Q06568 G N/A 3132GRTZ4 2042-03-01 4 N/A 1202376.00 239310.34 Agency Mortgage-Backed Securities FEPC 06.500 4LZT0619 N/A 3132ACVL1 2038-10-01 6.5 N/A 7038352.00 62011.28 Agency Mortgage-Backed Securities FEPC 03.500 3VZA3583 N/A 31329L6U1 2042-07-01 3.5 N/A 7682639.00 988472.73 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2599 N/A 3140XH3H8 2051-12-01 3 N/A 1000.00 736.87 Agency Mortgage-Backed Securities 03.500 FGPC G67703 G N/A 3132XCRY3 2047-04-01 3.5 N/A 3725000.00 977992.13 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9100 N/A 3140NEDE2 2053-03-01 5 N/A 1520900.00 1463289.13 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2676 N/A 3138EJ6N3 2042-11-01 3.5 N/A 2250000.00 396119.02 Agency Mortgage-Backed Securities FNMS 06.500 CL745932 N/A 31403DVZ9 2036-11-01 6.5 N/A 79981807.00 550468.15 Agency Mortgage-Backed Securities 05.000 FGPC Q63051 G N/A 3132VPL97 2049-04-01 5 N/A 1761199.00 872553.94 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4052 N/A 3132E0QD7 2053-10-01 5.5 N/A 11300.00 10712.61 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5447 N/A 3140MXBR4 2052-07-01 5 N/A 1218102.00 982129.85 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1457 N/A 3140JHTP8 2048-11-01 4.5 N/A 3265764.00 1016829.15 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8905 N/A 3133KQ3N4 2053-04-01 6.5 N/A 5094980.00 4387186.39 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2917 N/A 3132DQG26 2053-05-01 5.5 N/A 1000.00 844.68 Agency Mortgage-Backed Securities 04.500 FGPC G61410 G N/A 31335BR73 2048-05-01 4.5 N/A 1276.00 246.09 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9853 N/A 3133KR5N0 2053-09-01 6 N/A 1024.00 976.34 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9066 N/A 3133KRCB8 2053-05-01 5.5 N/A 18705359.00 16361571.47 Agency Mortgage-Backed Securities FNMS 06.000 CL851161 N/A 31408GTS6 2036-04-01 6 N/A 14312686.00 166805.65 Agency Mortgage-Backed Securities FEPC 04.500 CLQE4420 N/A 3133BD4D4 2052-06-01 4.5 N/A 1000.00 892.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1033 N/A 3140JHEF6 2049-04-01 4.5 N/A 1024277.00 264845.32 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6785 N/A 3140JPRF4 2049-02-01 4.5 N/A 1913963.00 509950.04 Agency Mortgage-Backed Securities FNMS 07.500 CLDA5605 N/A 3140A6GP5 2053-12-01 7.5 N/A 1088290.00 1134068.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5471 N/A 3140JNCH1 2049-01-01 4.5 N/A 3557693.00 634567.10 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2319 N/A 3140NJSH8 2053-07-01 6.5 N/A 886000.00 798054.53 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0777 N/A 31417Y2K2 2031-06-01 5 N/A 18094310.00 974838.72 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0555 N/A 31334WTL5 2049-06-01 4.5 N/A 2249317.00 404041.17 Agency Mortgage-Backed Securities FNMS 05.000 CLBN6064 N/A 3140JNW22 2049-05-01 5 N/A 2569585.00 435564.58 Agency Mortgage-Backed Securities FNMS 06.500 CLAL8974 N/A 3138ET6L5 2040-03-01 6.5 N/A 343639.00 66713.31 Agency Mortgage-Backed Securities FNMS 06.500 GLAL0407 N/A 3138EGNZ3 2039-04-01 6.5 N/A 10200000.00 603692.94 Agency Mortgage-Backed Securities FNMS 02.000 CLBU9929 N/A 3140MCA75 2052-02-01 2 N/A 373280.00 258682.60 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7945 N/A 3133BHZJ8 2052-08-01 5 N/A 1124425.00 1072508.82 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4183 N/A 3131XXUG4 2047-09-01 4.5 N/A 2264461.00 641795.96 Agency Mortgage-Backed Securities 04.500 FGPC A94284 G N/A 312942XM2 2040-10-01 4.5 N/A 25003636.00 810192.52 Agency Mortgage-Backed Securities 06.000 FGPC H00416 G N/A 3128MSN97 2036-12-01 6 N/A 11187534.00 149865.28 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3337 N/A 3140QAV72 2049-03-01 4 N/A 1333600.00 892274.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4542 N/A 3140JMBL5 2049-02-01 4.5 N/A 512000.00 133588.44 Agency Mortgage-Backed Securities FNMS 03.500 CLBO9991 N/A 3140K6C52 2049-12-01 3.5 N/A 1276272.00 507803.14 Agency Mortgage-Backed Securities FNMS 02.500 CICB1090 N/A 3140QLF84 2036-07-01 2.5 N/A 45000.00 27416.18 Agency Mortgage-Backed Securities FNMS 04.500 CLAY5572 N/A 3138YKFN8 2045-06-01 4.5 N/A 3168327.00 196999.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBX8481 N/A 3140NDM79 2053-03-01 4.5 N/A 1107147.00 1034906.94 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3408 N/A 3131XWYD9 2047-06-01 4.5 N/A 1395058.00 500108.12 Agency Mortgage-Backed Securities FNMS 05.500 CLAD3135 N/A 31418QPV9 2040-04-01 5.5 N/A 18175031.00 947912.01 Agency Mortgage-Backed Securities FEPC 03.500 CLZM3659 N/A 3131XXB42 2047-07-01 3.5 N/A 1966730.00 614730.77 Agency Mortgage-Backed Securities 04.500 FGPC Q63742 G N/A 3132VQEQ5 2049-05-01 4.5 N/A 1844507.00 115962.55 Agency Mortgage-Backed Securities 04.500 FGPC A97806 G N/A 312946U79 2041-03-01 4.5 N/A 2365009.00 366678.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQE4277 N/A 3133BDXE0 2052-06-01 6 N/A 100000.00 87256.38 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0552 N/A 3133C0TH5 2053-04-01 5 N/A 1060098.00 1027837.79 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3676 N/A 3132E0CM2 2053-08-01 6 N/A 1000.00 983.47 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5293 N/A 3140QQ3B9 2052-12-01 5.5 N/A 1341449.00 1142312.63 Agency Mortgage-Backed Securities FNMS 04.000 CLAU2598 N/A 3138X13G9 2043-08-01 4 N/A 1007.00 122.70 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8749 N/A 3140QGWK9 2051-01-01 2 N/A 64618333.00 38967287.10 Agency Mortgage-Backed Securities FNMS 04.000 CLBK9601 N/A 3140HPU39 2048-06-01 4 N/A 1787175.00 778771.82 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7250 N/A 3131Y2BT4 2048-07-01 4.5 N/A 5462121.00 1598131.19 Agency Mortgage-Backed Securities FNMS 03.500 CLBO6102 N/A 3140K1X84 2049-11-01 3.5 N/A 1012298.00 283169.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8076 N/A 3140N06N0 2052-08-01 5 N/A 1009407.00 963707.99 Agency Mortgage-Backed Securities FNMS 02.500 CTBU1194 N/A 3140M2KG6 2042-03-01 2.5 N/A 500000.00 382391.78 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0202 N/A 3133CCGK6 2053-09-01 6.5 N/A 1116719.00 1009251.73 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0727 N/A 3140NGYZ7 2053-05-01 6 N/A 1234663.00 1151308.46 Agency Mortgage-Backed Securities FNMS 04.000 CTCA0735 N/A 3140Q7Y92 2037-11-01 4 N/A 11605042.00 3528028.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6134 N/A 3140HKY85 2048-07-01 4.5 N/A 2758275.00 908173.95 Agency Mortgage-Backed Securities FEPC 04.500 CLZN2759 N/A 3131Y9B44 2049-01-01 4.5 N/A 14105876.00 2734603.59 Agency Mortgage-Backed Securities FNMS 02.500 CVAR1938 N/A 3138NYEL5 2027-12-01 2.5 N/A 1518846.00 82325.61 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8902 N/A 3133C93K7 2053-08-01 6 N/A 1074405.00 1085207.09 Agency Mortgage-Backed Securities FNMS 04.000 CQMA2916 N/A 31418CG24 2047-02-01 4 N/A 3267510.00 757132.28 Agency Mortgage-Backed Securities 06.500 FGPC H09173 G N/A 3128UNFN7 2037-10-01 6.5 N/A 140416278.00 864843.64 Agency Mortgage-Backed Securities 05.500 FGPC A90775 G N/A 3129382G7 2040-01-01 5.5 N/A 23511477.00 1266607.34 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2333 N/A 3140NJSX3 2053-07-01 6.5 N/A 2701573.00 2035211.48 Agency Mortgage-Backed Securities FEPC 05.500 CLQI1482 N/A 3133W7UF0 2054-03-01 5.5 N/A 846033.00 828125.68 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7757 N/A 3133KPTN8 2052-08-01 4 N/A 494572.00 407954.51 Agency Mortgage-Backed Securities FEPC 03.500 CLQB0075 N/A 3133A6CL3 2050-06-01 3.5 N/A 3106568.00 1606480.07 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7760 N/A 3133BHTR7 2052-07-01 5 N/A 1203939.00 1125884.81 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0903 N/A 31334XAC3 2049-06-01 4.5 N/A 1001926.00 480402.96 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6648 N/A 3133BUL54 2053-01-01 6 N/A 691040.00 697903.05 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6398 N/A 3133BGDB1 2052-07-01 5 N/A 682716.00 560689.29 Agency Mortgage-Backed Securities 06.000 FGPC P51239 G N/A 3128C6LU1 2037-01-01 6 N/A 11480048.00 304618.78 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8280 N/A 3133BJFV9 2052-06-01 5 N/A 1021492.00 572358.39 Agency Mortgage-Backed Securities FNMS 05.500 CLBY1068 N/A 3140NHFJ2 2053-04-01 5.5 N/A 1372080.00 1157728.45 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9013 N/A 3140NSAP9 2053-08-01 6 N/A 1102537.00 793393.75 Agency Mortgage-Backed Securities FEPC 06.000 CLQF2786 N/A 3133BQCX2 2052-11-01 6 N/A 1330649.00 677624.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7273 N/A 3140QFCK3 2050-10-01 2 N/A 2467099.00 1377442.71 Agency Mortgage-Backed Securities FEPC 06.500 CLQF6337 N/A 3133BUBE6 2053-01-01 6.5 N/A 1069238.00 1021682.77 Agency Mortgage-Backed Securities FNMS 02.500 RIAZ9181 N/A 3140E2FX4 2030-09-01 2.5 N/A 1000000.00 65546.82 Agency Mortgage-Backed Securities FNMS 02.500 CIBP8593 N/A 3140KGRP0 2035-06-01 2.5 N/A 2638018.00 830198.34 Agency Mortgage-Backed Securities 04.000 FGPC Q42771 G N/A 3132WGCH8 2046-09-01 4 N/A 1764469.00 275398.10 Agency Mortgage-Backed Securities FEPC 04.500 CLQA1980 N/A 31334YFV4 2049-08-01 4.5 N/A 7716803.00 4365025.45 Agency Mortgage-Backed Securities 05.500 FGPC K39033 G N/A 31303ABA3 2047-04-01 5.5 N/A 33861846.00 560764.58 Agency Mortgage-Backed Securities 03.500 FGPC U93118 G N/A 3132QDDX6 2046-02-01 3.5 N/A 210000.00 78564.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBX3940 N/A 3140N8LW6 2053-01-01 4.5 N/A 1065730.00 999444.21 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0312 N/A 31334WKZ3 2049-06-01 4.5 N/A 5402186.00 2553228.57 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7625 N/A 3133C8PJ8 2053-07-01 6.5 N/A 1179350.00 1040353.31 Agency Mortgage-Backed Securities FEPC 05.000 CLQG8791 N/A 3133C9XU2 2053-08-01 5 N/A 451918.00 435676.50 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8141 N/A 3133BWBJ1 2053-02-01 5.5 N/A 1576118.00 1548104.36 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5512 N/A 3133BFDR8 2052-07-01 5 N/A 1089275.00 1037788.33 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1026 N/A 3133BND75 2052-10-01 5 N/A 1003384.00 642420.87 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7012 N/A 31417DYJ6 2042-11-01 3.5 N/A 10600000.00 1296202.71 Agency Mortgage-Backed Securities FNMS 02.500 CLAQ7316 N/A 3138MPDW2 2043-01-01 2.5 N/A 214000.00 43495.04 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0225 N/A 3133BMHA6 2052-09-01 5 N/A 1211098.00 1165416.67 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1055 N/A 3140A1E52 2053-10-01 6 N/A 520227.00 511204.53 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3503 N/A 3140QA3M0 2049-05-01 4 N/A 1000.00 107.19 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7272 N/A 3131Y2CH9 2048-07-01 4.5 N/A 1000.00 238.82 Agency Mortgage-Backed Securities 06.500 FGPC K39030 G N/A 31303AA71 2047-12-01 6.5 N/A 65118477.00 203847.52 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0425 N/A 3140N4PK7 2052-11-01 5.5 N/A 109000.00 94254.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6720 N/A 3133C7PD3 2053-07-01 5.5 N/A 1139090.00 1105700.66 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7218 N/A 3140QFAU3 2050-10-01 2 N/A 4393951.00 2445934.29 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8321 N/A 3140QUG75 2054-04-01 5 N/A 36943250.00 35418491.12 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6153 N/A 3133C6ZS1 2053-07-01 5.5 N/A 1000.00 905.58 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0697 N/A 3140JGX34 2048-09-01 4.5 N/A 1304198.00 566448.80 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5991 N/A 3140MXUR3 2052-07-01 5 N/A 4105952.00 3253051.17 Agency Mortgage-Backed Securities FNMS 02.500 CIFS5093 N/A 3140XLUT3 2037-04-01 2.5 N/A 1004.00 798.93 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1126 N/A 3140QLHC3 2051-07-01 2.5 N/A 22784.00 14678.79 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9555 N/A 3140LYTM5 2051-10-01 2 N/A 350000.00 246352.54 Agency Mortgage-Backed Securities FNMS 05.500 CLBM5609 N/A 3140JAGT9 2044-05-01 5.5 N/A 1595000.00 536260.07 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2760 N/A 3132DQB54 2053-04-01 6 N/A 119004.00 99538.78 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1381 N/A 31334XRA9 2049-07-01 3.5 N/A 2842050.00 1203836.66 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7619 N/A 3133C8PC3 2053-07-01 6.5 N/A 1085533.00 1112125.57 Agency Mortgage-Backed Securities FNMS 04.000 CLDA2514 N/A 3140A2YL3 2053-12-01 4 N/A 2037940.00 1793911.12 Agency Mortgage-Backed Securities FEPC 05.500 CLQG5833 N/A 3133C6PS2 2053-07-01 5.5 N/A 15010.00 14346.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8545 N/A 3140MNP75 2052-05-01 3.5 N/A 98000.00 70343.57 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7754 N/A 3133BVTK1 2053-02-01 5.5 N/A 4429749.00 3308437.28 Agency Mortgage-Backed Securities FEPC 04.000 CLZS4656 N/A 3132A5E50 2046-03-01 4 N/A 645000.00 76649.26 Agency Mortgage-Backed Securities 05.000 FGPC Q58035 G N/A 3132Y14V7 2048-08-01 5 N/A 1881246.00 813390.19 Agency Mortgage-Backed Securities FNMS 03.500 CTAK9301 N/A 3138EEKP3 2032-04-01 3.5 N/A 7994414.00 973184.73 Agency Mortgage-Backed Securities 05.000 FGPC Q62208 G N/A 3132VNN25 2049-03-01 5 N/A 2000712.00 723196.81 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0578 N/A 3140QKUC0 2051-05-01 2.5 N/A 3697707.00 2409797.91 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5465 N/A 3140JNCB4 2049-01-01 4.5 N/A 1483186.00 675257.64 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6518 N/A 3133BUG35 2053-01-01 5.5 N/A 1000.00 980.78 Agency Mortgage-Backed Securities 04.000 FGPC Q49260 G N/A 3132WPJE8 2047-07-01 4 N/A 2819206.00 1106668.48 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8721 N/A 3133BJVN9 2052-09-01 5 N/A 1167750.00 1013339.97 Agency Mortgage-Backed Securities FEPC 06.500 CLQF8910 N/A 3133BW3T8 2053-03-01 6.5 N/A 1005089.00 885775.40 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1405 N/A 3133BNR21 2052-10-01 5 N/A 1558668.00 1150566.90 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9451 N/A 3133KRQC1 2053-07-01 6 N/A 1000.00 951.72 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G N/A 3132XCR72 2048-03-01 3.5 N/A 1001.00 238.88 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7656 N/A 3133BHQH2 2052-08-01 5 N/A 1122520.00 1076901.79 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4873 N/A 3140NMMX2 2053-06-01 5.5 N/A 1212196.00 1191747.04 Agency Mortgage-Backed Securities FEPC 03.500 CLZM3699 N/A 3131XXDC2 2047-07-01 3.5 N/A 5894428.00 1184889.05 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3605 N/A 3140FPAF6 2049-02-01 4.5 N/A 1012944.00 823716.80 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1536 N/A 3140N5V68 2052-10-01 5.5 N/A 1221063.00 740674.02 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7883 N/A 3133BVXL4 2053-02-01 5.5 N/A 2644699.00 2051347.70 Agency Mortgage-Backed Securities 04.000 FGPC Q51255 G N/A 3132XTMD7 2047-10-01 4 N/A 3416293.00 997704.17 Agency Mortgage-Backed Securities FNMS 03.500 CTAK9322 N/A 3138EELC1 2032-04-01 3.5 N/A 3786388.00 342927.25 Agency Mortgage-Backed Securities 03.500 FGPC U91914 G N/A 3132HCAP8 2043-08-01 3.5 N/A 4613259.00 831879.12 Agency Mortgage-Backed Securities 03.000 FGPC T65134 G N/A 31322YV32 2043-06-01 3 N/A 1500000.00 162521.32 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3600 N/A 3140FPAA7 2048-11-01 4.5 N/A 1261884.00 640613.44 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1169 N/A 3140N5JP0 2052-11-01 5.5 N/A 1756499.00 1189765.60 Agency Mortgage-Backed Securities FNMS 05.500 CLBT7932 N/A 3140LWY68 2052-10-01 5.5 N/A 100000.00 98175.69 Agency Mortgage-Backed Securities FEPC 04.500 CLQF9073 N/A 3133BXCJ8 2053-02-01 4.5 N/A 1234722.00 1115964.24 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9294 N/A 3140QHKG9 2051-02-01 2.5 N/A 15070684.00 8826861.61 Agency Mortgage-Backed Securities 04.000 FGPC Q52693 G N/A 3132XU7F6 2047-12-01 4 N/A 3460333.00 847825.19 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8410 N/A 3131Y3KX3 2048-09-01 4.5 N/A 1764000.00 155433.03 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7424 N/A 3133BHG91 2052-08-01 5 N/A 1063840.00 883801.41 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0414 N/A 3132DMN76 2050-08-01 2.5 N/A 135000.00 61055.29 Agency Mortgage-Backed Securities FNMS 04.000 CLCA8676 N/A 3140QGUA3 2050-08-01 4 N/A 7203429.00 2823294.80 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3655 N/A 3140N8BZ0 2052-12-01 5.5 N/A 1033788.00 1016252.04 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4222 N/A 3140M5VQ5 2053-10-01 5.5 N/A 1008.00 926.61 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9736 N/A 3140JSZA0 2049-04-01 4.5 N/A 1517171.00 987774.44 Agency Mortgage-Backed Securities FNMS 04.000 CTCA2074 N/A 3140Q9JU8 2038-07-01 4 N/A 14274125.00 3644744.95 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 160021.00 51889.02 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1705 N/A 3133C13N8 2053-04-01 5.5 N/A 1457500.00 1425937.83 Agency Mortgage-Backed Securities FEPC 05.000 CLQB6836 N/A 3133ADSZ0 2050-12-01 5 N/A 2135220.00 1436150.47 Agency Mortgage-Backed Securities FEPC 07.500 CLZS2889 N/A 3132A3F62 2035-06-01 7.5 N/A 890000.00 37687.39 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9702 N/A 3133BKX79 2052-09-01 4.5 N/A 1125106.00 910653.51 Agency Mortgage-Backed Securities FNMS 04.000 CRBM5357 N/A 3140J95T4 2044-12-01 4 N/A 107000.00 26635.86 Agency Mortgage-Backed Securities FEPC 04.500 CLQF8888 N/A 3133BW2V4 2053-03-01 4.5 N/A 1220273.00 1031410.67 Agency Mortgage-Backed Securities 06.500 FGPC A67429 G N/A 3128KYHE2 2037-11-01 6.5 N/A 13384027.00 230754.17 Agency Mortgage-Backed Securities FNMS 03.000 CLBD8952 N/A 3140FG5N5 2046-11-01 3 N/A 6001.00 1138.75 Agency Mortgage-Backed Securities FNMS 06.500 CLDA0840 N/A 3140A05A3 2053-10-01 6.5 N/A 1770141.00 1748042.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4069 N/A 3140NLQX0 2053-06-01 5 N/A 2563113.00 2132532.98 Agency Mortgage-Backed Securities FNMS 06.000 CLBX1920 N/A 3140N6D25 2053-02-01 6 N/A 1072064.00 1031134.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1896 N/A 3140QMDA9 2051-10-01 2 N/A 1024.00 675.55 Agency Mortgage-Backed Securities FNMS 02.500 CICA8388 N/A 3140QGKA4 2035-12-01 2.5 N/A 453262.00 255007.15 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4168 N/A 3138WDT27 2044-12-01 4 N/A 1000.00 132.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBN9557 N/A 3140JSTP4 2049-07-01 3.5 N/A 2028464.00 952268.10 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0314 N/A 3131XTK33 2045-10-01 4 N/A 485000.00 44322.03 Agency Mortgage-Backed Securities FNMS 06.500 NP995218 N/A 31416BSF6 2038-10-01 6.5 N/A 4688240.00 1629.39 Agency Mortgage-Backed Securities FNMS 02.500 CLBU8176 N/A 3140MACN2 2052-01-01 2.5 N/A 508202.00 356110.37 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1246 N/A 3140N5L44 2052-10-01 5 N/A 1194794.00 877285.68 Agency Mortgage-Backed Securities FNMS 04.000 CLAL7525 N/A 3138EQLF7 2045-03-01 4 N/A 4985344.00 978537.09 Agency Mortgage-Backed Securities FNMS 06.500 CL940537 N/A 31413BLS8 2037-07-01 6.5 N/A 68270530.00 584937.12 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1792 N/A 3140QL7E0 2051-10-01 2 N/A 6494105.00 4336340.71 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3542 N/A 3131XW5B5 2047-06-01 4.5 N/A 1805708.00 594383.48 Agency Mortgage-Backed Securities FNMS 03.500 CIAS7067 N/A 3138WGZ98 2031-04-01 3.5 N/A 575000.00 81731.84 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7934 N/A 3140N0Y82 2052-08-01 5 N/A 1109580.00 1066661.20 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5074 N/A 3131XYT74 2047-12-01 3.5 N/A 1188208.00 245516.02 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4959 N/A 3131XYQL6 2047-11-01 4.5 N/A 2653983.00 924876.34 Agency Mortgage-Backed Securities FNMS 02.500 CLBT5918 N/A 3140LUSG7 2051-09-01 2.5 N/A 1881283.00 1398788.89 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2866 N/A 3132DQFF8 2049-07-01 4 N/A 99000.00 83545.94 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0021 N/A 3133BMAW5 2052-09-01 5 N/A 1166478.00 1112924.59 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6247 N/A 3133C65G0 2053-06-01 5 N/A 81560.00 78525.03 Agency Mortgage-Backed Securities FEPC 03.000 CLQD2809 N/A 3133B0DN0 2051-11-01 3 N/A 1080191.00 700962.59 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4373 N/A 3132E02E1 2053-11-01 6.5 N/A 2328.00 2340.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8925 N/A 3140N14K6 2052-10-01 5 N/A 1300712.00 1160763.10 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2199 N/A 3140N6NR9 2052-11-01 5 N/A 1009283.00 968243.17 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2370 N/A 3140JWT42 2049-11-01 3.5 N/A 1237996.00 229468.38 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2643 N/A 3140QM5D2 2052-01-01 2.5 N/A 367239.00 260048.57 Agency Mortgage-Backed Securities FNMS 06.000 NP256327 N/A 31371MVU8 2036-06-01 6 N/A 74144.00 140.68 Agency Mortgage-Backed Securities FNMS 04.000 CLAW7429 N/A 3138XXHF6 2042-02-01 4 N/A 30000000.00 2750088.24 Agency Mortgage-Backed Securities FNMS 06.000 CLBY1880 N/A 3140NJCS1 2053-05-01 6 N/A 1218782.00 1171293.44 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1201 N/A 3140MSKP9 2052-09-01 5 N/A 15025.00 12867.12 Agency Mortgage-Backed Securities FNMS 06.500 CLBX6397 N/A 3140NBDB4 2053-01-01 6.5 N/A 2393978.00 2166417.38 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 N/A 2933804.00 636140.45 Agency Mortgage-Backed Securities 04.000 FGPC Q29169 G N/A 3132M92A1 2044-10-01 4 N/A 4676707.00 618972.76 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8165 N/A 3140GXCB5 2047-07-01 4 N/A 1314758.00 796440.98 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4366 N/A 3131XXZ79 2047-10-01 4.5 N/A 1671280.00 804402.76 Agency Mortgage-Backed Securities FNMS 06.000 NP887038 N/A 31410EPX0 2036-08-01 6 N/A 38829601.00 242359.36 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5542 N/A 3140NAEQ2 2053-01-01 5.5 N/A 1416585.00 1346283.61 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9274 N/A 3133KRJT2 2053-06-01 5.5 N/A 980729.00 861391.82 Agency Mortgage-Backed Securities FNMS 02.500 CLBR4728 N/A 3140L3HE4 2051-03-01 2.5 N/A 8646256.00 4325570.55 Agency Mortgage-Backed Securities FNMS 05.500 CLDA1212 N/A 3140A1K22 2053-08-01 5.5 N/A 3325084.00 3276586.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4459 N/A 3140JL5V2 2049-01-01 5 N/A 3468848.00 165873.95 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7446 N/A 3140A8HY1 2054-01-01 7 N/A 1179758.00 1235754.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBM5012 N/A 3140J9SA0 2048-03-01 3.5 N/A 8657015.00 2808338.89 Agency Mortgage-Backed Securities FNMS 03.500 CTBM1593 N/A 3140J5XX2 2035-11-01 3.5 N/A 137000.00 39305.35 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0095 N/A 3133B9C85 2052-04-01 3.5 N/A 4112555.00 3330937.16 Agency Mortgage-Backed Securities 04.500 FGPC Q53573 G N/A 3132XV6K4 2048-01-01 4.5 N/A 2187822.00 748333.17 Agency Mortgage-Backed Securities 04.000 FGPC Q05827 G N/A 3132GMD82 2042-02-01 4 N/A 1029229.00 219129.74 Agency Mortgage-Backed Securities FNMS 03.000 CQAU0275 N/A 3138WZJV5 2033-07-01 3 N/A 1742372.00 209077.81 Agency Mortgage-Backed Securities FNMS 04.000 CLBH7573 N/A 3140GWMX8 2047-08-01 4 N/A 1746542.00 685168.12 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9384 N/A 3133KRM92 2053-07-01 6 N/A 159113.00 151660.50 Agency Mortgage-Backed Securities FNMS 05.500 CKAE0978 N/A 31419BCQ6 2040-06-01 5.5 N/A 94653514.00 2943969.04 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ2383 N/A 3140H3UH7 2047-11-01 3.5 N/A 1653084.00 707925.10 Agency Mortgage-Backed Securities FNMS 02.500 CIFS6135 N/A 3140XMY91 2037-01-01 2.5 N/A 123357811.00 102485159.70 Agency 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Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RHB8 2030-05-20 2 N/A 165169.00 19042.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AEPJ7 2052-11-20 5.5 N/A 52403.00 46580.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RD63 2045-05-20 3 N/A 6114742.00 646721.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U4L3 2037-08-20 7.5 N/A 53018.00 21535.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617Q9P87 2050-09-20 3.5 N/A 650725.00 348940.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MG61 2042-07-20 4 N/A 1350000.00 92275.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202D2T7 2033-12-20 4.5 N/A 9281930.00 382780.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EXW4 2038-11-20 7 N/A 520000.00 11283.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36206VEP8 2026-04-20 7.21 N/A 1035017.00 6186.69 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803BF9 2025-08-15 0 N/A 10417400.00 9882726.95 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HGK35 2074-04-20 6.769 N/A 13468.00 14340.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36290S5M9 2034-08-20 6.5 N/A 2000000.00 132977.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179R3M9 2031-03-20 7 N/A 48574.00 7070.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179N2H0 2044-02-20 3 N/A 530000.00 86070.09 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821AH8 2028-08-15 0 N/A 100.00 83.43 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179M2Q2 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UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803BD4 2024-11-15 0 N/A 348200.00 341852.31 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617VDU37 2063-02-15 2.62 N/A 5223331.00 4240240.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q3K5 2045-02-20 4 N/A 1988000.00 185737.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UEB4 2048-10-20 5 N/A 3344521.00 262077.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SWV5 2047-02-20 2.5 N/A 120000.00 28711.38 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128206P7 2027-02-15 0 N/A 49900.00 44231.51 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U6W7 2049-11-20 4 N/A 2000000.00 290596.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WP85 2051-10-20 1.5 N/A 1000.00 648.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DRG8 2032-01-20 6 N/A 1440000.00 5351.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618AWG32 2058-11-15 5.94 N/A 13699900.00 14220268.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F7MU7 2066-11-15 5.685 N/A 1970013.00 1938350.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QD24 2044-05-20 4.5 N/A 482936.00 37180.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36202UZV8 2032-08-15 5 N/A 413000.00 183771.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617J2YE7 2049-04-20 4.5 N/A 209000.00 17250.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NQ27 2043-10-20 2.5 N/A 190000.00 36905.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36201DE24 2044-02-15 5.75 N/A 3220100.00 2482125.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36230UMY2 2040-12-20 4 N/A 850000.00 161469.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202TY75 2030-01-20 3 N/A 1083312.00 147504.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617NPE60 2035-07-20 3 N/A 1806984.00 749332.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617X56R6 2064-10-15 4.05 N/A 617816.00 556582.10 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833LW8 2025-08-15 0 N/A 88636172.52 83891478.21 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XQQ2 2051-02-20 2 N/A 50000.00 35824.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617V0C92 2064-04-15 2.37 N/A 39398.00 32017.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WRY6 2051-11-20 1.5 N/A 31986.00 20901.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FTEY0 2059-01-15 5.74 N/A 7076000.00 7312665.30 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803BK8 2027-02-15 0 N/A 92000.00 82083.32 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36230UQV4 2041-01-20 4 N/A 1496938.00 185043.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FMB9 2040-11-20 4.5 N/A 8088000.00 450013.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U6T4 2049-11-20 2.5 N/A 2060000.00 423694.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U6Z0 2049-11-20 5.5 N/A 55000.00 11031.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36200AGJ2 2032-11-20 5.5 N/A 61318137.00 491118.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RNV7 2045-09-20 3 N/A 147000.00 20064.80 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FASU2 2059-02-15 5.62 N/A 3318700.00 3278976.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617JSMB9 2049-06-20 4.5 N/A 385899.00 138684.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QGE5 2044-06-20 4.5 N/A 2479199.00 189963.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FJR8 2040-08-20 5 N/A 11196692.00 495047.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MYQZ5 2050-05-20 4 N/A 3700000.00 678784.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617H1CJ4 2048-05-20 4.5 N/A 397221.00 35794.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VN22 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ASSOCIATION 2 N/A 36179QD40 2044-05-20 5.5 N/A 126056.00 9628.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NVM7 2043-12-20 3 N/A 50000.00 6324.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W3B2 2052-04-20 6 N/A 60660.00 47283.96 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618F2YC3 2059-03-15 5.96 N/A 17146100.00 17804946.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NSL3 2028-07-20 2.5 N/A 1075000.00 77010.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618ABXD7 2058-09-15 5.25 N/A 1326100.00 1326764.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RJM2 2036-11-20 7 N/A 76249.00 12510.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3620C1HA7 2030-08-20 4 N/A 1035000.00 11146.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36194GQW7 2046-07-20 3.5 N/A 250000.00 30197.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GTXB6 2059-07-15 5.69 N/A 10740245.00 11143825.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FXE1 2041-09-20 5.5 N/A 1042425.00 51318.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NKR8 2028-08-20 3.5 N/A 9887851.00 515997.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F7NS1 2065-07-15 4.85 N/A 15115263.00 14286077.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U4A7 2049-10-20 2.5 N/A 1300000.00 259956.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36176HMP6 2063-01-20 4.7 N/A 1170000.00 6004.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36295UJX0 2037-12-20 6.5 N/A 386454.00 6027.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DKN0 2030-11-20 8.5 N/A 10692589.00 6895.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RN21 2045-09-20 5.5 N/A 336592.00 36422.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DQL8 2031-11-20 5.5 N/A 5767077.00 32037.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202C5D1 2028-09-20 6.5 N/A 49725000.00 60020.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VLM0 2035-05-20 4 N/A 249529.00 79670.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RDC0 2030-03-20 4 N/A 414602.00 17945.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MQT0 2042-10-20 5.5 N/A 111073.00 5610.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WT65 2039-09-20 5.5 N/A 169288.00 99151.14 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UUL4 2049-06-20 4.5 N/A 6037000.00 735036.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T6F7 2033-08-20 5 N/A 38747.00 9368.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TG74 2047-09-20 5 N/A 3992865.00 419422.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617GTPK7 2048-07-20 5 N/A 628003.00 18709.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NBE7 2043-04-20 5 N/A 2120312.00 128596.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36189RRH2 2045-09-20 4 N/A 1439000.00 151338.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SDS3 2031-06-20 4 N/A 140551.00 10960.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MG53 2042-07-20 3.5 N/A 209155.00 18002.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HPEV0 2074-05-20 0 N/A 1157.00 1245.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F2V7 2042-01-20 5.5 N/A 2684487.00 139459.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TT88 2048-03-20 2.5 N/A 151177.00 45930.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36182NRJ4 2045-05-20 3.75 N/A 25000.00 11505.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179N2J6 2044-02-20 3.5 N/A 222386.00 20818.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VFS4 2050-02-20 4.5 N/A 800000.00 118156.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VV56 2050-10-20 5 N/A 25000.00 7601.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U4K5 2037-10-20 7 N/A 104067.00 21299.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WYN2 2037-04-20 6 N/A 201804.00 99471.35 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DKM2 2030-11-20 8 N/A 8581784.00 10408.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617NVFE9 2050-07-20 4 N/A 2060488.00 719576.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F2M7 2042-01-20 4 N/A 2950000.00 179420.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617Y4DR0 2052-02-20 3.5 N/A 64942.00 52704.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617N4L93 2050-04-20 4 N/A 1339624.00 431077.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YYP3 2051-05-20 2 N/A 194316.00 158783.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H2AL7 2054-06-20 6 N/A 188159.00 189731.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617JLTA9 2049-05-20 4.5 N/A 116000.00 21106.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YHM9 2053-09-20 3 N/A 108261.00 90701.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617U2BL3 2050-11-20 2 N/A 350000.00 195333.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617K3JM2 2035-08-20 2.5 N/A 1153419.00 821059.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617N3PX8 2063-12-15 2.7 N/A 2430417.00 2185588.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F3N4 2042-02-20 4 N/A 5478303.00 299661.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U4D1 2049-10-20 4 N/A 102060.00 13944.38 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833PC8 2027-02-15 0 N/A 18584180.28 16531929.25 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DAA9 2029-01-20 6.5 N/A 17795038.00 33527.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179V5A4 2051-01-20 5 N/A 85000.00 31223.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BAZR7 2047-10-20 4 N/A 58609.00 9955.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TV69 2048-04-20 4 N/A 116005.00 10538.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MQS2 2042-10-20 5 N/A 9300000.00 383312.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 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Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618G8DV0 2058-12-15 6.91 N/A 2383.00 2550.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FTDZ8 2058-06-15 5.13 N/A 595209.00 587490.11 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803BL6 2027-08-15 0 N/A 3202500.00 2791731.34 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U4E9 2049-10-20 4.5 N/A 2019995.00 271227.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FTEZ7 2059-01-15 5.74 N/A 13874.00 14338.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVW3 2053-03-20 7 N/A 28000.00 19400.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q6P1 2045-03-20 3.5 N/A 4778000.00 401148.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FHY5 2040-07-20 5 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GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36291FPA0 2045-02-20 4 N/A 1000000.00 482974.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UD74 2048-10-20 3 N/A 100000.00 16568.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TSK2 2048-02-20 5 N/A 413000.00 41779.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QJR3 2044-07-20 3 N/A 118000.00 12713.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YPGJ8 2059-03-15 5.385 N/A 4710150.00 4795073.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLM6 2052-11-20 7 N/A 30000.00 19569.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YRM8 2054-02-20 7.5 N/A 460413.00 467522.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617QG4Y7 2050-10-20 4.5 N/A 1789626.00 625308.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FQT51 2054-02-20 7 N/A 1168236.00 668741.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FLN4 2040-10-20 4 N/A 3309504.00 183572.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XJZD5 2064-01-15 2.45 N/A 397875.00 354328.98 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FTK2 2041-05-20 4 N/A 671426.00 33406.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617W8QT5 2064-04-15 2.65 N/A 469825.00 388674.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NLF3 2043-08-20 4.5 N/A 230000.00 12884.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WWW4 2037-11-20 6.5 N/A 511058.00 347941.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XBV7 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Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45G7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912834AU2 2039-02-15 0 N/A 10000000.00 5153251.46 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 5050000.00 5050000.00 0.0000 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45C6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 9128337T1 2033-05-15 0 N/A 35000000.00 23795346.28 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 23318750.00 23318750.00 0.0002 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KB2 254900HROIFWPRGM1V77 US912797KB24 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-08-15 2024-08-15 2024-08-15 N N N 0.0500 1476264144.08 1476264144.08 0.0100 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KM8 254900HROIFWPRGM1V77 US912797KM88 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2024-09-26 2024-09-26 2024-09-26 N N N 0.0519 13823220.88 13823220.88 0.0001 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33999880 3130B0RZ4 2549001DPIFGXC1TOL40 US3130B0RZ47 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Agency 2024-07-01 2024-09-09 2024-09-09 N N N 0.0551 213911315.31 213911315.31 0.0014 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384Q93 2549001DPIFGXC1TOL40 US313384Q938 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's Agency Standard & Poor's A-1+ 2024-11-26 2024-11-26 2024-11-26 N N N 0.0527 293595084.00 293595084.00 0.0020 N N N N Wells Fargo Securities LLC Wells Fargo Securities LLC 5.33000000 N/A VYVVCKR63DVZZN70PB21 BYD4Y5GF4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF 003121 M N/A 36202DPE5 2031-08-20 7 N/A 692384.00 1746.65 Agency Mortgage-Backed Securities GNII SF 003345 M N/A 36202DWE7 2033-02-20 5 N/A 105000.00 982.02 Agency Mortgage-Backed Securities GNII SF 002895 M N/A 36202DGC9 2030-03-20 7 N/A 16740381.00 58274.29 Agency Mortgage-Backed Securities GNII SF DA8452 C N/A 3618GYL93 2054-03-20 5 N/A 4994936.00 4885223.40 Agency Mortgage-Backed Securities GNII SF DA7217 C N/A 3618GXAS5 2054-05-20 7 N/A 1868320.00 1931780.14 Agency Mortgage-Backed Securities GNII SF MA7198 M N/A 36179V7K0 2048-07-20 5 N/A 245000.00 113382.43 Agency Mortgage-Backed Securities GNII SF 003001 M N/A 36202DKN0 2030-11-20 8.5 N/A 3467287.00 2236.03 Agency Mortgage-Backed Securities GNII SF MA7736 M N/A 36179WSZ2 2036-12-20 1.5 N/A 112198.00 68878.15 Agency Mortgage-Backed Securities GNII SF CQ6377 C N/A 3618A9CN3 2053-01-20 5.5 N/A 1429285.00 1272549.68 Agency Mortgage-Backed Securities GNII SF MA7705 M N/A 36179WR26 2051-11-20 2.5 N/A 7428617.00 5073114.87 Agency Mortgage-Backed Securities GNCL CS CQ7222 N/A 3618AAAX0 2064-12-15 6.35 N/A 2625765.00 2384949.53 Agency Mortgage-Backed Securities GNII SF CY2856 C N/A 3618G2E59 2053-09-20 7 N/A 3401601.00 3534889.34 Agency Mortgage-Backed Securities GNII SF DB7444 C N/A 3618HAHV0 2054-06-20 5.5 N/A 3645758.00 3652849.00 Agency Mortgage-Backed Securities GNII SF 003389 M N/A 36202DXS5 2033-05-20 5 N/A 50000.00 597.92 Agency Mortgage-Backed Securities GNII SF DA8123 C N/A 3618GYAY0 2054-03-20 5.5 N/A 4236757.00 4218311.21 Agency Mortgage-Backed Securities GNII SF 003415 M N/A 36202DYL9 2033-07-20 5.5 N/A 50000.00 665.91 Agency Mortgage-Backed Securities GNPL PN CX6392 N/A 3618FTC53 2059-03-15 5.45 N/A 2497000.00 2555018.35 Agency Mortgage-Backed Securities GNPL PN CJ3158 N/A 3617XKQK6 2057-03-15 1.94 N/A 10440000.00 7969621.28 Agency Mortgage-Backed Securities GNPL PN CU2417 N/A 3618BKVJ5 2058-09-15 5.73 N/A 1145100.00 1175329.56 Agency Mortgage-Backed Securities GNII SF MA4451 M N/A 36179S5L7 2047-05-20 3.5 N/A 8815150.00 1150216.95 Agency Mortgage-Backed Securities GNII SF BD1737 C N/A 3617BG4W7 2048-02-20 3.5 N/A 1586162.00 546697.46 Agency Mortgage-Backed Securities GNCL CL CS3801 N/A 3618AWGJ7 2065-08-15 4.94 N/A 13771800.00 13226629.53 Agency Mortgage-Backed Securities GNII SF DA4547 C N/A 3618GUBQ4 2054-02-20 7 N/A 1138582.00 1198613.15 Agency Mortgage-Backed Securities GNII SF AG2667 C N/A 36181V6C5 2041-11-20 5 N/A 1200185.00 135047.41 Agency Mortgage-Backed Securities GNII SF MA6818 M N/A 36179VSF8 2050-08-20 2 N/A 200000.00 96156.94 Agency Mortgage-Backed Securities GNII SF CU0832 C N/A 3618BH4R4 2053-05-20 5.5 N/A 11109112.00 10959145.51 Agency Mortgage-Backed Securities GNII SF MA6039 M N/A 36179UV82 2049-07-20 3.5 N/A 30140000.00 3673543.34 Agency Mortgage-Backed Securities GNII SF MA8726 M N/A 36179XVT0 2053-03-20 5.5 N/A 30776542.00 27855585.06 Agency Mortgage-Backed Securities GNII SF CZ6809 C N/A 3618GJR66 2054-02-20 5.5 N/A 2947324.00 2947058.47 Agency Mortgage-Backed Securities GNII SF MA8101 M N/A 36179XAA4 2052-06-20 4.5 N/A 1193000.00 1002588.65 Agency Mortgage-Backed Securities GNII SF CS8326 C N/A 3618B2HB8 2053-01-20 7 N/A 1335492.00 1161138.49 Agency Mortgage-Backed Securities GNII SF CZ3031 C N/A 3618GELL0 2054-02-20 6.5 N/A 1660371.00 1651136.68 Agency Mortgage-Backed Securities GNII SF CM5761 C N/A 3617YRMJ7 2052-04-20 3.5 N/A 4013120.00 2944834.30 Agency Mortgage-Backed Securities GNCL CL CP1215 N/A 3617FQK45 2066-03-15 6.48 N/A 559907.00 590231.00 Agency Mortgage-Backed Securities GNII SF MA3170 M N/A 36179RQX0 2043-07-20 2 N/A 72737.00 26771.40 Agency Mortgage-Backed Securities GNII SF CI4277 C N/A 3617X8XE9 2051-12-20 2.5 N/A 1117573.00 874943.62 Agency Mortgage-Backed Securities GNII SF CV8051 C N/A 3618F45L1 2053-09-20 6.5 N/A 2366244.00 2204304.92 Agency Mortgage-Backed Securities GNII SF MA5990 M N/A 36179UUP5 2049-06-20 6 N/A 407677.00 55746.67 Agency Mortgage-Backed Securities GNII SF CX6872 C N/A 3618FTT55 2053-12-20 7 N/A 1177566.00 971863.41 Agency Mortgage-Backed Securities GNII SF 004469 M N/A 36202E6E4 2039-06-20 5 N/A 3000000.00 100805.36 Agency Mortgage-Backed Securities GNII SF MA7768 M N/A 36179WTZ1 2051-12-20 3 N/A 14258159.00 10000644.31 Agency Mortgage-Backed Securities GNII SF BH0100 C N/A 3617GWDD9 2048-06-20 5 N/A 4863209.00 830634.59 Agency Mortgage-Backed Securities GNII SF MA5081 M N/A 36179TUE3 2048-03-20 5.5 N/A 25000.00 3383.19 Agency Mortgage-Backed Securities GNPL PN DA0297 N/A 3618GPKJ1 2059-06-15 5.98 N/A 9840000.00 10305432.00 Agency Mortgage-Backed Securities GNII SF DA7325 C N/A 3618GXD60 2054-06-20 7 N/A 1766064.00 1838227.14 Agency Mortgage-Backed Securities GNII SF 003610 M N/A 36202EAK5 2034-09-20 5.5 N/A 500000.00 6998.91 Agency Mortgage-Backed Securities GNII SF MA6477 M N/A 36179VFS4 2050-01-20 4.5 N/A 1058745.00 156371.42 Agency Mortgage-Backed Securities GNII SF CY9089 C N/A 3618G9C23 2054-03-20 6 N/A 7622375.00 7742615.27 Agency Mortgage-Backed Securities GNII SF MA9537 M N/A 36179YS21 2047-08-20 3.5 N/A 424184.00 377308.14 Agency Mortgage-Backed Securities GNPL PN CM3805 N/A 3617YPGN9 2059-06-15 6.03 N/A 3791100.00 3977161.50 Agency Mortgage-Backed Securities GNII SF DA7207 C N/A 3618GXAG1 2054-05-20 6 N/A 1037130.00 1057093.10 Agency Mortgage-Backed Securities GNII SF MA5850 M N/A 36179UQB1 2034-04-20 4 N/A 702721.00 110087.69 Agency Mortgage-Backed Securities GNII SF MA9304 M N/A 36179YKR4 2053-10-20 5 N/A 1016701.00 981059.81 Agency Mortgage-Backed Securities GNPL PN CY1380 N/A 3618G0Q92 2059-03-15 5.34 N/A 1780000.00 1807236.42 Agency Mortgage-Backed Securities GNPL PN CK5789 N/A 3617Y1NE4 2057-05-15 2.44 N/A 4194700.00 3373332.29 Agency Mortgage-Backed Securities GNII SF 003319 M N/A 36202DVL2 2032-12-20 5 N/A 135585.00 995.41 Agency Mortgage-Backed Securities GNII SF BH3133 C N/A 3617H0PS2 2048-12-20 5 N/A 700000.00 214579.13 Agency Mortgage-Backed Securities GNII SF MA7832 M N/A 36179WVZ8 2052-01-20 5 N/A 232000.00 153353.04 Agency Mortgage-Backed Securities GNII SF MA6433 M N/A 36179VEE6 2034-11-20 2 N/A 326625.00 60813.70 Agency Mortgage-Backed Securities GNII SF MA6766 M N/A 36179VQT0 2050-07-20 3 N/A 123049500.00 37277055.01 Agency Mortgage-Backed Securities GNPL PN CV3943 N/A 3618F0LY3 2058-10-15 6 N/A 1556667.00 1616701.99 Agency Mortgage-Backed Securities GNCL CL CN0548 N/A 3617YXTD0 2066-07-15 5.59 N/A 1058648.00 1106029.38 Agency Mortgage-Backed Securities GNII SF MA5652 M N/A 36179UH54 2048-12-20 4.5 N/A 2232678.00 170849.75 Agency Mortgage-Backed Securities GNII SF 004371 M N/A 36202E2C2 2039-02-20 6 N/A 50000.00 971.52 Agency Mortgage-Backed Securities GNII SF CZ5186 C N/A 3618GGXP3 2054-02-20 7 N/A 2730656.00 2828546.03 Agency Mortgage-Backed Securities GNII SF MA5020 M N/A 36179TSH9 2048-02-20 4 N/A 1881000.00 213430.55 Agency Mortgage-Backed Securities GNII SF CB4510 C N/A 3617UQAK3 2046-02-20 2.5 N/A 1126055.00 749638.47 Agency Mortgage-Backed Securities GNII SF CH0424 C N/A 3617WRPH0 2051-12-20 2.5 N/A 300000.00 217031.77 Agency Mortgage-Backed Securities GNII SF CY3773 C N/A 3618G3FN7 2053-12-20 7 N/A 1291359.00 1350034.93 Agency Mortgage-Backed Securities GNII SF CU1035 C N/A 3618BJEG3 2053-06-20 6.5 N/A 4588614.00 4558166.65 Agency Mortgage-Backed Securities GNII SF MA7940 M N/A 36179WZD3 2052-03-20 4.5 N/A 710000.00 531452.43 Agency Mortgage-Backed Securities GNII SF CS5398 C N/A 3618AX7K2 2053-01-20 5.5 N/A 1124196.00 1116096.49 Agency Mortgage-Backed Securities GNII SF DA7288 C N/A 3618GXCZ7 2054-06-20 5.5 N/A 10142850.00 10109540.88 Agency Mortgage-Backed Securities GNII SF CU0899 C N/A 3618BH7L4 2053-05-20 6.5 N/A 2406262.00 2455298.54 Agency Mortgage-Backed Securities GNII SF MA5330 M N/A 36179T4P7 2048-07-20 4 N/A 68635000.00 7007510.91 Agency Mortgage-Backed Securities GNII SF MA6219 M N/A 36179U4C3 2049-10-20 3.5 N/A 106000.00 14320.11 Agency Mortgage-Backed Securities GNII SF DC3048 C N/A 3618HHL57 2054-06-20 7 N/A 3454200.00 3536489.41 Agency Mortgage-Backed Securities GNII SF CX6873 C N/A 3618FTT63 2053-12-20 6.5 N/A 1430177.00 1209291.08 Agency Mortgage-Backed Securities GNII SF 005013 M N/A 36202FSA5 2026-04-20 4 N/A 500000.00 4471.84 Agency Mortgage-Backed Securities GNII SF DA7303 C N/A 3618GXDG8 2054-06-20 7 N/A 16051010.00 16609199.92 Agency Mortgage-Backed Securities GNCL CL CP3713 N/A 3617FTDS4 2065-09-15 5.25 N/A 4577201.00 4464681.96 Agency Mortgage-Backed Securities GNPL PN CY1381 N/A 3618G0RA8 2059-03-15 5.34 N/A 2260000.00 2294581.08 Agency Mortgage-Backed Securities GNII SF MA3379 M N/A 36179RXG9 2046-01-20 5 N/A 7368000.00 754795.39 Agency Mortgage-Backed Securities GNII SF BP2295 C N/A 3617L8RQ2 2049-08-20 5 N/A 1349115.00 252320.82 Agency Mortgage-Backed Securities GNII SF CY9070 C N/A 3618G9CF4 2054-03-20 7 N/A 1420968.00 1475191.75 Agency Mortgage-Backed Securities GNII SF 004061 M N/A 36202EQN2 2037-12-20 6.5 N/A 37935.00 516.85 Agency Mortgage-Backed Securities GNII SF MA9173 M N/A 36179YFN9 2053-09-20 6.5 N/A 78879930.00 72646061.66 Agency Mortgage-Backed Securities GNII SF CV6002 C N/A 3618F2U37 2053-08-20 6.5 N/A 1156959.00 1196731.01 Agency Mortgage-Backed Securities GNCL CL CU4605 N/A 3618BNDJ9 2065-12-15 5.5 N/A 2908551.00 2839885.93 Agency Mortgage-Backed Securities GNII SF BQ1107 C N/A 3617LKGQ7 2049-10-20 3.5 N/A 2625340.00 500658.87 Agency Mortgage-Backed Securities GNII SF MA2372 M N/A 36179QT50 2044-11-20 4 N/A 24334707.00 1810646.45 Agency Mortgage-Backed Securities GNII SF MA4589 M N/A 36179TC29 2047-06-20 5 N/A 1044000.00 109848.22 Agency Mortgage-Backed Securities GNII SF MA0784 M N/A 36179M2R0 2043-02-20 4 N/A 490000.00 47501.34 Agency Mortgage-Backed Securities GNII SF MA6997 M N/A 36179VX21 2050-11-20 3.5 N/A 700000.00 251489.79 Agency Mortgage-Backed Securities GNII SF MA9608 M N/A 36179YU93 2054-04-20 7 N/A 35600740.00 36291947.40 Agency Mortgage-Backed Securities GNII SF DA8087 C N/A 3618GX6Y7 2054-03-20 7 N/A 2087435.00 2155468.17 Agency Mortgage-Backed Securities GNII SF DA2152 C N/A 3618GRL98 2054-02-20 7 N/A 1197090.00 1238979.18 Agency Mortgage-Backed Securities GNCL CL CR5660 N/A 3618ALJD1 2065-03-15 5.64 N/A 2524872.00 2571920.46 Agency Mortgage-Backed Securities GNII SF BB8656 C N/A 3617B0TM7 2047-08-20 3.5 N/A 1077763.00 432680.04 Agency Mortgage-Backed Securities GNII SF MA9667 M N/A 36179YW42 2054-05-20 5 N/A 9831607.00 9625816.40 Agency Mortgage-Backed Securities GNII SF 004954 M N/A 36202FQF6 2026-02-20 3 N/A 6033065.00 35906.54 Agency Mortgage-Backed Securities GNII SF CT9659 C N/A 3618BFWU0 2053-04-20 5.5 N/A 2970132.00 1788904.88 Agency Mortgage-Backed Securities GNCL CL CV9244 N/A 3618F6HV1 2065-11-15 6.04 N/A 1187615.00 1235301.31 Agency Mortgage-Backed Securities GNII SF 004244 M N/A 36202EWD7 2038-09-20 5.5 N/A 243808.00 3802.39 Agency Mortgage-Backed Securities GNII SF CV8235 C N/A 3618F5EG9 2053-11-20 7 N/A 5118664.00 5269747.24 Agency Mortgage-Backed Securities GNII SF DA7675 C N/A 3618GXQ41 2054-02-20 7 N/A 1019107.00 1068537.98 Agency Mortgage-Backed Securities GNII SF CZ1881 C N/A 3618GDCS7 2054-01-20 6.5 N/A 1515442.00 1559066.86 Agency Mortgage-Backed Securities GNII SF CZ1871 C N/A 3618GDCG3 2054-01-20 7 N/A 2908166.00 2964682.93 Agency Mortgage-Backed Securities GNPL PN CV1032 N/A 3618BWED1 2058-08-15 5.47 N/A 1012519.00 1026331.13 Agency Mortgage-Backed Securities GNII SF CR6640 C N/A 3618AMLV6 2052-12-20 5.5 N/A 1181092.00 1093028.76 Agency Mortgage-Backed Securities GNII SF MA9723 M N/A 36179YYU2 2054-05-20 4.5 N/A 40091366.00 38408490.82 Agency Mortgage-Backed Securities GNII SF MA7317 M N/A 36179WDW5 2048-01-20 5 N/A 1976675.00 763739.68 Agency Mortgage-Backed Securities GNII SF DB0029 C N/A 3618H2A60 2054-06-20 6.5 N/A 7531461.00 7750618.98 Agency Mortgage-Backed Securities GNII SF BC2812 C N/A 3617B6DR0 2047-11-20 4 N/A 43819.00 8626.29 Agency Mortgage-Backed Securities GNII SF 004520 M N/A 36202FAV8 2039-08-20 5 N/A 200000000.00 5752864.49 Agency Mortgage-Backed Securities GNII SF 003556 M N/A 36202D5R8 2034-05-20 5.5 N/A 36500.00 644.24 Agency Mortgage-Backed Securities GNCL CL CS6533 N/A 3618B0HJ5 2065-02-15 5.23 N/A 2414327.00 2419639.73 Agency Mortgage-Backed Securities GNCL CL CG6830 N/A 3617WLST4 2064-11-15 5.4 N/A 1761132.00 1711334.23 Agency Mortgage-Backed Securities GNII SF MA7366 M N/A 36179WFF0 2051-05-20 2 N/A 8040000.00 4787333.59 Agency Mortgage-Backed Securities GNPL PN DA3197 N/A 3618GSRS8 2059-06-15 6 N/A 9352000.00 9800288.12 Agency Mortgage-Backed Securities GNII SF 003040 M N/A 36202DLV1 2031-02-20 7 N/A 28305134.00 34211.23 Agency Mortgage-Backed Securities GNII SF DA6431 C N/A 3618GWEC8 2054-06-20 6 N/A 3181395.00 3251850.17 Agency Mortgage-Backed Securities GNII SF CB4509 C N/A 3617UQAJ6 2051-02-20 2.5 N/A 1150112.00 497931.42 Agency Mortgage-Backed Securities GNPL PN CW2329 N/A 3618FASS7 2059-06-15 5.55 N/A 29316950.00 30316320.85 Agency Mortgage-Backed Securities GNCL CL CK0472 N/A 3617XUQZ1 2062-10-15 4.87 N/A 364751.00 344514.43 Agency Mortgage-Backed Securities GNII SF DC3008 C N/A 3618HHKV1 2054-06-20 6.5 N/A 4250713.00 4312803.16 Agency Mortgage-Backed Securities GNPL PN DA8487 N/A 3618GYNC4 2059-06-15 6.05 N/A 13000000.00 13585773.50 Agency Mortgage-Backed Securities GNII SF DB7442 C N/A 3618HAHT5 2054-06-20 5.5 N/A 3132436.00 3152405.28 Agency Mortgage-Backed Securities GNII SF MA3596 M N/A 36179R7H6 2046-04-20 3 N/A 69268181.00 7962762.44 Agency Mortgage-Backed Securities GNII SF MA8097 M N/A 36179W7J1 2052-05-20 2.5 N/A 774638.00 559827.14 Agency Mortgage-Backed Securities GNII SF DB1416 C N/A 3618H3SD4 2054-03-20 6 N/A 1298828.00 1331705.53 Agency Mortgage-Backed Securities GNCL CL CP3649 N/A 3617FTBS6 2065-01-15 4.35 N/A 1996780.00 1838817.73 Agency Mortgage-Backed Securities GNCL CL CS2706 N/A 3618AVAF3 2065-06-15 5.54 N/A 1644101.00 1668788.82 Agency Mortgage-Backed Securities GNII SF MA4836 M N/A 36179TLR4 2047-11-20 3 N/A 92000000.00 13848724.22 Agency Mortgage-Backed Securities GNII SF MA9017 M N/A 36179YAS3 2053-04-20 5.5 N/A 650000.00 619456.23 Agency Mortgage-Backed Securities GNII SF MA3244 M N/A 36179RS91 2045-11-20 3.5 N/A 3192000.00 355246.46 Agency Mortgage-Backed Securities GNII SF 003852 M N/A 36202EH51 2036-05-20 6 N/A 125000.00 1884.54 Agency Mortgage-Backed Securities GNII SF MA6840 M N/A 36179VS50 2035-09-20 2.5 N/A 528212.00 193254.29 Agency Mortgage-Backed Securities GNII SF MA6255 M N/A 36179U5Q1 2034-12-20 3 N/A 1000003.00 175001.97 Agency Mortgage-Backed Securities GNII SF DC0591 C N/A 3618HEUQ8 2054-06-20 6.5 N/A 2098863.00 2173343.25 Agency Mortgage-Backed Securities GNII SF DA2382 C N/A 3618GRUF4 2054-03-20 7 N/A 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5 N/A 59999900.00 49332521.64 Agency Mortgage-Backed Securities Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 1000000000.00 1000000000.00 0.0068 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LC9 254900HROIFWPRGM1V77 US912797LC97 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's Govt 2024-11-07 2024-11-07 2024-11-07 N N N 0.0522 2638879786.14 2638879786.14 0.0178 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.34499920 3130B13X3 2549001DPIFGXC1TOL40 US3130B13X36 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Agency 2024-07-01 2024-10-24 2024-10-24 N N N 0.0550 324475282.84 324475282.84 0.0022 N N N N Bank of Montreal Bank of Montreal 5.32000000 N/A NQQ6HPCNCCU6TUTQYE16 BYD4Y5GA5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 4 5/8 NOTE 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25125000.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y4692 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912810RM2 2045-05-15 3 N/A 80000000.00 63471730.83 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 62200000.00 62200000.00 0.0004 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y4635 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912803EA7 2043-02-15 0 N/A 40000000.00 17245534.58 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 16900000.00 16900000.00 0.0001 N Y Y N Federal Home Loan 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Bank of America Securities, Inc. 5.32000000 N/A 549300HN4UKV1E2R3U73 BYD4Y5G64 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FM5 2030-05-15 6.25 N/A 100.00 110.60 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337S3 2032-11-15 0 N/A 13259883.61 9179790.90 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCT6 2024-08-15 0.375 N/A 100.00 99.53 U.S. Treasuries (including strips) Y Moody's NR Fitch F1+ Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0532 9000000.00 9000000.00 0.0001 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y4593 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912833XP0 2029-08-15 0 N/A 50000000.00 40052498.96 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 39250000.00 39250000.00 0.0003 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45P7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912833Z52 2037-08-15 0 N/A 34000000.00 18908861.29 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 18530000.00 18530000.00 0.0001 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.33000000 N/A ZBUT11V806EZRVTWT807 BYD4Y5JC8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XA5A6 2047-08-01 4 N/A 1369000.00 726590.34 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L1VP7 2051-03-01 2 N/A 143000.00 82243.57 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNES8 2052-06-01 3.5 N/A 4881664.00 3809330.86 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EXX3 2053-11-01 7 N/A 599997.00 531835.63 Agency Mortgage-Backed Securities Y Moody's P-1 Standard & Poor's A-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 5000000.00 5000000.00 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LT2 254900HROIFWPRGM1V77 US912797LT23 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2024-10-15 2024-10-15 2024-10-15 N N N 0.0522 1899146742.06 1899146742.06 0.0128 N Y Y N Citigroup Global Markets, Inc. 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MORTGAGE ASSOCIATION 2 N/A 36179VFU9 2050-02-20 5.5 N/A 20000.00 5112.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AM4K9 2053-02-20 6 N/A 1159930.00 848852.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XLE4 2052-11-20 3.5 N/A 435368.00 362419.78 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F9SA9 2053-10-20 7 N/A 1176931.00 1215623.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HME88 2054-06-20 6.5 N/A 15219195.00 15559815.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WFK9 2051-05-20 4 N/A 750000.00 358108.31 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TZ65 2048-06-20 4.5 N/A 2100000.00 170895.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GRDP1 2054-02-20 5.5 N/A 1012562.00 1014701.69 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828XB1 2025-05-15 2.125 N/A 479300.00 468012.85 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36179QRN3 2044-10-20 3.5 N/A 40000.00 764.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HF2A1 2054-05-20 6 N/A 1057056.00 1089777.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UH70 2048-12-20 5.5 N/A 912000.00 78403.15 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABWK4 2052-03-20 3 N/A 100000.00 75066.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H2F73 2054-06-20 7 N/A 2021875.00 2070042.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLV8 2049-05-20 5.5 N/A 75000.00 44787.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MBTA7 2050-01-20 4.5 N/A 1233350.00 1084308.68 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's NR Fitch NR 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 250000000.00 250000000.00 0.0017 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33999880 3130B0XS3 2549001DPIFGXC1TOL40 US3130B0XS30 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Agency 2024-07-01 2024-09-17 2024-09-17 N N N 0.0549 127308355.97 127308355.97 0.0009 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33999880 3130B0UD9 2549001DPIFGXC1TOL40 US3130B0UD97 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-07-01 2024-08-26 2024-08-26 N N N 0.0546 167605537.50 167605537.50 0.0011 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33999880 3130B0UG2 2549001DPIFGXC1TOL40 US3130B0UG29 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Standard & Poor's AA+ Fitch AA+ 2024-07-01 2024-08-27 2024-08-27 N N N 0.0546 644621574.76 644621574.76 0.0044 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 5.33000000 N/A 549300HN4UKV1E2R3U73 BYD4Y5HH9 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FHLMC_5154C N/A 3137H2YQ1 2051-10-25 2.5 N/A 6752800.00 620189.07 Agency Collateralized Mortgage Obligation GNMA_22-175B N/A 38383U6T2 2052-10-20 0.267 N/A 11000000.00 480913.73 Agency Collateralized Mortgage Obligation GNMA_24-41B N/A 38384KQU8 2054-03-20 0 N/A 50000000.00 1326220.80 Agency Collateralized Mortgage Obligation GNMA_23-179 N/A 38381JZQ3 2063-09-16 0.61123 N/A 207523000.00 8579970.18 Agency Collateralized Mortgage Obligation GNMA_21-24B N/A 38382NPM3 2050-02-20 2.5 N/A 22400000.00 1866230.84 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-109 N/A 31396LRA0 2036-11-25 1.17017 N/A 21849471.00 104412.75 Agency Collateralized Mortgage Obligation GNMA_21-44B N/A 38382PNN8 2051-03-20 2.5 N/A 18190000.00 1505397.39 Agency Collateralized Mortgage Obligation GNMA_19-133B N/A 38382ADP7 2049-10-20 0 N/A 48613092.00 314439.19 Agency Collateralized Mortgage Obligation GNMA_21-159E N/A 38382XJ89 2051-09-20 3 N/A 75000000.00 7704526.12 Agency Collateralized Mortgage Obligation FNMA_22-66C N/A 3136BN6Q4 2052-10-25 0 N/A 75000000.00 2571800.97 Agency Collateralized Mortgage Obligation FNMA_22-78K N/A 3136BPHF1 2052-11-25 0 N/A 101314944.00 1935493.41 Agency Collateralized Mortgage Obligation FNMA_20-39A N/A 3136BABG8 2050-06-25 5 N/A 162897408.00 11043234.84 Agency Collateralized Mortgage Obligation GNMA_22-155D N/A 38381T3Y9 2050-10-20 2.5 N/A 36727680.00 4563979.13 Agency Collateralized Mortgage Obligation FHLMC_5409A N/A 3137HCS78 2054-05-25 0.61465 N/A 91930000.00 4122854.22 Agency Collateralized Mortgage Obligation GNMA_18-21C N/A 38380K5Y7 2048-02-20 4.5 N/A 23023456.00 510338.44 Agency Collateralized Mortgage Obligation Y Moody's NR Standard & Poor's A-1 Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 45000000.00 45000000.00 0.0003 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384M89 2549001DPIFGXC1TOL40 US313384M895 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Standard & Poor's A-1+ Moody's Agency 2024-11-01 2024-11-01 2024-11-01 N N N 0.0525 161456481.23 161456481.23 0.0011 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384N39 2549001DPIFGXC1TOL40 US313384N398 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Standard & Poor's A-1+ Moody's Agency Fitch F1+ 2024-11-04 2024-11-04 2024-11-04 N N N 0.0526 159721687.67 159721687.67 0.0011 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KY2 254900HROIFWPRGM1V77 US912797KY27 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2024-08-20 2024-08-20 2024-08-20 N N N 0.0506 194174430.04 194174430.04 0.0013 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33999880 3130B0QV4 2549001DPIFGXC1TOL40 US3130B0QV42 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2024-07-01 2024-09-04 2024-09-04 N N N 0.0552 1239494498.18 1239494498.18 0.0084 N N N N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45E2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912810TL2 2052-11-15 4 N/A 50000000.00 46621869.01 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 45687500.00 45687500.00 0.0003 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 5.49000000 N/A ZBUT11V806EZRVTWT807 BYD3QX822 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FHLMC_5326B N/A 3137HAFS0 2050-09-25 0 N/A 34498688.00 21021397.51 Agency Collateralized Mortgage Obligation FHLMC_4754E N/A 3137FDUA8 2048-02-15 0.75249 N/A 10491824.00 173533.51 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377EEW0 2039-06-20 0 N/A 1200000.00 218762.97 Agency Collateralized Mortgage Obligation FHLMC_4999F N/A 3137FV3K6 2042-02-15 0.646608 N/A 10428864.00 13955.48 Agency Collateralized Mortgage Obligation FNMA_24-33D N/A 3136BSEN1 2053-12-25 5 N/A 17418976.00 16613374.11 Agency Collateralized Mortgage Obligation GNMA_17-93E N/A 38380FGX8 2047-06-20 0.45634 N/A 14301500.00 146501.67 Agency Collateralized Mortgage Obligation FNMA_18-83 N/A 3136B3LX6 2048-11-25 3.5 N/A 20625600.00 2153889.15 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-23 N/A 31398MZX7 2040-03-25 5 N/A 1164604.00 254918.80 Agency Collateralized Mortgage Obligation FHLMC_3970 N/A 3137AK5U1 2031-12-15 1.15249 N/A 37142848.00 149943.26 Agency Collateralized Mortgage Obligation FHLMC_4908K N/A 3137FNBV1 2049-04-25 3 N/A 4548096.00 1263680.51 Agency Collateralized Mortgage Obligation GNMA_23-101A N/A 38384CAN9 2053-07-20 0.05 N/A 14224160.00 17432.93 Agency Collateralized Mortgage Obligation GNMA_09-33H N/A 38374UKS9 2038-02-20 5.5 N/A 40000000.00 3213448.62 Agency Collateralized Mortgage Obligation FNMA_04-51 N/A 31393Y3C7 2034-07-25 5.74983 N/A 62784720.00 847578.81 Agency Collateralized Mortgage Obligation FHLMC_4327B N/A 3137B9SW6 2044-04-15 4 N/A 100000.00 73517.27 Agency Collateralized Mortgage Obligation FHLMC_5417A N/A 3137HDG61 2054-06-25 0.05 N/A 24999599.00 36264.15 Agency Collateralized Mortgage Obligation GNMA_15-97 N/A 38379KWW4 2056-10-16 0.2878 N/A 100000000.00 523794.53 Agency Collateralized Mortgage Obligation GNMA_14-51 N/A 38379A6N5 2044-03-20 0.14685 N/A 46718592.00 174115.78 Agency Collateralized Mortgage Obligation GNMA_21-155G N/A 38383AJE5 2051-09-20 0.84685 N/A 25000000.00 2365064.05 Agency Collateralized Mortgage Obligation FHLMC_5417A N/A 3137HDFX3 2054-06-25 1.71465 N/A 205000000.00 18979794.19 Agency Collateralized Mortgage Obligation GNMA_24-78E N/A 38384NM44 2054-05-20 0 N/A 71627520.00 2992260.82 Agency Collateralized Mortgage Obligation FHLMC_3864F N/A 3137ABEV9 2041-02-15 4.5 N/A 3997600.00 2014947.51 Agency Collateralized Mortgage Obligation GNMA_19-61A N/A 38381VRT9 2049-02-20 4 N/A 11533856.00 378833.17 Agency Collateralized Mortgage Obligation FNMA_12-83 N/A 3136A7YL0 2042-08-25 0.55017 N/A 52222912.00 307696.32 Agency Collateralized Mortgage Obligation GNMA_23-1D N/A 38383VDN5 2053-01-20 0.0089 N/A 55000000.00 99322.82 Agency Collateralized Mortgage Obligation FREMF_20-KG03 N/A 302880AJ8 2030-07-25 0.1 N/A 44593200.00 210836.65 Agency Collateralized Mortgage Obligation FNMA_10-35A N/A 31398PGF0 2040-04-25 0 N/A 600000.00 87756.94 Agency Collateralized Mortgage Obligation FNMA_18-25F N/A 3136B1VU5 2041-01-25 0.310297 N/A 12314272.00 19246.90 Agency Collateralized Mortgage Obligation GNMA_24-95L N/A 38384QBE7 2051-08-20 5.5 N/A 33311103.00 33070396.97 Agency Collateralized Mortgage Obligation FHLMC_4141C N/A 3137AX2Z5 2042-12-15 3.5 N/A 4681592.00 145445.33 Agency Collateralized Mortgage Obligation GNMA_21-60 N/A 38380R4L1 2063-05-16 0.82605 N/A 25000000.00 1357339.33 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_22-M11 N/A 3136BML55 2027-10-25 3.045 N/A 6683600.00 5546375.27 Agency Collateralized Mortgage Obligation FNMA_22-23D N/A 3136BMYU6 2052-05-25 0 N/A 30613408.00 346496.74 Agency Collateralized Mortgage Obligation FNMA_18-94A N/A 3136B3WG1 2049-01-25 0.65017 N/A 29899392.00 394064.29 Agency Collateralized Mortgage Obligation FNMA_20-44K N/A 3136BAL77 2050-07-25 3.5 N/A 42139264.00 3164956.46 Agency Collateralized Mortgage Obligation GNMA_22-47H N/A 38383MY51 2052-03-20 0 N/A 31000000.00 178543.74 Agency Collateralized Mortgage Obligation FHMS_K125 N/A 3137F9ZB0 2049-02-25 2.744153 N/A 9230000.00 1286718.44 Agency Collateralized Mortgage Obligation GNMA_24-49 N/A 38381KBH6 2065-10-16 3.25 N/A 30000000.00 26005087.81 Agency Collateralized Mortgage Obligation FHLMC_5350A N/A 3137HAZ74 2053-11-25 0.05 N/A 64847744.00 80863.58 Agency Collateralized Mortgage Obligation FHLMC_4738D N/A 3137FC4R2 2047-12-15 3 N/A 8617264.00 7180899.80 Agency Collateralized Mortgage Obligation GNMA_21-213E N/A 38383FKV4 2051-12-20 0 N/A 235741184.00 124573.87 Agency Collateralized Mortgage Obligation FHLMC_4348 N/A 3137BBWY2 2043-08-15 0.60249 N/A 13148352.00 87296.31 Agency Collateralized Mortgage Obligation FHLMC_3957B N/A 3137AHB23 2041-11-15 4 N/A 900000.00 148957.99 Agency Collateralized Mortgage Obligation GNMA_21-90 N/A 38381DJK7 2061-05-16 0.83301 N/A 15400000.00 777324.41 Agency Collateralized Mortgage Obligation FNMA_23-36D N/A 3136BQDT3 2053-08-25 0.61465 N/A 54548352.00 2925073.43 Agency Collateralized Mortgage Obligation FNMA_12-139 N/A 3136AAKC8 2042-12-25 1.25017 N/A 82565000.00 1599996.01 Agency Collateralized Mortgage Obligation GNMA_21-193G N/A 38383DVA3 2051-11-20 3 N/A 185198336.00 17556166.04 Agency Collateralized Mortgage Obligation FREMF_K065 N/A 3137F1G77 2045-07-25 2.261247 N/A 8530000.00 511586.20 Agency Collateralized Mortgage Obligation GNMA_24-78J N/A 38384NW68 2054-05-20 5 N/A 3625276.00 3425016.34 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JB89 2065-05-16 0.79682 N/A 41772480.00 2785533.99 Agency Collateralized Mortgage Obligation FHLMC_5174B N/A 3137H4QT0 2050-01-25 3 N/A 30419552.00 3305216.97 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_16-KS N/A 3137BS5P4 2026-08-25 1.178309 N/A 34537000.00 412933.35 Agency Collateralized Mortgage Obligation GNMA_21-117F N/A 38382WEX1 2042-05-20 3.5 N/A 20000000.00 1904224.73 Agency Collateralized Mortgage Obligation GNMA_21-1G N/A 38382MM48 2050-01-20 3 N/A 58030500.00 5561836.36 Agency Collateralized Mortgage Obligation FHLMC_4458C N/A 3137BHEW3 2035-04-15 4 N/A 9553792.00 146911.74 Agency Collateralized Mortgage Obligation FHLMC_41-20 N/A 3137AVJV0 2042-10-15 3 N/A 7826000.00 9704708.00 Agency Collateralized Mortgage Obligation GNMA_17-49 N/A 38379RRD7 2058-12-16 0.57037 N/A 93203319.00 1141577.97 Agency Collateralized Mortgage Obligation FNMA_12-147F N/A 3136ABCP6 2033-01-25 4 N/A 21488000.00 133709.84 Agency Collateralized Mortgage Obligation GNMA_21-119E N/A 38382UW80 2051-07-20 3 N/A 66666624.00 8153321.79 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_13-18 N/A 3136ACYX3 2041-11-25 4 N/A 34546720.00 291453.68 Agency Collateralized Mortgage Obligation GNMA_19-154 N/A 38380NZP7 2061-09-16 0.58268 N/A 80012800.00 1570164.27 Agency Mortgage-Backed Securities FNMA_18-14A N/A 3136B1FN9 2048-03-25 6 N/A 16716000.00 934975.81 Agency Collateralized Mortgage Obligation GNMA_10-25 N/A 38376V4H7 2040-02-16 0 N/A 4166664.00 224921.53 Agency Collateralized Mortgage Obligation FNMA_07-57 N/A 31396WJL1 2036-10-25 5.82983 N/A 247479040.00 332763.36 Agency Collateralized Mortgage Obligation FREMF_21-K128 N/A 30321BAQ7 2054-04-25 0.1 N/A 424846000.00 2070488.86 Agency Collateralized Mortgage Obligation GNMA_24-52 N/A 38381J8K6 2066-02-16 0.49114 N/A 100000000.00 5154153.61 Agency Collateralized Mortgage Obligation FNMA_24-33D N/A 3136BSEQ4 2053-12-25 1.76465 N/A 87986880.00 6844997.93 Agency Collateralized Mortgage Obligation FHLMC_5417C N/A 3137HDG46 2054-06-25 0.56465 N/A 60000000.00 2740335.93 Agency Collateralized Mortgage Obligation FHLMC_4048 N/A 3137AQTL2 2042-05-15 4 N/A 7064000.00 6420702.71 Agency Collateralized Mortgage Obligation FHLMC_4801 N/A 3137FG3P8 2048-05-15 4 N/A 8464000.00 5998482.31 Agency Collateralized Mortgage Obligation FNMA_10-112 N/A 31398NG65 2040-10-25 4 N/A 5000000.00 386469.31 Agency Collateralized Mortgage Obligation GNMA_19-78J N/A 38381WTZ1 2047-09-20 0.74685 N/A 8721200.00 255952.60 Agency Collateralized Mortgage Obligation FNMA_12-35 N/A 3136A5MM5 2042-04-25 1.15017 N/A 135251968.00 1097145.86 Agency Collateralized Mortgage Obligation FNMA_21-41K N/A 3136BH7F0 2051-07-25 2.5 N/A 200000000.00 23669693.68 Agency Collateralized Mortgage Obligation FHLMC_5257B N/A 3137H8WA5 2052-09-25 0 N/A 60739840.00 2938411.77 Agency Collateralized Mortgage Obligation FNMA_21-77B N/A 3136BJUJ2 2050-10-25 3 N/A 168632832.00 18647441.99 Agency Collateralized Mortgage Obligation FNMA_05-18 N/A 31394CSH6 2035-03-25 0 N/A 6022664.00 200349.75 Agency Collateralized Mortgage Obligation FNMA_17-100E N/A 3136B0GH3 2047-12-25 0.67861 N/A 55521344.00 416242.54 Agency Collateralized Mortgage Obligation GNMA_23-115C N/A 38384CB99 2053-08-20 6.383 N/A 100000000.00 87309972.00 Agency Collateralized Mortgage Obligation GNMA_21-77E N/A 38382QR36 2051-05-20 0 N/A 32216832.00 365136.19 Agency Collateralized Mortgage Obligation GNMA_15-49E N/A 38379LTN6 2043-08-20 5.5 N/A 5471470.00 18175.04 Agency Collateralized Mortgage Obligation GNMA_18-83F N/A 38380XBV8 2043-07-20 0 N/A 54424448.00 326507.45 Agency 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2035-08-25 2.5 N/A 10000000.00 418691.73 Agency Collateralized Mortgage Obligation FGRM 4847BI 10/15/44 N/A 3137FKAB2 2044-10-15 4 N/A 50000000.00 552329.32 Agency Collateralized Mortgage Obligation GNII JM MA7185 M N/A 36179V6W5 2051-02-20 2.5 N/A 1746458.00 826158.88 Agency Mortgage-Backed Securities GNRA 2020-018 GS N/A 38382CYA3 2050-02-20 0.59685 N/A 94000000.00 3821222.08 Agency Collateralized Mortgage Obligation FERM 5183PI 11/25/51 N/A 3137H52G1 2051-11-25 2.5 N/A 39672128.00 3737660.73 Agency Collateralized Mortgage Obligation FNRM RC037QI R21F037 N/A 3136BHRC5 2051-06-25 3 N/A 35722304.00 4348988.86 Agency Collateralized Mortgage Obligation GNRM 2023-184 HI N/A 38384GXW5 2053-12-20 7 N/A 7880064.00 1123136.92 Agency Collateralized Mortgage Obligation FERA 5251MS 08/25/52 N/A 3137H8JQ5 2052-08-25 0 N/A 23488448.00 904595.74 Agency Collateralized Mortgage Obligation GNRA 2019-70 ST N/A 38381V2L3 2049-06-20 0.64685 N/A 67574912.00 1669140.18 Agency Collateralized Mortgage Obligation GNII JM 004286 M N/A 36202EXP9 2038-11-20 6.5 N/A 79738.00 218.60 Agency Mortgage-Backed Securities GNII SF MA6685 M N/A 36179VNA4 2035-06-20 3.5 N/A 144616.00 45474.29 Agency Mortgage-Backed Securities FERA RP3951 09/25/53 N/A 3142G5BV9 2053-09-25 0.31465 N/A 100000000.00 3858663.95 Agency Collateralized Mortgage Obligation GNII SF MA5715 M N/A 36179UK43 2035-05-20 6.5 N/A 39000.00 8907.73 Agency Mortgage-Backed Securities FGRM 4383BI 09/15/44 N/A 3137BEAE4 2044-09-15 4 N/A 31063520.00 432201.15 Agency Collateralized Mortgage Obligation FGRM 4158CI 01/15/43 N/A 3137AXUS0 2043-01-15 4 N/A 31514368.00 279314.45 Agency Collateralized Mortgage Obligation GNII SF 003238 M N/A 36202DS36 2032-05-20 6 N/A 193000.00 747.75 Agency Mortgage-Backed Securities FNRA RC014SG R23F014 N/A 3136BPL25 2053-04-25 0.56465 N/A 10999060.00 652751.07 Agency Collateralized Mortgage Obligation FGRM 4386QI 09/15/44 N/A 3137BE7D0 2044-09-15 4 N/A 24336416.00 338611.10 Agency Collateralized Mortgage 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GNRM 2021-199 MI N/A 38383DKX5 2051-11-20 3 N/A 20976000.00 1512675.98 Agency Collateralized Mortgage Obligation FGRM 5107LI 05/15/51 N/A 3137H03M8 2051-05-15 3.5 N/A 22612928.00 1677850.68 Agency Collateralized Mortgage Obligation FERA 5363SB 12/25/53 N/A 3137HB5H3 2053-12-25 0.11465 N/A 50557440.00 1382197.47 Agency Collateralized Mortgage Obligation GNII SF MA3880 M N/A 36179SJZ1 2036-09-20 6.5 N/A 25000.00 3179.29 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ0728 N/A 3142GQY22 2054-01-01 7 N/A 58230665.00 57306927.80 Agency Mortgage-Backed Securities GNRM 2021-146 IB N/A 38382WA98 2051-08-20 3 N/A 27000000.00 3415837.10 Agency Collateralized Mortgage Obligation FNRM RC072EI R21F072 N/A 3136BJGP4 2042-01-25 6 N/A 30000000.00 2994262.54 Agency Collateralized Mortgage Obligation FERM 5185LI 01/25/52 N/A 3137H4WY2 2052-01-25 3 N/A 39817472.00 4921223.87 Agency Collateralized Mortgage Obligation GNII SF MA7536 M N/A 36179WLR7 2051-08-20 3.5 N/A 787480.00 500761.53 Agency Mortgage-Backed Securities FERA 5334SM 09/25/53 N/A 3137HAJ49 2053-09-25 0.31465 N/A 35000000.00 1018545.04 Agency Collateralized Mortgage Obligation GNRM 2020-151 LI N/A 38382J3S3 2050-10-20 3 N/A 16000000.00 1537758.25 Agency Collateralized Mortgage Obligation FERA 5391HS 03/25/54 N/A 3137HBUU6 2054-03-25 0.41465 N/A 25000000.00 800199.62 Agency Collateralized Mortgage Obligation GNII SF MA4724 M N/A 36179TG90 2047-09-20 6 N/A 88000.00 13079.61 Agency Mortgage-Backed Securities GNII SF MA7195 M N/A 36179V7G9 2051-02-20 3.5 N/A 189000.00 82434.13 Agency Mortgage-Backed Securities GNII SF MA7342 M N/A 36179WEP9 2036-05-20 3.5 N/A 380718.00 171664.71 Agency Mortgage-Backed Securities GNRM 2020-167 IB N/A 38382LBE0 2050-11-20 2.5 N/A 74562944.00 7503024.32 Agency Collateralized Mortgage Obligation GNRA 2021-225 YI N/A 38383FZL0 2051-12-20 3 N/A 48280384.00 5282480.81 Agency Collateralized Mortgage Obligation Y Moody's NR Fitch F1 Standard & Poor's A-1 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 290000000.00 290000000.00 0.0020 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 5.43999960 3133ERHZ7 254900C5LP6DN9OP9V83 US3133ERHZ74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2024-07-01 2026-06-24 2026-06-24 N N N 0.0553 95341845.28 95341845.28 0.0006 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33999880 3130B14V6 2549001DPIFGXC1TOL40 US3130B14V60 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Standard & Poor's AA+ Fitch AA+ 2024-07-01 2024-07-29 2024-07-29 N N N 0.0534 303802293.69 303802293.69 0.0021 N N N N Fixed Income Clearing Corporation - CITI Fixed Income Clearing Corporation - CITI 5.34000000 N/A 549300H47WTHXPU08X20 BYD4Y5HR7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 N/A 441373000.00 428191491.31 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 98350400.00 98835243.82 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 N/A 912828YY0 2024-12-31 1.75 N/A 162598600.00 161141203.73 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 N/A 1000.00 966.80 U.S. Treasuries (including strips) 4 3/8 NOTE BJ 24 N/A 91282CFQ9 2024-10-31 4.375 N/A 900.00 903.20 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.5 N/A 75604100.00 76830198.28 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0534 750000000.00 750000000.00 0.0051 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.35000000 N/A X574KRZ6V5A7UBU45C31 BYD4Y45A0 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912833X88 2035-05-15 0 N/A 100000000.00 61992084.38 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 60750000.00 60750000.00 0.0004 N Y Y N BNP Paribas SA BNP Paribas SA 5.38999920 N/A R0MUWSFPU8MPRO8K5P83 BRT5BLUX4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA_15-80 N/A 38379NAW2 2043-02-20 0 N/A 67553541.00 159221.49 Agency Collateralized Mortgage Obligation FNMA_19-65 N/A 3136B7AY7 2059-11-25 0.384163 N/A 32166333.00 420378.03 Agency Collateralized Mortgage Obligation FHLMC_5351F N/A 3137HAZQ2 2053-10-25 0 N/A 7783985.00 5567969.30 Agency Collateralized Mortgage Obligation FNMA_22-43F N/A 3136BNTN6 2040-04-25 0.265471 N/A 12686333.00 49011.97 Agency Collateralized Mortgage Obligation FNMA_16-85G N/A 3136AUCT6 2046-11-25 0.65017 N/A 102393.00 1144.08 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4056 N/A 3137AQEB0 2027-05-15 3 N/A 30835000.00 43438.09 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5U4 2053-05-20 0 N/A 943836.00 634487.70 Agency Collateralized Mortgage Obligation GNMA_23-38G N/A 38383WHM1 2053-03-20 0.967 N/A 100000.00 4829.42 Agency Collateralized Mortgage Obligation FNMA_23-40E N/A 3136BQGW3 2053-09-25 0 N/A 6082176.00 4465014.98 Agency Collateralized Mortgage Obligation GNMA_23-H11 N/A 38382Y5H2 2073-05-20 0.51623 N/A 207415158.00 11950676.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31385JJC3 2032-07-01 6.5 N/A 1770.00 3.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UUJ9 2049-06-20 3.5 N/A 8700015.00 1005449.27 Agency Mortgage-Backed Securities GNMA_23-134F N/A 38384EKV6 2053-09-20 3.501 N/A 2484320.00 2150183.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XX76 2053-04-20 6 N/A 1654016.00 1411547.61 Agency Mortgage-Backed Securities GNMA_24-11B N/A 38384G2V1 2054-01-20 0.817 N/A 5483145.00 234003.50 Agency Collateralized Mortgage Obligation FHLMC_5098B N/A 3137FYGB6 2051-04-25 2.5 N/A 11328400.00 1046979.00 Agency Collateralized Mortgage Obligation GNMA_15-63C N/A 38379PBY2 2040-01-20 0 N/A 41565066.00 141455.67 Agency Collateralized Mortgage Obligation GNMA_19-3G N/A 38381BJX3 2049-01-20 5 N/A 7885348.00 222227.87 Agency Collateralized Mortgage Obligation GNMA_14-100A N/A 38379DJC9 2041-04-20 0 N/A 42674465.00 130237.13 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UML3 2049-02-20 4 N/A 32667696.00 2907089.63 Agency Mortgage-Backed Securities GNMA_21-64G N/A 38382QKL3 2051-04-20 3.5 N/A 31116000.00 2354353.68 Agency Collateralized Mortgage Obligation GNMA_15-121 N/A 38379MQT4 2045-08-20 5.5 N/A 45617045.00 1060451.81 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410KXM1 2038-10-01 6.5 N/A 1623.00 14.27 Agency Mortgage-Backed Securities GNMA_23-H27B N/A 38383KJA1 2073-11-20 0.55886 N/A 88847911.00 5101304.54 Agency Collateralized Mortgage Obligation FNMA_23-43C N/A 3136BQJT7 2053-04-25 5.5 N/A 19060575.00 3967457.59 Agency Collateralized Mortgage Obligation GNMA_16-5 N/A 38379TSN0 2046-01-20 0.74685 N/A 72857142.00 2090391.71 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTLL1 2053-11-01 7 N/A 140598.00 138207.37 Agency Mortgage-Backed Securities GNMA_24-4C N/A 38384HW38 2054-01-20 1.617 N/A 2089097.00 139803.91 Agency Collateralized Mortgage Obligation GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 871152.65 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VEJ4 2051-06-20 3.5 N/A 85798606.00 5482454.52 Agency Collateralized Mortgage Obligation GNMA_24-66D N/A 38383KUL4 2052-01-20 3.5 N/A 29787122.00 6642695.27 Agency Collateralized Mortgage Obligation GNMA_20-116B N/A 38382HXX3 2050-08-20 0 N/A 102123771.00 988273.00 Agency Collateralized Mortgage Obligation GNMA_16-29H N/A 38379T4H9 2038-11-20 0 N/A 22783027.00 146631.27 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YWG5 2049-09-20 0.59685 N/A 29250000.00 1293516.40 Agency Collateralized Mortgage Obligation GNMA_23-181A N/A 38384FBM3 2053-11-20 0.887 N/A 55000000.00 4209313.69 Agency Collateralized Mortgage Obligation GNMA_22-170D N/A 38381T3E3 2052-09-20 5.5 N/A 9964214.00 8184190.97 Agency Collateralized Mortgage Obligation FNMA_22-69B N/A 3136BPFC0 2052-10-25 4.5 N/A 1075.00 1035.57 Agency Collateralized Mortgage Obligation FNMA_01-81 N/A 31392BNB8 2032-01-25 0 N/A 226000.00 1050.51 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BYY1 2053-07-20 2.44789 N/A 811047.00 645066.10 Agency Collateralized Mortgage Obligation GNMA_22-45A N/A 38383MC97 2050-06-20 4.5 N/A 1000.00 492.97 Agency Collateralized Mortgage Obligation GNMA_20-65D N/A 38382E8L4 2050-05-20 0.64685 N/A 64682522.00 3281104.62 Agency Collateralized Mortgage Obligation GNMA_23-66H N/A 38384ARV7 2053-05-20 0.817 N/A 10826922.00 491381.83 Agency Collateralized Mortgage Obligation GNMA_24-H02C N/A 38383KNJ7 2074-01-20 0.62865 N/A 63392500.00 4024123.41 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DRP9 2040-08-01 2 N/A 204764.00 97754.53 Agency Mortgage-Backed Securities FNMA_21-85B N/A 3136BKHY1 2051-12-25 1.5 N/A 5567.00 1875.70 Agency Collateralized Mortgage Obligation GNMA_18-92A N/A 38380XSU2 2046-08-20 0 N/A 68850447.00 373827.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FDHJ3 2053-07-20 6.5 N/A 1359187.00 1397794.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WNF1 2051-09-20 3 N/A 4271008.00 2729627.49 Agency Mortgage-Backed Securities GNMA_24-25C N/A 38384JM27 2054-02-20 0.467 N/A 100000000.00 2967764.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179S2R7 2047-04-20 4.5 N/A 4646.00 422.29 Agency Mortgage-Backed Securities FNMA_23-49E N/A 3136BQKN8 2061-09-25 5.5 N/A 71176176.00 13587342.73 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 1000.00 879.89 Agency Mortgage-Backed Securities FNMA_17-30H N/A 3136AWRD1 2047-05-25 0.511895 N/A 119344842.00 825433.12 Agency Collateralized Mortgage Obligation GNMA_21-83B N/A 38382QQL7 2051-05-20 1 N/A 4900000.00 1973480.81 Agency Collateralized Mortgage Obligation GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 185309026.00 1371225.77 Agency Collateralized Mortgage Obligation FHSTR_375 N/A 3133Q5AA4 2051-01-25 2.5 N/A 48280226.00 4385793.68 Agency Collateralized Mortgage Obligation GNMA_16-107F N/A 38379YH27 2045-06-20 4 N/A 22421223.00 247767.24 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422MZM1 2052-01-25 2 N/A 7999227.00 968049.73 Agency Collateralized Mortgage Obligation GNMA_20-196B N/A 38382L4G3 2050-12-20 2.5 N/A 12000000.00 1069370.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HTX46 2034-06-01 3.4 N/A 90941.00 81408.75 Agency Mortgage-Backed Securities GNMA_24-7B N/A 38384GL99 2054-01-20 0.777 N/A 46224065.00 1789286.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HWQB1 2029-11-01 2.475 N/A 90521.00 80712.91 Agency Mortgage-Backed Securities FHLMC_5358A N/A 3137HAWF9 2053-11-25 3.19395 N/A 132511.00 113939.28 Agency Collateralized Mortgage Obligation GNMA_22-133D N/A 38383TYR8 2052-07-20 2.12333 N/A 11538462.00 9849894.27 Agency Collateralized Mortgage Obligation GNMA_17-91A N/A 38376M4J3 2038-11-20 0 N/A 36294701.00 157516.95 Agency Collateralized Mortgage Obligation FNMA_24-29A N/A 3136BRB30 2054-05-25 0.66465 N/A 48991808.00 2313823.64 Agency Collateralized Mortgage Obligation FNMA_21-82F N/A 3136BKFD9 2051-11-25 3.5 N/A 2815809.00 672071.91 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LJXW1 2033-03-01 4.47 N/A 1010.00 994.75 Agency Mortgage-Backed Securities GNMA_24-48E N/A 38384KHH7 2051-07-20 3 N/A 24369421.00 3886048.69 Agency Collateralized Mortgage Obligation GNMA_24-48B N/A 38384KHD6 2064-03-20 0 N/A 100000000.00 1844042.95 Agency Collateralized Mortgage Obligation FNMA_24-29D N/A 3136BRB63 2046-12-25 0.65017 N/A 115650066.00 7353517.50 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 0.64685 N/A 31245111.00 1284659.07 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 6.333 N/A 8329518.00 6068286.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HWKW1 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Obligation GNMA_22-114B N/A 38383TGW7 2052-06-20 2.49 N/A 12885811.00 10992740.11 Agency Collateralized Mortgage Obligation GNMA_19-129F N/A 38381Y7U2 2046-02-20 0 N/A 73811077.00 449862.41 Agency Collateralized Mortgage Obligation GNMA_19-69G N/A 38381WQR2 2044-07-20 0 N/A 39767332.00 400480.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TSH9 2048-02-20 4 N/A 2027460.00 230048.86 Agency Mortgage-Backed Securities GNMA_14-69 N/A 38379BG44 2036-06-20 0 N/A 52040339.00 199372.90 Agency Collateralized Mortgage Obligation GNMA_18-18A N/A 38380KL78 2043-11-20 0 N/A 84926629.00 461047.25 Agency Collateralized Mortgage Obligation GNMA_22-213F N/A 38383LYW4 2052-12-20 6 N/A 4843023.00 4001225.36 Agency Collateralized Mortgage Obligation GNMA_16-121J N/A 38380AC88 2040-12-20 0 N/A 94316353.00 400938.66 Agency Collateralized Mortgage Obligation FNMA_11-146 N/A 3136A3KT7 2042-01-25 0 N/A 12000000.00 1034921.92 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DCY6 2049-06-01 3.5 N/A 1163.00 111.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2L9 2053-05-20 5.5 N/A 1555722.00 1459040.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LGWG3 2052-07-01 4.57 N/A 5804.00 5356.56 Agency Mortgage-Backed Securities GNMA_24-27B N/A 38384JES9 2054-02-20 5.5 N/A 25294990.00 4912032.38 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 11772.00 Agency Collateralized Mortgage Obligation FHLMC_5266B N/A 3137H9AK5 2052-09-25 4.5 N/A 792219.00 758267.05 Agency Collateralized Mortgage Obligation GNMA_19-96D N/A 38381XJ23 2049-08-20 4 N/A 4178375.00 194431.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DMBG9 2046-02-01 4 N/A 2202.00 622.31 Agency Mortgage-Backed Securities GNMA_24-48D N/A 38384KHG9 2051-10-20 2.5 N/A 35220126.00 4792096.17 Agency Collateralized Mortgage Obligation GNMA_15-117D N/A 38379MN67 2039-11-16 3.5 N/A 53546982.00 100152.41 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2SJ2 2029-08-15 7 N/A 12286283.00 1312310.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6GP6 2047-12-01 4 N/A 2281.00 289.57 Agency Mortgage-Backed Securities GNMA_15-95B N/A 38379NPC0 2045-07-16 4.5 N/A 21045010.00 554389.74 Agency Collateralized Mortgage Obligation FHLMC_5403A N/A 3137HCA44 2054-04-25 0.61465 N/A 40620668.00 1996518.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31410GL35 2037-10-01 6.5 N/A 1796383.00 11703.10 Agency Mortgage-Backed Securities FNMA_20-27G N/A 3136B87M5 2050-05-25 0.60017 N/A 22318291.00 1395467.08 Agency Collateralized Mortgage Obligation FNMA_23-39H N/A 3136BQFV6 2052-07-25 2 N/A 61246866.00 7399777.62 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 0.84685 N/A 66565610.00 6247776.87 Agency Collateralized Mortgage Obligation FNMA_24-29A N/A 3136BRA98 2054-05-25 0 N/A 3801477.00 3081305.01 Agency Collateralized Mortgage Obligation GNMA_20-16C N/A 38382CQ87 2049-11-20 4.5 N/A 24545218.00 1058739.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHH90 2053-07-15 6.5 N/A 1610738.00 1628681.14 Agency Mortgage-Backed Securities FANNIEMAE-ACES FNA_18-M13 N/A 3136B3DE7 2030-09-25 3.863 N/A 2710310.00 1987967.09 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACD72 2052-10-20 5 N/A 2413137.00 2180977.69 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LGJW3 2037-05-01 3.87 N/A 1184.00 1083.22 Agency Mortgage-Backed Securities GNMA_17-66A N/A 38376UFR5 2041-04-20 0 N/A 63354203.00 213607.69 Agency Collateralized Mortgage Obligation GNMA_22-175D N/A 38383U7L8 2052-10-20 3.179 N/A 12623840.00 10454807.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDYP8 2041-10-01 2.265 N/A 1000.00 700.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YMK7 2053-12-20 5.5 N/A 6056056.00 5978856.27 Agency Mortgage-Backed Securities FNMA_19-82A N/A 3136B7V24 2050-01-25 3 N/A 1559.00 696.57 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 6.5 N/A 79755.00 77591.75 Agency Collateralized Mortgage Obligation GNMA_24-21A N/A 38384JBJ2 2054-02-20 6.5 N/A 6032.00 5918.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LNEG2 2033-06-01 3.8 N/A 182664.00 169017.72 Agency Mortgage-Backed Securities FHLMC_5413J N/A 3137HCVH2 2054-05-25 1.76465 N/A 38869164.00 3133026.84 Agency Collateralized Mortgage Obligation FHLMC_2450 N/A 31392KMK9 2032-03-15 2.55249 N/A 53.00 0.01 Agency Collateralized Mortgage Obligation FHLMC_3147A N/A 31396NLR5 2036-04-15 6.09751 N/A 101400.00 5088.30 Agency Collateralized Mortgage Obligation GNMA_24-48A N/A 38384KHA2 2064-03-20 0.437 N/A 57504386.00 1158583.56 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDHD4 2033-09-01 1.82 N/A 744165.00 588227.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142BAUF7 2053-04-01 4.259 N/A 1013.00 931.61 Agency Mortgage-Backed Securities FNMA_19-35J N/A 3136B5HS7 2059-07-25 0.370278 N/A 57174809.00 508185.76 Agency Collateralized Mortgage Obligation FHLMC_5196A N/A 3137H5WH6 2051-07-25 2.5 N/A 11000000.00 1109205.27 Agency Collateralized Mortgage Obligation GNMA_23-60D N/A 38383XPD0 2053-04-20 0.267 N/A 2618350.00 75085.48 Agency Collateralized Mortgage Obligation GNMA_18-H09A N/A 38380LER0 2068-06-20 1.36624 N/A 132698597.00 3154067.73 Agency Collateralized Mortgage Obligation GNMA_14-99 N/A 38379DDR2 2036-11-20 0 N/A 72459294.00 373578.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A0VS2 2032-04-01 7 N/A 5676.00 6.46 Agency Mortgage-Backed Securities GNMA_22-197M N/A 38383LFZ8 2052-11-20 3.444 N/A 2085228.00 2480267.71 Agency Collateralized Mortgage Obligation FNMA_20-M12 N/A 3136B87D5 2029-07-25 1.405 N/A 1461000.00 54133.90 Agency Collateralized Mortgage Obligation GNMA_22-218A N/A 38383L6P0 2052-12-20 1.517 N/A 31487488.00 2335265.67 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AEGM5 2054-05-01 6 N/A 2007100.00 2032355.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XBS4 2052-07-20 3.5 N/A 1595000.00 1281240.20 Agency Mortgage-Backed Securities GNMA_24-27B N/A 38384JFC3 2054-02-20 0.657 N/A 14328796.00 986271.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LFGN8 2037-03-01 2.61 N/A 5342.00 4223.40 Agency Mortgage-Backed Securities GNMA_23-187C N/A 38384GMT4 2053-12-20 6.633 N/A 9327040.00 9130464.91 Agency Collateralized Mortgage Obligation GNMA_22-45A N/A 38383MC89 2050-06-20 0.467 N/A 74330812.00 3603320.14 Agency Collateralized Mortgage Obligation GNMA_14-132 N/A 38379EX49 2044-06-20 5 N/A 16881450.00 185093.38 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q6R7 2045-03-20 4.5 N/A 99518713.00 7210092.93 Agency Mortgage-Backed Securities GNMA_17-132C N/A 38380GZA5 2040-02-20 0 N/A 60685062.00 471597.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VN30 2050-06-20 3 N/A 13532413.00 3834338.30 Agency Mortgage-Backed Securities GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 11394407.00 1572.10 Agency Collateralized Mortgage Obligation GNMA_14-90M N/A 38379CWZ5 2038-10-20 0 N/A 61239231.00 222459.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDUJ6 2038-10-01 2.15 N/A 108226.00 77009.67 Agency Mortgage-Backed Securities FHLMC_4892E N/A 3137FMSL7 2047-07-15 0.55249 N/A 76124622.00 2302321.02 Agency Collateralized Mortgage Obligation FNMA_13-29C N/A 3136ADKX6 2043-04-25 1.25 N/A 106895.00 5080.68 Agency Collateralized Mortgage Obligation GNMA_16-29G N/A 38379T4F3 2042-05-20 0 N/A 40317194.00 126053.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDYN3 2036-10-01 2.09 N/A 1491.00 1145.63 Agency Mortgage-Backed Securities GNMA_20-74C N/A 38382E5R4 2035-05-20 3 N/A 27346166.00 354121.94 Agency Collateralized Mortgage Obligation GNMA_16-54D N/A 38379WPE6 2046-04-20 0.59685 N/A 629769.00 16559.17 Agency Collateralized Mortgage Obligation GNMA_23-84S N/A 38384AL50 2053-06-20 0 N/A 3846154.00 2374999.41 Agency Collateralized Mortgage Obligation GNMA_16-163 N/A 38380TBH8 2046-11-20 3 N/A 3930780.00 4036936.70 Agency Collateralized Mortgage Obligation GNMA_23-H24 N/A 38383KGN6 2073-10-20 0.65822 N/A 100000007.00 6881666.98 Agency Collateralized Mortgage Obligation GNMA_23-17A N/A 38383VA32 2053-02-20 0.267 N/A 17781833.00 652869.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BHPP5 2053-04-20 6.5 N/A 15134.00 15450.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LCF89 2036-06-01 2.07 N/A 3609.00 2784.83 Agency Mortgage-Backed Securities FHSTR_389 N/A 31325YQ50 2037-05-15 2 N/A 57234111.00 2756444.00 Agency Collateralized Mortgage Obligation FHLMC_5269E N/A 3137H9A41 2052-10-25 0 N/A 37311026.00 1035804.98 Agency Collateralized Mortgage Obligation FHSTR_377 N/A 3133Q5E51 2051-01-25 2 N/A 2981205.00 280969.19 Agency Collateralized Mortgage Obligation GNMA_14-181 N/A 38379HNK7 2040-02-20 0 N/A 26202046.00 77267.93 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 1.20249 N/A 173496009.00 1550077.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HVA38 2034-09-01 2.89 N/A 1000.00 856.07 Agency Mortgage-Backed Securities GNMA_21-155N N/A 38383AJY1 2051-07-20 0.84685 N/A 10500000.00 943503.58 Agency Collateralized Mortgage Obligation GNMA_23-76D N/A 38383X4Z4 2053-05-20 6.333 N/A 8986466.00 6561711.56 Agency Collateralized Mortgage Obligation GNMA_23-H06B N/A 38382YZ89 2073-02-20 0.96141 N/A 6389992.00 507893.16 Agency Collateralized Mortgage Obligation GNMA_23-53G N/A 38383XH64 2053-04-20 6.183 N/A 13332409.00 11266265.27 Agency Collateralized Mortgage Obligation GNMA_19-20D N/A 38381RAQ2 2049-02-20 5 N/A 13165001.00 732191.63 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HRM83 2028-10-01 3.825 N/A 2042.00 1930.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDRL5 2051-09-01 2.49 N/A 84312.00 60051.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2SX1 2045-12-20 4 N/A 8915184.00 902773.37 Agency Mortgage-Backed Securities FNMA_23-58E N/A 3136BQXU8 2053-12-25 0 N/A 11155682.00 8672110.40 Agency Collateralized Mortgage Obligation GNMA_24-7B N/A 38384GL81 2054-01-20 1.067 N/A 43495046.00 1964933.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LFJ54 2032-02-01 2.24 N/A 636717.00 539965.30 Agency Mortgage-Backed Securities FNMA_19-9F N/A 3136B33M0 2049-03-25 0.461275 N/A 82543545.00 944359.79 Agency Collateralized Mortgage Obligation GNMA_23-63A N/A 38384ACW1 2053-05-20 6.333 N/A 6315472.00 5409496.27 Agency Collateralized Mortgage Obligation GNMA_16-135G N/A 38380AL88 2041-08-20 0 N/A 101868319.00 334166.43 Agency Collateralized Mortgage Obligation GNMA_15-95 N/A 38379NPQ9 2043-02-20 6 N/A 5017156.00 100594.06 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 85516200.00 8713843.56 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTW9 2053-11-25 0 N/A 2069162.00 1465948.00 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XFLZ9 2032-11-01 1.22 N/A 12388.00 9296.58 Agency Mortgage-Backed Securities GNMA_22-128L N/A 38383UAR1 2052-07-20 2.15667 N/A 2519668.00 2141741.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622A2YU0 2047-02-20 4 N/A 4586907.00 1302482.10 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140J6ER4 2048-05-01 5.936 N/A 1000.00 323.56 Agency Mortgage-Backed Securities GNMA_15-63A N/A 38379PBG1 2042-03-20 0 N/A 126723829.00 230382.99 Agency Collateralized Mortgage Obligation FNMA_16-95 N/A 3136AUXG1 2033-05-25 5.5 N/A 7124683.00 167962.80 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LEN60 2041-12-01 2.41 N/A 3123.00 2227.78 Agency Mortgage-Backed Securities FHLMC_3632 N/A 31398WRF3 2040-02-15 0 N/A 2800000.00 617066.25 Agency Collateralized Mortgage Obligation FNMA_21-42D N/A 3136BGAM3 2051-07-25 2.5 N/A 997045.00 655707.64 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0 N/A 2509217.00 17100.63 Agency Collateralized Mortgage Obligation GNMA_22-178C N/A 38383US76 2052-10-20 6 N/A 11244330.00 9827413.89 Agency Collateralized Mortgage Obligation GNMA_23-153H N/A 38384E6L4 2053-10-20 0 N/A 4285714.00 3456922.24 Agency Collateralized Mortgage Obligation FNMA_19-M17 N/A 3136B56F7 2034-08-25 0.417 N/A 50000000.00 715069.26 Agency Collateralized Mortgage Obligation GNMA_23-98F N/A 38384BYC9 2053-07-20 0 N/A 990019.00 718956.54 Agency Collateralized Mortgage Obligation FHLMC_5062C N/A 3137F8TX1 2051-01-25 0.96465 N/A 19200000.00 1821472.13 Agency Collateralized Mortgage Obligation GNMA_23-22H N/A 38383VVM7 2053-02-20 6 N/A 3952329.00 3364208.17 Agency Collateralized Mortgage Obligation GNMA_21-73B N/A 38382RH50 2051-04-20 1.25 N/A 1459429.00 579355.67 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRQ4 2053-08-20 0 N/A 512003.00 363709.79 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG28 2037-09-20 0 N/A 104785743.00 289733.78 Agency Collateralized Mortgage Obligation GNMA_24-66C N/A 38383KUK6 2051-12-20 3 N/A 14357184.00 2895719.57 Agency Collateralized Mortgage Obligation GNMA_23-153C N/A 38384E5S0 2053-10-20 0 N/A 3846154.00 2989211.87 Agency Collateralized Mortgage Obligation FNMA_20-34G N/A 3136BAJA3 2050-06-25 0.60017 N/A 31926820.00 1979626.43 Agency Collateralized Mortgage Obligation GNMA_20-191H N/A 38382MHM4 2050-12-20 4 N/A 20869473.00 2471220.23 Agency Collateralized Mortgage Obligation GNMA_14-129G N/A 38379GLA3 2041-10-20 0 N/A 42270863.00 92878.39 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5K6 2053-05-20 0.167 N/A 11451800.00 361084.84 Agency Collateralized Mortgage Obligation FNMA_20-54E N/A 3136BBGP1 2050-08-25 0 N/A 201887262.00 438555.88 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NJQJ6 2053-05-01 5 N/A 3748671.00 3256639.83 Agency Mortgage-Backed Securities GNMA_18-H03B N/A 38375U5D8 2068-02-20 0.90116 N/A 102723931.00 1727929.14 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMT6 2041-04-20 0 N/A 58404259.00 163068.49 Agency Collateralized Mortgage Obligation GNMA_20-H08A N/A 38380L7D9 2070-04-20 0.04891 N/A 70000000.00 2076635.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YAS3 2053-07-20 5.5 N/A 2158430.00 2057004.49 Agency Mortgage-Backed Securities FNMA_19-67H N/A 3136B65K5 2041-08-25 0.30017 N/A 134968778.00 3019130.24 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QN5C2 2042-05-01 3 N/A 1000.00 754.99 Agency Mortgage-Backed Securities GNMA_15-152C N/A 38379FAR0 2040-05-20 0 N/A 30325747.00 102054.62 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVT0 2053-03-20 5.5 N/A 2303705.00 2085063.70 Agency Mortgage-Backed Securities FNMA_13-2A N/A 3136AB3E1 2043-02-25 2 N/A 140122.00 43338.77 Agency Collateralized Mortgage Obligation FNMA_16-55 N/A 3136ATJM7 2046-08-25 0.55017 N/A 58241133.00 1646100.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YDK7 2053-08-20 5.5 N/A 1074688.00 1034010.22 Agency Mortgage-Backed Securities GNMA_23-1A N/A 38383VAE8 2053-01-20 1.817 N/A 20937735.00 1630065.98 Agency Collateralized Mortgage Obligation FNMA_19-41A N/A 3136B5SJ5 2049-08-25 0.65017 N/A 146920181.00 6514486.31 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 230687.89 Agency Collateralized 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Clearing Corporation - MS 5.33000000 N/A 549300H47WTHXPU08X20 BYD4Y5H55 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp N FNMS 07.000 CLFS8100 N/A 3140XQAA5 2054-04-01 7 N/A 16206455.00 16575369.13 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4978 N/A 3132DSQ70 2054-02-01 5.5 N/A 91078.00 90049.98 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8207 N/A 3132DWDL4 2052-04-01 3.5 N/A 23991781.00 18469713.82 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6811 N/A 3133C7R82 2053-07-01 5 N/A 2147163.00 1715813.63 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8398 N/A 3132DWKK8 2054-01-01 7 N/A 430958680.00 402201492.05 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8154 N/A 3140XQBY2 2054-06-01 6 N/A 2416079.00 2445284.56 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5239 N/A 3132DSZC9 2054-04-01 5.5 N/A 334519.00 327069.51 Agency Mortgage-Backed Securities 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N/A 3136B6Z89 2059-11-25 0.5502 N/A 10012996.00 624134.33 Agency Collateralized Mortgage Obligation GNRM 2019-11 NI N/A 38381YRC0 2048-05-20 4.5 N/A 666667.00 35032.61 Agency Collateralized Mortgage Obligation FGRA 3788SA 01/15/41 N/A 3137A5PZ1 2041-01-15 1.0225 N/A 150000000.00 425695.71 Agency Collateralized Mortgage Obligation FNMS 03.500 CLBJ2677 N/A 3140H36P6 2048-04-01 3.5 N/A 240000.00 59474.24 Agency Mortgage-Backed Securities GNRM 2020-055 IO N/A 38382EQP5 2050-04-20 3.5 N/A 104889981.00 7173180.35 Agency Collateralized Mortgage Obligation GNRM 2021-078 DI N/A 38382QM98 2051-05-20 3 N/A 50850916.00 4546282.96 Agency Collateralized Mortgage Obligation GNRM 2024-022 EI N/A 38384JJ96 2052-01-20 3.5 N/A 113658120.00 19669275.00 Agency Collateralized Mortgage Obligation GNRM 2023-140 EI N/A 38384ETS4 2051-02-20 2 N/A 44698503.00 4351936.05 Agency Collateralized Mortgage Obligation FNST TR0431 C34 RC N/A 31423YP60 2037-06-01 1.5 N/A 100663230.00 4660806.40 Agency Collateralized Mortgage Obligation FNMS 04.000 CLMA5283 N/A 31418E2R0 2054-02-01 4 N/A 201992.00 183292.28 Agency Mortgage-Backed Securities FNRA CL041T R22F041 N/A 3136BNJG2 2049-05-25 0.05 N/A 7193861.00 10511.48 Agency Collateralized Mortgage Obligation FNMS 03.500 CLFM3278 N/A 3140X6UC3 2048-11-01 3.5 N/A 209000.00 43315.14 Agency Mortgage-Backed Securities GNRM 2021-097 PI N/A 38382VKD0 2051-06-20 3 N/A 164169278.00 15844105.51 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAH3818 N/A 3138A5G48 2041-02-01 4.5 N/A 11795875.00 1457400.14 Agency Mortgage-Backed Securities FNST TR0427 C55 RC N/A 31423XPH8 2037-08-25 1.5 N/A 196645703.00 9145511.94 Agency Collateralized Mortgage Obligation FNMS 03.500 CLBM3423 N/A 3140J7YV1 2046-11-01 3.5 N/A 253000.00 59900.87 Agency Mortgage-Backed Securities FNMS 05.750 CL497312 N/A 31383AN54 2029-06-01 5.75 N/A 194941.00 2003.90 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3098 N/A 31418CNQ3 2032-08-01 3.5 N/A 9809.00 1289.24 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4098 N/A 3140ADRU7 2054-06-01 6.5 N/A 2133826.00 2193716.09 Agency Mortgage-Backed Securities FGRA S13664 03/15/44 N/A 31325VB94 2044-03-15 0.5025 N/A 225125000.00 2966349.44 Agency Collateralized Mortgage Obligation FNMS 05.500 CLCB4420 N/A 3140QP4E4 2052-08-01 5.5 N/A 2500000.00 2170079.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDB4346 N/A 3140ADZL8 2054-06-01 5.5 N/A 1070400.00 1076455.13 Agency Mortgage-Backed Securities FERM 5171EI 12/25/51 N/A 3137H4J92 2051-12-25 3 N/A 62936833.00 6709596.91 Agency Collateralized Mortgage Obligation FGRM 4544AI 11/15/44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 1952013.21 Agency Collateralized Mortgage Obligation FNMS 03.500 CLFS3339 N/A 3140XJV91 2052-06-01 3.5 N/A 53748803.00 43015213.99 Agency Mortgage-Backed Securities FNMS 04.500 CICB4508 N/A 3140QQAJ4 2037-08-01 4.5 N/A 388000.00 298543.79 Agency Mortgage-Backed Securities FNMS 05.000 CLDA3675 N/A 3140A4CM1 2053-10-01 5 N/A 1176920.00 1140310.26 Agency Mortgage-Backed Securities FNRA CL025SA R19F025 N/A 3136B4ZB7 2049-06-25 0.6002 N/A 117145000.00 4474071.37 Agency Collateralized Mortgage Obligation FNMS 02.000 CLFS3231 N/A 3140XJSV6 2052-03-01 2 N/A 100000.00 70914.57 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4586 N/A 3140M6CY7 2054-04-01 6.5 N/A 4273046.00 3781984.54 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ6341 N/A 3140KSBK2 2050-11-01 3 N/A 600000.00 216232.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDB2187 N/A 3140ABND3 2054-04-01 5.5 N/A 1988932.00 1997816.11 Agency Mortgage-Backed Securities FNMS 05.500 CL849077 N/A 31408EJW3 2036-01-01 5.5 N/A 60000000.00 740018.00 Agency Mortgage-Backed Securities FERM 5018IN 10/25/50 N/A 3137FXDH8 2050-10-25 5.5 N/A 25754366.00 1953200.87 Agency Collateralized Mortgage Obligation FNMS 05.500 CLBY2478 N/A 3140NJXG4 2053-05-01 5.5 N/A 1535180.00 1507187.64 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6651 N/A 3140XAL91 2047-09-01 3 N/A 116000.00 52928.59 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4868 N/A 31418EMS6 2053-01-01 5 N/A 77000.00 68896.67 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9334 N/A 3140YXLQ2 2053-12-01 7 N/A 2423289.00 1784058.19 Agency Mortgage-Backed Securities GNRM 2020-176 NI N/A 38382LJX0 2050-11-20 2.5 N/A 131875000.00 11570464.38 Agency Collateralized Mortgage Obligation FNRA CL022S R21F022 N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 21723.90 Agency Collateralized Mortgage Obligation FNRA CL024JS R12F024 N/A 3136A4DV8 2042-03-25 1.0002 N/A 13150872.00 227480.36 Agency Collateralized Mortgage Obligation FNRM RC066HI R21F066 N/A 3136BJRA5 2051-10-25 3 N/A 25000000.00 3944893.39 Agency Collateralized Mortgage Obligation FNMS 05.500 CLBY1896 N/A 3140NJDA9 2053-05-01 5.5 N/A 98763.00 95825.59 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3801 N/A 3140X7GK9 2046-12-01 3.5 N/A 2865045.00 1069308.67 Agency Mortgage-Backed Securities FNST TR0438 C4 RC N/A 31424UVK9 2052-07-01 2 N/A 120509562.00 14944463.09 Agency Collateralized Mortgage Obligation FNMS 03.000 CKAS7661 N/A 3138WHQP0 2046-08-01 3 N/A 710000.00 79463.32 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7593 N/A 3140NQNK0 2053-09-01 6.5 N/A 1223600.00 1244269.36 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8518 N/A 3140L7PC0 2051-04-01 2 N/A 300000.00 174187.18 Agency Mortgage-Backed Securities FGRA 3996SC 06/15/41 N/A 3137ALVP1 2041-06-15 1.1525 N/A 53899574.00 5964.41 Agency Collateralized Mortgage Obligation GNRM 2021-154 JI N/A 38383AGD0 2051-09-20 3 N/A 133283250.00 11183274.09 Agency Collateralized Mortgage Obligation FNST TR0440 C1 RC N/A 31424U6D3 2037-06-01 1.5 N/A 15554957.00 838139.39 Agency Collateralized Mortgage Obligation FNMS 03.000 CLFS4145 N/A 3140XKTB6 2043-09-01 3 N/A 124000.00 95938.96 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4986 N/A 3140AERG6 2054-06-01 6.5 N/A 2889010.00 2968159.24 Agency Mortgage-Backed Securities FGRA 3311IE 05/15/37 N/A 31397H6X1 2037-05-15 0.9625 N/A 99877609.00 331351.58 Agency Collateralized Mortgage Obligation FNMS 06.000 CLBW1837 N/A 3140MTBF9 2053-01-01 6 N/A 100000.00 74907.52 Agency Mortgage-Backed Securities FGRA S17020 11/15/52 N/A 31325YYR3 2052-11-15 4.5723 N/A 2624331.00 413039.72 Agency Collateralized Mortgage Obligation FNST TR0440 C61 RC N/A 31424U8R0 2053-06-01 3.1917 N/A 2664945.00 433625.36 Agency Collateralized Mortgage Obligation FNRA RC035ES R10F035 N/A 31398PKX6 2040-04-25 1.0002 N/A 12600000.00 2362.89 Agency Collateralized Mortgage Obligation FNRA CL050S R23F050 N/A 3136BQLR8 2049-07-25 0.5502 N/A 32330526.00 2601066.24 Agency Collateralized Mortgage Obligation FNRA CL006SB R24F006 N/A 3136BQ2Q1 2054-03-25 1.6846 N/A 63668669.00 4816509.66 Agency Collateralized Mortgage Obligation FNMS 06.500 CLBY8029 N/A 3140NQ4P0 2054-06-01 6.5 N/A 1936835.00 2005695.29 Agency Mortgage-Backed Securities FNMS 03.000 CLAL5925 N/A 3138ENSP5 2044-10-01 3 N/A 3943000.00 729103.79 Agency Mortgage-Backed Securities FNMS 04.000 CLBK4772 N/A 3140HJJS1 2048-08-01 4 N/A 16950000.00 1607892.07 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7023 N/A 3140QEYV8 2050-09-01 2 N/A 7360000.00 4094118.24 Agency Mortgage-Backed Securities GNRM 2021-154 CI N/A 38383AEG5 2051-09-20 2.5 N/A 33659165.00 2742556.56 Agency Collateralized Mortgage Obligation GNRM 2021-187 ZM N/A 38383CWN6 2051-10-20 3 N/A 1000.00 776.69 Agency Collateralized Mortgage Obligation FGRA 5121TD 10/15/41 N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 12509.78 Agency Collateralized Mortgage Obligation FNMS 03.000 CLFM3889 N/A 3140X7KB4 2050-07-01 3 N/A 1650000.00 644385.70 Agency Mortgage-Backed Securities GNRM 2024-022 IO N/A 38384JG32 2054-02-20 6.5 N/A 4615384.00 625377.44 Agency Collateralized Mortgage Obligation FNMS 03.000 CLBD8496 N/A 3140FGNN5 2046-12-01 3 N/A 1981471.00 767283.68 Agency Mortgage-Backed Securities FNRM CL056GZ R13F056 N/A 3136AEZB6 2041-08-25 4.5 N/A 30331234.00 905260.95 Agency Collateralized Mortgage Obligation FNRA CL006BI R24F006 N/A 3136BQ2W8 2043-07-25 1.0635 N/A 6098639.00 777251.78 Agency Collateralized Mortgage Obligation FNMS 04.000 CLBN6135 N/A 3140JNY95 2049-02-01 4 N/A 500000.00 41179.78 Agency Mortgage-Backed Securities FNRM RC006IJ R22F006 N/A 3136BK7M8 2052-02-25 3 N/A 38712820.00 4707840.94 Agency Collateralized Mortgage Obligation FNMS 04.000 ZLFP0020 N/A 3140XTAW1 2049-04-25 4 N/A 2484340.00 1997817.81 Agency Mortgage-Backed Securities FNRA CL026TI R16F026 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 23141.38 Agency Collateralized Mortgage Obligation FNRA CL037SA R24F037 N/A 3136BR7B7 2054-06-25 1.6846 N/A 50000000.00 4460418.93 Agency Collateralized Mortgage Obligation FNRM CL072JZ R21F072 N/A 3136BJAX3 2051-10-25 2.5 N/A 616000.00 298250.27 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDB5787 N/A 3140AFND4 2054-07-01 6 N/A 5080603.00 5173501.83 Agency Mortgage-Backed Securities FNMS 03.000 CNMA2629 N/A 31418B4P8 2026-05-01 3 N/A 16000.00 668.45 Agency Mortgage-Backed Securities FNMS 07.500 CLDB0002 N/A 3140A9AC4 2054-01-01 7.5 N/A 3614478.00 3386166.01 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8966 N/A 3140XC6C7 2051-10-01 2.5 N/A 28000.00 19106.69 Agency Mortgage-Backed Securities GNRM 2019-159 KI N/A 38382BGM9 2049-12-20 3.5 N/A 66989714.00 4527724.27 Agency Collateralized Mortgage Obligation FNMS 02.500 CLAS7877 N/A 3138WHXF4 2046-09-01 2.5 N/A 295000.00 79995.22 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0135 N/A 3140H1EH9 2047-10-01 3.5 N/A 2699973.00 722694.08 Agency Mortgage-Backed Securities FNMS 06.000 CLDB2474 N/A 3140ABXC4 2054-04-01 6 N/A 1117167.00 843694.05 Agency Mortgage-Backed Securities FGRM 4010QI 01/15/42 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 439880.24 Agency Collateralized Mortgage Obligation FNRA CL069S R23F069 N/A 3136BQA66 2057-12-25 0.5502 N/A 149720538.00 14413660.94 Agency Collateralized Mortgage Obligation FNMS 03.000 CLBE2310 N/A 3140FMR81 2047-01-01 3 N/A 399000.00 113807.08 Agency Mortgage-Backed Securities GNRM 2024-022 AI N/A 38384JE59 2051-05-20 3 N/A 67674541.00 10536613.95 Agency Collateralized Mortgage Obligation FGRM 4524CI 05/15/41 N/A 3137BM5V4 2041-05-15 5 N/A 33500000.00 704379.87 Agency Collateralized Mortgage Obligation FNMS 03.500 CLFM1449 N/A 3140X4TF3 2049-09-01 3.5 N/A 2000.00 328.12 Agency Mortgage-Backed Securities FGRM 5394PO 02/15/43 N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 4042755.85 Agency Collateralized Mortgage Obligation GNRM 2021-103 IJ N/A 38382T2W3 2051-06-20 3 N/A 95899999.00 8956015.51 Agency Collateralized Mortgage Obligation FNST TR0440 C5 RC N/A 31424U6H4 2038-11-01 5.5 N/A 1658684.00 204817.64 Agency Collateralized Mortgage Obligation GNRM 2024-022 CI N/A 38384JJ88 2051-12-20 3 N/A 136052542.00 14158456.45 Agency Collateralized Mortgage Obligation FNRA CL003TS R23F003 N/A 3136BPSK8 2052-12-25 0.9146 N/A 65864250.00 4242252.21 Agency Collateralized Mortgage Obligation FNMS 02.000 CLFM4374 N/A 3140X72G3 2050-09-01 2 N/A 288000.00 161450.51 Agency Mortgage-Backed Securities FNRA CL055SB R21F055 N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 2393804.23 Agency Collateralized Mortgage Obligation FGST GIO 0324 S13641 N/A 31325VBJ2 2028-12-15 3.5 N/A 52272347.00 140953.05 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDA9122 N/A 3140YXD40 2054-04-01 6.5 N/A 1122100.00 1156147.81 Agency Mortgage-Backed Securities FNMS 05.500 CLBX7860 N/A 3140NCWW5 2053-03-01 5.5 N/A 110437.00 108304.92 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7719 N/A 3140A8SH6 2054-01-01 7 N/A 4338164.00 4396809.58 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4776 N/A 3140M6JW4 2054-06-01 6 N/A 29100634.00 29446436.83 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7273 N/A 3140XPCK3 2050-06-01 4 N/A 16608377.00 14434265.42 Agency Mortgage-Backed Securities GNRM 2023-168 DI N/A 38384D8G5 2051-06-20 2.5 N/A 94219428.00 9257323.91 Agency Collateralized Mortgage Obligation FNMS 05.500 CL725423 N/A 31402C4G4 2034-05-01 5.5 N/A 9550000.00 89164.92 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0331 N/A 3140XFLM1 2052-01-01 3 N/A 40000.00 28534.61 Agency Mortgage-Backed Securities FNMS 04.500 CLDB4331 N/A 3140ADY54 2054-05-01 4.5 N/A 1499436.00 1429832.31 Agency Mortgage-Backed Securities FGRM 4701DI 01/15/36 N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 980719.02 Agency Collateralized Mortgage Obligation FNRM RC002KO R07W002 N/A 31396VAQ1 2037-03-25 0 N/A 19777901.00 251094.07 Agency Collateralized Mortgage Obligation FNMS 03.000 CLMA4121 N/A 31418DSK9 2050-09-01 3 N/A 2000.00 676.59 Agency Mortgage-Backed Securities FERM 5052KI 12/25/50 N/A 3137F7HN8 2050-12-25 4 N/A 220582205.00 20277366.49 Agency Collateralized Mortgage Obligation FNMS 05.000 CLBU4494 N/A 3140M57G4 2054-03-01 5 N/A 2888637.00 2808308.63 Agency Mortgage-Backed Securities FNMS 03.500 CLAK9393 N/A 3138EENK1 2042-04-01 3.5 N/A 1862000.00 163088.02 Agency Mortgage-Backed Securities FGRA 5121TC 09/15/41 N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 2567.28 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDB5657 N/A 3140AFJB3 2054-07-01 6.5 N/A 5036706.00 5195921.31 Agency Mortgage-Backed Securities GNRM 2021-194 IQ N/A 38383DHT8 2051-11-20 2.5 N/A 25500000.00 2470769.24 Agency Collateralized Mortgage Obligation FNST TR0440 C3 RC N/A 31424U6F8 2038-07-01 3.5 N/A 11771783.00 1276187.88 Agency Collateralized Mortgage Obligation FNST TR0440 C2 RC N/A 31424U6E1 2038-05-01 2.5 N/A 10215045.00 841911.51 Agency Collateralized Mortgage Obligation FNMS 06.500 CLFS8230 N/A 3140XQEC7 2054-06-01 6.5 N/A 17722087.00 18188780.44 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3938 N/A 31418DLU4 2050-02-01 4 N/A 32000.00 4799.00 Agency Mortgage-Backed Securities FNMS 06.500 CLFS8231 N/A 3140XQED5 2054-06-01 6.5 N/A 19431286.00 19908362.93 Agency Mortgage-Backed Securities FNMS 03.000 CLFS6994 N/A 3140XNXY5 2050-07-01 3 N/A 9682982.00 8250243.30 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4379 N/A 31418D2M3 2051-07-01 2.5 N/A 70000.00 44388.46 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2539 N/A 3140QMZD9 2052-01-01 2.5 N/A 1059000.00 749652.62 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4025 N/A 3140NLPK9 2053-06-01 5 N/A 1044191.00 872128.68 Agency Mortgage-Backed Securities FNMS 05.000 CLDA1397 N/A 3140A1RT6 2053-09-01 5 N/A 2665965.00 2399801.51 Agency Mortgage-Backed Securities FNRA CL043FI R12F043 N/A 3136A5YL4 2041-07-25 5.4498 N/A 7000000.00 19399.84 Agency Collateralized Mortgage Obligation FNRM CL039IO R23F039 N/A 3136BQFT1 2052-10-25 3 N/A 100000000.00 15818390.50 Agency Collateralized Mortgage Obligation FNRA CL131PS R12F131 N/A 3136AABL8 2041-05-25 0.2002 N/A 59814291.00 2447.84 Agency Collateralized Mortgage Obligation GNRM 2021-119 IH N/A 38382UQ79 2051-07-20 2.5 N/A 27716780.00 2670275.23 Agency Collateralized Mortgage Obligation FNMS 03.000 CLAU5425 N/A 3138X5A31 2043-08-01 3 N/A 204000.00 34395.63 Agency Mortgage-Backed Securities FNRA CL023SC R13F023 N/A 3136ADAK5 2033-03-25 0 N/A 7025000.00 1882797.63 Agency Collateralized Mortgage Obligation FNRM CL031BZ R24F031 N/A 3136BR4G9 2054-05-25 5.5 N/A 3369177.00 2750598.45 Agency Collateralized Mortgage Obligation FGRM 5343IO 10/15/42 N/A 3137HAQA7 2042-10-15 3.5 N/A 13993688.00 1302218.69 Agency Collateralized Mortgage Obligation FNMS 05.000 CIMA5424 N/A 31418FA23 2039-06-01 5 N/A 2887121.00 2880038.89 Agency Mortgage-Backed Securities FNST TR0440 C35 RC N/A 31424U7P5 2053-11-01 7 N/A 7378736.00 1444525.23 Agency Collateralized Mortgage Obligation GNRM 2022-078 IO N/A 38383P6D8 2051-08-20 3 N/A 172000000.00 21005642.81 Agency Collateralized Mortgage Obligation GNRM 2023-192 EI N/A 38384GB90 2051-06-20 3 N/A 41066186.00 6275474.27 Agency Collateralized Mortgage Obligation GNRM 2016-75 IO N/A 38379YET1 2040-09-20 6 N/A 25825640.00 464917.41 Agency Collateralized Mortgage Obligation GNRM 2023-140 IG N/A 38384ETV7 2049-09-20 4 N/A 16491955.00 2882014.97 Agency Collateralized Mortgage Obligation FNMS 04.500 CLAS9490 N/A 3138WKRL1 2047-04-01 4.5 N/A 1000.00 105.54 Agency Mortgage-Backed Securities FNMS 06.000 CNMA5276 N/A 31418E2J8 2034-01-01 6 N/A 44489.00 40476.89 Agency Mortgage-Backed Securities GNRM 2021-142 BI N/A 38382XSD8 2051-08-20 3.5 N/A 53146829.00 5179993.72 Agency Collateralized Mortgage Obligation FGRA 4584SI 05/15/44 N/A 3137BPUR8 2044-05-15 0 N/A 4814646.00 35056.74 Agency Collateralized Mortgage Obligation GNRM 2024-046 OI N/A 38384MBX4 2049-06-20 4.5 N/A 30005441.00 8094273.16 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDA9193 N/A 3140YXGB1 2054-06-01 6.5 N/A 1527020.00 1574252.26 Agency Mortgage-Backed Securities FNMS 05.500 CLDA7344 N/A 3140A8ES7 2054-02-01 5.5 N/A 1042900.00 1037220.38 Agency Mortgage-Backed Securities FNRA CL059TA R20F059 N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 14041.04 Agency Collateralized Mortgage Obligation FNMS 04.000 CLCA1691 N/A 3140Q82Z7 2048-05-01 4 N/A 17300000.00 4211499.20 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8214 N/A 3140XQDU8 2054-06-01 6 N/A 97717326.00 99764992.57 Agency Mortgage-Backed Securities FNMS 04.000 CLBU1642 N/A 3140M2ZG0 2051-10-01 4 N/A 1507000.00 917552.75 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7486 N/A 3140QTJ83 2053-10-01 6.5 N/A 5215263.00 5462876.71 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4215 N/A 3140ADVH1 2054-06-01 6.5 N/A 1490047.00 1541313.56 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3306 N/A 3140XJU84 2050-11-01 3 N/A 500000.00 372280.13 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8115 N/A 3140YWAR4 2054-02-01 5.5 N/A 1011190.00 1020189.10 Agency Mortgage-Backed Securities GNRM 2020-079 GI N/A 38382FYR9 2050-06-16 4 N/A 70586435.00 3287319.76 Agency Collateralized Mortgage Obligation FNRA CL061SA R19F061 N/A 3136B66Q1 2059-11-25 0.6002 N/A 14507222.00 667606.24 Agency Collateralized Mortgage Obligation FNRM CL050IO R23F050 N/A 3136BQLQ0 2049-05-25 2.5 N/A 49992207.00 6590791.30 Agency Collateralized Mortgage Obligation FNMS 05.000 CLDA0512 N/A 3140A0SA8 2053-10-01 5 N/A 1883443.00 1615425.99 Agency Mortgage-Backed Securities FNMS 03.000 CLBO2201 N/A 3140JWNT3 2049-09-01 3 N/A 410000.00 81379.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBH4095 N/A 3140GSRR5 2047-10-01 4 N/A 72000.00 10452.66 Agency Mortgage-Backed Securities FNRM RC075IO R21F075 N/A 3136BJ3N3 2051-11-25 3 N/A 78463000.00 8631655.76 Agency Collateralized Mortgage Obligation FGRA 4935CI 06/15/42 N/A 3137FQ6J7 2042-06-15 0.65 N/A 5451206.00 47202.09 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDB3415 N/A 3140ACYM9 2054-05-01 6.5 N/A 2592070.00 2692506.28 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8689 N/A 3140XCUP1 2051-09-01 2.5 N/A 1293462.00 871608.56 Agency Mortgage-Backed Securities FGRM 4701EI 04/15/40 N/A 3137F1K49 2040-04-15 5 N/A 25803798.00 918876.33 Agency Collateralized Mortgage Obligation FNRA CL064TI R23F064 N/A 3136BQZR3 2048-07-25 0.05 N/A 5118934.00 9487.28 Agency Collateralized Mortgage Obligation FNRM CL006PO R24F006 N/A 3136BQ2X6 2045-04-25 0 N/A 10816174.00 7272824.89 Agency Collateralized Mortgage Obligation FNRM CL035IE R13F035 N/A 3136ADRU5 2033-04-25 3 N/A 24874298.00 321756.49 Agency Collateralized Mortgage Obligation FNMS 04.000 CLBV1089 N/A 3140MEF76 2052-02-01 4 N/A 518120.00 460952.13 Agency Mortgage-Backed Securities FGRM 4783JI 07/15/33 N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 658423.61 Agency Collateralized Mortgage Obligation FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 N/A 75000.00 62639.72 Agency Mortgage-Backed Securities FGRA 4935BI 08/15/41 N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 62550.15 Agency Collateralized Mortgage Obligation FNMS 07.000 CLDB3390 N/A 3140ACXU2 2054-04-01 7 N/A 1029064.00 1074729.78 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5342 N/A 3140AE5C9 2054-05-01 6.5 N/A 1731778.00 1786799.41 Agency Mortgage-Backed Securities FNRM RC010BI R21F010 N/A 3136BFMR1 2051-03-25 2 N/A 24177000.00 2579835.56 Agency Collateralized Mortgage Obligation FNMS 03.500 CLMA4699 N/A 31418EGH7 2052-08-01 3.5 N/A 61940.00 50838.80 Agency Mortgage-Backed Securities FNRM RC080EI R20F080 N/A 3136BCZH6 2050-11-25 4 N/A 64192200.00 6758081.06 Agency Collateralized Mortgage Obligation FNRA CL064SA R23F064 N/A 3136BQZQ5 2048-07-25 0.7002 N/A 19429077.00 1448033.93 Agency Collateralized Mortgage Obligation FNMS 06.000 CLDB1742 N/A 3140AA5C7 2054-03-01 6 N/A 1041649.00 1061243.78 Agency Mortgage-Backed Securities GNRM 2023-140 GI N/A 38384ETU9 2050-02-20 3 N/A 16044480.00 1967897.15 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDB3745 N/A 3140ADET4 2054-05-01 6.5 N/A 1084025.00 1124923.73 Agency Mortgage-Backed Securities FGRA 4795WS 03/15/48 N/A 3137F5S67 2048-03-15 0.7025 N/A 21176438.00 281484.36 Agency Collateralized Mortgage Obligation FNRM RC076IC R21F076 N/A 3136BJYH2 2051-11-25 4.5 N/A 67974494.00 9375268.44 Agency Collateralized Mortgage Obligation FGRA 3667SB 05/15/40 N/A 31398QG35 2040-05-15 1.0025 N/A 5000000.00 1953.38 Agency Collateralized Mortgage Obligation FGRA 5121TA 09/15/40 N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 104051.31 Agency Collateralized Mortgage Obligation FNRM CL066KZ R19F066 N/A 3136B6YT4 2049-11-25 3 N/A 2000000.00 1236553.15 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDB4184 N/A 3140ADUJ8 2054-06-01 6.5 N/A 2397898.00 2491116.28 Agency Mortgage-Backed Securities FNMS 08.000 CL554449 N/A 31385V5J6 2030-10-01 8 N/A 1015882.00 1389.91 Agency Mortgage-Backed Securities FNMS 07.500 CL253113 N/A 31371JDS0 2030-02-01 7.5 N/A 1221965.00 763.13 Agency Mortgage-Backed Securities FGRM 5060DI 04/15/41 N/A 3137F86R9 2041-04-15 5 N/A 7685360.00 378396.75 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDB5366 N/A 3140AE6C8 2054-06-01 6.5 N/A 1605127.00 1655057.69 Agency Mortgage-Backed Securities FNMS 03.000 CLCB1878 N/A 3140QMCQ5 2051-10-01 3 N/A 2890000.00 1967690.76 Agency Mortgage-Backed Securities FNRA CL093SA R12F093 N/A 3136A8HW3 2032-09-25 0.7002 N/A 33446579.00 209280.25 Agency Collateralized Mortgage Obligation FNMS 03.000 CKMA2777 N/A 31418CCP7 2046-10-01 3 N/A 500000.00 49604.21 Agency Mortgage-Backed Securities GNRM 2021-091 MI N/A 38382TPY4 2051-05-20 3 N/A 66375000.00 5521570.39 Agency Collateralized Mortgage Obligation FNMS 06.000 CIMA5251 N/A 31418EZR4 2039-01-01 6 N/A 64800308.00 55500176.80 Agency Mortgage-Backed Securities FERM 5384IO 09/25/53 N/A 3137HBL77 2053-09-25 6 N/A 23572840.00 5097645.81 Agency Collateralized Mortgage Obligation FNST TR0440 C4 RC N/A 31424U6G6 2038-10-01 4.5 N/A 8038683.00 899345.88 Agency Collateralized Mortgage Obligation FNMS 03.000 CLAP6021 N/A 3138M9VP3 2043-04-01 3 N/A 94000.00 12004.25 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1354 N/A 3140Q8QG3 2048-03-01 3.5 N/A 350000.00 94729.73 Agency Mortgage-Backed Securities FNMS 06.500 CTMA5381 N/A 31418E6T2 2044-05-01 6.5 N/A 2892023.00 2910891.29 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1284 N/A 3140QLNA0 2051-08-01 2.5 N/A 415000.00 269513.76 Agency Mortgage-Backed Securities GNRM 2023-168 IE N/A 38384D8K6 2051-11-20 3 N/A 110178523.00 16369894.05 Agency Collateralized Mortgage Obligation FNMS 03.000 CQAP3106 N/A 3138M6NY9 2042-09-01 3 N/A 5027517.00 963109.98 Agency Mortgage-Backed Securities FGRA 5352LI 10/15/46 N/A 3137HAWW2 2046-10-15 0.1152 N/A 14260417.00 1022736.12 Agency Collateralized Mortgage Obligation FNMS 04.000 CLBH9260 N/A 3140GYJE0 2048-02-01 4 N/A 39364793.00 13530580.43 Agency Mortgage-Backed Securities FNMS 04.500 CLCA7688 N/A 3140QFRJ0 2050-11-01 4.5 N/A 3122974.00 1293239.53 Agency Mortgage-Backed Securities GNRM 2020-167 IN N/A 38382LCV1 2050-11-20 2.5 N/A 88686154.00 7589777.50 Agency Collateralized Mortgage Obligation GNRM 2021-131 QI N/A 38382T5V2 2051-07-20 3 N/A 23750000.00 1844052.18 Agency Collateralized Mortgage Obligation FNMS 03.000 CLFS0984 N/A 3140XGCW7 2052-04-01 3 N/A 414000.00 306578.21 Agency Mortgage-Backed Securities FGRA 03451S 02/15/37 N/A 31397TP71 2037-02-15 0.5825 N/A 2000000.00 488.85 Agency Collateralized Mortgage Obligation FNRA CL050ST R23F050 N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 87827.83 Agency Collateralized Mortgage Obligation FNRA CL069SB R23F069 N/A 3136BQA82 2057-07-25 0.5502 N/A 132063837.00 9040571.02 Agency Collateralized Mortgage Obligation GNRM 2020-116 HI N/A 38382HZW3 2050-08-20 3 N/A 74181817.00 7140994.28 Agency Collateralized Mortgage Obligation FNMS 05.500 CL725424 N/A 31402C4H2 2034-04-01 5.5 N/A 10275000.00 81604.40 Agency Mortgage-Backed Securities FNMS 03.000 CLAU4313 N/A 3138X3YK2 2043-08-01 3 N/A 71000.00 24057.29 Agency Mortgage-Backed Securities FNST TR0440 C42 RC N/A 31424U7W0 2053-06-01 3.5 N/A 109747946.00 21383260.21 Agency Collateralized Mortgage Obligation FNMS 03.000 CLAU3208 N/A 3138X2R63 2043-07-01 3 N/A 93000.00 18439.98 Agency Mortgage-Backed Securities FNRM CL035IC R13F035 N/A 3136ADRQ4 2033-04-25 3 N/A 24015467.00 314516.33 Agency Collateralized Mortgage Obligation FGRA 3153UI 05/15/36 N/A 31396RLZ8 2036-05-15 1.1225 N/A 108826953.00 939687.70 Agency Collateralized Mortgage Obligation FNRM CL038DI R20F038 N/A 3136BABX1 2050-06-25 2.5 N/A 21151655.00 1818594.78 Agency Collateralized Mortgage Obligation FNMS 03.000 CLAR2041 N/A 3138NYHT5 2043-01-01 3 N/A 298229.00 71858.93 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7443 N/A 3140QTHV4 2053-11-01 6 N/A 32599090.00 32197977.02 Agency Mortgage-Backed Securities FGRA 4564SI 04/15/43 N/A 3137BNGB4 2043-04-15 0 N/A 26456473.00 60128.96 Agency Collateralized Mortgage Obligation FNMS 05.000 CLAS0576 N/A 3138W9UA6 2043-09-01 5 N/A 1825000.00 171002.80 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5420 N/A 31418FAW7 2054-06-01 5.5 N/A 338937.00 336839.66 Agency Mortgage-Backed Securities FNST TR0440 C63 RC N/A 31424U8T6 2053-11-01 5.9121 N/A 1240574.00 251693.55 Agency Collateralized Mortgage Obligation FNMS 03.000 CQAU4268 N/A 3138X3W65 2043-09-01 3 N/A 1907420.00 460652.07 Agency Mortgage-Backed Securities FERM 5384PI 11/25/53 N/A 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2053-12-01 5.5 N/A 1012404.00 717424.51 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1374 N/A 3140XGQ44 2052-03-01 3 N/A 1000.00 749.38 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0148 N/A 3140FXEW8 2056-04-01 4.5 N/A 100000.00 32738.39 Agency Mortgage-Backed Securities GNRM 2021-177 LI N/A 38383CFT2 2051-10-20 3 N/A 119166666.00 10796246.69 Agency Collateralized Mortgage Obligation FNMS 03.500 CLCA1163 N/A 3140Q8JH9 2048-02-01 3.5 N/A 2950029.00 805768.83 Agency Mortgage-Backed Securities FNRA CL006AS R24F006 N/A 3136BQ2R9 2049-09-25 0.6002 N/A 49583904.00 4438032.83 Agency Collateralized Mortgage Obligation FNMS 06.500 CLDA6122 N/A 3140A6YU4 2054-01-01 6.5 N/A 10258117.00 10482172.79 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3152 N/A 3140QNQE5 2052-03-01 2 N/A 601191.00 405600.05 Agency Mortgage-Backed Securities FNMS 07.500 CLCB7829 N/A 3140QTVX4 2054-01-01 7.5 N/A 24087865.00 23492109.60 Agency Mortgage-Backed Securities FNRA RC109QS R10F109 N/A 31398NTR5 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Agency Mortgage-Backed Securities FNMS 04.500 CLCA2370 N/A 3140Q9T45 2048-09-01 4.5 N/A 5953840.00 797663.54 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1051 N/A 3132DNEY5 2052-07-01 4 N/A 1000.00 821.10 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9957 N/A 3140N3B32 2052-09-01 5 N/A 1979320.00 1744378.56 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 N/A 439406.00 388654.69 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3527 N/A 3140QN4M1 2052-04-01 3.5 N/A 21923173.00 17328642.22 Agency Mortgage-Backed Securities FNMS 04.500 U4BF0247 N/A 3140FXHZ8 2051-06-01 4.5 N/A 118000.00 37830.87 Agency Mortgage-Backed Securities FNMS 03.000 CLBV6676 N/A 3140MLM23 2052-04-01 3 N/A 2149950.00 1696896.40 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1441 N/A 3132DNS61 2052-08-01 4 N/A 1000.00 862.85 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 112000.00 41126.90 Agency Mortgage-Backed Securities FEPC 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26219.09 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1081 N/A 3140XGFX2 2052-03-01 2.5 N/A 132239.00 92633.66 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ0538 N/A 3140KKS47 2050-09-01 2.5 N/A 335000.00 180348.41 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ6238 N/A 3138MM4Y5 2042-12-01 3.5 N/A 60000000.00 9640777.99 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4373 N/A 3140N82F4 2053-04-01 6 N/A 1012404.00 1032863.36 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7311 N/A 3140AHDR0 2054-07-01 6 N/A 2167144.00 2197119.94 Agency Mortgage-Backed Securities FNMS 05.500 CLBY1555 N/A 3140NHWR5 2053-07-01 5.5 N/A 1584640.00 1336811.26 Agency Mortgage-Backed Securities 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 N/A 1000000.00 972572.89 U.S. Treasuries (including strips) FEPC 04.500 CLSD1739 N/A 3132DN4Y6 2052-10-01 4.5 N/A 145500.00 126751.57 Agency Mortgage-Backed Securities FNMS 03.000 CTAR1033 N/A 3138NXEF0 2033-02-01 3 N/A 1707695.00 255813.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7452 N/A 3140QFH69 2050-10-01 2 N/A 138023733.00 79851366.09 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8091 N/A 3132DV7C3 2050-09-01 2.5 N/A 1000.00 439.44 Agency Mortgage-Backed Securities FEPC 02.000 CLSD2903 N/A 3132DQGL4 2051-03-01 2 N/A 1000.00 740.10 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 N/A 2716863.00 1689019.54 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1457 N/A 3132DNTN3 2051-12-01 3 N/A 5100000.00 3755006.73 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7834712.00 7961599.54 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ1844 N/A 3140KMBN9 2050-09-01 2.5 N/A 928569.00 422322.32 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8557 N/A 3140N1QK2 2052-09-01 5 N/A 9137591.00 7848962.66 Agency Mortgage-Backed Securities FEPC 07.000 CLQG2527 N/A 3133C2YY8 2053-04-01 7 N/A 980232.00 1002998.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7713 N/A 3140QFSB6 2050-11-01 2 N/A 13571903.00 7701445.65 Agency Mortgage-Backed Securities 4 5/8 BOND 54 N/A 912810UA4 2054-05-15 4.625 N/A 600000.00 616227.53 U.S. Treasuries (including strips) FNMS 06.000 CLBU4174 N/A 3140M5T88 2053-08-01 6 N/A 3686486.00 3653203.20 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8242 N/A 3132DWEP4 2052-09-01 3 N/A 1963.00 1543.32 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6633 N/A 3140JPLP8 2049-05-01 4.5 N/A 18820000.00 6696164.98 Agency Mortgage-Backed Securities FEPC 04.500 CNRD5187 N/A 3133LPXQ5 2034-04-01 4.5 N/A 1818328.00 1669598.81 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1925 N/A 3140MTD75 2052-06-01 4.5 N/A 316656.00 252395.12 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 18207544.00 6270664.85 Agency Mortgage-Backed Securities FNMS 02.500 CICA4509 N/A 3140QCAK2 2034-11-01 2.5 N/A 90000.00 32280.30 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7313 N/A 3140AHDT6 2054-07-01 6.5 N/A 2168812.00 2237884.32 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3458 N/A 3140ACZY2 2054-06-01 5.5 N/A 1720264.00 1721727.94 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8293 N/A 3140LXGB5 2052-08-01 5 N/A 4400426.00 3879568.52 Agency Mortgage-Backed Securities FEPC 06.000 CLQI0660 N/A 3133W6WV5 2054-03-01 6 N/A 551211.00 563750.30 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5602 N/A 3140QRGL1 2053-02-01 6 N/A 31692520.00 28402496.43 Agency Mortgage-Backed Securities BILL 06/12/25 N/A 912797LN5 2025-06-12 0 N/A 100.00 95.33 U.S. Treasuries (including strips) FEPC 03.000 CLSD8162 N/A 3132DWB77 2051-08-01 3 N/A 8000.00 4617.70 Agency Mortgage-Backed Securities FEPC 05.500 CLQH2319 N/A 3133CESG8 2053-10-01 5.5 N/A 2618560.00 2489487.43 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1811 N/A 3132DPAL2 2052-09-01 4 N/A 9100491.00 7427731.05 Agency Mortgage-Backed Securities FEPC 06.500 CLQI9154 N/A 3133WGE35 2054-06-01 6.5 N/A 1121608.00 1153846.38 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5953 N/A 3140AFTK2 2054-06-01 6.5 N/A 1000.00 1032.83 Agency Mortgage-Backed Securities FNMS 04.000 I4BM6734 N/A 3140JBPU4 2059-08-01 4 N/A 301000.00 157983.68 Agency Mortgage-Backed Securities FNMS 04.000 CLBN0962 N/A 3140JHB85 2048-12-01 4 N/A 510000.00 48737.95 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0189 N/A 3140FXF72 2057-06-01 3 N/A 1490000.00 556471.69 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8246 N/A 3132DWET6 2052-09-01 5 N/A 130000.00 111331.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4127 N/A 3140NLSR1 2053-07-01 5 N/A 22164352.00 19862759.59 Agency Mortgage-Backed Securities FNMS 06.500 CLAL8974 N/A 3138ET6L5 2040-03-01 6.5 N/A 1689148.00 327927.45 Agency Mortgage-Backed Securities FNMS 03.025 CLAP8394 N/A 3138MCKG8 2042-08-01 3.025 N/A 120863.00 66336.64 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3836 N/A 3140XKHN3 2053-01-01 4.5 N/A 450009.00 386892.73 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5673 N/A 3140XMJT4 2053-02-01 4 N/A 170000.00 150190.25 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6610 N/A 3140QSKY6 2053-06-01 5 N/A 24071370.00 22481390.12 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3984 N/A 31418DNA6 2035-04-01 2.5 N/A 22925000.00 4888260.95 Agency Mortgage-Backed Securities FNMS 04.000 CLBH4019 N/A 3140GSPD8 2047-09-01 4 N/A 260000.00 36668.69 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8207 N/A 3132DWDL4 2052-04-01 3.5 N/A 20655542.00 15901360.12 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5133 N/A 3140QQV36 2052-11-01 5.5 N/A 22746528.00 20356615.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 153371.00 147022.74 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8030 N/A 3140XP4Q9 2054-05-01 6 N/A 2804133.00 2832676.68 Agency Mortgage-Backed Securities FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 N/A 5183560.00 401889.87 Agency Mortgage-Backed Securities 06.500 FGPC G60503 G N/A 31335ARY6 2039-09-01 6.5 N/A 1000.00 182.84 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3960 N/A 31418DMJ8 2050-03-01 3 N/A 1900000.00 376078.65 Agency Mortgage-Backed Securities FNMS 05.500 CLDA5999 N/A 3140A6UZ7 2054-03-01 5.5 N/A 2118512.00 1968969.09 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2919 N/A 3132DQG42 2053-04-01 5.5 N/A 1000.00 915.38 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8119 N/A 3140QUAV8 2054-03-01 5 N/A 4760304.00 4501031.55 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4186 N/A 3140NLUL1 2053-07-01 5.5 N/A 1119149.00 1057664.90 Agency Mortgage-Backed Securities 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 N/A 1000000.00 928232.32 U.S. Treasuries (including strips) 04.000 FGPC Q52158 G N/A 3132XUMG7 2047-11-01 4 N/A 2027.00 698.78 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 N/A 1000.00 767.11 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7307 N/A 3140AHDM1 2054-07-01 6.5 N/A 1384560.00 1437599.72 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0419 N/A 3132DMPC3 2048-02-01 3.5 N/A 536748.00 239898.32 Agency Mortgage-Backed Securities FNMS 04.000 CLBU8667 N/A 3140MATZ7 2052-05-01 4 N/A 2166576.00 1723222.28 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6289 N/A 3133WC7A6 2054-06-01 6 N/A 1024.00 1035.97 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6520 N/A 3133BUG50 2053-01-01 5.5 N/A 1008.00 887.79 Agency Mortgage-Backed Securities FNMS 02.500 CIBO4725 N/A 3140K0HB7 2034-11-01 2.5 N/A 438984.00 145283.81 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8287 N/A 3140XQF51 2054-05-01 5 N/A 5790345.00 5689042.91 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7291 N/A 3140AHC59 2054-07-01 6 N/A 2459685.00 2492784.98 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0660 N/A 3140Q7WW3 2047-11-01 4 N/A 2770000.00 697632.78 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 N/A 420036.00 389415.41 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7294 N/A 3133KPC71 2052-05-01 4.5 N/A 26569223.00 20394188.26 Agency Mortgage-Backed Securities FEPC 05.500 CLZT1898 N/A 3132AEDB9 2049-04-01 5.5 N/A 1000.00 281.11 Agency Mortgage-Backed Securities FEPC 03.500 CLQD9278 N/A 3133B7JX7 2052-04-01 3.5 N/A 2857014.00 2142679.35 Agency Mortgage-Backed Securities 04.500 FGPC Q22339 G N/A 3132JPS45 2043-10-01 4.5 N/A 24724985.00 1930313.11 Agency Mortgage-Backed Securities FNMS 02.000 CLBP6626 N/A 3140KELG1 2050-08-01 2 N/A 193000.00 107553.14 Agency Mortgage-Backed Securities 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 N/A 2152244.00 378828.35 Agency Mortgage-Backed Securities 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 40000.00 40197.19 U.S. Treasuries (including strips) FNMS 06.000 CLMA5328 N/A 31418E4N7 2054-04-01 6 N/A 11863877.00 11663888.47 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6741 N/A 3133WDP22 2054-06-01 6 N/A 5529828.00 5409463.94 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 N/A 3132DWHH9 2053-06-01 6 N/A 1042240.00 949614.07 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7531 N/A 3140QFLM9 2050-10-01 3 N/A 1200000.00 732063.67 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1722 N/A 3132DN4F7 2052-10-01 4 N/A 2024.00 1716.39 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2283 N/A 3132DPRC4 2052-04-01 3 N/A 23254893.00 16517665.00 Agency Mortgage-Backed Securities FNMS 02.000 CLBU3240 N/A 3140M4S66 2051-12-01 2 N/A 1519200.00 1040658.68 Agency Mortgage-Backed Securities FNMS 02.000 CICB0420 N/A 3140QKPE2 2036-05-01 2 N/A 11728386.00 7151706.48 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6324 N/A 3140QEA28 2050-07-01 2.5 N/A 25944.00 13458.09 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2587 N/A 3140XH2V8 2052-08-01 4.5 N/A 12000.00 10365.05 Agency Mortgage-Backed Securities FNMS 06.500 CLDA6448 N/A 3140A7EW0 2054-02-01 6.5 N/A 1150502.00 1184661.38 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8667 N/A 3133KQTY2 2053-03-01 4.5 N/A 21440655.00 19404812.50 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8121 N/A 3132DWAW3 2050-12-01 2 N/A 53000.00 31037.63 Agency Mortgage-Backed Securities 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 N/A 100.00 98.83 U.S. Treasuries (including strips) 04.500 FGPC Q02014 G N/A 3132GFGX9 2041-07-01 4.5 N/A 19614892.00 1948714.42 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2477 N/A 3140Q9XF5 2048-10-01 4.5 N/A 89732714.00 26869267.43 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2866 N/A 3138EKFG5 2042-11-01 3.5 N/A 1000.00 149.53 Agency Mortgage-Backed Securities FNMS 04.500 CLBY7077 N/A 3140NP2K5 2053-08-01 4.5 N/A 1909370.00 1795394.19 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9400 N/A 3140NSNS9 2053-09-01 6 N/A 2376331.00 2253567.24 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5657 N/A 3140MKJB9 2052-04-01 3 N/A 549669.00 415059.03 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7917 N/A 3138WHYP1 2046-09-01 3.5 N/A 12985380.00 3851731.48 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1439 N/A 3140Q8S55 2048-03-01 3.5 N/A 65000000.00 7524647.30 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8347 N/A 3132DWHY2 2053-08-01 4.5 N/A 1059.00 970.57 Agency Mortgage-Backed Securities 03.500 FGPC U89009 G N/A 3132H1AK3 2032-09-01 3.5 N/A 1000.00 97.41 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8420 N/A 3132DWK93 2054-04-01 5.5 N/A 1000.00 974.06 Agency Mortgage-Backed Securities FEPC 04.500 CLSD0294 N/A 3132DMKF1 2050-03-01 4.5 N/A 228239.00 51974.02 Agency Mortgage-Backed Securities FEPC 06.000 CLQI4840 N/A 3133WBLV6 2054-05-01 6 N/A 2314328.00 2301788.89 Agency Mortgage-Backed Securities FEPC 04.000 CLZA4896 N/A 31329NNM6 2047-05-01 4 N/A 1000.00 300.26 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4626 N/A 31418ED80 2052-06-01 4 N/A 2808690.00 2278778.11 Agency Mortgage-Backed Securities FNMS 03.000 CLBO8944 N/A 3140K45E6 2050-01-01 3 N/A 1218000.00 294278.37 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4218 N/A 3133B1VK4 2052-01-01 2 N/A 25400768.00 18635181.19 Agency Mortgage-Backed Securities 04.500 FGPC V84771 G N/A 3132LAJQ6 2048-10-01 4.5 N/A 2968288.00 593130.87 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7999 N/A 3140QT3H0 2054-02-01 6 N/A 35518592.00 34660221.72 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1719 N/A 3142GR4D9 2054-06-01 6 N/A 5105875.00 5154191.47 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1421 N/A 3140M2SK9 2052-01-01 3 N/A 2700000.00 1983825.82 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0222 N/A 3140FXG89 2057-09-01 4.5 N/A 600000.00 193706.91 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ2937 N/A 3138YUHP9 2045-09-01 4 N/A 1033.00 196.51 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7479 N/A 3140QTJZ3 2053-11-01 6 N/A 1008.00 974.89 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4547 N/A 3131XYBQ1 2047-10-01 3.5 N/A 14680421.00 5192406.26 Agency Mortgage-Backed Securities FNMS 04.000 CLBN5331 N/A 3140JM4R0 2049-03-01 4 N/A 24003378.00 5600547.50 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8955 N/A 3138WJ5R5 2047-03-01 4 N/A 8552051.00 2300524.47 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5850 N/A 3140XMQC3 2053-09-01 6 N/A 255000.00 238653.15 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0185 N/A 3132DMF26 2049-12-01 3 N/A 101000.00 39521.69 Agency Mortgage-Backed Securities FEPC 02.500 CTSC0328 N/A 3132D9LH5 2042-09-01 2.5 N/A 1000.00 772.38 Agency Mortgage-Backed Securities FNMS 04.500 CLBW6299 N/A 3140MX7M0 2052-08-01 4.5 N/A 3400000.00 2673673.36 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8167 N/A 3132DWCC5 2051-09-01 2.5 N/A 2000.00 1327.80 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1341 N/A 3140KYP32 2051-02-01 2 N/A 3716312.00 1984149.13 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1820 N/A 3140XHAW7 2051-08-01 3 N/A 51000.00 37095.52 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7161 N/A 3140XN5X8 2054-02-01 6.5 N/A 3820056.00 3782330.25 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5301 N/A 3133KY3J6 2044-06-01 5.5 N/A 2358191.00 2375606.24 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8245 N/A 3132DWES8 2052-09-01 4.5 N/A 1159243.00 990786.38 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8325 N/A 3132DWHA4 2053-05-01 6 N/A 1133881.00 1022866.27 Agency Mortgage-Backed Securities 07.000 FGPC G60552 G N/A 31335ATH1 2031-12-01 7 N/A 3750000.00 480652.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBH1207 N/A 3140GPKV9 2047-06-01 4 N/A 2593000.00 422394.36 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5126 N/A 3140QQVU6 2052-11-01 5 N/A 37975619.00 33718938.14 Agency Mortgage-Backed Securities FNMS 03.000 CLBP9421 N/A 3140KHPF2 2050-07-01 3 N/A 100000.00 50753.35 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8113 N/A 3132DWAN3 2050-12-01 2 N/A 1000.00 576.72 Agency Mortgage-Backed Securities FNMS 04.000 CLBX3198 N/A 3140N7RU6 2052-12-01 4 N/A 69000.00 57871.59 Agency Mortgage-Backed Securities FNMS 05.000 CLCB3877 N/A 3140QPJX6 2052-06-01 5 N/A 26472978.00 21922125.47 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0416 N/A 3132DMN92 2043-01-01 3.5 N/A 1000.00 457.58 Agency Mortgage-Backed Securities 05.000 FGPC G03072 G N/A 3128M4W90 2036-11-01 5 N/A 5674.00 67.24 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2023 N/A 3140XHG92 2052-05-01 4 N/A 948955.00 789810.41 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 N/A 1620580.00 1504885.74 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3064 N/A 3140NKMN8 2053-05-01 5.5 N/A 1626400.00 1398772.21 Agency Mortgage-Backed Securities FNMS 03.500 I3BF0294 N/A 3140FXKG6 2048-08-01 3.5 N/A 847000.00 305619.79 Agency Mortgage-Backed Securities FNMS 03.500 CLBE2103 N/A 3140FMKR6 2046-12-01 3.5 N/A 135000.00 50888.80 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9082 N/A 3133BKCT4 2052-08-01 5 N/A 1003.00 885.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 N/A 1000.00 901.17 Agency Mortgage-Backed Securities FEPC 07.000 CLQG2532 N/A 3133C2Y51 2053-04-01 7 N/A 1027125.00 1052498.28 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6925 N/A 3140QEVT6 2050-09-01 2 N/A 1000.00 570.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8752 N/A 3140QGWN3 2051-01-01 2 N/A 12258133.00 7244014.74 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 N/A 224675629.00 206607080.68 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2011 N/A 3140Q9GV9 2048-07-01 4.5 N/A 8644569.00 2483576.69 Agency Mortgage-Backed Securities FNMS 04.500 CRBM7232 N/A 3140JCBA1 2047-06-01 4.5 N/A 2620096.00 2315193.25 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4334 N/A 3140JLY81 2049-02-01 4.5 N/A 1056710.00 72703.58 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1447 N/A 3140MSTD7 2052-06-01 5 N/A 1008.00 806.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7033 N/A 3140QEY71 2050-09-01 2.5 N/A 119881607.00 65602765.16 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4251 N/A 3140M5WM3 2053-11-01 6.5 N/A 1004.00 938.82 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9181 N/A 3140NEFX8 2053-04-01 6 N/A 1217593.00 1221880.03 Agency Mortgage-Backed Securities FEPC 03.000 CISB0385 N/A 3132CWNA8 2035-07-01 3 N/A 1000.00 365.84 Agency Mortgage-Backed Securities FNMS 04.000 CLAL5376 N/A 3138EM6N6 2044-05-01 4 N/A 300000.00 49017.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6300 N/A 3140MYAA0 2052-08-01 5 N/A 19238416.00 15501340.11 Agency Mortgage-Backed Securities FNMS 07.500 CLBX4678 N/A 3140N9FU5 2053-01-01 7.5 N/A 1233394.00 1270617.64 Agency Mortgage-Backed Securities FNMS 05.500 CLDB1049 N/A 3140AAEX1 2054-04-01 5.5 N/A 5135288.00 5129875.30 Agency Mortgage-Backed Securities FNMS 04.000 CLAS2826 N/A 3138WCD83 2044-07-01 4 N/A 1000.00 174.06 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7737 N/A 3140QFS34 2050-11-01 2.5 N/A 1000.00 510.31 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5828 N/A 3133BTPM6 2053-01-01 6 N/A 221562.00 194930.61 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4676 N/A 3132A5FR1 2046-08-01 4.5 N/A 1002.00 159.51 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2476 N/A 3140GQXE1 2047-08-01 3.5 N/A 6495764.00 1437085.25 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4744 N/A 3140M6HW6 2054-07-01 6 N/A 17894144.00 18206450.50 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4016 N/A 3140QBPA0 2049-08-01 3 N/A 222000.00 58539.42 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3255 N/A 3140QNTM4 2052-04-01 3.5 N/A 385001.00 294888.73 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7294 N/A 3140AHC83 2054-07-01 6.5 N/A 2882644.00 2962406.76 Agency Mortgage-Backed Securities FNMS 03.000 CKAS8184 N/A 3138WJCW6 2046-10-01 3 N/A 2381000.00 319314.24 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 N/A 126213.00 114317.83 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0447 N/A 3140XFP96 2050-09-01 3 N/A 26393248.00 16220715.28 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8407 N/A 3140XCKV9 2051-08-01 3 N/A 1895000.00 927971.56 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4618 N/A 3140XLDY1 2051-02-01 4.5 N/A 100000.00 89251.24 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6254 N/A 3140QR5Q2 2053-05-01 5.5 N/A 250000.00 230066.91 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3383 N/A 3132DQXL5 2053-07-01 5.5 N/A 804657.00 751218.12 Agency Mortgage-Backed Securities FNMS 07.500 CLCB7833 N/A 3140QTV30 2054-01-01 7.5 N/A 16935196.00 17435781.93 Agency Mortgage-Backed Securities FNMS 07.000 CLDA5760 N/A 3140A6MJ2 2053-12-01 7 N/A 5181144.00 5224099.18 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8419 N/A 3133KQK88 2053-01-01 6 N/A 1000.00 887.51 Agency Mortgage-Backed Securities 04.500 FGPC Q49641 G N/A 3132WPWB9 2047-06-01 4.5 N/A 8184585.00 2182199.79 Agency Mortgage-Backed Securities FEPC 02.500 CISB8035 N/A 3132D54U3 2035-03-01 2.5 N/A 1000.00 223.81 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3780 N/A 3140QPFW2 2052-05-01 3.5 N/A 25114413.00 19595111.99 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9859523.00 9360296.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8309 N/A 3140HNGT3 2048-07-01 4.5 N/A 1002.00 64.01 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6114 N/A 3133KMYK5 2052-02-01 2 N/A 2368301.00 1679304.28 Agency Mortgage-Backed Securities FEPC 02.000 CIRC2333 N/A 3133L8SW6 2036-11-01 2 N/A 13481290.00 8821761.91 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1605376.00 312740.99 Agency Mortgage-Backed Securities 04.500 FGPC Q57784 G N/A 3132Y1UJ5 2048-08-01 4.5 N/A 7104624.00 1148474.00 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5074 N/A 3131XYT74 2047-12-01 3.5 N/A 1008.00 208.28 Agency Mortgage-Backed Securities FNMS 05.500 I4BF0143 N/A 3140FXER9 2056-08-01 5.5 N/A 1501.00 410.13 Agency Mortgage-Backed Securities FNMS 07.500 CLDA3410 N/A 3140A3YG2 2053-11-01 7.5 N/A 2079644.00 1986371.17 Agency Mortgage-Backed Securities 04.500 FGPC Q48945 G N/A 3132WN5F5 2047-06-01 4.5 N/A 1000.00 264.70 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2183 N/A 3140Q9M91 2048-08-01 4 N/A 1024.00 294.32 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4838 N/A 31418ELU2 2052-12-01 3.5 N/A 1464000.00 1218276.75 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4155 N/A 3140N8TM0 2052-12-01 6 N/A 17394426.00 15127285.56 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5944 N/A 3140AFTA4 2054-06-01 6.5 N/A 1317402.00 1369152.19 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8289 N/A 3140QUF76 2054-04-01 5 N/A 17999552.00 17629649.94 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8360 N/A 3132DWJD6 2053-09-01 4.5 N/A 38003.00 35034.50 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1307 N/A 3133C1NY2 2053-04-01 6 N/A 1017427.00 1040674.90 Agency Mortgage-Backed Securities FEPC 03.500 3PQU8070 N/A 3133JL6F1 2052-02-01 3.5 N/A 1000.00 834.36 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9570 N/A 3133KRT38 2053-08-01 6 N/A 14070430.00 12840181.82 Agency Mortgage-Backed Securities FEPC 01.500 CISB1125 N/A 3132CXHA3 2036-09-01 1.5 N/A 1000.00 845.43 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6845 N/A 3133WDTA0 2054-06-01 6 N/A 8184023.00 8260005.60 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5673 N/A 3133BTJS0 2053-01-01 5.5 N/A 1146754.00 1034938.98 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4445 N/A 31418D5F5 2041-10-01 1.5 N/A 176670.00 117168.75 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2873 N/A 3132DQFN1 2052-01-01 3 N/A 1024.00 809.35 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5100 N/A 31418EU24 2033-07-01 5 N/A 105994.00 88274.33 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8893 N/A 3133KQ3A2 2053-04-01 6 N/A 22212175.00 20605903.80 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8011 N/A 3133WE3U2 2054-06-01 6 N/A 20003803.00 20220964.29 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2483 N/A 3132DPXL7 2053-03-01 5.5 N/A 1024.00 934.43 Agency Mortgage-Backed Securities 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 14228700.00 9666907.17 U.S. Treasuries (including strips) FNMS 04.500 CLBN1642 N/A 3140JHZG1 2048-11-01 4.5 N/A 1289.00 355.61 Agency Mortgage-Backed Securities FEPC 06.000 CLQI9105 N/A 3133WGDJ1 2054-07-01 6 N/A 2124152.00 2153533.27 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0332 N/A 3140FXLN0 2059-01-01 3 N/A 1000.00 394.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBO0611 N/A 3140JUVD3 2049-05-01 4 N/A 1562090.00 630135.25 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0054 N/A 3140QKBY3 2046-04-01 2 N/A 44376576.00 28475455.85 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5423 N/A 31418FAZ0 2054-06-01 7 N/A 1000.00 1034.21 Agency Mortgage-Backed Securities FNMS 07.000 CLDB3031 N/A 3140ACLM3 2054-05-01 7 N/A 1152154.00 1194361.03 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2440 N/A 3140F9WA9 2047-01-01 3.5 N/A 4002.00 734.53 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2245 N/A 3132DPP69 2052-12-01 5.5 N/A 1000.00 902.80 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4281 N/A 31418DXK3 2051-03-01 2 N/A 13779668.00 8327606.27 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2429 N/A 3140Q9VX8 2048-10-01 4 N/A 100107145.00 24742336.69 Agency Mortgage-Backed Securities 03.500 FGPC Q53694 G N/A 3132XWC82 2048-01-01 3.5 N/A 1012.00 268.54 Agency Mortgage-Backed Securities FNMS 07.000 CLDB2824 N/A 3140ACD67 2054-04-01 7 N/A 1090785.00 1148776.42 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8432 N/A 3132DWLM3 2054-05-01 6 N/A 19032609.00 18856659.60 Agency Mortgage-Backed Securities FEPC 02.000 CIRC2219 N/A 3133L8PC3 2036-09-01 2 N/A 46868831.00 30846590.71 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8363 N/A 3132DWJG9 2053-09-01 6 N/A 785465.00 735554.37 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4390 N/A 3140L22Y8 2051-03-01 2 N/A 7800000.00 4801819.32 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7230 N/A 3140L6A87 2051-04-01 2.5 N/A 237000.00 159894.42 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5411 N/A 3140JNAM2 2049-04-01 4.5 N/A 17913316.00 4750639.61 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0184 N/A 3140FXF23 2057-02-01 4 N/A 1000.00 301.70 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5952 N/A 3140AFTJ5 2054-06-01 6.5 N/A 1008.00 1043.05 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5407 N/A 3140NNAH8 2053-07-01 5.5 N/A 3036.00 2712.87 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4682 N/A 3140J9FY2 2045-01-01 4 N/A 36100941.00 9200162.62 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7059 N/A 3140XNZZ0 2052-07-01 3 N/A 115305.00 96201.43 Agency Mortgage-Backed Securities 03.500 FGPC U91427 G N/A 3132HBPL3 2043-05-01 3.5 N/A 1000.00 210.68 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4242 N/A 3132E0WB4 2053-11-01 5.5 N/A 52345.00 50897.89 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1561 N/A 3132DNWW9 2052-09-01 5 N/A 1000.00 827.42 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9452 N/A 3133KRQD9 2053-07-01 6 N/A 423948.00 403677.35 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9344 N/A 3140NSL28 2053-08-01 6 N/A 1918992.00 1861447.99 Agency Mortgage-Backed Securities FNMS 07.000 CLAL8984 N/A 3138ET6W1 2039-03-01 7 N/A 1008.00 216.96 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8238 N/A 3132DWEK5 2052-08-01 4.5 N/A 1007.00 850.02 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 N/A 488905099.00 466776523.35 Agency Mortgage-Backed Securities BILL 09/10/24 N/A 912797LG0 2024-09-10 0 N/A 9695200.00 9595164.93 U.S. Treasuries (including strips) FNMS 08.000 CLBY9934 N/A 3140NTBC5 2053-12-01 8 N/A 1133741.00 1190592.48 Agency Mortgage-Backed Securities FNMS 07.000 CLBY7014 N/A 3140NPYL8 2053-07-01 7 N/A 2022739.00 2101815.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7312 N/A 3140N0DS1 2052-08-01 4.5 N/A 548229.00 447612.31 Agency Mortgage-Backed Securities FEPC 06.500 CLQH5505 N/A 3133CJDJ7 2053-11-01 6.5 N/A 1138624.00 1160308.46 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7480 N/A 3140QTJ26 2053-11-01 6 N/A 125000.00 123140.12 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8026 N/A 3140A84L3 2054-02-01 5.5 N/A 12429915.00 12302500.45 Agency Mortgage-Backed Securities FNMS 07.000 CLDA4275 N/A 3140A4XD8 2054-01-01 7 N/A 1000.00 739.21 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4756 N/A 3132DSH96 2054-02-01 6 N/A 2385888.00 2413876.13 Agency Mortgage-Backed Securities FEPC 05.000 CIQO2026 N/A 3133WLHB3 2039-04-01 5 N/A 1011.00 996.22 Agency Mortgage-Backed Securities FEPC 03.000 CLQE3333 N/A 3133BCV20 2052-05-01 3 N/A 9607201.00 7380240.67 Agency Mortgage-Backed Securities FNMS 08.000 CLAL7426 N/A 3138EQHC9 2038-03-01 8 N/A 1000.00 143.99 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8290 N/A 3140XQF85 2053-09-01 5.5 N/A 8462166.00 8475629.31 Agency Mortgage-Backed Securities FNMS 07.000 CLBY7012 N/A 3140NPYJ3 2053-07-01 7 N/A 1501184.00 1552021.29 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5113 N/A 31418EVF4 2043-08-01 5.5 N/A 28634404.00 25046229.05 Agency Mortgage-Backed Securities FNMS 04.500 CLAS8336 N/A 3138WJHN1 2046-11-01 4.5 N/A 7734492.00 2391051.50 Agency Mortgage-Backed Securities FEPC 05.000 CLQG4797 N/A 3133C5KJ9 2053-06-01 5 N/A 243015.00 224523.50 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3295 N/A 3140M4UV8 2051-10-01 2.5 N/A 300000.00 208985.89 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 602000.00 505803.98 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8398 N/A 3132DWKK8 2054-01-01 7 N/A 151263927.00 141170325.50 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4812 N/A 3140QQK20 2052-10-01 5 N/A 4148848.00 3492444.05 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1514 N/A 3132DNVF7 2052-08-01 5 N/A 1024.00 837.45 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 N/A 17459000.00 15601718.47 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1329 N/A 3140A1PP6 2053-09-01 6 N/A 1746201.00 1751694.47 Agency Mortgage-Backed Securities FEPC 02.500 CISB8085 N/A 3132D56W7 2035-12-01 2.5 N/A 1000.00 403.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2225 N/A 3133C2PJ1 2053-05-01 5.5 N/A 861463.00 802040.77 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0115 N/A 3140NGDV9 2053-05-01 5 N/A 1000.00 916.45 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1640 N/A 3132DNZD8 2052-09-01 4 N/A 1000.00 838.65 Agency Mortgage-Backed Securities FEPC 03.000 CLQD9179 N/A 3133B7FU7 2052-03-01 3 N/A 12276888.00 8638014.91 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8259 N/A 3132DWE82 2052-10-01 5.5 N/A 1024.00 882.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0106 N/A 3140NGDL1 2053-04-01 5 N/A 1000.00 957.72 Agency Mortgage-Backed Securities FEPC 03.000 CLQD4841 N/A 3133B2LW7 2052-01-01 3 N/A 1008.00 731.37 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 N/A 1044.00 868.43 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0338 N/A 3140FXLU4 2059-01-01 4.5 N/A 1000.00 386.02 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ1763 N/A 3142GR5Z9 2054-06-01 5 N/A 20825472.00 20337906.05 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5460 N/A 3140QRB69 2053-01-01 5.5 N/A 33829712.00 30144908.81 Agency Mortgage-Backed Securities FEPC 02.000 CLQD4228 N/A 3133B1VV0 2052-01-01 2 N/A 24980064.00 17813228.01 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4786 N/A 31418EJ84 2052-10-01 5.5 N/A 60532.00 50247.28 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2643 N/A 3140L05D5 2051-02-01 2 N/A 500000.00 269299.10 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0125 N/A 3140FXD74 2056-07-01 4 N/A 1000.00 304.31 Agency Mortgage-Backed Securities FNMS 07.000 CLDA6705 N/A 3140A7NX8 2053-12-01 7 N/A 2299085.00 2360696.89 Agency Mortgage-Backed Securities FEPC 04.000 CLSD0504 N/A 3132DMRZ0 2047-07-01 4 N/A 90220.00 38789.98 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5955 N/A 3140AFTM8 2054-06-01 6.5 N/A 2021.00 2082.04 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1377 N/A 3140MSQ73 2052-12-01 4 N/A 2158728.00 1937084.58 Agency Mortgage-Backed Securities FEPC 04.000 CLZA6680 N/A 31329QM57 2049-04-01 4 N/A 400000.00 79748.90 Agency Mortgage-Backed Securities FEPC 02.500 CISB0100 N/A 3132CWDD3 2034-10-01 2.5 N/A 1000.00 333.33 Agency Mortgage-Backed Securities FNMS 02.000 CLFS7493 N/A 3140XPKF5 2052-03-01 2 N/A 263266.00 204953.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQI9145 N/A 3133WGES0 2054-07-01 6 N/A 1449154.00 1468900.17 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 N/A 42025100.00 10167088.47 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3100 N/A 3140E7NS5 2046-01-01 3.5 N/A 5843539.00 861599.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 N/A 1000.00 778.23 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0688 N/A 3132DMXR1 2051-10-01 2.5 N/A 1000.00 682.78 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2078 N/A 3138YTJY1 2045-09-01 3.5 N/A 29364704.00 10597096.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0059 N/A 3140QKB56 2051-04-01 2 N/A 6770189.00 4178334.82 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7967 N/A 3140QFZ93 2050-12-01 2 N/A 1024.00 605.91 Agency Mortgage-Backed Securities 03.000 FGPC G18402 G N/A 3128MMNU3 2026-09-01 3 N/A 1000.00 10.24 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4278 N/A 31418DXG2 2036-03-01 1.5 N/A 1623000.00 919840.72 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4715 N/A 3132A5GY5 2047-04-01 4.5 N/A 1000.00 98.78 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3460 N/A 3140J7Z24 2033-01-01 3.5 N/A 2210.00 553.72 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4153 N/A 31418DTK8 2040-10-01 2.5 N/A 13392999.00 6781123.37 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3470 N/A 3140QA2C3 2049-05-01 3.5 N/A 15895000.00 3137244.32 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8386 N/A 3132DWJ79 2053-12-01 7 N/A 31209.00 28591.68 Agency Mortgage-Backed Securities FNMS 07.000 CLBY7158 N/A 3140NP5U0 2053-08-01 7 N/A 1000.00 1028.89 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1932 N/A 3132DPED6 2052-02-01 3.5 N/A 1316600.00 992368.10 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0777 N/A 3132DM2J3 2051-11-01 2.5 N/A 1000.00 688.84 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6921 N/A 3140XNVP6 2053-08-01 6.5 N/A 1000.00 1006.92 Agency Mortgage-Backed Securities FNMS 05.000 CLCA1576 N/A 3140Q8XE0 2048-01-01 5 N/A 2197000.00 446647.54 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3663 N/A 31418DB92 2049-05-01 3.5 N/A 4703000.00 386637.34 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7023 N/A 3140XNYV0 2053-04-01 6 N/A 222683.00 224130.04 Agency Mortgage-Backed Securities 04.500 FGPC V84154 G N/A 3132L9TK1 2048-04-01 4.5 N/A 104126709.00 17795304.20 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6203 N/A 3140NA3M3 2053-02-01 6 N/A 1024.00 897.56 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8396 N/A 3132DWKH5 2054-01-01 6 N/A 2028.00 1948.45 Agency Mortgage-Backed Securities BILL 08/13/24 N/A 912797KX4 2024-08-13 0 N/A 100.00 99.37 U.S. Treasuries (including strips) FEPC 02.500 CIZS8624 N/A 3132A9SM0 2031-10-01 2.5 N/A 90998.00 16015.30 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 146379.00 47465.42 Agency Mortgage-Backed Securities FNMS 05.500 CLBW8764 N/A 3140N1W25 2052-10-01 5.5 N/A 3575416.00 3249651.81 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8971 N/A 3140QG6H5 2051-02-01 3 N/A 42334027.00 21349382.91 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7502 N/A 3140QTKQ1 2053-11-01 6 N/A 2913869.00 2815536.56 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9156 N/A 3133BKE54 2052-09-01 4.5 N/A 1000.00 875.50 Agency Mortgage-Backed Securities FEPC 04.000 CLSD0744 N/A 3132DMZH1 2051-11-01 4 N/A 23626688.00 14400954.25 Agency Mortgage-Backed Securities FNMS 07.000 CLDB7314 N/A 3140AHDU3 2054-07-01 7 N/A 2313944.00 2413556.98 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6839 N/A 3133WDS45 2054-06-01 5.5 N/A 2337868.00 2330987.04 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4919 N/A 31418EPD6 2053-02-01 5.5 N/A 24756032.00 21784637.00 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7953 N/A 3140QTZT9 2054-02-01 4.5 N/A 1487606.00 1409218.84 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5725 N/A 3131Y0LE0 2048-02-01 4.5 N/A 1830000.00 426490.73 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1224 N/A 31329JLD7 2042-06-01 3.5 N/A 40405694.00 4857041.33 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8183 N/A 3132DWCU5 2051-12-01 2.5 N/A 1004.00 694.83 Agency Mortgage-Backed Securities FEPC 06.500 CLQI8077 N/A 3133WE6N5 2054-06-01 6.5 N/A 1056.00 1099.30 Agency Mortgage-Backed Securities 03.500 FGPC G61430 G N/A 31335BST4 2044-02-01 3.5 N/A 69330000.00 22387597.46 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1440 N/A 3132DNS53 2052-07-01 3.5 N/A 2124876.00 1718718.82 Agency Mortgage-Backed Securities BILL 10/22/24 N/A 912797LU9 2024-10-22 0 N/A 8749800.00 8606644.52 U.S. Treasuries (including strips) 04.000 FGPC Q34962 G N/A 3132QRQQ6 2045-07-01 4 N/A 51551168.00 8808449.68 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0174 N/A 3140FXFQ0 2057-02-01 3 N/A 200000.00 71724.99 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5352 N/A 31418E5N6 2054-05-01 5 N/A 649881.00 626895.42 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 N/A 1044.00 964.06 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9277 N/A 3140QHJX4 2051-02-01 2 N/A 146438144.00 92959285.63 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0902 N/A 3131XUAB3 2046-03-01 4 N/A 1000.00 124.89 Agency Mortgage-Backed Securities FNMS 04.500 CTBM5440 N/A 3140JABJ6 2038-11-01 4.5 N/A 8000.00 1735.77 Agency Mortgage-Backed Securities FNMS 03.500 CLBE3665 N/A 3140FPCB3 2047-06-01 3.5 N/A 2234540.00 768410.75 Agency Mortgage-Backed Securities 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 2000000.00 2041570.50 U.S. Treasuries (including strips) FNMS 04.500 CLBY0825 N/A 3140NG4K3 2053-04-01 4.5 N/A 1470950.00 1391558.36 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0463 N/A 3140Q7QR1 2047-09-01 4 N/A 2018.00 568.94 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6711 N/A 3140AGN59 2054-06-01 6.5 N/A 1841500.00 1909604.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 N/A 69332451.00 56674366.44 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4261 N/A 3132E0WW8 2053-11-01 6.5 N/A 21436669.00 21340558.13 Agency Mortgage-Backed Securities 03.500 FGPC U90157 G N/A 3132H3E66 2042-09-01 3.5 N/A 20290876.00 2261610.71 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7295 N/A 3140AHC91 2054-07-01 6.5 N/A 1324170.00 1363176.08 Agency Mortgage-Backed Securities FNMS 07.000 CLFS5897 N/A 3140XMRT5 2053-09-01 7 N/A 21676128.00 20298414.65 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 2330764.00 2137355.17 Agency Mortgage-Backed Securities 03.000 FGPC U99126 G N/A 3132H7D84 2043-11-01 3 N/A 1000.00 199.81 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 477698.00 143706.36 Agency Mortgage-Backed Securities FEPC 02.500 CISB0813 N/A 3132CW3W2 2037-06-01 2.5 N/A 86000.00 67316.68 Agency Mortgage-Backed Securities FNMS 05.000 CTAL1768 N/A 3138EH6E7 2031-05-01 5 N/A 658563.00 29482.15 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4325 N/A 31418DYX4 2051-05-01 2 N/A 4098400.00 2600882.72 Agency Mortgage-Backed Securities FEPC 02.500 CISB0623 N/A 3132CWVQ4 2037-03-01 2.5 N/A 1000.00 708.90 Agency Mortgage-Backed Securities FNMS 02.000 CIBK2717 N/A 3140HGAT4 2035-07-01 2 N/A 2000.00 810.77 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6937 N/A 3140QEV74 2050-09-01 3 N/A 111061.00 60048.40 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5457 N/A 3132DTB25 2054-05-01 5.5 N/A 150898.00 147749.59 Agency Mortgage-Backed Securities FNMS 02.500 CIBO4944 N/A 3140K0P69 2034-11-01 2.5 N/A 4000.00 1425.77 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8222 N/A 3132DWD34 2052-06-01 4 N/A 45000.00 36638.61 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7290 N/A 3140AHC42 2054-07-01 6 N/A 228778.00 232073.32 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6341 N/A 3133BGBJ6 2052-08-01 5 N/A 1008.00 840.37 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2259 N/A 3132DPQL5 2053-01-01 5.5 N/A 1977631.00 1805119.04 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2316 N/A 3140QMSE5 2051-12-01 2.5 N/A 39482176.00 27370908.25 Agency Mortgage-Backed Securities FNMS 02.000 CLBT7156 N/A 3140LV5S4 2051-08-01 2 N/A 325113.00 196490.67 Agency Mortgage-Backed Securities FEPC 02.000 CLQD2145 N/A 3133AYL24 2051-12-01 2 N/A 200000.00 137467.33 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9582 N/A 3140NEUG8 2053-04-01 6 N/A 1029541.00 1030143.05 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 N/A 2320.00 277.43 Agency Mortgage-Backed Securities FEPC 07.000 CLQH8969 N/A 3133CM6E9 2054-01-01 7 N/A 1452000.00 1500344.90 Agency Mortgage-Backed Securities FNMS 04.500 REAL8405 N/A 3138ETKT2 2041-05-01 4.5 N/A 6030475.00 566715.37 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7838 N/A 3140XPV89 2050-01-01 4.5 N/A 12331.00 11770.92 Agency Mortgage-Backed Securities FNMS 02.500 CWAQ7008 N/A 3138MNYE4 2027-12-01 2.5 N/A 1334765.00 98611.02 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8447 N/A 3132DWL43 2054-06-01 6 N/A 549861.00 555266.13 Agency Mortgage-Backed Securities FNMS 07.000 CLBY9896 N/A 3140NS7J7 2053-10-01 7 N/A 289552.00 298626.59 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 N/A 2008.00 1775.20 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5045 N/A 3140QQTB1 2052-10-01 5 N/A 22385436.00 20279231.80 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8146 N/A 3140XQBQ9 2052-07-01 4 N/A 4598080.00 4257072.59 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9680 N/A 3140NEXJ9 2053-04-01 5.5 N/A 1000.00 979.98 Agency Mortgage-Backed Securities FEPC 06.000 CLSD1881 N/A 3132DPCS5 2052-10-01 6 N/A 1024.00 862.86 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3092 N/A 3140ACNJ8 2054-05-01 6 N/A 1081482.00 1110933.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 1871.00 425.15 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1540 N/A 3140Q8WA9 2048-04-01 4 N/A 1100000.00 283509.90 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3382 N/A 3131Y9XK4 2049-02-01 4.5 N/A 1120.00 289.80 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2425 N/A 3140F9VT9 2047-01-01 3.5 N/A 18220000.00 4271353.38 Agency Mortgage-Backed Securities 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 1100000.00 1105659.74 U.S. Treasuries (including strips) FEPC 05.000 CLSD7558 N/A 3132DVMF9 2053-02-01 5 N/A 30729631.00 26987411.19 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2756 N/A 3132DQBZ8 2053-05-01 5.5 N/A 1000.00 904.72 Agency Mortgage-Backed Securities FEPC 03.500 CIZT1962 N/A 3132AEFB7 2033-02-01 3.5 N/A 2406000.00 618563.99 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1215 N/A 3140M2K50 2052-03-01 2.5 N/A 14718626.00 10634873.00 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5445 N/A 3140X9BP9 2044-02-01 4 N/A 20000000.00 9895571.23 Agency Mortgage-Backed Securities FNMS 06.500 CLDA0598 N/A 3140A0UY3 2053-11-01 6.5 N/A 3882674.00 3777701.55 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7665 N/A 3133KPQS0 2052-07-01 4 N/A 1000.00 802.33 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7293 N/A 3140AHC75 2054-07-01 6.5 N/A 1310730.00 1362617.87 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5160 N/A 3140QQWW1 2052-11-01 6.5 N/A 32242756.00 27691580.55 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6330 N/A 3140NBA84 2053-02-01 5.5 N/A 1200.00 1026.62 Agency Mortgage-Backed Securities FEPC 02.500 CLRA7139 N/A 3133KN4Y6 2052-05-01 2.5 N/A 28292930.00 20872682.81 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8537 N/A 3133BJPW6 2052-08-01 5 N/A 999000.00 849102.84 Agency Mortgage-Backed Securities FNMS 04.500 I3BF0328 N/A 3140FXLJ9 2048-07-01 4.5 N/A 312000.00 140904.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2482 N/A 3132DPXK9 2053-03-01 5.5 N/A 1024.00 925.03 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3870 N/A 3140QBJQ2 2049-07-01 4 N/A 2331000.00 276723.16 Agency Mortgage-Backed Securities FEPC 05.000 CLQA2761 N/A 31339SB61 2049-09-01 5 N/A 1327540.00 290899.90 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4113 N/A 3132E0SA1 2053-11-01 6 N/A 2000.00 1965.79 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7449 N/A 3140QFH36 2050-10-01 2 N/A 1119.00 648.04 Agency Mortgage-Backed Securities 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 100.00 101.95 U.S. Treasuries (including strips) FNMS 02.000 CLCA8499 N/A 3140QGNR4 2051-01-01 2 N/A 1607176.00 963999.23 Agency Mortgage-Backed Securities FNMS 05.000 CLFM5900 N/A 3140X9RW7 2050-06-01 5 N/A 6725722.00 2046510.14 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6778 N/A 3133BUQ75 2053-02-01 5.5 N/A 1008.00 936.15 Agency Mortgage-Backed Securities FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 N/A 1055.00 781.67 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2610 N/A 3140QM3U6 2052-01-01 2 N/A 1466736.00 1019706.08 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4517 N/A 3140J9AT8 2048-09-01 4 N/A 14588656.00 1831954.61 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0427 N/A 3140N4PM3 2052-11-01 5.5 N/A 18994749.00 17233363.40 Agency Mortgage-Backed Securities FNMS 05.000 I4BF0136 N/A 3140FXEJ7 2056-08-01 5 N/A 1000.00 279.00 Agency Mortgage-Backed Securities FNMS 05.500 I4BF0141 N/A 3140FXEP3 2056-09-01 5.5 N/A 4150000.00 1348342.69 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9886 N/A 3140NS6Y5 2053-11-01 6.5 N/A 4912068.00 4974248.79 Agency Mortgage-Backed Securities FNMS 06.500 CLBX4356 N/A 3140N8ZW1 2053-04-01 6.5 N/A 3922674.00 4061999.95 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9215 N/A 3140GYGZ6 2048-01-01 3.5 N/A 168000.00 28308.81 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0184 N/A 3140NGF21 2053-05-01 5 N/A 2000.00 1863.83 Agency Mortgage-Backed Securities 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 N/A 350000.00 345663.13 U.S. Treasuries (including strips) FNMS 03.500 R3BF0779 N/A 3140FX2M3 2052-06-01 3.5 N/A 5313251.00 4724376.71 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6117 N/A 3140NAYP2 2053-01-01 6 N/A 1084.00 850.19 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1873 N/A 3132DPCJ5 2052-11-01 5.5 N/A 1008.00 891.93 Agency Mortgage-Backed Securities 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 18062800.00 18734896.86 U.S. Treasuries (including strips) FNMS 07.000 CLDB5056 N/A 3140AETN9 2054-06-01 7 N/A 1042165.00 1083997.50 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8384 N/A 3132DWJ53 2053-12-01 6 N/A 7846006.00 7464342.70 Agency Mortgage-Backed Securities FNMS 03.500 CKBH1864 N/A 3140GQCA2 2047-09-01 3.5 N/A 5219768.00 971713.35 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7659 N/A 3133KPQL5 2052-07-01 3.5 N/A 1000.00 817.28 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4413 N/A 31418D3X8 2051-09-01 2 N/A 1017247.00 676397.00 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8158 N/A 3140YWB44 2054-03-01 5.5 N/A 22637120.00 21529471.45 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7543 N/A 3132DVLY9 2051-08-01 2.5 N/A 3335000.00 2181947.44 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8340 N/A 3132DWHR7 2053-07-01 4.5 N/A 10024.00 9102.15 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2961 N/A 3132DQJE7 2052-11-01 5 N/A 1000.00 880.15 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5338 N/A 3140HJ4Y4 2048-07-01 4.5 N/A 1068.00 236.40 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6634 N/A 3140QSLQ2 2053-06-01 5.5 N/A 8712544.00 8416042.61 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8461 N/A 3133WFMJ3 2054-07-01 6 N/A 1000.00 1014.06 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3058 N/A 3140M4MG0 2051-12-01 2.5 N/A 1000.00 717.97 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7020 N/A 3140XNYS7 2053-09-01 6 N/A 4893328.00 4704094.67 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6522 N/A 3133BUG76 2053-01-01 5.5 N/A 6206696.00 4741650.61 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5146 N/A 31418EWG1 2043-09-01 5.5 N/A 49594616.00 43420588.26 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4868 N/A 3140X8MS3 2050-11-01 2 N/A 1009170.00 582995.34 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2866 N/A 3132DQFF8 2049-07-01 4 N/A 1011.00 853.18 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 N/A 17978.00 15541.71 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5332 N/A 3140QQ4S1 2052-12-01 6.5 N/A 20235693.00 16932149.26 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3619 N/A 3132A4AU2 2042-11-01 3.5 N/A 2113.00 290.21 Agency Mortgage-Backed Securities 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 82700.00 74573.21 U.S. Treasuries (including strips) 03.500 FGPC T65450 G N/A 31323ABT8 2047-12-01 3.5 N/A 998000.00 81029.89 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 1005.00 205.13 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1182 N/A 3140Q8J48 2048-02-01 3.5 N/A 352000.00 91597.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBO0498 N/A 3140JURU0 2049-04-01 5 N/A 1020542.00 174434.02 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1691 N/A 3140Q82Z7 2048-05-01 4 N/A 25386095.00 6179972.18 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5801 N/A 3133KMNS0 2051-09-01 2.5 N/A 7496859.00 4948608.42 Agency Mortgage-Backed Securities FNMS 06.500 CLBY8307 N/A 3140NRGR1 2053-08-01 6.5 N/A 1000.00 987.12 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7548 N/A 3132DVL52 2051-11-01 2.5 N/A 1091920.00 744833.06 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2474 N/A 3132DPXB9 2053-01-01 5.5 N/A 1000.00 852.27 Agency Mortgage-Backed Securities FNMS 02.500 CLBT9482 N/A 3140LYRC9 2051-12-01 2.5 N/A 60000.00 41891.87 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7544 N/A 3132DVLZ6 2051-07-01 3 N/A 206749.00 133318.88 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8128 N/A 3132DWA52 2051-02-01 2 N/A 1002.00 591.32 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8029 N/A 3133BH4N3 2052-08-01 5 N/A 24044867.00 19780660.03 Agency Mortgage-Backed Securities 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 100.00 88.65 U.S. Treasuries (including strips) FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 N/A 21614806.00 5012020.10 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7231 N/A 3140K3A93 2050-01-01 3.5 N/A 3000000.00 1507978.26 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7338 N/A 3140QFEL9 2050-10-01 2 N/A 9202016.00 5256842.48 Agency Mortgage-Backed Securities FEPC 02.500 CISB0662 N/A 3132CWWX8 2037-04-01 2.5 N/A 46988.00 31969.83 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8012 N/A 3140QT3W7 2054-02-01 6.5 N/A 21498729.00 21684589.43 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0490 N/A 31418MRL8 2037-08-01 5.5 N/A 47396740.00 1023339.82 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1263 N/A 3132DNML4 2052-07-01 5 N/A 11636120.00 9847135.85 Agency Mortgage-Backed Securities FNMS 03.000 CLCA9297 N/A 3140QHKK0 2051-02-01 3 N/A 41213529.00 24787147.28 Agency Mortgage-Backed Securities FNMS 03.000 R3BF0203 N/A 3140FXGM8 2047-02-01 3 N/A 668034.00 192557.43 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 N/A 22517472.00 9595794.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6141 N/A 3140HKZF8 2048-08-01 4.5 N/A 2150232.00 867528.64 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ2402 N/A 3140KMU40 2050-09-01 2.5 N/A 265000.00 122126.32 Agency Mortgage-Backed Securities FEPC 04.500 CLQE6357 N/A 3133BGB23 2052-07-01 4.5 N/A 6261.00 5404.98 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4717 N/A 3132A5G25 2047-05-01 3.5 N/A 1023.00 117.47 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5622 N/A 31329PG72 2048-08-01 4.5 N/A 1095.00 309.54 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8299 N/A 3132DWGG2 2053-02-01 5 N/A 25297260.00 22878375.04 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 1147871.00 1050396.35 Agency Mortgage-Backed Securities FEPC 04.000 CLZT2175 N/A 3132AEMY9 2044-10-01 4 N/A 1000.00 296.11 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 N/A 2608853.00 2292477.87 Agency Mortgage-Backed Securities 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 12591000.00 12568345.49 U.S. Treasuries (including strips) FNMS 07.000 CLBY4784 N/A 3140NMJ65 2053-07-01 7 N/A 2842519.00 2921360.55 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3702 N/A 3140FPDG1 2047-06-01 4 N/A 110765296.00 13633991.39 Agency Mortgage-Backed Securities FNMS 07.000 CLDB6488 N/A 3140AGF66 2054-06-01 7 N/A 1206967.00 1265115.05 Agency Mortgage-Backed Securities FEPC 04.500 CLSD0985 N/A 3132DNCW1 2050-10-01 4.5 N/A 27273030.00 19369497.10 Agency Mortgage-Backed Securities FEPC 06.500 CTRB5303 N/A 3133KY3L1 2044-06-01 6.5 N/A 200000.00 205790.60 Agency Mortgage-Backed Securities 1 3/8 NOTE U 25 N/A 912828Z52 2025-01-31 1.375 N/A 576500.00 566835.80 U.S. Treasuries (including strips) FNMS 04.500 CLBO0639 N/A 3140JUV92 2049-05-01 4.5 N/A 514000.00 334582.99 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5860 N/A 3133BFQM5 2052-07-01 4 N/A 9677968.00 7946986.17 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2229 N/A 3132DPPN2 2053-01-01 6 N/A 25372036.00 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2049-07-20 0.64685 N/A 28514769.00 1004413.32 Agency Collateralized Mortgage Obligation FHLMC_4551A N/A 3137BMXG6 2046-02-15 3.5 N/A 2397.00 1938.49 Agency Collateralized Mortgage Obligation GNMA_16-54D N/A 38379WPE6 2046-04-20 0.59685 N/A 38711487.00 1017881.17 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3549 N/A 31398EPV0 2039-07-15 0.35249 N/A 56066666.00 7299.81 Agency Collateralized Mortgage Obligation FNMA_23-40E N/A 3136BQGW3 2053-09-25 0 N/A 18022888.00 13230867.51 Agency Collateralized Mortgage Obligation FHLMC_5266B N/A 3137H9AK5 2052-09-25 4.5 N/A 1072.00 1026.05 Agency Collateralized Mortgage Obligation FHLMC_5426A N/A 3137HCY97 2054-06-25 0.41465 N/A 73328845.00 2577036.24 Agency Collateralized Mortgage Obligation GNMA_02-32 N/A 38373WU97 2032-05-20 6 N/A 8959142.00 332037.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2L9 2053-05-20 5.5 N/A 924448.00 866997.27 Agency Mortgage-Backed Securities GNMA_22-208C 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N/A 38384EHS7 2053-09-20 0 N/A 4642858.00 3258504.21 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 0.65017 N/A 16295767.00 916915.12 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 N/A 38381RLG2 2049-02-20 0.59685 N/A 70798857.00 1085326.11 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3110 N/A 31396HMW6 2036-02-15 5.5 N/A 48708.00 10414.59 Agency Collateralized Mortgage Obligation GNMA_09-106 N/A 38376JCQ5 2036-04-20 0.64685 N/A 161210059.00 237131.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YPG3 2054-01-20 5.5 N/A 2180919.00 2152093.37 Agency Mortgage-Backed Securities GNMA_23-122D N/A 38384CR92 2053-08-20 5.5 N/A 5551000.00 5765414.99 Agency Collateralized Mortgage Obligation GNMA_23-H19 N/A 38383KCR1 2073-08-20 0.76627 N/A 153062227.00 11244672.12 Agency Collateralized Mortgage Obligation FNMA_21-82F N/A 3136BKFD9 2051-11-25 3.5 N/A 7834592.00 1869945.45 Agency Collateralized Mortgage Obligation FHLMC_37-61 N/A 3137A2LT6 2040-11-15 0 N/A 25000000.00 50473.77 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCJC5 2050-11-25 2.5 N/A 2079055.00 227573.98 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3575 N/A 31398JUG6 2039-04-15 1.15249 N/A 20000000.00 20841.89 Agency Collateralized Mortgage Obligation FHLMC_5265A N/A 3137H94G1 2052-10-25 5.5 N/A 827508.00 623016.58 Agency Collateralized Mortgage Obligation FHSTR_375 N/A 3133Q5AA4 2051-01-25 2.5 N/A 49999487.00 4541971.98 Agency Collateralized Mortgage Obligation GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 435183.30 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 129530.00 17.87 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_30437 N/A 31394FH24 2035-02-25 1.24017 N/A 14545453.00 16658.45 Agency Collateralized Mortgage Obligation FHLMC_4904E N/A 3137FNA91 2049-08-25 0.60017 N/A 25680348.00 478702.78 Agency Collateralized Mortgage Obligation GNMA_24-21B N/A 38384JBL7 2053-10-20 0.667 N/A 21093568.00 1284878.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ELY4 2052-12-01 5.5 N/A 1000.00 879.89 Agency Mortgage-Backed Securities GNMA_23-H06B N/A 38382YZ89 2073-02-20 0.96141 N/A 10362853.00 823666.48 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTW9 2053-11-25 0 N/A 100001.00 70848.13 Agency Collateralized Mortgage Obligation GNMA_24-62A N/A 38384MDM6 2054-04-20 0.117 N/A 70000000.00 2732344.02 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133EM2B7 2041-08-09 2.45 N/A 1000.00 704.12 Agency Debentures and Agency Strips GNMA_10-42 N/A 38377ELA0 2040-04-20 0.24685 N/A 273000000.00 790208.92 Agency Collateralized Mortgage Obligation GNMA_22-61D N/A 38383PQM6 2049-09-20 0.21116 N/A 73163244.00 186776.51 Agency Collateralized Mortgage Obligation FNMA_14-90 N/A 3136AMCR8 2045-01-25 0.70017 N/A 20750000.00 380773.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618B5YY2 2053-04-20 6 N/A 138424.00 139804.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17 N/A 38375JSQ9 2037-04-16 1.10668 N/A 40000000.00 112798.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617LCDL9 2049-09-20 5.5 N/A 2032300.00 1408758.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HCN64 2054-05-20 6.5 N/A 1257396.00 1294962.33 Agency Mortgage-Backed Securities GNMA_24-80B N/A 38384NMR3 2054-05-20 0 N/A 100000000.00 2945262.18 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 3.30249 N/A 37401284.00 4514.68 Agency Collateralized Mortgage Obligation GNMA_19-84E N/A 38381XCQ7 2049-07-20 0.64685 N/A 74239973.00 1215964.00 Agency Collateralized Mortgage Obligation FHLMC_4178 N/A 3137B06L3 2043-03-15 3.5 N/A 8468.00 1825.43 Agency Collateralized Mortgage Obligation FNMA_07-30 N/A 31396VJN9 2037-04-25 1.29017 N/A 48672317.00 419032.46 Agency Collateralized Mortgage Obligation GNMA_16-146C N/A 38380AR90 2046-10-20 0.64685 N/A 33333333.00 1085114.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12 N/A 38376TAG7 2040-01-16 0.95668 N/A 24000000.00 36854.05 Agency Collateralized Mortgage Obligation GNMA_11-5 N/A 38377TQK0 2041-01-20 0.54685 N/A 40125851.00 281044.26 Agency Collateralized Mortgage Obligation FHLMC_4395 N/A 3137BEX58 2026-05-15 4 N/A 198516.00 18.57 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138EMFH9 2044-01-01 6.134 N/A 2335.00 17.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WFJ2 2051-05-20 3.5 N/A 13049274.00 6866495.26 Agency Mortgage-Backed Securities FANNIE MAE FNMA_09-87 N/A 31398FM65 2039-11-25 0.80017 N/A 103151785.00 141699.23 Agency Collateralized Mortgage Obligation LOCALCDI N/A 3137HDGS3 2053-04-01 6.58535 N/A 4636770.00 4635289.84 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 0.65668 N/A 6000000.00 37855.35 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 1.04685 N/A 13891689.00 92894.82 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QAX6 2041-01-25 1.04017 N/A 27857143.00 355872.02 Agency Collateralized Mortgage Obligation FHLMC_3747 N/A 31398QUP0 2040-10-15 1.05249 N/A 48956061.00 160830.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39 N/A 38374LNT4 2035-06-20 0.74685 N/A 50000000.00 31553.62 Agency Collateralized Mortgage Obligation GNMA_23-H27B N/A 38383KJA1 2073-11-20 0.55886 N/A 2123838.00 121942.59 Agency Collateralized Mortgage Obligation GNMA_22-127F N/A 38383UNN6 2052-07-20 4.5 N/A 3426596.00 2699945.51 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 0.65017 N/A 31164258.00 536855.72 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 N/A 31398PRP6 2040-05-25 0.95017 N/A 42500000.00 9780.51 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 1.02753 N/A 60000000.00 458342.94 Agency Collateralized Mortgage Obligation FNMA_15-26 N/A 3136ANQT7 2045-05-25 1.00017 N/A 15000000.00 305173.50 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K149 N/A 3137H93C1 2032-08-25 3.53 N/A 1000.00 921.68 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 6.333 N/A 5449016.00 3969760.63 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5K6 2053-05-20 0.167 N/A 38548200.00 1215456.99 Agency Collateralized Mortgage Obligation GNMA_24-21F N/A 38384JCT9 2053-07-20 0 N/A 126914879.00 4101904.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJ98 2053-06-15 7 N/A 3041020.00 3140245.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XFJ0 2052-09-20 5 N/A 1000.00 866.80 Agency Mortgage-Backed Securities GNMA_21-155N N/A 38383AJY1 2051-07-20 0.84685 N/A 7000000.00 629002.39 Agency Collateralized Mortgage Obligation GNMA_19-65K N/A 38381VKS8 2049-05-20 4.5 N/A 1000.00 227.26 Agency Collateralized Mortgage Obligation GNMA_23-17A N/A 38383VA32 2053-02-20 0.267 N/A 52612866.00 1931710.12 Agency Collateralized Mortgage Obligation FNMA_24-8A N/A 3136BQU72 2054-03-25 1.66465 N/A 71993363.00 5194685.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617LNSS4 2050-02-15 3 N/A 6714139.00 3278133.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJA5 2053-07-15 7 N/A 1561587.00 1613822.54 Agency Mortgage-Backed Securities FHLMC_4942G N/A 3137FQW90 2050-01-25 0.55017 N/A 23332918.00 1014340.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617N4WA8 2050-05-20 5 N/A 580467.00 524656.17 Agency Mortgage-Backed Securities FNMA_24-38A N/A 3136BR4R5 2054-06-25 0.61465 N/A 19793856.00 742929.56 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 N/A 3133TUK64 2029-06-15 3.15249 N/A 36910350.00 3909.94 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 0.65017 N/A 100000.00 2930.50 Agency Collateralized Mortgage Obligation GNMA_23-83E N/A 38384BVY4 2053-06-20 0.767 N/A 34478208.00 2695284.16 Agency Collateralized Mortgage Obligation GNMA_23-4C N/A 38383VKR8 2053-01-20 1.517 N/A 7582674.00 669998.66 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5W1 2053-10-20 0 N/A 14285714.00 11179969.32 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 0.515645 N/A 1987966.00 75100.08 Agency Collateralized Mortgage Obligation GNMA_24-91A N/A 38384NME2 2054-05-20 0.617 N/A 54540073.00 2584083.15 Agency Collateralized Mortgage Obligation FHLMC_5358A N/A 3137HAWF9 2053-11-25 3.19395 N/A 100002.00 85986.49 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LDZS1 2051-10-01 2.435 N/A 2186.00 1410.29 Agency Mortgage-Backed Securities GNMA_22-171D N/A 38383YH39 2052-07-20 0.657 N/A 45357917.00 3291053.47 Agency Collateralized Mortgage Obligation GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 239163.00 1769.73 Agency Collateralized Mortgage Obligation GNMA_19-128G N/A 38382AFJ9 2049-10-20 0 N/A 20000000.00 171925.27 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADQE4 2054-06-01 5.733 N/A 292416.00 292553.66 Agency Mortgage-Backed Securities GNMA_14-131 N/A 38379E3D2 2044-09-20 0.74685 N/A 57430828.00 1019204.38 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 112267.71 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0 N/A 100000.00 681.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXDJ8 2056-02-01 4 N/A 44240956.00 14456494.06 Agency Mortgage-Backed Securities GNMA_23-H11 N/A 38382Y5H2 2073-05-20 0.51623 N/A 92459030.00 5327228.58 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9RC4 2042-11-25 0.70017 N/A 30000000.00 360482.74 Agency Collateralized Mortgage Obligation GNMA_12-108 N/A 38378HPZ3 2042-09-20 0.64685 N/A 47120875.00 688474.16 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RS91 2045-11-20 3.5 N/A 6292376.00 700295.83 Agency Mortgage-Backed Securities GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 10241568.00 8183685.84 Agency Collateralized Mortgage Obligation GNMA_20-30A N/A 38382DYS2 2050-03-20 0.59685 N/A 10560142.00 645131.06 Agency Collateralized Mortgage Obligation GNMA_24-91B N/A 38384NMJ1 2064-05-20 0 N/A 106613707.00 1788242.95 Agency Collateralized Mortgage Obligation GNMA_20-149K N/A 38382KGM9 2050-10-20 0 N/A 12844115.00 44064.08 Agency Collateralized Mortgage Obligation FHLMC_5426G N/A 3137HCYQ9 2054-06-25 0 N/A 43124993.00 1301296.66 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JSM7 2054-02-20 6.483 N/A 1696029.00 1671064.79 Agency Collateralized Mortgage Obligation GNMA_23-53G N/A 38383XH64 2053-04-20 6.183 N/A 1388313.00 1173164.02 Agency Collateralized Mortgage Obligation GNMA_15-156 N/A 38379QVF9 2045-10-20 0.19685 N/A 18160000.00 141886.05 Agency Collateralized Mortgage Obligation GNMA_23-98G N/A 38384BYF2 2053-07-20 0 N/A 2877172.00 2089416.08 Agency Collateralized Mortgage Obligation GNMA_19-128 N/A 38382AFS9 2049-10-20 0.59685 N/A 23561122.00 798540.30 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 0.10668 N/A 88000000.00 727777.27 Agency Collateralized Mortgage Obligation FHLMC_2450 N/A 31392KMK9 2032-03-15 2.55249 N/A 55.00 0.01 Agency Collateralized Mortgage Obligation GNMA_14-152 N/A 38379GYJ0 2044-10-20 0.14685 N/A 57000000.00 398027.69 Agency Collateralized Mortgage Obligation FNMA_19-59F N/A 3136B6LD3 2049-10-25 0.508738 N/A 63684502.00 559881.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14 N/A 38376WKR5 2040-02-16 1.10668 N/A 25000000.00 60153.14 Agency Collateralized Mortgage Obligation GNMA_23-79F N/A 38384AY98 2053-06-20 0.717 N/A 51000000.00 1556124.77 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AU2 2039-02-15 0 N/A 2.42 1.24 U.S. Treasuries (including strips) FHLMC_3990 N/A 3137AL6H7 2027-01-15 1.20249 N/A 20833333.00 10656.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140LGJW3 2037-05-01 3.87 N/A 2098.00 1919.42 Agency Mortgage-Backed Securities GNMA_16-61 N/A 38379WE24 2046-05-20 0.59685 N/A 7000000.00 245260.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132V8BT2 2032-11-01 6.019 N/A 2070792.00 2078771.28 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337W4 2034-11-15 0 N/A 19.82 12.57 U.S. Treasuries (including strips) FNMA_23-35C N/A 3136BQEY1 2053-07-25 0 N/A 22824865.00 945323.63 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QJT9 2044-07-20 4 N/A 7043867.00 503528.55 Agency Mortgage-Backed Securities GNMA_24-27B N/A 38384JFC3 2054-02-20 0.657 N/A 13719532.00 944334.55 Agency Collateralized Mortgage Obligation GNMA_23-82B N/A 38384AT94 2053-06-20 6.483 N/A 2182983.00 2033827.93 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138LNJX0 2038-05-01 3.56 N/A 1000.00 869.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVT0 2053-03-20 5.5 N/A 1028152.00 930571.59 Agency Mortgage-Backed Securities GNMA_22-197M N/A 38383LFZ8 2052-11-20 3.444 N/A 100000.00 118944.68 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834AE8 2038-05-15 0 N/A 3740269.25 1997928.40 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617MHKJ4 2050-04-20 4 N/A 13861.00 4464.08 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V15G2 2041-09-20 4.5 N/A 828172.00 431341.87 Agency Mortgage-Backed Securities FHLMC_5354A N/A 3137HAT97 2053-10-25 0.89465 N/A 50948708.00 1906443.89 Agency Collateralized Mortgage Obligation GNMA_23-60D N/A 38383XPD0 2053-04-20 0.267 N/A 42069197.00 1206403.34 Agency Collateralized Mortgage Obligation GNMA_23-114N N/A 38384EBR5 2053-08-20 0 N/A 115000.00 76627.54 Agency Collateralized Mortgage Obligation FNMA_19-82A N/A 3136B7V24 2050-01-25 3 N/A 2336.00 1043.74 Agency Collateralized Mortgage Obligation FHLMC_5196D N/A 3137H5XH5 2052-02-25 0 N/A 200000000.00 201973.12 Agency Collateralized Mortgage Obligation GNMA_23-176B N/A 38384DQ34 2053-11-20 0 N/A 2332272.00 1851902.66 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QPH8 2044-09-20 4 N/A 1280.00 96.54 Agency Mortgage-Backed Securities GNMA_09-13E N/A 38374TMZ4 2039-03-16 0.55668 N/A 50000000.00 131300.47 Agency Collateralized Mortgage Obligation GNMA_24-44J N/A 38384K2M2 2054-03-20 0.067 N/A 13487328.00 653751.19 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 1.30017 N/A 94696183.00 309327.16 Agency Collateralized Mortgage Obligation FNMA_16-85G N/A 3136AUCT6 2046-11-25 0.65017 N/A 34264192.00 382848.55 Agency Collateralized Mortgage Obligation GNMA_19-70L N/A 38381V2Z2 2049-06-20 0.64685 N/A 30227653.00 322927.45 Agency Collateralized Mortgage Obligation FHLMC_5289 N/A 3137H9ND7 2053-01-25 0.46465 N/A 511561.00 19255.36 Agency Collateralized Mortgage Obligation FNMA_02-8 N/A 31392BYZ3 2032-03-25 2.88229 N/A 54995528.00 3786.80 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 0.62017 N/A 6405661.00 296498.12 Agency Collateralized Mortgage Obligation GNMA_12-96 N/A 38378HBF2 2042-08-20 0.64685 N/A 50739057.00 876381.33 Agency Collateralized Mortgage Obligation GNMA_23-134F N/A 38384EKV6 2053-09-20 3.501 N/A 1261834.00 1092119.44 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617NKX52 2050-07-20 3 N/A 862824.00 615493.53 Agency Mortgage-Backed Securities GNMA_24-21A N/A 38384JBJ2 2054-02-20 6.5 N/A 1003.00 984.13 Agency Collateralized Mortgage Obligation FHLMC_5255A N/A 3137H8VL2 2052-09-25 5.5 N/A 9467407.00 5206010.79 Agency Collateralized Mortgage Obligation FNMA_15-34A N/A 3136AN4B0 2045-06-25 0 N/A 134205856.00 23049.98 Agency Collateralized Mortgage Obligation GNMA_12-74 N/A 38375C4K3 2042-06-20 0.64685 N/A 61125000.00 991631.07 Agency Collateralized Mortgage Obligation GNMA_20-175F N/A 38382LNR8 2050-11-20 2.5 N/A 3888284.00 393034.10 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 N/A 38374BAG8 2033-06-20 1.26544 N/A 79814837.00 6514.69 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XFL5 2052-09-20 6 N/A 312320.00 246762.14 Agency Mortgage-Backed Securities FHLMC_5426F N/A 3137HCYR7 2054-06-25 0 N/A 64979240.00 2287139.29 Agency Collateralized Mortgage Obligation FNMA_11-41 N/A 31397SQ23 2041-05-25 1.13017 N/A 31387088.00 91558.82 Agency Collateralized Mortgage Obligation GNMA_23-117B N/A 38384CFG9 2053-08-20 5.5 N/A 19302.00 19934.06 Agency Collateralized Mortgage Obligation FNMA_11-110 N/A 3136A2CR2 2041-04-25 1.20017 N/A 50000043.00 44792.96 Agency Collateralized Mortgage Obligation GNMA_22-105C N/A 38383TKF9 2052-06-20 0.717 N/A 18710291.00 903970.59 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 6967517.00 727449.30 Agency Collateralized Mortgage Obligation FNMA_12-2 N/A 3136A3XL0 2042-02-25 1.05017 N/A 15333333.00 183287.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GEGP7 2054-02-20 5.5 N/A 10098.00 10045.60 Agency Mortgage-Backed Securities GNMA_23-48K N/A 38383WUJ3 2053-03-20 0.967 N/A 31165067.00 1655745.87 Agency Collateralized Mortgage Obligation FHLMC_4908E N/A 3137FNE63 2042-12-15 0.561371 N/A 43734086.00 880540.13 Agency Collateralized Mortgage Obligation GNMA_15-110 N/A 38379MTQ7 2045-08-20 0.25685 N/A 108701237.00 995725.81 Agency Collateralized Mortgage Obligation GNMA_23-187F N/A 38384GNF3 2053-12-20 6.5 N/A 287232.00 279441.20 Agency Collateralized Mortgage Obligation GNMA_23-98H N/A 38384BYL9 2053-03-20 5 N/A 2414575.00 2339889.86 Agency Collateralized Mortgage Obligation FNMA_03-123 N/A 31393UBC6 2033-12-25 6 N/A 1000.00 317.50 Agency Collateralized Mortgage Obligation FHLMC_4657 N/A 3137BVPF7 2047-02-15 0.55249 N/A 36091396.00 1068465.76 Agency Collateralized Mortgage Obligation FNMA_24-26A N/A 3136BRVJ3 2054-05-25 5 N/A 6950552.00 6439208.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-116 N/A 38382WPN1 2051-06-20 2.5 N/A 3200000.00 313851.27 Agency Collateralized Mortgage Obligation GNMA_24-71D N/A 38384K6V8 2054-04-20 0 N/A 50000000.00 1721755.40 Agency Collateralized Mortgage Obligation FHLMC_4770C N/A 3137F35M2 2043-08-15 0.50844 N/A 76400829.00 946468.25 Agency Collateralized Mortgage Obligation GNMA_20-129N N/A 38382JZD1 2050-09-20 3 N/A 95597556.00 9256358.91 Agency Collateralized Mortgage Obligation GNMA_16-108 N/A 38379YWT1 2046-08-20 0.64685 N/A 20000000.00 464134.83 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 1.20249 N/A 100003.00 893.46 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-89 N/A 31394FUZ6 2035-10-25 1.25017 N/A 31962174.00 36424.59 Agency Collateralized Mortgage Obligation GNMA_23-135C N/A 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2033-05-15 3.375 N/A 51360000.00 47921721.55 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 N/A 4069100.00 3709481.70 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 550000000.00 550000000.00 0.0037 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 5.47999920 3133ENY61 254900C5LP6DN9OP9V83 US3133ENY618 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2024-07-01 2024-11-07 2024-11-07 N N N 0.0550 25013287.25 25013287.25 0.0002 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384G29 2549001DPIFGXC1TOL40 US313384G293 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's Agency Standard & Poor's A-1+ 2024-09-16 2024-09-16 2024-09-16 N N N 0.0533 167562089.91 167562089.91 0.0011 N 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2028-04-30 3.5 N/A 30324000.00 29519911.02 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 83100.00 77417.94 U.S. Treasuries (including strips) Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0535 4000000000.00 4000000000.00 0.0270 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 5.33000000 N/A CYYGQCGNHMHPSMRL3R97 BYD4Y5JJ3 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617WTST7 2046-11-20 2.5 N/A 1227828.00 356878.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F2VV6 2052-11-15 6.5 N/A 4186472.00 4206036.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V7ZJ0 2043-02-20 2.5 N/A 1666472.00 1022754.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202F3K0 2042-02-20 3.5 N/A 4000000.00 136340.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WDBX9 2054-05-01 5.5 N/A 1637188.00 1643315.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJG2 2053-08-15 7 N/A 10499104.00 10859286.23 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GRHJ1 2054-03-20 6.5 N/A 3614316.00 3654623.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VJD25 2049-11-20 2.5 N/A 1047732.00 589794.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WDM7 2051-04-20 4.5 N/A 587476.00 267995.81 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSLA4 2054-01-15 6.5 N/A 1332734.00 1354618.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VJD33 2045-06-20 2.5 N/A 1100106.00 652155.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSLF3 2054-01-15 7.5 N/A 3287035.00 3381089.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617L9EY7 2049-09-15 4.5 N/A 1096178.00 479807.63 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XXPD5 2029-06-20 3 N/A 1015446.00 343284.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GWAN8 2054-04-20 7.5 N/A 2470364.00 2601144.82 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209FCR8 2041-09-15 4 N/A 999992.00 101295.22 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140N1M67 2052-09-01 4 N/A 1699948.00 1439216.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134A4NS9 2031-01-15 0 N/A 3500000.00 2609512.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V0MW0 2046-12-20 2.5 N/A 1176038.00 462652.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618AJGQ0 2053-02-15 7.5 N/A 7586370.00 7922801.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSKR8 2054-01-15 8 N/A 2397500.00 2465175.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABD33 2051-09-20 2.5 N/A 3191130.00 2002965.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FF2U9 2053-10-20 7 N/A 3404096.00 3489086.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSLK2 2053-12-15 7 N/A 9236256.00 9425877.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178LL35 2027-07-15 2.5 N/A 750000.00 21688.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FUW4 2041-06-20 6 N/A 139770.00 109238.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36193BQP4 2046-04-20 3 N/A 1115208.00 262753.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F2VU8 2052-12-15 7 N/A 4497592.00 4174433.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617UT4V0 2047-01-20 2.5 N/A 1636574.00 682095.79 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618G0N87 2053-10-20 7.5 N/A 2242064.00 1956145.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31359YEB9 2030-11-15 0 N/A 72000.00 53313.98 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617Y1M54 2050-11-20 2.5 N/A 1252734.00 913164.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSKP2 2053-12-15 8 N/A 2198932.00 2259521.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W34M5 2047-03-20 2.5 N/A 1903350.00 714745.57 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BJUB6 2053-04-20 6.5 N/A 1185946.00 694244.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36185B3T1 2045-06-15 4 N/A 1120018.00 139141.59 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VR3L6 2050-04-20 2.5 N/A 1484832.00 701242.56 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSLG1 2054-01-15 7 N/A 8229136.00 8404901.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617L9GF6 2050-01-15 4.5 N/A 1256208.00 929833.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202ESK6 2038-04-20 6 N/A 2726404.00 185753.19 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1 Fitch NR 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 82000000.00 82000000.00 0.0006 N Y Y N Fixed Income Clearing Corporation - GS Fixed Income Clearing Corporation - GS 5.33000000 N/A 549300H47WTHXPU08X20 BYD4Y5JA2 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N Y Fixed Income Clearing Corp N FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 N/A 31752128.00 29485323.02 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1585 N/A 3140XGXP9 2052-04-01 4 N/A 25662520.00 19864061.85 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3756 N/A 3140XKE63 2051-05-01 3 N/A 49107584.00 37770265.68 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5595 N/A 3140QRGD9 2053-01-01 5 N/A 63773818.00 57868285.80 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5752 N/A 3132DTL99 2052-08-01 3.5 N/A 16740319.00 14994638.53 Agency Mortgage-Backed Securities FNMS 04.000 CLAE1807 N/A 31419CAH6 2040-10-01 4 N/A 2830884.00 99658.87 Agency Mortgage-Backed Securities FEPC 06.500 CLQI7121 N/A 3133WD4E9 2054-05-01 6.5 N/A 236082.00 245806.37 Agency Mortgage-Backed Securities FEPC 02.000 CIRC2086 N/A 3133L8J71 2036-07-01 2 N/A 41678041.00 25804081.20 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1647 N/A 3140XGZM4 2052-04-01 4 N/A 16376965.00 12353391.19 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0490 N/A 3140XFRL7 2052-01-01 2 N/A 34813296.00 23759546.82 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5224 N/A 3140QQYW9 2052-11-01 4.5 N/A 29579988.00 25791167.17 Agency Mortgage-Backed Securities FEPC 04.000 CLSD5742 N/A 3132DTLX6 2053-04-01 4 N/A 17432441.00 16185986.60 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8534 N/A 3140QUPU4 2054-05-01 5.5 N/A 32357601.00 32223485.42 Agency Mortgage-Backed Securities FEPC 03.500 CISB8164 N/A 3132D6B90 2037-07-01 3.5 N/A 49825000.00 36634582.62 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6936 N/A 3140QSV65 2053-08-01 6.5 N/A 30131120.00 28176978.93 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 92197000.00 27918978.90 Agency Mortgage-Backed Securities 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 2000.00 1767.71 U.S. Treasuries (including strips) FNMS 05.500 CLCB5596 N/A 3140QRGE7 2053-01-01 5.5 N/A 21608582.00 19131327.56 Agency Mortgage-Backed Securities 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 21782400.00 21322467.02 U.S. Treasuries (including strips) FNMS 04.000 CLFM3682 N/A 3140X7CU1 2049-10-01 4 N/A 11400000.00 2052933.00 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8318 N/A 3133KQG34 2052-12-01 6.5 N/A 51680633.00 41636700.29 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8385 N/A 3132DWJ61 2053-12-01 6.5 N/A 3809360.00 3577471.57 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7100 N/A 3140XA3J9 2050-06-01 3.5 N/A 900000.00 435267.01 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4133 N/A 3140QBSX7 2049-09-01 3 N/A 2417900.00 879902.93 Agency Mortgage-Backed Securities FNMS 03.500 CLCB5040 N/A 3140QQS63 2052-10-01 3.5 N/A 43318391.00 36576191.24 Agency Mortgage-Backed Securities 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 N/A 1000.00 742.33 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-07-01 2024-07-01 2024-07-01 N N N 0.0533 500000000.00 500000000.00 0.0034 N Y Y N BlackRock Liquidity Funds 2024-07-08 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer