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8002600.00 8142067.49 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625 N/A 76000.00 78217.99 U.S. Treasuries (including strips) 2 3/4 BOND 42 N/A 912810QY7 2042-11-15 2.75 N/A 28503600.00 23263581.52 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 100.00 83.13 U.S. Treasuries (including strips) 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 N/A 1000.00 1011.02 U.S. Treasuries (including strips) BILL 11/29/24 N/A 912797HP5 2024-11-29 0 N/A 600.00 592.79 U.S. Treasuries (including strips) 1 3/4 NOTE G 29 N/A 91282CDW8 2029-01-31 1.75 N/A 100.00 92.13 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 N/A 100.00 98.42 U.S. Treasuries (including strips) 0 3/4 NOTE G 28 N/A 91282CBJ9 2028-01-31 0.75 N/A 100.00 90.51 U.S. Treasuries (including strips) 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 22012700.00 21545093.79 U.S. Treasuries (including strips) TRFR AX 01/31/25 N/A 91282CGF2 2025-01-31 5.244195799 N/A 1700.00 1707.21 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 5176900.00 3232325.73 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 1300.00 1188.54 U.S. Treasuries (including strips) 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 N/A 1532200.00 1451772.72 U.S. Treasuries (including strips) 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 N/A 200.00 216.48 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 1000.00 963.86 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 54624300.00 40886071.25 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 3140900.00 3113618.86 U.S. Treasuries (including strips) 4 1/2 NOTE BL 24 N/A 91282CFX4 2024-11-30 4.5 N/A 1000.00 1009.87 U.S. Treasuries (including strips) 4 1/4 NOTE BC 25 N/A 91282CHD6 2025-05-31 4.25 N/A 24000.00 24196.70 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 300.00 309.17 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 10000.00 10434.88 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 629617300.00 344292030.19 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 N/A 900.00 813.40 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 5100.00 5290.55 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 100.00 80.64 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 1000.00 1025.42 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 100.00 85.46 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 73504300.00 77374128.66 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 N/A 500.00 336.10 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 N/A 500.00 456.77 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 100.00 103.26 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 26250000.00 15439406.43 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 1100.00 1054.23 U.S. Treasuries (including strips) 4 NOTE N 30 N/A 91282CHR5 2030-07-31 4 N/A 297000000.00 301703253.39 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 N/A 575169000.00 552748328.01 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 N/A 912828XZ8 2025-06-30 2.75 N/A 400.00 396.27 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 1000.00 1016.26 U.S. Treasuries (including strips) 1 1/2 NOTE B 30 N/A 912828Z94 2030-02-15 1.5 N/A 200.00 178.06 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 13000.00 13842.37 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 100.00 106.55 U.S. Treasuries (including strips) 4 NOTE AV 25 N/A 91282CGA3 2025-12-15 4 N/A 1200.00 1206.88 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 N/A 700.00 669.69 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 5.226195799 N/A 200.00 200.66 U.S. Treasuries (including strips) 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 N/A 5000.00 5428.79 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 100.00 104.42 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 11768000.00 11779185.30 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 1000.00 973.01 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 100.00 90.52 U.S. Treasuries (including strips) 3 3/8 NOTE C 33 N/A 91282CHC8 2033-05-15 3.375 N/A 100.00 97.48 U.S. Treasuries (including strips) 2 1/4 BOND 49 N/A 912810SJ8 2049-08-15 2.25 N/A 27053900.00 18568799.21 U.S. Treasuries (including strips) 3 5/8 NOTE J 30 N/A 91282CGS4 2030-03-31 3.625 N/A 11400.00 11499.39 U.S. Treasuries (including strips) 2 3/4 NOTE B 28 N/A 9128283W8 2028-02-15 2.75 N/A 4000000.00 3873323.70 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 8105000.00 8236125.42 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 4300.00 3925.83 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 250000100.00 241136954.45 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 100.00 91.92 U.S. Treasuries (including strips) 3 3/4 NOTE AH 28 N/A 91282CJR3 2028-12-31 3.75 N/A 6729000.00 6776930.89 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.25 N/A 100.00 100.77 U.S. Treasuries (including strips) 3 1/2 NOTE K 30 N/A 91282CGZ8 2030-04-30 3.5 N/A 1900.00 1897.71 U.S. Treasuries (including strips) 2 3/4 NOTE H 25 N/A 9128283Z1 2025-02-28 2.75 N/A 100.00 100.38 U.S. Treasuries (including strips) BILL 11/12/24 N/A 912797MB0 2024-11-12 0 N/A 300.00 297.08 U.S. Treasuries (including strips) 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 100.00 101.46 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 333900.00 318760.77 U.S. Treasuries (including strips) 6 1/8 BOND 29 N/A 912810FJ2 2029-08-15 6.125 N/A 100.00 111.03 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 1905000.00 1802465.99 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 100.00 91.18 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 38886300.00 34450140.32 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 1999900.00 1832852.20 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 100.00 92.21 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 N/A 300.00 275.67 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 100.00 101.28 U.S. Treasuries (including strips) 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 3000.00 2937.00 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 200.00 175.90 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 5000600.00 5198768.32 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 200.00 153.92 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 N/A 335301000.00 355721062.26 U.S. Treasuries (including strips) 4 1/8 NOTE F 32 N/A 91282CFV8 2032-11-15 4.125 N/A 1183500.00 1222748.28 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 100.00 102.79 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 600.00 646.09 U.S. Treasuries (including strips) 4 NOTE V 28 N/A 91282CGP0 2028-02-29 4 N/A 1000.00 1028.03 U.S. Treasuries (including strips) 4 3/8 BOND 40 N/A 912810QH4 2040-05-15 4.375 N/A 100.00 104.99 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 25000800.00 20093888.63 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 N/A 476240600.00 323506010.56 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 100.00 96.65 U.S. Treasuries (including strips) 4 1/4 NOTE M 31 N/A 91282CKW0 2031-06-30 4.25 N/A 1000.00 1035.32 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 N/A 5000.00 4554.44 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 264200.00 231945.64 U.S. Treasuries (including strips) 4 1/2 NOTE F 33 N/A 91282CJJ1 2033-11-15 4.5 N/A 100.00 106.16 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 225219300.00 140272045.21 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 5000.00 4745.93 U.S. Treasuries (including strips) BILL 10/29/24 N/A 912797LV7 2024-10-29 0 N/A 100.00 99.21 U.S. Treasuries (including strips) 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 5557000.00 3888512.50 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 281023000.00 285907822.72 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 300.00 248.00 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 N/A 9128284R8 2025-05-31 2.875 N/A 3000.00 2984.72 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 100.00 95.36 U.S. Treasuries (including strips) 3 BOND 42 N/A 912810QW1 2042-05-15 3 N/A 100.00 85.46 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 2700.00 2572.86 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 700.00 703.57 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 1000.00 1111.77 U.S. Treasuries (including strips) 4 1/4 NOTE BM 24 N/A 91282CGD7 2024-12-31 4.25 N/A 3000.00 3013.19 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 N/A 2500000.00 2228064.20 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 76141000.00 79592327.93 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 200.00 189.43 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 700.00 726.17 U.S. Treasuries (including strips) 4 5/8 NOTE BD 25 N/A 91282CHL8 2025-06-30 4.625 N/A 2000.00 2017.17 U.S. Treasuries (including strips) 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 N/A 400.00 321.46 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 21063500.00 20411919.06 U.S. Treasuries (including strips) 2 1/8 NOTE Q 24 N/A 9128282Y5 2024-09-30 2.125 N/A 2000.00 2013.00 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 100.00 80.07 U.S. Treasuries (including strips) BILL 01/16/25 N/A 912797LY1 2025-01-16 0 N/A 100.00 98.22 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 4950900.00 5209385.44 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 130963000.00 92537482.88 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 N/A 100.00 90.66 U.S. Treasuries (including strips) 6 1/2 BOND 26 N/A 912810EY0 2026-11-15 6.5 N/A 1214900.00 1313631.83 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 1000.00 901.99 U.S. Treasuries (including strips) 2 3/4 NOTE E 32 N/A 91282CFF3 2032-08-15 2.75 N/A 960000.00 890876.09 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 N/A 100.00 75.24 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch NR 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 4000000000.00 4000000000.00 0.0240 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.34000000 N/A X574KRZ6V5A7UBU45C31 BYD7SV5E2 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 912803DG5 2039-05-15 0 N/A 215000000.00 120136592.75 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch F1+ Moody's P-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 117712500.00 117712500.00 0.0007 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.32000000 N/A MBNUM2BPBDO7JBLYG310 BYD7T1PZ8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TM0 2042-11-15 4 N/A 595121600.00 585270215.92 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TV0 2053-11-15 4.75 N/A 151274900.00 168509821.96 U.S. Treasuries (including strips) Y Standard & Poor's A-1 Fitch F1 Moody's P-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 739000000.00 739000000.00 0.0044 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LZ8 254900HROIFWPRGM1V77 US912797LZ82 U.S. Treasury Debt Y Fitch F1+ Standard & Poor's A-1+ Moody's Govt 2025-01-30 2025-01-30 2025-01-30 N N N 0.0476 795894832.85 795894832.85 0.0048 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.34999960 3130B2J55 2549001DPIFGXC1TOL40 US3130B2J556 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2024-09-03 2025-01-27 2025-01-27 N N N 0.0550 319298844.13 319298844.13 0.0019 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797HE0 254900HROIFWPRGM1V77 US912797HE00 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-10-31 2024-10-31 2024-10-31 N N N 0.0489 2591223917.61 2591223917.61 0.0155 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.34000000 N/A X574KRZ6V5A7UBU45C31 BYD7SV510 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 9128337N4 2030-11-15 0 N/A 30000000.00 23652250.50 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 23175000.00 23175000.00 0.0001 N Y Y N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 5.43000000 N/A 9DJT3UXIJIZJI4WXO774 BYD7KVME1 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N BILL 04/17/25 N/A 912797KS5 2025-04-17 0 N/A 900.00 875.11 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 25 N/A 91282CGU9 2025-03-31 3.875 N/A 171394000.00 173339304.08 U.S. Treasuries (including strips) 3 1/8 NOTE AC 27 N/A 91282CFH9 2027-08-31 3.125 N/A 400.00 398.93 U.S. Treasuries (including strips) 4 3/8 NOTE BE 26 N/A 91282CLB5 2026-07-31 4.375 N/A 99356000.00 100491696.31 U.S. Treasuries (including strips) 4 7/8 NOTE R 30 N/A 91282CJG7 2030-10-31 4.875 N/A 166048800.00 178803952.32 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 800.00 851.84 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 268380000.00 261362627.35 U.S. Treasuries (including strips) 1 3/8 NOTE P 26 N/A 912828YD6 2026-08-31 1.375 N/A 100.00 95.84 U.S. Treasuries (including strips) 3 1/4 NOTE AA 27 N/A 91282CEW7 2027-06-30 3.25 N/A 200.00 198.26 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2024-09-19 2024-09-19 2024-09-19 N N N 0.0543 700000000.00 700000000.00 0.0042 N N N Y Fixed Income Clearing Corporation - HSBC Fixed Income Clearing Corporation - HSBC 5.34000000 N/A N/A BYD7T1RJ2 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 1/4 NOTE BC 25 N/A 91282CHD6 2025-05-31 4.25 N/A 53500.00 53938.48 U.S. Treasuries (including strips) 1 3/8 NOTE T 28 N/A 91282CDP3 2028-12-31 1.375 N/A 16525900.00 15023038.16 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125 N/A 45800.00 44610.96 U.S. Treasuries (including strips) 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 20911300.00 19990428.52 U.S. Treasuries (including strips) 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 N/A 14102800.00 15231984.98 U.S. Treasuries (including strips) 1 NOTE AV 24 N/A 91282CDN8 2024-12-15 1 N/A 29500.00 29243.16 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 70264000.00 66969278.04 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 416938400.00 407239007.73 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 48190800.00 44181494.49 U.S. Treasuries (including strips) 4 1/2 NOTE AQ 26 N/A 91282CHM6 2026-07-15 4.5 N/A 50000.00 50761.95 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 110509600.00 68999405.64 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 7300700.00 6969681.71 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 N/A 91012800.00 91108502.96 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 N/A 24713500.00 23358113.08 U.S. Treasuries (including strips) 0 1/2 NOTE W 25 N/A 912828ZF0 2025-03-31 0.5 N/A 50000200.00 48914270.81 U.S. Treasuries (including strips) 3 7/8 NOTE BA 25 N/A 91282CGX3 2025-04-30 3.875 N/A 42049800.00 42370785.76 U.S. Treasuries (including strips) 0 7/8 NOTE AD 26 N/A 91282CCZ2 2026-09-30 0.875 N/A 35000200.00 33046204.63 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 39450300.00 36067887.46 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 672123000.00 713186567.75 U.S. Treasuries (including strips) 3 1/2 NOTE Y 28 N/A 91282CHA2 2028-04-30 3.5 N/A 7773400.00 7800406.82 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 78945200.00 78013732.06 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 N/A 9128283P3 2024-12-31 2.25 N/A 2100500.00 2089595.51 U.S. Treasuries (including strips) 4 1/4 NOTE AT 25 N/A 91282CFP1 2025-10-15 4.25 N/A 99600.00 101128.71 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 189774200.00 195556870.57 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 N/A 9128283J7 2024-11-30 2.125 N/A 50100.00 50013.75 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 N/A 6704500.00 6772700.10 U.S. Treasuries (including strips) 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.5 N/A 93491800.00 95846814.03 U.S. Treasuries (including strips) 4 1/4 NOTE AW 26 N/A 91282CJV4 2026-01-31 4.25 N/A 204893200.00 205902027.32 U.S. Treasuries (including strips) 4 3/8 BOND 43 N/A 912810TU2 2043-08-15 4.375 N/A 112206400.00 114156803.96 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 111740800.00 102376045.92 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 27375600.00 28399155.53 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 N/A 241600.00 237777.70 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 44430900.00 47748375.18 U.S. Treasuries (including strips) 4 5/8 NOTE BD 25 N/A 91282CHL8 2025-06-30 4.625 N/A 35162000.00 35463951.57 U.S. Treasuries (including strips) 0 7/8 NOTE AA 26 N/A 91282CCJ8 2026-06-30 0.875 N/A 77500200.00 73432401.12 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 422454400.00 374260687.14 U.S. Treasuries (including strips) 4 7/8 NOTE AF 28 N/A 91282CJF9 2028-10-31 4.875 N/A 18205000.00 19293926.34 U.S. Treasuries (including strips) 4 5/8 NOTE BD 26 N/A 91282CKY6 2026-06-30 4.625 N/A 11227600.00 11440592.51 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 N/A 912828XB1 2025-05-15 2.125 N/A 527000.00 521194.39 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 16785100.00 15994688.73 U.S. Treasuries (including strips) 0 1/4 NOTE AD 25 N/A 91282CAM3 2025-09-30 0.25 N/A 3001100.00 2876438.06 U.S. Treasuries (including strips) 2 3/4 NOTE M 25 N/A 912828XZ8 2025-06-30 2.75 N/A 16900.00 16742.40 U.S. Treasuries (including strips) 2 5/8 NOTE AM 25 N/A 91282CEH0 2025-04-15 2.625 N/A 369100.00 368275.73 U.S. Treasuries (including strips) 1 1/2 NOTE AK 25 N/A 91282CDZ1 2025-02-15 1.5 N/A 39500.00 38929.52 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 46091100.00 39995790.73 U.S. Treasuries (including strips) 4 3/4 NOTE BE 25 N/A 91282CHN4 2025-07-31 4.75 N/A 324100.00 326231.70 U.S. Treasuries (including strips) 0 1/2 NOTE M 27 N/A 912828ZV5 2027-06-30 0.5 N/A 56727100.00 51822123.45 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 3938600.00 4094682.42 U.S. Treasuries (including strips) 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 N/A 58276400.00 59213884.87 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 352349200.00 362952858.13 U.S. Treasuries (including strips) Y Moody's P-1 Fitch NR Standard & Poor's A-1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 3500000000.00 3500000000.00 0.0210 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797JR9 254900HROIFWPRGM1V77 US912797JR94 U.S. Treasury Debt Y Fitch F1+ Moody's Govt Standard & Poor's A-1+ 2025-01-23 2025-01-23 2025-01-23 N N N 0.0477 627367826.24 627367826.24 0.0038 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33499840 3130B25E1 2549001DPIFGXC1TOL40 US3130B25E19 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Moody's Agency Standard & Poor's AA+ 2024-09-03 2025-02-25 2025-02-25 N N N 0.0549 212201358.08 212201358.08 0.0013 N N N N Barclays Capital, Inc. Barclays Capital, Inc. 5.47000000 N/A AC28XWWI3WIBK2824319 BRYAC9P76 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA_18-72C N/A 38380WG60 2048-05-20 0.79984 N/A 77205000.00 903259.57 Agency Collateralized Mortgage Obligation FHLMC_4016 N/A 3137ANAR6 2042-03-15 1.03199 N/A 120553652.00 929587.11 Agency Collateralized Mortgage Obligation FNMA_19-64 N/A 3136B7FB2 2049-11-25 4 N/A 12000000.00 657255.44 Agency Collateralized Mortgage Obligation GNMA_15-165 N/A 38379FF79 2044-08-20 0.74984 N/A 47506714.00 983065.97 Agency Collateralized Mortgage Obligation FHLMC_40-96 N/A 3137ATBJ0 2042-08-15 0.53199 N/A 37174995.00 646488.52 Agency Collateralized Mortgage Obligation FHLMC_4885A N/A 3137FMBE1 2049-06-15 0.58199 N/A 44489213.00 1805175.17 Agency Collateralized Mortgage Obligation GNMA_15-161 N/A 38379FUE7 2045-11-20 3 N/A 325000.00 379134.81 Agency Collateralized Mortgage Obligation FNMA_12-113 N/A 3136A82V1 2042-10-25 0.63668 N/A 36714285.00 344121.73 Agency Collateralized Mortgage Obligation GNMA_20-47J N/A 38382EBX4 2050-01-20 3.5 N/A 14462032.00 257775.08 Agency Collateralized Mortgage Obligation FNMA_21-96 N/A 3136BKXK3 2052-01-25 2.5 N/A 560000.00 389027.28 Agency Collateralized Mortgage Obligation FHLMC_4827E N/A 3137FHP56 2048-09-15 0.73199 N/A 14855948.00 777574.20 Agency Collateralized Mortgage Obligation GNMA_22-209C N/A 38383LQL7 2052-12-20 1.49681 N/A 9000000.00 470103.56 Agency Collateralized Mortgage Obligation FNMA_10-59D N/A 31398RMY8 2040-01-25 6 N/A 60000000.00 2088791.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134 N/A 38382JFH4 2050-09-20 2.5 N/A 27715031.00 1805258.01 Agency Collateralized Mortgage Obligation FNMA_24-42C N/A 3136BSHP3 2054-07-25 5.5 N/A 1823078.00 1877773.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_22-90A N/A 3136BPRL7 2041-12-25 4.5 N/A 940000.00 920292.90 Agency Collateralized Mortgage Obligation FNMA_21-34L N/A 3136BHWJ4 2051-06-25 4 N/A 4438508.00 441907.03 Agency Collateralized Mortgage Obligation FNMA_18-28D N/A 3136B1P57 2048-05-25 0.73668 N/A 30363779.00 329180.93 Agency Collateralized Mortgage Obligation GNMA_15-46 N/A 38379KKG2 2045-04-20 4.5 N/A 26500000.00 501742.96 Agency Collateralized Mortgage Obligation GNMA_11-51 N/A 38377VCE4 2041-04-20 1.14984 N/A 19416000.00 131527.45 Agency Collateralized Mortgage Obligation FHLMC_5437A N/A 3137HF6J9 2054-08-25 0 N/A 51662435.00 1375718.98 Agency Collateralized Mortgage Obligation FHLMC_4908A N/A 3137FNDY3 2049-08-25 0.58668 N/A 28287714.00 962279.69 Agency Collateralized Mortgage Obligation FHLMC_4456A N/A 3137BGRD3 2045-03-15 3 N/A 150000.00 127068.10 Agency Collateralized Mortgage Obligation GNMA_19-59D N/A 38381VL32 2049-05-20 0.64984 N/A 25000000.00 510435.94 Agency Collateralized Mortgage Obligation GNMA_12-96C N/A 38378HAQ9 2042-08-20 0.64984 N/A 28611617.00 318165.81 Agency Collateralized Mortgage Obligation FHLMC_4739B N/A 3137FBVJ2 2038-09-15 5 N/A 12014287.00 408963.63 Agency Collateralized Mortgage Obligation FNMA_17-69 N/A 3136AXD77 2046-05-25 3 N/A 2544000.00 581849.62 Agency Collateralized Mortgage Obligation FNMA_15-26 N/A 3136ANQZ3 2045-05-25 0.63668 N/A 116303764.00 2136361.29 Agency Collateralized Mortgage Obligation FNMA_20-1 N/A 3136B8NW5 2058-08-25 3.5 N/A 381000.00 128098.11 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQP9 2033-03-25 3.5 N/A 19285714.00 138786.34 Agency Collateralized Mortgage Obligation GNMA_21-69F N/A 38382RVJ4 2051-04-20 1.22484 N/A 29969276.00 1768883.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-146 N/A 38381AHY5 2048-10-20 3.5 N/A 5209000.00 5939230.92 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-39 N/A 3136AST97 2044-11-25 4 N/A 11884375.00 316600.67 Agency Collateralized Mortgage Obligation NMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-148 N/A 38378GNX2 2042-12-20 1.19984 N/A 24000000.00 599621.99 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-13 N/A 3136B05W2 2046-01-25 3.5 N/A 1200000.00 131086.54 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH80 2051-06-20 0.84984 N/A 16492111.00 874242.55 Agency Collateralized Mortgage Obligation FHLMC_5437F N/A 3137HF6M2 2054-08-25 0 N/A 100000000.00 2844000.00 Agency Collateralized Mortgage Obligation FNMA_18-65 N/A 3136B2N73 2048-01-25 4 N/A 9500000.00 290806.66 Agency Collateralized Mortgage Obligation FNMA_18-60C N/A 3136B2D82 2048-08-25 0.23668 N/A 23967000.00 575916.99 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133TPNT2 2030-09-15 7.5 N/A 18951800.00 126837.35 Agency Collateralized Mortgage Obligation GNMA_22-175B N/A 38383U6T2 2052-10-20 0.24681 N/A 16500000.00 805475.44 Agency Collateralized Mortgage Obligation GNMA_23-155A N/A 38384DTJ6 2053-10-20 0.14681 N/A 50000000.00 1285801.06 Agency Collateralized Mortgage Obligation GNMA_20-148J N/A 38382KZW6 2050-10-20 0.84984 N/A 21538000.00 2086209.67 Agency Collateralized Mortgage Obligation FNMA_15-23 N/A 3136AM4V8 2045-04-25 3 N/A 4805000.00 5788170.30 Agency Collateralized Mortgage Obligation GNMA_17-11 N/A 38380CLL5 2047-01-20 0.64984 N/A 25259773.00 958715.72 Agency Collateralized Mortgage Obligation GNMA_17-133C N/A 38380HAP7 2047-09-16 0.79688 N/A 14015454.00 341512.57 Agency Collateralized Mortgage Obligation GNMA_14-55 N/A 38379BGA0 2044-04-16 0.74688 N/A 100000000.00 868506.89 Agency Collateralized Mortgage Obligation FNMA_22-48 N/A 3136BNZZ2 2043-08-25 3.5 N/A 10098417.00 9323383.59 Agency Collateralized Mortgage Obligation GNMA_15-157 N/A 38379FBW8 2045-10-20 0.24984 N/A 54851266.00 587203.67 Agency Collateralized Mortgage Obligation FNMA_24-10A N/A 3136BQ5P0 2054-03-25 0.35116 N/A 6000000.00 303144.70 Agency Collateralized Mortgage Obligation GNMA_19-23A N/A 38381RNT2 2049-02-20 0.59984 N/A 33304063.00 815077.42 Agency Collateralized Mortgage Obligation GNMA_19-72E N/A 38381WKW7 2049-06-20 0.59984 N/A 14443311.00 254897.90 Agency Collateralized Mortgage Obligation GNMA_20-189L N/A 38382MFM6 2049-12-20 0.59984 N/A 16878000.00 627661.92 Agency Collateralized Mortgage Obligation FHLMC_4756C N/A 3137FDQQ8 2048-02-15 3.5 N/A 600000.00 503254.78 Agency Collateralized Mortgage Obligation FHLMC_5011C N/A 3137FVT28 2050-09-25 0.78668 N/A 11360856.00 798852.74 Agency Collateralized Mortgage Obligation FHLMC_4289A N/A 3137B73D9 2044-01-15 3 N/A 5536494.00 6683443.58 Agency Collateralized Mortgage Obligation GNMA_10-89 N/A 38377GU64 2040-07-20 0.47984 N/A 34433750.00 187052.15 Agency Collateralized Mortgage Obligation FNMA_14-49 N/A 3136AKWA7 2054-08-25 6 N/A 51114527.00 2070315.83 Agency Collateralized Mortgage Obligation FHLMC_4994C N/A 3137FUBG8 2045-05-25 2 N/A 250000.00 207626.53 Agency Collateralized Mortgage Obligation GNMA_15-60A N/A 38379LRC2 2045-04-20 4 N/A 35165143.00 1041787.02 Agency Collateralized Mortgage Obligation FHLMC_39-33 N/A 3137AFU83 2041-10-15 0.58199 N/A 62969777.00 116824.01 Agency Collateralized Mortgage Obligation GNMA_19-18P N/A 38381B3N2 2049-02-20 0.59984 N/A 56361960.00 1397991.06 Agency Collateralized Mortgage Obligation FHLMC_4897B N/A 3137FMNX6 2049-07-15 0.63199 N/A 65434452.00 2604159.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-124 N/A 38380YW92 2048-09-20 3.5 N/A 4105000.00 4475468.38 Agency Collateralized Mortgage Obligation FHLMC_4162 N/A 3137AYJJ1 2033-02-15 3 N/A 300000.00 171381.72 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5002 N/A 3137FUAS3 2050-07-25 2 N/A 1355000.00 423854.46 Agency Collateralized Mortgage Obligation GNMA_18-29 N/A 38380WZF9 2042-03-20 1.14984 N/A 33778891.00 1100516.12 Agency Collateralized Mortgage Obligation FHLMC_5250B N/A 3137H8RE3 2052-08-25 3 N/A 1329000.00 1151167.40 Agency Collateralized Mortgage Obligation GNMA_19-128L N/A 38382AFW0 2045-02-20 0.49984 N/A 52761313.00 834357.65 Agency Collateralized Mortgage Obligation FNMA_13-21 N/A 3136ACQW4 2043-03-25 3 N/A 350000.00 449484.04 Agency Collateralized Mortgage Obligation FHLMC_38-1 N/A 3137A6KN1 2031-02-15 0 N/A 6000000.00 1556048.43 Agency Collateralized Mortgage Obligation FNMA_17-16 N/A 3136AVZX0 2047-03-25 3 N/A 645000.00 565662.20 Agency Collateralized Mortgage Obligation FNMA_17-84 N/A 3136AYMB6 2053-04-25 3.5 N/A 142452.00 22527.23 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JB30 2065-05-16 4 N/A 872325.00 702206.98 Agency Collateralized Mortgage Obligation GNMA_18-154K N/A 38381AWV4 2048-11-20 0.74984 N/A 38751442.00 799922.81 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 0.53668 N/A 50000000.00 396372.90 Agency Collateralized Mortgage Obligation FHLMC_5112A N/A 3137H0R34 2041-06-25 3.5 N/A 28182144.00 1549019.13 Agency Collateralized Mortgage Obligation GNMA_21-66 N/A 38382RXW3 2051-04-20 0 N/A 8000000.00 85325.54 Agency Collateralized Mortgage Obligation GNMA_13-150 N/A 38378UFY8 2043-10-16 2.75 N/A 934098.00 756601.97 Agency Collateralized Mortgage Obligation FNMA_17-35 N/A 3136AWNN3 2053-04-25 3.5 N/A 255000.00 18057.81 Agency Collateralized Mortgage Obligation FHLMC_4898A N/A 3137FMPL0 2049-07-15 0.63199 N/A 56459014.00 1768552.97 Agency Collateralized Mortgage Obligation FNMA_17-1C N/A 3136AVAV1 2047-02-25 0.58668 N/A 52372278.00 1346277.83 Agency Collateralized Mortgage Obligation FNMA_17-99D N/A 3136AY3M3 2047-12-25 0.73668 N/A 20000000.00 389197.00 Agency Collateralized Mortgage Obligation FHLMC_45-41 N/A 3137BMCT1 2045-12-15 3.5 N/A 3242000.00 3736149.79 Agency Collateralized Mortgage Obligation FNMA_14-14F N/A 3136AJRF5 2034-04-25 3 N/A 500000.00 386886.27 Agency Collateralized Mortgage Obligation GNMA_18-27B N/A 38380VFY2 2048-02-20 4.5 N/A 17217275.00 886055.49 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-76 N/A 31396KBZ4 2036-08-25 5.86332 N/A 244000.00 6348.14 Agency Collateralized Mortgage Obligation FHLMC_5210J N/A 3137H6ZG3 2050-08-25 3 N/A 125000.00 99752.46 Agency Collateralized Mortgage Obligation FHLMC_4975D N/A 3137FT2T3 2050-05-25 0.53668 N/A 16666666.00 1071241.99 Agency Collateralized Mortgage Obligation FNMA_19-79A N/A 3136B72K6 2050-01-25 5.96332 N/A 165000.00 51487.14 Agency Collateralized Mortgage Obligation GNMA_19-85K N/A 38381XSJ6 2049-07-20 0.64984 N/A 23769858.00 380067.29 Agency Collateralized Mortgage Obligation GNMA_21-83H N/A 38382QSA9 2051-05-20 2.5 N/A 5000000.00 421817.03 Agency Collateralized Mortgage Obligation FNMA_15-32A N/A 3136ANQB6 2045-05-25 3 N/A 750000.00 640300.25 Agency Collateralized Mortgage Obligation FHLMC_4886B N/A 3137FM3U4 2042-03-15 0.53199 N/A 49937809.00 1718275.47 Agency Collateralized Mortgage Obligation FHLMC_4923K N/A 3137FPZS7 2049-11-25 0.53668 N/A 24148291.00 1547621.24 Agency Collateralized Mortgage Obligation GNMA_20-181F N/A 38382LWE7 2050-12-20 0.84984 N/A 3481000.00 333732.56 Agency Collateralized Mortgage Obligation GNMA_17-112B N/A 38380TZV1 2047-07-20 0.74984 N/A 50086199.00 1598340.87 Agency Collateralized Mortgage Obligation GNMA_20-30G N/A 38382DZM4 2050-03-20 0.59984 N/A 41545861.00 1887098.74 Agency Collateralized Mortgage Obligation FNMA_11-126 N/A 3136A2WU3 2041-12-25 0.48668 N/A 107252046.00 624899.89 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4548 N/A 3137BMTN6 2046-01-15 3.5 N/A 5200000.00 4707386.25 Agency Collateralized Mortgage Obligation FHLMC_5000AA N/A 3137FVN65 2050-08-25 2 N/A 20000000.00 1521307.49 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_11-131 N/A 3136A2P64 2041-12-25 4.5 N/A 19500000.00 2302678.89 Agency Collateralized Mortgage Obligation GNMA_20-61 N/A 38382ET80 2046-01-20 0.12336 N/A 63634638.00 104299.99 Agency Collateralized Mortgage Obligation FNMA_24-63A N/A 3136BSRF4 2054-09-25 5 N/A 4082005.00 4105349.08 Agency Collateralized Mortgage Obligation FNMA_10-1 N/A 31398GN47 2040-02-25 0 N/A 150000000.00 117244.51 Agency Collateralized Mortgage Obligation GNMA_24-76B N/A 38384NTJ4 2054-05-20 6.5 N/A 11655011.00 1237874.85 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PH86 2052-05-20 5.5 N/A 1000000.00 961538.02 Agency Collateralized Mortgage Obligation GNMA_19-128 N/A 38382AGA7 2043-08-20 0.67984 N/A 64086538.00 2279062.88 Agency Collateralized Mortgage Obligation GNMA_22-42 N/A 38381EZM3 2063-02-16 2.5 N/A 1800000.00 1221492.40 Agency Collateralized Mortgage Obligation GNMA_18-11E N/A 38380UXH1 2046-07-20 3.5 N/A 50860570.00 636122.80 Agency Collateralized Mortgage Obligation FHLMC_4961A N/A 3137FRK75 2042-12-15 2.5 N/A 1753720.00 701058.48 Agency Collateralized Mortgage Obligation FHLMC_4912C N/A 3137FNP61 2045-06-25 4 N/A 17880356.00 945031.34 Agency Collateralized Mortgage Obligation GNMA_15-62 N/A 38379LR73 2045-05-20 4.5 N/A 17715754.00 571002.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147 N/A 38381AGL4 2048-10-20 3.5 N/A 10660000.00 11152099.96 Agency Collateralized Mortgage Obligation FHLMC_4725C N/A 3137FBJH0 2047-08-15 3.5 N/A 28540218.00 2823520.50 Agency Collateralized Mortgage Obligation FNMA_16-40 N/A 3136ASF76 2046-07-25 0.38668 N/A 39453154.00 1137759.18 Agency Collateralized Mortgage Obligation GNMA_15-35 N/A 38379JR37 2045-03-20 6 N/A 33925144.00 687765.55 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JD46 2065-05-16 1.29037 N/A 37994480.00 3616833.30 Agency Collateralized Mortgage Obligation GNMA_12-68 N/A 38378ETA1 2042-05-20 0.04984 N/A 19775642.00 329508.12 Agency Collateralized Mortgage Obligation FNMA_19-49L N/A 3136B55D3 2049-09-25 0.58668 N/A 34088624.00 1291485.92 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153 N/A 38382BUQ4 2049-12-20 4 N/A 5810000.00 473440.57 Agency Collateralized Mortgage Obligation FNMA_16-82C N/A 3136AUAK7 2046-11-25 0.63668 N/A 67082366.00 708673.15 Agency Collateralized Mortgage Obligation GNMA_21-214N N/A 38383FDT7 2051-12-20 3 N/A 26024872.00 3715785.40 Agency Collateralized Mortgage Obligation FNMA_24-11B N/A 3136BRAJ6 2054-03-25 1.00116 N/A 4000000.00 253772.35 Agency Collateralized Mortgage Obligation FNMA_21-12D N/A 3136BFKM4 2051-03-25 2.5 N/A 22431052.00 2617752.37 Agency Collateralized Mortgage Obligation GNMA_24-130B N/A 38384VLR6 2054-08-20 5 N/A 10409822.00 10431867.69 Agency Collateralized Mortgage Obligation GNMA_24-130C N/A 38384VLE5 2054-08-20 0.04681 N/A 20000000.00 597520.06 Agency Collateralized Mortgage Obligation GNMA_19-6E N/A 38381BJ70 2048-12-20 0.64984 N/A 1915098.00 78535.85 Agency Collateralized Mortgage Obligation FNMA_15-27C N/A 3136ANWP8 2045-05-25 0.13668 N/A 85000000.00 1506356.55 Agency Collateralized Mortgage Obligation FHLMC_4906C N/A 3137FNWF3 2049-08-25 0.58668 N/A 75806978.00 3389982.37 Agency Collateralized Mortgage Obligation GNMA_21-78J N/A 38382QK25 2051-05-20 3.5 N/A 3418652.00 277312.63 Agency Collateralized Mortgage Obligation FHLMC_4493 N/A 3137BKLA6 2045-07-15 6 N/A 39759166.00 692186.95 Agency Collateralized Mortgage Obligation FHLMC_5223 N/A 3137H7HD8 2047-08-25 3 N/A 3905110.00 3155737.62 Agency Collateralized Mortgage Obligation GNMA_19-121E N/A 38382ABZ7 2049-08-20 0.64984 N/A 6500000.00 146487.47 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 0.48668 N/A 123256386.00 3162308.02 Agency Collateralized Mortgage Obligation FNMA_12-131B N/A 3136AABS3 2032-12-25 3 N/A 1599997.00 406826.38 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3689 N/A 3137A0AH8 2040-07-15 0 N/A 37686621.00 146899.42 Agency Collateralized Mortgage Obligation GNMA_23-47M N/A 38383W3E4 2050-06-20 5.5 N/A 1499000.00 1538524.96 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-82 N/A 31396KYS5 2036-09-25 6.03332 N/A 18691166.00 29544.67 Agency Collateralized Mortgage Obligation FNMA_14-52 N/A 3136AKJ95 2034-09-25 4 N/A 22635675.00 480667.83 Agency Collateralized Mortgage Obligation GNMA_15-60 N/A 38379LST4 2045-04-20 0.74984 N/A 22170667.00 465288.20 Agency Collateralized Mortgage Obligation FHLMC_5206 N/A 3137H6QY4 2051-08-25 3.5 N/A 29109570.00 2692192.74 Agency Collateralized Mortgage Obligation FNMA_22-49A N/A 3136BNA48 2052-02-25 3 N/A 13141938.00 11371804.87 Agency Collateralized Mortgage Obligation GNMA_23-110 N/A 38384B6C0 2058-07-16 4 N/A 850000.00 748250.09 Agency Collateralized Mortgage Obligation GNMA_18-122H N/A 38380YS97 2048-09-20 0.74984 N/A 47757526.00 949906.42 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-35B N/A 3136ANM46 2045-06-25 0.13436 N/A 53140421.00 703084.08 Agency Collateralized Mortgage Obligation GNMA_04-72D N/A 38374HL24 2034-07-20 5.85016 N/A 17850000.00 298056.92 Agency Collateralized Mortgage Obligation FNMA_19-18D N/A 3136B4PS1 2049-05-25 3.5 N/A 1375929.00 1448525.98 Agency Collateralized Mortgage Obligation FNMA_19-21 N/A 3136B4QP6 2057-09-25 3 N/A 157596.00 43429.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 N/A 38380X4H7 2044-07-20 0.14984 N/A 56774729.00 1315971.69 Agency Collateralized Mortgage Obligation GNMA_20-160 N/A 38382KL76 2050-10-20 2.5 N/A 4888000.00 487442.76 Agency Collateralized Mortgage Obligation GNMA_19-18 N/A 38381BX25 2049-02-20 4.5 N/A 17410888.00 79214.94 Agency Collateralized Mortgage Obligation GNMA_19-108A N/A 38381XXE1 2049-07-20 4.5 N/A 5630608.00 312313.28 Agency Collateralized Mortgage Obligation GNMA_22-220 N/A 38381HN49 2064-10-16 3 N/A 200000.00 158059.93 Agency Collateralized Mortgage Obligation GNMA_19-151G N/A 38382BDB6 2049-10-20 3.5 N/A 9371000.00 387979.19 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7L5 2066-02-16 4 N/A 1166809.00 942608.08 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 0.48668 N/A 85000000.00 960121.36 Agency Collateralized Mortgage Obligation GNMA_19-83C N/A 38381XAJ5 2049-07-20 0.64984 N/A 54722125.00 1797231.82 Agency Collateralized Mortgage Obligation GNMA_18-115A N/A 38380XR25 2048-08-20 5.75016 N/A 100000.00 23552.17 Agency Collateralized Mortgage Obligation GNMA_21-146E N/A 38382WZH3 2051-08-20 4.5 N/A 2234261.00 228078.87 Agency Collateralized Mortgage Obligation GNMA_24-117B N/A 38384Q4E5 2052-02-20 4 N/A 37876204.00 36891840.17 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 0.53668 N/A 40777284.00 1569098.15 Agency Collateralized Mortgage Obligation GNMA_22-205K N/A 38383HBT5 2052-12-20 0.84681 N/A 12000000.00 472033.65 Agency Collateralized Mortgage Obligation GNMA_20-7D N/A 38382DBD0 2050-01-20 0.59984 N/A 16686252.00 574741.54 Agency Collateralized Mortgage Obligation GNMA_16-75 N/A 38379YFD5 2045-08-20 3.5 N/A 25312449.00 191156.88 Agency Collateralized Mortgage Obligation GNMA_24-117C N/A 38384Q4K1 2054-07-20 5 N/A 592032.00 593145.48 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5222 N/A 3137H7AY9 2052-05-25 4 N/A 189000.00 159568.39 Agency Collateralized Mortgage Obligation FNMA_16-31 N/A 3136ASJH0 2045-12-25 3 N/A 330000.00 287619.31 Agency Collateralized Mortgage Obligation GNMA_22-215F N/A 38383LSK7 2047-08-20 0.64984 N/A 16980859.00 1756999.99 Agency Collateralized Mortgage Obligation FHLMC_5086K N/A 3137FFHE0 2051-03-25 2.5 N/A 15000000.00 1815442.12 Agency Collateralized Mortgage Obligation GNMA_18-21E N/A 38380K3B9 2048-02-16 0.79688 N/A 11651606.00 419362.46 Agency Collateralized Mortgage Obligation FNMA_14-8E N/A 3136AJES1 2034-03-25 3 N/A 100000.00 120552.86 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 0.98668 N/A 91164018.00 838656.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-153 N/A 38382KQK2 2050-10-20 2.5 N/A 13046820.00 856217.08 Agency Collateralized Mortgage Obligation FHLMC_4741B N/A 3137FCBP8 2047-12-15 3 N/A 440000.00 381732.85 Agency Collateralized Mortgage Obligation FHLMC_4680 N/A 3137BYAF7 2046-03-15 3 N/A 2400000.00 549388.73 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69 N/A 38373MM31 2049-03-16 4.5 N/A 3310000.00 1417088.51 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0 N/A 100864805.00 1269441.03 Agency Collateralized Mortgage Obligation FNMA_21-45B N/A 3136BHV71 2041-07-25 3 N/A 54828428.00 3000440.41 Agency Collateralized Mortgage Obligation GNMA_22-213N N/A 38383LA91 2052-12-20 1.49681 N/A 11000000.00 573396.46 Agency Collateralized Mortgage Obligation FNMA_20-10B N/A 3136B9BW6 2060-03-25 4 N/A 15293881.00 1142056.44 Agency Collateralized Mortgage Obligation FHLMC_37-43 N/A 3137GAHX8 2040-10-15 0 N/A 50000000.00 143403.24 Agency Collateralized Mortgage Obligation GNMA_13-39 N/A 38378JUG5 2043-03-20 2.5 N/A 1000000.00 784329.89 Agency Collateralized Mortgage Obligation GNMA_17-75A N/A 38376UK40 2047-05-20 5 N/A 30000000.00 596634.66 Agency Collateralized Mortgage Obligation FNMA_16-88C N/A 3136AUTB7 2046-12-25 0.53668 N/A 52449471.00 1554468.67 Agency Collateralized Mortgage Obligation GNMA_24-97W N/A 38384PYX2 2054-06-20 6.5 N/A 50000.00 49888.64 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-117 N/A 31396YBM3 2037-07-25 5.5 N/A 13549843.00 11761.02 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 28494102.00 1499866.30 Agency Collateralized Mortgage Obligation FHLMC_4668C N/A 3137BWD84 2047-03-15 3.5 N/A 6700000.00 702950.75 Agency Collateralized Mortgage Obligation FNMA_19-31 N/A 3136B5MY8 2049-07-25 0.58668 N/A 20000000.00 517913.88 Agency Collateralized Mortgage Obligation FNMA_21-25C N/A 3136BHEL9 2051-05-25 3.5 N/A 33200000.00 2838588.90 Agency Collateralized Mortgage Obligation FNMA_21-69F N/A 3136BJPS8 2051-10-25 2 N/A 11000000.00 7050671.22 Agency Collateralized Mortgage Obligation FHLMC_5092 N/A 3137FYEX0 2041-01-15 1 N/A 1699889.00 792849.79 Agency Collateralized Mortgage Obligation GNMA_23-88 N/A 38381JLC9 2065-10-16 0.92279 N/A 8840000.00 645562.25 Agency Collateralized Mortgage Obligation FHLMC_2490 N/A 31392RTM3 2032-08-15 6.5 N/A 21250000.00 505791.26 Agency Collateralized Mortgage Obligation FNMA_14-44 N/A 3136AKSC8 2034-08-25 2.5 N/A 2000000.00 1390291.12 Agency Collateralized Mortgage Obligation GNMA_18-49 N/A 38380WSD2 2048-04-20 4 N/A 8400000.00 361915.95 Agency Collateralized Mortgage Obligation FHLMC_5113B N/A 3137H0HX9 2041-06-25 3.5 N/A 27497232.00 1732453.80 Agency Collateralized Mortgage Obligation FNMA_12-123 N/A 3136A9YT9 2042-11-25 0.15668 N/A 101482346.00 230614.83 Agency Collateralized Mortgage Obligation FNMA_13-100D N/A 3136AGWQ1 2033-10-25 3 N/A 148400.00 141890.18 Agency Collateralized Mortgage Obligation FNMA_12-124 N/A 3136A9V96 2042-11-25 1.5 N/A 44112000.00 2776189.07 Agency Collateralized Mortgage Obligation FNMA_18-1A N/A 3136B0XB7 2048-02-25 0.68668 N/A 50000000.00 872841.56 Agency Collateralized Mortgage Obligation FNMA_19-74A N/A 3136B7WD9 2049-12-25 0.53668 N/A 76321911.00 2328795.35 Agency Collateralized Mortgage Obligation FHLMC_4756A N/A 3137FDQ96 2048-02-15 3.5 N/A 300000.00 248586.28 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 1008933.13 Agency Collateralized Mortgage Obligation FNMA_13-104 N/A 3136AGSW3 2033-10-25 3 N/A 135000.00 85480.86 Agency Collateralized Mortgage Obligation FNMA_24-42A N/A 3136BSGW9 2036-02-25 6 N/A 1000000.00 1023010.80 Agency Collateralized Mortgage Obligation GNMA_19-111S N/A 38381YNG5 2049-09-20 0.59984 N/A 18795312.00 577458.88 Agency Collateralized Mortgage Obligation FNMA_10-141F N/A 31398SYK3 2040-12-25 4.5 N/A 16600000.00 2617813.51 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_13-136 N/A 3136AHVZ0 2044-01-25 3 N/A 15734700.00 18323366.22 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 1.13199 N/A 74504333.00 257039.87 Agency Collateralized Mortgage Obligation FNMA_21-69 N/A 3136BJJW6 2051-10-25 2 N/A 224000.00 128372.10 Agency Collateralized Mortgage Obligation GNMA_16-126E N/A 38380BAZ8 2046-09-20 0.64984 N/A 20257571.00 768660.96 Agency Collateralized Mortgage Obligation FNMA_19-42J N/A 3136B5WL5 2049-08-25 0.58668 N/A 46541818.00 1721675.23 Agency Collateralized Mortgage Obligation FHLMC_5139B N/A 3137H2C44 2051-09-25 2 N/A 371000.00 205418.38 Agency Collateralized Mortgage Obligation FNMA_19-72E N/A 3136B7JL6 2049-12-25 4 N/A 16662375.00 297406.01 Agency Collateralized Mortgage Obligation GNMA_24-60C N/A 38384NHY4 2054-04-20 0 N/A 30000000.00 1345582.19 Agency Collateralized Mortgage Obligation FNMA_21-51A N/A 3136BGUD1 2051-08-25 3 N/A 25750500.00 2760183.92 Agency Collateralized Mortgage Obligation GNMA_16-57A N/A 38379WRN4 2046-04-20 0.59984 N/A 42805266.00 1355291.36 Agency Collateralized Mortgage Obligation GNMA_20-83B N/A 38382GDK5 2039-06-20 5.85016 N/A 10000.00 4318.44 Agency Collateralized Mortgage Obligation FHLMC_4400S N/A 3137BEJS4 2041-02-15 0.63199 N/A 131500000.00 1224059.22 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 0.58199 N/A 52600000.00 1116925.58 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 0.15668 N/A 59885082.00 1017821.22 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4825 N/A 3137FH7M9 2048-09-15 3.5 N/A 4735000.00 5306420.93 Agency Collateralized Mortgage Obligation FNMA_21-49 N/A 3136BHJ34 2050-11-25 2.5 N/A 301000.00 199467.90 Agency Collateralized Mortgage Obligation FNMA_13-7 N/A 3136ABUG6 2043-02-25 0.63668 N/A 25798149.00 650919.65 Agency Collateralized Mortgage Obligation GNMA_23-120C N/A 38384CTD1 2053-08-20 0.53681 N/A 30000000.00 1105497.91 Agency Collateralized Mortgage Obligation GNMA_19-20A N/A 38381RCK3 2049-02-20 5.5 N/A 63392483.00 1855259.53 Agency Collateralized Mortgage Obligation FNMA_16-24 N/A 3136ASHK5 2046-05-25 0.68668 N/A 124428476.00 2100541.04 Agency Collateralized Mortgage Obligation FNMA_13-130 N/A 3136AHZU7 2044-01-25 1.13668 N/A 43960572.00 453852.64 Agency Collateralized Mortgage Obligation FNMA_18-38B N/A 3136B1R63 2048-06-25 0.73668 N/A 80378666.00 1748247.31 Agency Collateralized Mortgage Obligation FNMA_18-27D N/A 3136B1M68 2047-12-25 0.73668 N/A 23544613.00 446650.14 Agency Collateralized Mortgage Obligation GNMA_09-94D N/A 38376K2H3 2039-10-16 6.15312 N/A 11543539.00 306071.49 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH98 2051-06-20 0.84984 N/A 15458459.00 940514.49 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 0.63668 N/A 141990914.00 3676988.37 Agency Collateralized Mortgage Obligation GNMA_21-66 N/A 38382RXV5 2051-04-20 0 N/A 9000000.00 88659.96 Agency Collateralized Mortgage Obligation FNMA_21-82D N/A 3136BKFQ0 2051-11-25 3 N/A 21374999.00 2239082.72 Agency Collateralized Mortgage Obligation FNMA_19-13E N/A 3136B4HD3 2049-04-25 0.63668 N/A 7185388.00 221866.66 Agency Collateralized Mortgage Obligation GNMA_20-181 N/A 38382LWF4 2050-12-20 0.84984 N/A 17121830.00 2028281.35 Agency Collateralized Mortgage Obligation GNMA_21-214Q N/A 38383FHC0 2051-12-20 3.5 N/A 8405000.00 931160.19 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-137 N/A 38381AQP4 2048-10-20 3.5 N/A 8290000.00 9133187.54 Agency Collateralized Mortgage Obligation GNMA_21-46L N/A 38382P4S8 2051-03-20 0.84984 N/A 36599141.00 2023736.56 Agency Collateralized Mortgage Obligation FNMA_15-30D N/A 3136ANRY5 2045-05-25 0.13668 N/A 41575000.00 527184.06 Agency Collateralized Mortgage Obligation GNMA_10-113 N/A 38377J3E1 2040-09-16 1.14688 N/A 54710960.00 470595.69 Agency Collateralized Mortgage Obligation FNMA_13-10 N/A 3136ACEQ0 2043-02-25 0.68668 N/A 26615896.00 347774.36 Agency Collateralized Mortgage Obligation GNMA_16-149C N/A 38380BUY9 2046-11-16 5.5 N/A 20049826.00 800115.69 Agency Collateralized Mortgage Obligation GNMA_15-186C N/A 38379TKW8 2045-12-20 4 N/A 20431000.00 448173.26 Agency Collateralized Mortgage Obligation FHLMC_4903F N/A 3137FN5S5 2049-08-25 0.58668 N/A 44070264.00 1967963.88 Agency Collateralized Mortgage Obligation FHLMC_4999G N/A 3137FV3L4 2048-10-15 0.58199 N/A 14317301.00 720496.22 Agency Collateralized Mortgage Obligation FHLMC_4834 N/A 3137FHR21 2048-10-15 0.68199 N/A 54226997.00 1173611.21 Agency Collateralized Mortgage Obligation GNMA_23-47A N/A 38383WP34 2042-06-20 5.25 N/A 1500000.00 1049486.88 Agency Collateralized Mortgage Obligation FHLMC_5401B N/A 3137HC7D8 2035-01-25 6 N/A 21739703.00 21868430.51 Agency Collateralized Mortgage Obligation FNMA_16-88D N/A 3136AUTH4 2046-12-25 0.58668 N/A 83467352.00 1653715.99 Agency Collateralized Mortgage Obligation FHLMC_5344 N/A 3137HAMW3 2053-10-25 6.64884 N/A 9278283.00 8075825.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-72 N/A 38380WF87 2048-05-20 3.5 N/A 5009000.00 5499013.92 Agency Collateralized Mortgage Obligation FNMA_19-12C N/A 3136B4EJ3 2057-11-25 3.5 N/A 152000.00 49520.54 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_4835 N/A 3137FHRM7 2048-10-15 3.5 N/A 5140000.00 5521737.28 Agency Collateralized Mortgage Obligation GNMA_23-155A N/A 38384DTL1 2053-10-20 0 N/A 50000000.00 764788.59 Agency Collateralized Mortgage Obligation GNMA_18-7 N/A 38380UN41 2048-01-20 0.74984 N/A 37000000.00 1314103.43 Agency Collateralized Mortgage Obligation GNMA_18-12D N/A 38380UQ89 2048-01-20 0.74984 N/A 24520731.00 780444.07 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1369683.65 Agency Collateralized Mortgage Obligation FNMA_20-65 N/A 3136BBTV4 2050-09-25 4 N/A 72732422.00 5572973.18 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-45 N/A 3136B5PK5 2049-08-25 0 N/A 213145.00 43924.86 Agency Collateralized Mortgage Obligation GNMA_19-38D N/A 38381RX95 2049-02-20 0.59984 N/A 13589393.00 398074.79 Agency Collateralized Mortgage Obligation FNMA_17-90C N/A 3136AYQL0 2047-11-25 6.5 N/A 22956744.00 1285474.54 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 0.80116 N/A 25942664.00 2173679.51 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0 N/A 25000000.00 1134979.75 Agency Collateralized Mortgage Obligation FHLMC_5202L N/A 3137H62N4 2049-06-25 2.5 N/A 350000.00 242283.61 Agency Collateralized Mortgage Obligation FNMA_14-90 N/A 3136AMCR8 2045-01-25 0.68668 N/A 29250000.00 649608.38 Agency Collateralized Mortgage Obligation FNMA_13-72 N/A 3136AFBZ6 2043-07-25 0.68668 N/A 40697000.00 801429.87 Agency Collateralized Mortgage Obligation FHLMC_5105 N/A 3137H0B56 2037-02-25 3 N/A 41666666.00 2232295.37 Agency Collateralized Mortgage Obligation GNMA_20-129 N/A 38382JYJ9 2050-09-20 2.5 N/A 4350000.00 355995.19 Agency Collateralized Mortgage Obligation FNMA_17-12D N/A 3136AVUB3 2047-03-25 0.63668 N/A 76362933.00 1513358.95 Agency Collateralized Mortgage Obligation GNMA_22-138B N/A 38383YBZ4 2052-08-20 0.69681 N/A 30018231.00 1990500.31 Agency Collateralized Mortgage Obligation GNMA_23-70M N/A 38384AEV1 2048-10-20 0.14984 N/A 20573726.00 1822326.25 Agency Collateralized Mortgage Obligation GNMA_21-69G N/A 38382RVK1 2051-04-20 1.22484 N/A 26128166.00 1707275.97 Agency Collateralized Mortgage Obligation GNMA_24-130A N/A 38384VKX4 2054-08-20 1.32 N/A 59747227.00 4049527.64 Agency Collateralized Mortgage Obligation FNMA_20-12B N/A 3136B8H51 2050-03-25 0.58668 N/A 110398000.00 5628937.37 Agency Collateralized Mortgage Obligation GNMA_21-86L N/A 38382QPD6 2051-05-20 4.5 N/A 12569647.00 795998.65 Agency Collateralized Mortgage Obligation GNMA_20-144A N/A 38382JTJ5 2050-09-20 2.5 N/A 25579288.00 1505629.15 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4821 N/A 3137FHHM8 2048-05-15 4 N/A 7000000.00 3679295.56 Agency Collateralized Mortgage Obligation FNMA_19-57E N/A 3136B6QK2 2049-10-25 0.58668 N/A 55888578.00 1447098.42 Agency Collateralized Mortgage Obligation FNMA_12-114 N/A 3136A9LP1 2042-10-25 0.58668 N/A 21000000.00 352771.15 Agency Collateralized Mortgage Obligation FNMA_11-63 N/A 31397UTU3 2041-07-25 1.08668 N/A 330000000.00 1083340.91 Agency Collateralized Mortgage Obligation GNMA_21-98 N/A 38382TG81 2051-06-20 3 N/A 3915939.00 283647.91 Agency Collateralized Mortgage Obligation GNMA_22-160A N/A 38383YQY1 2051-11-20 4 N/A 555000.00 433302.42 Agency Collateralized Mortgage Obligation FHLMC_4481B N/A 3137BJSF1 2045-06-15 3 N/A 800000.00 900171.33 Agency Collateralized Mortgage Obligation GNMA_21-46L N/A 38382P4R0 2051-03-20 0.84984 N/A 35803935.00 2048200.82 Agency Collateralized Mortgage Obligation GNMA_15-96C N/A 38379MCJ1 2045-07-20 3.5 N/A 77028571.00 555705.98 Agency Collateralized Mortgage Obligation FHLMC_4945A N/A 3137FQLN1 2050-01-15 0.53199 N/A 91750028.00 2995094.28 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 1.08199 N/A 88571428.00 891918.03 Agency Collateralized Mortgage Obligation GNMA_19-86F N/A 38381WC71 2049-03-20 2.5 N/A 1475000.00 221479.55 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 0.63199 N/A 110603899.00 667590.89 Agency Collateralized Mortgage Obligation GNMA_23-105 N/A 38381JMD6 2065-07-16 0.97778 N/A 33296039.00 2527771.01 Agency Collateralized Mortgage Obligation FHLMC_5159Q N/A 3137H3US9 2048-12-25 2.5 N/A 7896372.00 5647903.29 Agency Collateralized Mortgage Obligation GNMA_16-8A N/A 38379TMH9 2046-01-20 0.69984 N/A 17510080.00 602087.70 Agency Collateralized Mortgage Obligation GNMA_13-38 N/A 38378JKM3 2040-12-16 4.5 N/A 30913676.00 222744.48 Agency Collateralized Mortgage Obligation GNMA_18-70A N/A 38380WA66 2048-05-20 0 N/A 60000000.00 461277.48 Agency Collateralized Mortgage Obligation FHLMC_4103D N/A 3137AUBD0 2042-07-15 3.5 N/A 700000.00 856783.34 Agency Collateralized Mortgage Obligation FHLMC_4297A N/A 3137B7ME6 2034-01-15 3 N/A 600000.00 514385.86 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHR_4901 N/A 3137FMKD3 2049-07-25 0.63668 N/A 45949463.00 1540959.56 Agency Collateralized Mortgage Obligation FNMA_09-11 N/A 31397NNF8 2049-03-25 7 N/A 335000.00 3609.66 Agency Collateralized Mortgage Obligation FHLMC_4616A N/A 3137BS3L5 2046-09-15 0.53199 N/A 51499650.00 1403372.51 Agency Collateralized Mortgage Obligation FHLMC_5132 N/A 3137H1RR9 2051-08-25 3 N/A 21525173.00 2315174.82 Agency Collateralized Mortgage Obligation FNMA_12-123 N/A 3136A9YQ5 2032-11-25 3.5 N/A 50000000.00 397158.76 Agency Collateralized Mortgage Obligation GNMA_19-78B N/A 38381WSR0 2049-06-20 0.64984 N/A 19160664.00 625590.68 Agency Collateralized Mortgage Obligation FHLMC_5142H N/A 3137H2CD4 2051-09-25 3.5 N/A 30539367.00 3382685.48 Agency Collateralized Mortgage Obligation FNMA_16-33D N/A 3136AR6F0 2046-06-25 0.53668 N/A 49314751.00 2289420.89 Agency Collateralized Mortgage Obligation GNMA_22-205A N/A 38383HAE9 2052-12-20 0.81681 N/A 12000000.00 466159.94 Agency Collateralized Mortgage Obligation FNMA_13-18 N/A 3136ACYT2 2043-03-25 0.63668 N/A 42736404.00 766268.23 Agency Collateralized Mortgage Obligation FNMA_10-100 N/A 31398NKD5 2040-09-25 1.11668 N/A 122239306.00 660685.03 Agency Collateralized Mortgage Obligation FHLMC_5437B N/A 3137HF6K6 2054-08-25 0 N/A 100000000.00 2688900.00 Agency Collateralized Mortgage Obligation GNMA_18-64A N/A 38380WYJ2 2048-05-20 0.74984 N/A 28398898.00 830582.59 Agency Collateralized Mortgage Obligation GNMA_17-179F N/A 38380ULB7 2047-12-20 0.74984 N/A 23428571.00 837937.48 Agency Collateralized Mortgage Obligation FNMA_12-110 N/A 3136A9HT8 2042-10-25 3 N/A 3858000.00 342225.47 Agency Collateralized Mortgage Obligation FHLMC_4882B N/A 3137FLVY7 2049-05-15 0.58199 N/A 9396431.00 294630.35 Agency Collateralized Mortgage Obligation GNMA_18-122J N/A 38380YU45 2048-08-20 0.64984 N/A 24689850.00 1146221.46 Agency Collateralized Mortgage Obligation FNMA_11-123 N/A 3136A2QE6 2041-10-25 1.08668 N/A 71827400.00 115536.03 Agency Collateralized Mortgage Obligation FHLMC_5050E N/A 3137F7RY3 2050-10-25 3 N/A 5368180.00 549536.59 Agency Collateralized Mortgage Obligation FHLMC_4738E N/A 3137FC5M2 2047-12-15 0.73199 N/A 45000000.00 1275477.91 Agency Collateralized Mortgage Obligation FNMA_15-16C N/A 3136ANAH0 2045-04-25 4.5 N/A 50000000.00 1163737.95 Agency Collateralized Mortgage Obligation FHLMC_3942 N/A 3137AFV25 2041-10-15 1.05199 N/A 40600000.00 323927.43 Agency Collateralized Mortgage Obligation GNMA_20-7F N/A 38382DBP3 2050-01-20 3.5 N/A 8442765.00 215796.44 Agency Collateralized Mortgage Obligation FHLMC_4666D N/A 3137BWN42 2047-03-15 3 N/A 1900000.00 1436936.96 Agency Collateralized Mortgage Obligation GNMA_24-76B N/A 38384NTQ8 2049-12-20 6 N/A 890151.00 882823.77 Agency Collateralized Mortgage Obligation FNMA_24-21A N/A 3136BRUD7 2054-05-25 5.5 N/A 174946.00 181258.89 Agency Collateralized Mortgage Obligation FHLMC_4999N N/A 3137FV4P4 2044-03-25 0.48668 N/A 43898226.00 1595873.28 Agency Collateralized Mortgage Obligation GNMA_20-47R N/A 38382EDK0 2050-04-20 4 N/A 11556689.00 538431.02 Agency Collateralized Mortgage Obligation FNMA_17-111C N/A 3136B0KV7 2048-01-25 0.78668 N/A 55174514.00 1415707.96 Agency Collateralized Mortgage Obligation FNMA_18-9D N/A 3136B0P26 2048-02-25 0.73668 N/A 47510177.00 1453267.93 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-134 N/A 31398SND1 2040-12-25 4.5 N/A 33120000.00 1866062.21 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_17-49 N/A 3136AXJT3 2053-07-25 4 N/A 190000.00 19904.91 Agency Collateralized Mortgage Obligation GNMA_23-152B N/A 38384DUU9 2053-10-20 0.25681 N/A 50396561.00 3322019.23 Agency Collateralized Mortgage Obligation GNMA_22-161F N/A 38383YTJ1 2052-09-20 0.62681 N/A 30000000.00 2037354.53 Agency Collateralized Mortgage Obligation FHLMC_5094C N/A 3137FYPN0 2041-04-25 3 N/A 37666666.00 2355117.08 Agency Collateralized Mortgage Obligation GNMA_21-135F N/A 38382XAQ8 2051-08-20 0 N/A 32416186.00 343241.98 Agency Collateralized Mortgage Obligation GNMA_23-89F N/A 38384BND9 2050-01-20 0.59984 N/A 19489170.00 1986283.06 Agency Collateralized Mortgage Obligation GNMA_21-206A N/A 38383DWN4 2051-11-20 3.5 N/A 9825019.00 1060397.36 Agency Collateralized Mortgage Obligation FNMA_19-81C N/A 3136B8EC9 2050-01-25 0.53668 N/A 33705506.00 957209.73 Agency Collateralized Mortgage Obligation FHLMC_5076D N/A 3137F9M57 2051-02-25 3 N/A 19310978.00 2198542.00 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 0.50116 N/A 17311159.00 1565580.40 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5020 N/A 3137FWXZ8 2050-08-25 3 N/A 34667830.00 3396701.47 Agency Collateralized Mortgage Obligation FHLMC_41-20 N/A 3137AVGW1 2042-10-15 0.68199 N/A 44708220.00 631548.86 Agency Collateralized Mortgage Obligation FHLMC_2084 N/A 3133TG5S4 2028-08-15 6.5 N/A 13500000.00 64491.57 Agency Collateralized Mortgage Obligation FNMA_13-130 N/A 3136AHB41 2044-01-25 0.58668 N/A 51882666.00 672003.18 Agency Collateralized Mortgage Obligation FNMA_23-1A N/A 3136BPVJ7 2052-06-25 4.5 N/A 4230000.00 4101395.31 Agency Collateralized Mortgage Obligation FHLMC_41-50 N/A 3137AYAQ4 2043-01-15 0.68199 N/A 73493365.00 1282655.89 Agency Collateralized Mortgage Obligation GNMA_21-107 N/A 38382UEZ0 2051-06-20 3 N/A 3100000.00 376659.42 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 0.58668 N/A 36516371.00 1246240.71 Agency Collateralized Mortgage Obligation FNMA_19-67J N/A 3136B65N9 2044-04-25 0.482703 N/A 108516201.00 443900.42 Agency Collateralized Mortgage Obligation FHLMC_4956B N/A 3137FRKM2 2040-03-25 3.5 N/A 29399211.00 971603.58 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 0.98199 N/A 62000000.00 329549.71 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 961518.65 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JC88 2065-05-16 4 N/A 1165197.00 978634.07 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-122 N/A 38380YR80 2048-09-20 3.5 N/A 5600000.00 6068271.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-146 N/A 38382KVX8 2050-10-20 2.5 N/A 15643609.00 1340248.59 Agency Collateralized Mortgage Obligation FHLMC_4319A N/A 3137B8MJ3 2044-03-15 3 N/A 16133753.00 19302504.91 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 0.53199 N/A 14600000.00 118517.66 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PH45 2054-06-20 6.5 N/A 7624517.00 900290.51 Agency Collateralized Mortgage Obligation GNMA_16-136 N/A 38380BTD7 2046-08-20 0.59984 N/A 74114624.00 804061.20 Agency Collateralized Mortgage Obligation FNMA_15-35A N/A 3136ANL88 2045-06-25 0.13668 N/A 160000000.00 1813479.01 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 0.53668 N/A 46553866.00 2290890.80 Agency Collateralized Mortgage Obligation FHLMC_4066 N/A 3137ARFM3 2042-06-15 3.5 N/A 120000.00 83711.75 Agency Collateralized Mortgage Obligation FNMA_24-9E N/A 3136BRHJ9 2054-03-25 0.50116 N/A 6000000.00 322888.46 Agency Collateralized Mortgage Obligation FHLMC_5005B N/A 3137FVCJ9 2040-08-25 4 N/A 35713338.00 1486711.40 Agency Collateralized Mortgage Obligation FHLMC_4656E N/A 3137BVBM7 2047-02-15 4 N/A 120000.00 153567.58 Agency Collateralized Mortgage Obligation FHLMC_5413E N/A 3137HCPE6 2051-08-25 1 N/A 8562215.00 5221171.94 Agency Collateralized Mortgage Obligation FHLMC-5119 N/A 3137H0SA7 2041-06-25 3 N/A 25777000.00 1420091.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151 N/A 38382BBF9 2049-12-20 3.5 N/A 8400000.00 458552.88 Agency Collateralized Mortgage Obligation GNMA_20-122Q N/A 38382HQZ6 2050-08-20 2.5 N/A 10000000.00 599077.69 Agency Collateralized Mortgage Obligation FNMA_24-9F N/A 3136BRHY6 2054-03-25 1.65116 N/A 3000000.00 232509.85 Agency Collateralized Mortgage Obligation FHLMC_4325 N/A 3137B9UH6 2044-04-15 4 N/A 154000.00 203973.28 Agency Collateralized Mortgage Obligation GNMA_14-19 N/A 38379AGE4 2044-02-16 0.64688 N/A 38181818.00 387730.89 Agency Collateralized Mortgage Obligation GNMA_10-31 N/A 38376XF24 2040-03-20 0.29984 N/A 473125000.00 1752979.72 Agency Collateralized Mortgage Obligation GNMA_19-108A N/A 38381XXG6 2049-08-20 0.59984 N/A 41424000.00 1409500.76 Agency Collateralized Mortgage Obligation FNMA_15-18C N/A 3136AM3K3 2045-04-25 3 N/A 8316322.00 9649185.26 Agency Collateralized Mortgage Obligation FHLMC_5042F N/A 3137F6AG2 2050-11-25 3.5 N/A 27747726.00 2392498.22 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7R2 2065-03-16 0.5 N/A 3000000.00 75233.59 Agency Collateralized Mortgage Obligation FHLMC_4906C N/A 3137FNV80 2049-08-25 2 N/A 2500000.00 845185.66 Agency Collateralized Mortgage Obligation FNMA_21-88E N/A 3136BKRP9 2050-03-25 2.5 N/A 935000.00 658167.21 Agency Collateralized Mortgage Obligation GNMA_23-47A N/A 38383WP67 2053-03-20 0.99681 N/A 12500000.00 540674.13 Agency Collateralized Mortgage Obligation FNMA_18-14A N/A 3136B1FN9 2048-03-25 6 N/A 14080263.00 745996.12 Agency Collateralized Mortgage Obligation GNMA_23-188B N/A 38384HRE0 2053-12-20 1.69681 N/A 30000000.00 1364312.57 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7TZ5 2042-08-25 5.96332 N/A 150000.00 17881.06 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 398986.62 Agency Collateralized Mortgage Obligation FNMA_19-14A N/A 3136B4FP8 2049-04-25 3.5 N/A 145683.00 51378.79 Agency Collateralized Mortgage Obligation GNMA_20-146E N/A 38382KVY6 2050-10-20 0.84984 N/A 10000000.00 895696.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125 N/A 38380Y5T8 2048-09-20 3.5 N/A 11906000.00 12810863.38 Agency Collateralized Mortgage Obligation FNMA_19-71D N/A 3136B6B69 2049-11-25 0.58668 N/A 33282680.00 1397512.61 Agency Collateralized Mortgage Obligation FNMA_19-28B N/A 3136B4VC9 2049-06-25 0.58668 N/A 25240919.00 819045.63 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_00-32 N/A 31358SNY3 2030-10-18 5.91767 N/A 200000.00 130.68 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-30 N/A 3136B1K60 2048-05-25 4 N/A 4640000.00 5248418.44 Agency Collateralized Mortgage Obligation FHLMC_4473 N/A 3137BJAS2 2045-05-15 0.13199 N/A 36726000.00 479175.92 Agency Collateralized Mortgage Obligation FHLMC_4461 N/A 3137BHL70 2045-04-15 0.73199 N/A 51428571.00 1342741.92 Agency Collateralized Mortgage Obligation FHLMC_4274D N/A 3137B5UM3 2043-09-15 0.68199 N/A 49962285.00 479116.20 Agency Collateralized Mortgage Obligation GNMA_21-96E N/A 38382UUS8 2051-06-20 0.84984 N/A 19218007.00 900607.49 Agency Collateralized Mortgage Obligation FHLMC_4999H N/A 3137FV3U4 2049-12-25 0.58668 N/A 10565204.00 582280.16 Agency Collateralized Mortgage Obligation GNMA_19-23M N/A 38381RVN6 2049-02-20 0.59984 N/A 68614000.00 867826.75 Agency Collateralized Mortgage Obligation FNMA_21-41C N/A 3136BHR76 2051-07-25 3.5 N/A 25361907.00 2627422.63 Agency Collateralized Mortgage Obligation FHLMC_4704 N/A 3137F1HT8 2047-07-15 3.5 N/A 6800000.00 777330.03 Agency Collateralized Mortgage Obligation GNMA_19-128P N/A 38382AGC3 2043-07-16 0.54688 N/A 39134126.00 1514878.70 Agency Collateralized Mortgage Obligation GNMA_23-118 N/A 38381JMZ7 2065-05-16 0.90466 N/A 20254243.00 1432711.72 Agency Collateralized Mortgage Obligation FHLMC_5386G N/A 3137HBYC2 2049-06-15 0.58199 N/A 23750082.00 2609455.94 Agency Collateralized Mortgage Obligation GNMA_24-130B N/A 38384VLA3 2054-08-20 0.60186 N/A 100000000.00 3886018.33 Agency Collateralized Mortgage Obligation GNMA_18-126B N/A 38380YM69 2048-09-20 0 N/A 50000000.00 948931.85 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-103 N/A 3136A8C57 2042-09-25 5.86332 N/A 226474.00 26338.07 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PE48 2054-06-20 5.5 N/A 1268786.00 1295410.91 Agency Collateralized Mortgage Obligation FHLMC_4103 N/A 3137AUB24 2042-09-15 0.58199 N/A 81751020.00 1142781.33 Agency Collateralized Mortgage Obligation FHR_4924 N/A 3137FPEA9 2049-10-25 0.58668 N/A 45076729.00 1569189.42 Agency Collateralized Mortgage Obligation GNMA_15-170A N/A 38379FXC8 2045-11-20 0.24984 N/A 25515746.00 676171.61 Agency Collateralized Mortgage Obligation GNMA_17-189B N/A 38380UHP1 2047-12-20 0.74984 N/A 28034081.00 1242291.25 Agency Collateralized Mortgage Obligation GNMA_18-13B N/A 38380UUY7 2048-01-20 0.79984 N/A 63902853.00 1433086.44 Agency Collateralized Mortgage Obligation FNMA_13-132B N/A 3136AHY38 2044-01-25 3 N/A 3561400.00 4422221.13 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4596 N/A 3137BQPF8 2046-06-15 3 N/A 3175000.00 3614891.83 Agency Collateralized Mortgage Obligation FHLMC_4793C N/A 3137FEZD5 2048-06-15 0.73199 N/A 56250000.00 701500.35 Agency Collateralized Mortgage Obligation FHLMC_3338 N/A 31397HSA7 2037-06-15 6 N/A 10453818.00 670043.28 Agency Collateralized Mortgage Obligation FNMA_12-3 N/A 3136A3T76 2042-02-25 0.48668 N/A 84000000.00 621468.74 Agency Collateralized Mortgage Obligation GNMA_24-61P N/A 38384MGB7 2053-10-20 0 N/A 71381618.00 1962713.77 Agency Collateralized Mortgage Obligation GNMA_15-162 N/A 38379FTL3 2045-11-20 1.29984 N/A 29059825.00 876863.52 Agency Collateralized Mortgage Obligation FHLMC_5432 N/A 3137HDN71 2054-07-25 5.5 N/A 10411802.00 10661843.67 Agency Collateralized Mortgage Obligation FNMA_19-69C N/A 3136B7C66 2049-12-25 0.53668 N/A 20217000.00 789148.38 Agency Collateralized Mortgage Obligation GNMA_22-68J N/A 38383PG96 2052-04-20 3.5 N/A 800000.00 692386.76 Agency Collateralized Mortgage Obligation FHLMC_4979 N/A 3137FTXU6 2050-06-25 0.58668 N/A 14447000.00 608482.52 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-70 N/A 3136A7FD9 2042-07-25 0.53668 N/A 5900000.00 113216.17 Agency Collateralized Mortgage Obligation FHLMC_4670 N/A 3137BWFL3 2047-03-15 3 N/A 222000.00 184670.85 Agency Collateralized Mortgage Obligation FHLMC_5432 N/A 3137HDN63 2035-05-25 5.5 N/A 8466311.00 8648745.16 Agency Collateralized Mortgage Obligation FHLMC_4706A N/A 3137FAP51 2047-08-15 4 N/A 24905135.00 1039603.31 Agency Collateralized Mortgage Obligation FHLMC_4120G N/A 3137AVGN1 2042-10-15 0.73199 N/A 17786009.00 374647.81 Agency Collateralized Mortgage Obligation GNMA_17-155A N/A 38380HF72 2047-10-16 6 N/A 16765698.00 660666.19 Agency Collateralized Mortgage Obligation FHSTR_30-4 N/A 31325UPC4 2042-02-15 3.5 N/A 47477457.00 609315.50 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YXT6 2049-09-20 0.64984 N/A 34167000.00 1112912.87 Agency Collateralized Mortgage Obligation FHLMC_5416C N/A 3137HD6D7 2054-06-25 5.5 N/A 1069699.00 1110392.27 Agency Collateralized Mortgage Obligation GNMA_24-117B N/A 38384Q4G0 2054-07-20 4 N/A 8885490.00 8083203.32 Agency Collateralized Mortgage Obligation FHLMC_4994H N/A 3137FUFL3 2050-04-25 4 N/A 13897710.00 981665.88 Agency Collateralized Mortgage Obligation GNMA_19-98E N/A 38381YED2 2049-08-20 5.90016 N/A 100000.00 25613.16 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PE63 2054-06-20 0.34681 N/A 30000000.00 1251368.28 Agency Collateralized Mortgage Obligation FHLMC_5150 N/A 3137H32U5 2051-10-25 2 N/A 560000.00 320639.97 Agency Collateralized Mortgage Obligation GNMA_19-128D N/A 38382AEQ4 2049-10-20 3.5 N/A 6173963.00 2050416.61 Agency Collateralized Mortgage Obligation FHLMC_5103E N/A 3137H0BF4 2051-05-25 4 N/A 18000000.00 2062969.59 Agency Collateralized Mortgage Obligation GNMA_24-130A N/A 38384VLN5 2054-08-20 5 N/A 39831485.00 39979370.45 Agency Collateralized Mortgage Obligation FNMA_17-39A N/A 3136AWGZ4 2047-05-25 0.68668 N/A 37969077.00 904466.70 Agency Collateralized Mortgage Obligation FNMA_24-9C N/A 3136BRHP5 2054-03-25 1.00116 N/A 6000000.00 380658.53 Agency Collateralized Mortgage Obligation FNMA_16-77A N/A 3136ATT46 2046-10-25 0.53668 N/A 23365799.00 810323.12 Agency Collateralized Mortgage Obligation FHLMC_5386D N/A 3137HBY65 2054-03-25 5 N/A 4488.00 4469.79 Agency Collateralized Mortgage Obligation FHLMC_4753 N/A 3137FDW99 2048-02-15 3 N/A 6890000.00 6010062.03 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-4 N/A 3136AQ3E8 2046-02-25 3 N/A 550000.00 476308.62 Agency Collateralized Mortgage Obligation FHLMC_5138A N/A 3137H2JM7 2050-03-25 3.5 N/A 18863683.00 1667494.90 Agency Collateralized Mortgage Obligation GNMA_18-104L N/A 38380X5F0 2048-08-20 0.74984 N/A 64759000.00 1574121.36 Agency Collateralized Mortgage Obligation FNMA_17-94D N/A 3136AYXT5 2047-11-25 0.72668 N/A 46035907.00 1032254.64 Agency Collateralized Mortgage Obligation GNMA_15-111 N/A 38379MNM2 2045-08-20 0.74984 N/A 22237939.00 308872.15 Agency Collateralized Mortgage Obligation GNMA_19-36B N/A 38381RP52 2049-03-20 0.59984 N/A 43490980.00 1016856.58 Agency Collateralized Mortgage Obligation GNMA_21-78F N/A 38382QH29 2051-05-20 4 N/A 3992973.00 374299.30 Agency Collateralized Mortgage Obligation FNMA_14-74 N/A 3136ALXU0 2044-11-25 0.63668 N/A 100000000.00 1058023.37 Agency Collateralized Mortgage Obligation GNMA_24-14B N/A 38384HY51 2054-01-20 5.06135 N/A 1133333.00 120699.24 Agency Collateralized Mortgage Obligation GNMA_19-49 N/A 38381TWQ4 2049-04-20 0.08984 N/A 50000000.00 1282619.06 Agency Collateralized Mortgage Obligation GNMA_22-159G N/A 38383YLW0 2052-09-20 0 N/A 15500000.00 552280.22 Agency Collateralized Mortgage Obligation FNMA_19-43B N/A 3136B5ZL2 2049-08-25 0.58668 N/A 69947268.00 1660158.98 Agency Collateralized Mortgage Obligation FNMA_17-32B N/A 3136AWLE5 2047-05-25 0.68668 N/A 114000000.00 2459735.19 Agency Collateralized Mortgage Obligation GNMA_11-167 N/A 38378ARQ6 2040-05-20 3 N/A 4500000.00 53232.93 Agency Collateralized Mortgage Obligation FHLMC_5055E N/A 3137F7GL3 2050-12-25 1.5 N/A 1528748.00 646733.64 Agency Collateralized Mortgage Obligation GNMA_18-154Q N/A 38381AXN1 2048-11-20 0.74984 N/A 52186722.00 1681942.81 Agency Collateralized Mortgage Obligation GNMA_15-162A N/A 38379FRN1 2045-11-20 0.74984 N/A 54871344.00 1922168.29 Agency Collateralized Mortgage Obligation GNMA_16-141B N/A 38380CAC7 2046-10-20 2.5 N/A 390000.00 268433.84 Agency Collateralized Mortgage Obligation FNMA_14-9C N/A 3136AJDC7 2034-03-25 3 N/A 200000.00 159935.43 Agency Collateralized Mortgage Obligation GNMA_23-167D N/A 38384FAT9 2053-11-20 0.14681 N/A 30000000.00 869764.48 Agency Collateralized Mortgage Obligation GNMA_20-21A N/A 38382DJV2 2050-02-20 0.59984 N/A 6953000.00 348739.45 Agency Collateralized Mortgage Obligation GNMA_16-79 N/A 38379XPB0 2046-06-20 3.5 N/A 60441196.00 540711.63 Agency Collateralized Mortgage Obligation GNMA_19-29R N/A 38381TNB7 2049-03-20 0.59984 N/A 79855394.00 977170.66 Agency Collateralized Mortgage Obligation FHLMC_4820C N/A 3137FHHV8 2048-03-15 0.73199 N/A 25941382.00 451839.37 Agency Collateralized Mortgage Obligation FHLMC_5448C N/A 3137HFLY9 2054-09-25 4.5 N/A 25782931.00 25484235.74 Agency Collateralized Mortgage Obligation FHLMC_5416B N/A 3137HD6M7 2054-06-25 0.45116 N/A 50000000.00 1930881.77 Agency Collateralized Mortgage Obligation FHLMC_2995 N/A 31395VMY2 2035-06-15 1.28199 N/A 71188000.00 182762.09 Agency Collateralized Mortgage Obligation FHLMC_4508 N/A 3137BLDG0 2045-09-15 0.63199 N/A 185693955.00 2735489.81 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-83 N/A 3136AQKE9 2045-11-25 3.5 N/A 7869000.00 9647670.04 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133TDCF1 2028-04-15 6 N/A 12805000.00 16380.02 Agency Collateralized Mortgage Obligation GNMA_19-119F N/A 38381YD92 2049-09-16 0.59688 N/A 6702116.00 523983.80 Agency Collateralized Mortgage Obligation GNMA_18-104A N/A 38380X4U8 2048-08-20 0.74984 N/A 13710983.00 470908.15 Agency Collateralized Mortgage Obligation FHLMC_5170 N/A 3137H4FG0 2050-07-25 2 N/A 1030000.00 639683.57 Agency Collateralized Mortgage Obligation FNMA_19-8A N/A 3136B3V64 2049-03-25 0.58668 N/A 47557683.00 1664322.76 Agency Collateralized Mortgage Obligation GNMA_15-65C N/A 38379L4K9 2045-05-20 4 N/A 46727316.00 1261320.45 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-75 N/A 3136B3CZ1 2048-10-25 4 N/A 7700000.00 4417480.67 Agency Collateralized Mortgage Obligation FNMA_15-81D N/A 3136AQPK0 2035-10-25 3 N/A 2400000.00 2863330.19 Agency Collateralized Mortgage Obligation FHLMC_47-33 N/A 3137FBSB3 2041-07-15 5 N/A 14533422.00 483713.29 Agency Collateralized Mortgage Obligation FNMA_17-67C N/A 3136AXK46 2047-09-25 4 N/A 915275.00 1093995.73 Agency Collateralized Mortgage Obligation FNMA_24-9E N/A 3136BRHG5 2054-03-25 1.00116 N/A 6000000.00 380658.53 Agency Collateralized Mortgage Obligation FHLMC_4347A N/A 3137BBR69 2054-06-15 5.96801 N/A 124037946.00 20278846.21 Agency Collateralized Mortgage Obligation GNMA_19-43G N/A 38381TR49 2049-02-20 4.5 N/A 18153405.00 68895.53 Agency Collateralized Mortgage Obligation GNMA_19-128A N/A 38382AGG4 2049-10-20 3.5 N/A 50000.00 20951.59 Agency Collateralized Mortgage Obligation GNMA_21-175G N/A 38383CQ60 2051-10-20 3 N/A 3125000.00 401994.06 Agency Collateralized Mortgage Obligation FHLMC_4142 N/A 3137AX4Z3 2032-12-15 3 N/A 68758661.00 733193.78 Agency Collateralized Mortgage Obligation FHLMC_4136 N/A 3137AWH65 2042-11-15 0 N/A 1661735.00 179297.55 Agency Collateralized Mortgage Obligation FHLMC_5437D N/A 3137HF6L4 2054-08-25 0.40116 N/A 50000000.00 1991835.85 Agency Collateralized Mortgage Obligation FHLMC_5027H N/A 3137FX5A2 2050-10-25 3.5 N/A 30243535.00 2859791.59 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Moody's NR Fitch F1 2024-09-03 2024-10-04 2024-10-04 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 0.0048 N N N Y Natixis SA Natixis SA 5.33000000 N/A KX1WK48MPD4Y2NCUIZ63 BYD7T1QU8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FNMS 04.000 CLBW2034 N/A 3140MTHL0 2052-08-01 4 N/A 1000.00 822.92 Agency Mortgage-Backed Securities 3 1/2 BOND 39 N/A 912810QA9 2039-02-15 3.5 N/A 4000000.00 3794814.52 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 900.00 914.08 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 100.00 99.50 U.S. Treasuries (including strips) FEPC 06.500 CLQJ3110 N/A 3133CTN39 2054-09-01 6.5 N/A 1000.00 1046.20 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7988 N/A 3140QF2W8 2050-12-01 2 N/A 137831424.00 84483754.41 Agency Mortgage-Backed Securities GNMI SF BG9700 X N/A 3617GUX58 2048-07-15 4.5 N/A 1278.00 775.43 Agency Mortgage-Backed Securities GNII SF MA8147 M N/A 36179XBQ8 2052-02-20 2.5 N/A 6478100.00 4739150.33 Agency Mortgage-Backed Securities FNMS 05.000 CLDB4345 N/A 3140ADZK0 2054-05-01 5 N/A 1000.00 906.86 Agency Mortgage-Backed Securities FEPC 04.500 CLQG8964 N/A 3133C95Z2 2053-08-01 4.5 N/A 1044.00 1013.38 Agency Mortgage-Backed Securities FEPC 02.500 CLQC9148 N/A 3133AUEV6 2051-10-01 2.5 N/A 8209184.00 5762474.50 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1505 N/A 3132DNU68 2052-08-01 4.5 N/A 1000.00 849.86 Agency Mortgage-Backed Securities 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 12824200.00 14075058.32 U.S. Treasuries (including strips) FEPC 05.000 CLRA7906 N/A 3133KPYB8 2052-10-01 5 N/A 1008.00 891.70 Agency Mortgage-Backed Securities 4 7/8 NOTE BA 26 N/A 91282CKK6 2026-04-30 4.875 N/A 100.00 102.95 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 100.00 100.30 U.S. Treasuries (including strips) TINT 08/15/29 N/A 912833XP0 2029-08-15 0 N/A 13610221.10 11280995.08 U.S. Treasuries (including strips) 4 NOTE AB 29 N/A 91282CLC3 2029-07-31 4 N/A 2979200.00 3029640.45 U.S. Treasuries (including strips) GNMI SF CX5744 X N/A 3618FSLZ9 2053-10-15 7.5 N/A 4172552.00 4391457.57 Agency Mortgage-Backed Securities GNII SF MA9301 M N/A 36179YKN3 2053-11-20 3.5 N/A 17763209.00 15800215.57 Agency Mortgage-Backed Securities 0 3/4 TRIB 42 N/A 912810QV3 2042-02-15 0.75 N/A 200.00 228.12 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 400.00 219.19 U.S. Treasuries (including strips) FNMS 06.000 CLDB6927 N/A 3140AGVV3 2054-07-01 6 N/A 1008.00 1043.51 Agency Mortgage-Backed Securities FNMS 05.500 CLDB9465 N/A 3140AKQT5 2054-09-01 5.5 N/A 1000.00 1016.87 Agency Mortgage-Backed Securities 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 100.00 104.50 U.S. Treasuries (including strips) FEPC 05.000 CLQA7259 N/A 3133A2B41 2050-02-01 5 N/A 6557130.00 3223298.25 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5861 N/A 3140QRQP1 2053-03-01 6.5 N/A 1008.00 913.72 Agency Mortgage-Backed Securities FEPC 06.500 CLQH9927 N/A 3133CPA49 2054-02-01 6.5 N/A 1000.00 888.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQI8933 N/A 3133WF4S3 2054-07-01 6.5 N/A 1000.00 1049.25 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5149 N/A 3133C5WJ6 2053-06-01 6.5 N/A 1004.00 1014.57 Agency Mortgage-Backed Securities GNII SF MA7136 M N/A 36179V4V9 2051-01-20 2.5 N/A 1000.00 501.78 Agency Mortgage-Backed Securities 2.15 FMNT 21-40 J2 N/A 3134GV6J2 2040-07-13 2.15 N/A 1399000.00 1007787.76 Agency Debentures and Agency Strips 1 3/8 TRIB 44 N/A 912810RF7 2044-02-15 1.375 N/A 2307000.00 2799574.32 U.S. Treasuries (including strips) 4 1/2 NOTE AU 25 N/A 91282CFW6 2025-11-15 4.5 N/A 200.00 203.19 U.S. Treasuries (including strips) FNMS 04.000 CLCB4332 N/A 3140QPY68 2052-08-01 4 N/A 20816023.00 17624630.95 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3021 N/A 3140QNLB6 2052-03-01 3 N/A 29753856.00 23200716.04 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1259 N/A 3140ANMH9 2054-08-01 5.5 N/A 2843190.00 2912895.23 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7990 N/A 3140A82Y7 2054-01-01 7 N/A 1000.00 915.03 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9883 N/A 3138LN6V8 2033-07-01 3.85 N/A 1000.00 969.48 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1016 N/A 3140HSDW8 2028-12-01 3.955 N/A 1000.00 999.36 Agency Mortgage-Backed Securities GNII SF MA9852 M N/A 36179Y5M2 2054-07-20 6 N/A 1042.00 1063.34 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8569 N/A 3140QUQX7 2054-05-01 5 N/A 7044992.00 6989229.23 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0736 N/A 3140FXZA3 2063-06-01 4 N/A 1000.00 912.01 Agency Mortgage-Backed Securities 6 1/8 BOND 27 N/A 912810FB9 2027-11-15 6.125 N/A 100.00 108.95 U.S. Treasuries (including strips) FNMS 06.000 CLDB8438 N/A 3140AJLU0 2054-09-01 6 N/A 1000.00 1028.51 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6360 N/A 3140XNB60 2047-07-01 3.5 N/A 1000.00 885.57 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9622 N/A 3133KRVP6 2053-08-01 5.5 N/A 17374800.00 16434825.51 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ3373 N/A 3133CTXA2 2054-09-01 5.5 N/A 1986.00 2036.04 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0126 N/A 3140HRD83 2028-10-01 3.51 N/A 1000.00 966.04 Agency Mortgage-Backed Securities 2 BOND 41 N/A 912810TC2 2041-11-15 2 N/A 27998700.00 20524481.11 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 1000.00 1053.08 U.S. Treasuries (including strips) FEPC 03.500 CLSD4755 N/A 3132DSH88 2049-09-01 3.5 N/A 640720.00 572163.00 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ3099 N/A 3133CTNQ8 2054-09-01 6 N/A 1000.00 1035.49 Agency Mortgage-Backed Securities 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 N/A 256149000.00 252235101.68 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 100.00 98.88 U.S. Treasuries (including strips) FNMS 05.000 CLDB3084 N/A 3140ACNA7 2054-05-01 5 N/A 1000.00 1002.87 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ1208 N/A 3140NVKW6 2029-07-01 4.84 N/A 16240801.00 16764483.83 Agency Mortgage-Backed Securities 0 5/8 TRIN D 32 N/A 91282CEZ0 2032-07-15 0.625 N/A 2034500.00 2040033.58 U.S. Treasuries (including strips) 5 NOTE BG 25 N/A 91282CHV6 2025-08-31 5 N/A 730100.00 752425.09 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 200.00 200.83 U.S. Treasuries (including strips) 0 3/4 TRIN D 28 N/A 912828Y38 2028-07-15 0.75 N/A 200.00 242.74 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 5920300.00 6020362.32 U.S. Treasuries (including strips) 5 1/2 BOND 28 N/A 912810FE3 2028-08-15 5.5 N/A 656000.00 702298.41 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 100.00 94.74 U.S. Treasuries (including strips) GNII SF MA5595 M N/A 36179UGC0 2048-11-20 4 N/A 283097002.00 29763966.26 Agency Mortgage-Backed Securities 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 100.00 71.21 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 100.00 96.34 U.S. Treasuries (including strips) FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 N/A 1000.00 677.82 Agency Mortgage-Backed Securities 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 100.00 85.26 U.S. Treasuries (including strips) FEPC 06.000 CLQJ3102 N/A 3133CTNT2 2054-09-01 6 N/A 1002.00 1034.01 Agency Mortgage-Backed Securities FEPC 04.000 CLZS3547 N/A 3132A35G1 2041-12-01 4 N/A 17457772.00 2267756.63 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5849 N/A 3140QRQB2 2053-03-01 5.5 N/A 1031.00 944.73 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ3098 N/A 3133CTNP0 2054-09-01 6 N/A 1000.00 1037.96 Agency Mortgage-Backed Securities 3 NOTE Q 25 N/A 9128285C0 2025-09-30 3 N/A 200.00 199.66 U.S. Treasuries (including strips) 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 2558700.00 2751075.72 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 100.00 96.55 U.S. Treasuries (including strips) FEPC 04.500 CLQJ0499 N/A 3133CQRU1 2054-07-01 4.5 N/A 1000.00 986.91 Agency Mortgage-Backed Securities 2 5/8 NOTE B 29 N/A 9128286B1 2029-02-15 2.625 N/A 300.00 286.89 U.S. Treasuries (including strips) FEPC 05.500 CLQJ2317 N/A 3133CSSE2 2054-08-01 5.5 N/A 1876654.00 1921272.49 Agency Mortgage-Backed Securities FEPC 05.000 CLQA7272 N/A 3133A2CH1 2050-02-01 5 N/A 5379500.00 2178997.08 Agency Mortgage-Backed Securities 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 N/A 100.00 106.25 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 1200.00 1082.43 U.S. Treasuries (including strips) FNMS 07.000 CLDA9939 N/A 3140YYBH1 2054-02-01 7 N/A 1000.00 946.17 Agency Mortgage-Backed Securities FEPC 04.500 CLQH0944 N/A 3133CDBM5 2053-09-01 4.5 N/A 1000.00 957.37 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9673 N/A 3138LNXB2 2033-08-01 3.85 N/A 770853.00 740100.89 Agency Mortgage-Backed Securities 0 3/4 NOTE Z 26 N/A 91282CCF6 2026-05-31 0.75 N/A 100.00 94.73 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 6134800.00 5444032.12 U.S. Treasuries (including strips) 4.15 FHOR 23-38 Z N/A 3130AEDV9 2038-06-01 4.15 N/A 10000.00 9459.52 Agency Debentures and Agency Strips FKAR 03.260 WEWE6088 N/A 3132YBXR2 2040-02-01 3.26 N/A 1075.00 991.92 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7807 N/A 3140QTU98 2054-01-01 6.5 N/A 1130559.00 1163857.45 Agency Mortgage-Backed Securities 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 100.00 83.27 U.S. Treasuries (including strips) FEPC 05.000 CLSD4977 N/A 3132DSQ62 2053-11-01 5 N/A 799049.00 774845.40 Agency Mortgage-Backed Securities 3 BOND 42 N/A 912810QW1 2042-05-15 3 N/A 100.00 85.62 U.S. Treasuries (including strips) FNMS 04.000 CLMA3495 N/A 31418C3D4 2048-10-01 4 N/A 9281457.00 790249.01 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6377 N/A 3133WDCN0 2054-05-01 5.5 N/A 1000.00 1021.65 Agency Mortgage-Backed Securities 2 1/2 NOTE W 27 N/A 91282CEF4 2027-03-31 2.5 N/A 100.00 97.91 U.S. Treasuries (including strips) FKAR 02.920 WNWN1142 N/A 3132XFHU5 2038-01-01 2.92 N/A 1901.00 1572.32 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6055 N/A 3140QRWR0 2053-04-01 5 N/A 2024.00 1796.64 Agency Mortgage-Backed Securities 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 N/A 800.00 865.39 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 100.00 97.36 U.S. Treasuries (including strips) FNMS 05.500 CLDB7936 N/A 3140AHZA3 2054-08-01 5.5 N/A 1321176.00 1352589.02 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4696 N/A 3132DSGD8 2054-02-01 6 N/A 472792.00 470158.89 Agency Mortgage-Backed Securities MNAR XX.XXX HXBS9079 N/A 3140LLCR0 2028-07-01 4.7 N/A 3974002.00 4044608.53 Agency Mortgage-Backed Securities 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 100.00 85.60 U.S. Treasuries (including strips) FNMS 04.500 CLBV6684 N/A 3140MLNA4 2052-04-01 4.5 N/A 1000.00 842.02 Agency Mortgage-Backed Securities 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 24999900.00 22900662.62 U.S. Treasuries (including strips) FNMS 05.500 CLBX4949 N/A 3140N9QB5 2053-02-01 5.5 N/A 1000.00 762.38 Agency Mortgage-Backed Securities 0 3/8 TRIN D 27 N/A 9128282L3 2027-07-15 0.375 N/A 100.00 123.80 U.S. Treasuries (including strips) FEPC 06.000 CLSD4297 N/A 3132E0X23 2053-11-01 6 N/A 1000.00 985.02 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8157 N/A 3140QUB39 2054-03-01 6 N/A 861358.00 870064.54 Agency Mortgage-Backed Securities FNMS 03.500 CRBM7359 N/A 3140JCE91 2046-12-01 3.5 N/A 1832.00 1610.16 Agency Mortgage-Backed Securities FEPC 06.500 CLQH8220 N/A 3133CMDZ4 2054-01-01 6.5 N/A 1000.00 993.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7379 N/A 3140N0FV2 2052-12-01 5 N/A 2005.00 1856.88 Agency Mortgage-Backed Securities 3 7/8 NOTE AH 27 N/A 91282CGC9 2027-12-31 3.875 N/A 2000.00 2021.75 U.S. Treasuries (including strips) 0 5/8 TRIB 43 N/A 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06.000 CLFS8164 N/A 3140XQCA3 2054-06-01 6 N/A 3962900.00 4047341.26 Agency Mortgage-Backed Securities 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 2300.00 2389.18 U.S. Treasuries (including strips) FNMS 04.000 CLBU7618 N/A 3140M9PC5 2051-11-01 4 N/A 1169385.00 853691.23 Agency Mortgage-Backed Securities 1 3/4 BOND 41 N/A 912810TA6 2041-08-15 1.75 N/A 200.00 140.16 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 14995100.00 9385534.55 U.S. Treasuries (including strips) GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 N/A 255000000.00 48068920.71 Agency Mortgage-Backed Securities 3 BOND 45 N/A 912810RP5 2045-11-15 3 N/A 5000000.00 4149764.13 U.S. Treasuries (including strips) 3.00 FHOR 22-37 AR N/A 3130AQVP5 2037-02-24 3 N/A 10000.00 8549.21 Agency Debentures and Agency Strips FEPC 06.000 CLQI8931 N/A 3133WF4Q7 2054-07-01 6 N/A 1140106.00 1179439.75 Agency Mortgage-Backed Securities BILL 11/21/24 N/A 912797LE5 2024-11-21 0 N/A 331300.00 327480.11 U.S. 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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 1 N/A 3617A0SY3 2045-08-15 4.5 N/A 2359548.00 229780.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W2T4 2052-04-20 2 N/A 1089754.00 783636.74 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YLD4 2035-02-20 3.5 N/A 307563.00 282900.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617QYZP3 2051-03-20 2.5 N/A 6238288.00 4839310.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GFE84 2054-02-20 5 N/A 1415674.00 1396451.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QYR6 2045-01-20 3 N/A 10459152.00 1057724.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617BUEC9 2047-10-15 4 N/A 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35525658.00 2644677.03 Agency Collateralized Mortgage Obligation FNMA_21-94D N/A 3136BKV25 2052-01-25 3 N/A 47919538.00 6194379.71 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-151 N/A 38382J3W4 2050-10-20 2.5 N/A 50000000.00 3183964.07 Agency Collateralized Mortgage Obligation GNMA_23-183B N/A 38384HBE7 2053-12-20 0.49681 N/A 50000000.00 1939345.77 Agency Collateralized Mortgage Obligation FHLMC_4977 N/A 3137FRZF1 2050-05-25 4.5 N/A 53072318.00 4110090.41 Agency Collateralized Mortgage Obligation GNMA_19-152B N/A 38382BXF5 2049-12-20 0.54984 N/A 33948102.00 1205746.23 Agency Collateralized Mortgage Obligation FHLMC_5104F N/A 3137H0GJ1 2049-06-25 3.5 N/A 98370798.00 9260089.14 Agency Collateralized Mortgage Obligation FNMA_13-67 N/A 3136AFFY5 2043-05-25 3.5 N/A 9100000.00 10057863.78 Agency Collateralized Mortgage Obligation GNMA_21-59B N/A 38382RQH4 2051-04-20 0.84984 N/A 48010223.00 3120198.13 Agency Collateralized Mortgage Obligation 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2053-11-20 1.02681 N/A 80000000.00 5807007.55 Agency Collateralized Mortgage Obligation FHLMC_5070A N/A 3137F9Y54 2050-08-25 3 N/A 39440000.00 4811517.63 Agency Collateralized Mortgage Obligation FHLMC_5149E N/A 3137H2RT3 2051-07-25 3 N/A 39818336.00 4037265.36 Agency Collateralized Mortgage Obligation GNMA_22-188A N/A 38383LHM5 2052-11-20 0 N/A 4545455.00 3734241.03 Agency Collateralized Mortgage Obligation GNMA_21-124 N/A 38381DUJ7 2062-10-16 1.03603 N/A 33300000.00 2064270.35 Agency Collateralized Mortgage Obligation GNMA_20-11B N/A 38382B6A6 2050-01-20 0.64984 N/A 117536636.00 3909671.97 Agency Collateralized Mortgage Obligation GNMA_19-151 N/A 38382BBL6 2049-12-20 4 N/A 110207694.00 6011038.55 Agency Collateralized Mortgage Obligation FNMA_24-46C N/A 3136BSJR7 2054-07-25 0.50116 N/A 75870163.00 5284803.74 Agency Collateralized Mortgage Obligation GNMA_20-122L N/A 38382HRV4 2050-08-20 3 N/A 27698155.00 2120326.42 Agency Collateralized Mortgage Obligation GNMA_21-160S N/A 38383AWD2 2051-09-20 0.84984 N/A 26227344.00 3332954.88 Agency Collateralized Mortgage Obligation FHLMC_5400C N/A 3137HC3Q3 2054-04-25 0.55116 N/A 73405076.00 3243802.66 Agency Collateralized Mortgage Obligation GNMA_22-6E N/A 38383GJW2 2052-01-20 0 N/A 54600000.00 1254662.32 Agency Collateralized Mortgage Obligation GNMA_22-207D N/A 38383HFW4 2048-04-20 0.74984 N/A 53766308.00 5996995.58 Agency Collateralized Mortgage Obligation GNMA_21-154H N/A 38383AGZ1 2051-09-20 3 N/A 130351500.00 11089827.21 Agency Collateralized Mortgage Obligation FHLMC_5366 N/A 3137HB4A9 2053-12-25 0.85116 N/A 141356296.00 6380906.65 Agency Collateralized Mortgage Obligation FHLMC_5129H N/A 3137H1PC4 2050-08-25 3 N/A 75593750.00 8641897.39 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4940 N/A 3137FQMB6 2049-07-25 4 N/A 56566666.00 2721821.48 Agency Collateralized Mortgage Obligation GNMA_19-125B N/A 38382ANW1 2049-10-20 0.59984 N/A 61643345.00 2907069.71 Agency Collateralized Mortgage Obligation GNMA_21-63 N/A 38380R2L3 2061-04-16 0.81535 N/A 78800000.00 4012372.69 Agency Collateralized Mortgage Obligation GNMA_21-138A N/A 38382XYN9 2051-08-20 0 N/A 171589464.00 1929551.74 Agency Collateralized Mortgage Obligation GNMA_24-65H N/A 38384NKV6 2051-04-20 1.74681 N/A 23993616.00 4260872.11 Agency Collateralized Mortgage Obligation FNMA_18-72 N/A 3136B27E6 2058-10-25 0.68668 N/A 47781022.00 2647242.30 Agency Collateralized Mortgage Obligation FHLMC_47-45 N/A 3137FDBX9 2048-01-15 3 N/A 6828490.00 7116347.77 Agency Collateralized Mortgage Obligation FHLMC_5178H N/A 3137H53S4 2052-01-25 3 N/A 24780470.00 3437270.61 Agency Collateralized Mortgage Obligation FHLMC_5398C N/A 3137HCE65 2054-04-25 1.20116 N/A 100000000.00 4848456.24 Agency Collateralized Mortgage Obligation FHR_5040 N/A 3137F6MR5 2050-11-25 2 N/A 42000000.00 4631336.91 Agency Collateralized Mortgage Obligation GNMA_21-5 N/A 38380RSG6 2061-01-16 1.11224 N/A 40400000.00 2703160.33 Agency Mortgage-Backed Securities FHLMC_5364B N/A 3137HBBW3 2053-12-25 1.65116 N/A 50000000.00 2491880.48 Agency Collateralized Mortgage Obligation FHLMC_5018 N/A 3137FXAJ7 2050-10-25 4 N/A 79857336.00 6664857.18 Agency Collateralized Mortgage Obligation FHLMC_42-48 N/A 3137B4UN4 2041-05-15 0 N/A 15000000.00 1958349.30 Agency Collateralized Mortgage Obligation GNMA_22-34B N/A 38383MBY3 2051-03-20 3.5 N/A 16923459.00 2290019.17 Agency Collateralized Mortgage Obligation GNMA_16-115E N/A 38379YQ68 2046-08-20 0.64984 N/A 77339507.00 3234951.20 Agency Collateralized Mortgage Obligation GNMA_20-189 N/A 38382MFR5 2050-12-20 3 N/A 25055374.00 2792998.21 Agency Collateralized Mortgage Obligation GNMA_23-65G N/A 38384APV9 2053-05-20 1.49365 N/A 12484344.00 10899038.99 Agency Collateralized Mortgage Obligation GNMA_19-20 N/A 38381YJG0 2049-08-20 0.64984 N/A 67457884.00 2114188.80 Agency Collateralized Mortgage Obligation GNMA_21-146 N/A 38382WYP6 2045-12-20 4 N/A 10083352.00 1078411.97 Agency Collateralized Mortgage Obligation GNR_23-53 N/A 38383XXN9 2053-04-20 0.79681 N/A 96975891.00 5146934.28 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-43 N/A 3136ASXB7 2046-07-25 3 N/A 4814000.00 4707615.80 Agency Collateralized Mortgage Obligation FHLMC_5123 N/A 3137H15U6 2051-07-25 3.5 N/A 32253882.00 3447180.29 Agency Collateralized Mortgage Obligation GNMA_23-152L N/A 38384DWJ2 2051-04-20 1.49681 N/A 27543477.00 4445525.90 Agency Collateralized Mortgage Obligation FNMA_21-53D N/A 3136BGNB3 2050-06-25 3 N/A 69974000.00 7855864.70 Agency Collateralized Mortgage Obligation FHLMC_5150K N/A 3137H3EH1 2051-10-15 4.5 N/A 17578724.00 2058547.15 Agency Collateralized Mortgage Obligation GNMA_21-122J N/A 38382WBR7 2047-11-20 4.5 N/A 67756000.00 8546674.35 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VGA1 2049-12-20 3 N/A 25587625.00 2312828.60 Agency Collateralized Mortgage Obligation GNMA_20-166A N/A 38382LPZ8 2050-11-20 0 N/A 75000000.00 1014352.69 Agency Collateralized Mortgage Obligation GNMA_22-120F N/A 38383TB77 2052-07-20 0.69681 N/A 40000000.00 2773129.24 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX74 2046-05-20 4 N/A 23484380.00 3758001.25 Agency Collateralized Mortgage Obligation FHLMC_5129C N/A 3137H1NP7 2050-08-25 3 N/A 116831333.00 10467961.73 Agency Collateralized Mortgage Obligation GNMA_23-75 N/A 38384AWW9 2050-07-20 3.5 N/A 54841130.00 8374509.34 Agency Collateralized Mortgage Obligation GNMA_20-55C N/A 38382EPG6 2050-03-20 4.5 N/A 60644299.00 4290757.35 Agency Collateralized Mortgage Obligation GNMA_23-164H N/A 38384D3G0 2053-11-20 0.04681 N/A 85000000.00 3107222.80 Agency Collateralized Mortgage Obligation GNMA_21-139L N/A 38382XKM6 2051-08-20 3 N/A 18522432.00 2532088.89 Agency Collateralized Mortgage Obligation GNMA_24-65J N/A 38384NKX2 2051-04-20 1.74681 N/A 12475179.00 2157148.75 Agency Collateralized Mortgage Obligation GNMA_20-146F N/A 38382KWN9 2050-10-20 2.5 N/A 27282148.00 2689978.94 Agency Collateralized Mortgage Obligation GNMA_23-70F N/A 38384AFP3 2053-05-20 1.59362 N/A 11538462.00 7530049.83 Agency Collateralized Mortgage Obligation GNMA_20-122D N/A 38382HNJ5 2050-08-20 3 N/A 78768405.00 3447101.68 Agency Collateralized Mortgage Obligation GNMA_19-129 N/A 38381Y7M0 2049-10-20 4 N/A 99902625.00 5938208.56 Agency Collateralized Mortgage Obligation GNMA_21-154K N/A 38383AHH0 2051-09-20 3 N/A 44710131.00 4300023.72 Agency Collateralized Mortgage Obligation FHLMC_5037 N/A 3137FXMB1 2050-03-25 3.5 N/A 55816380.00 4006356.51 Agency Collateralized Mortgage Obligation GNMA_23-70L N/A 38384AFS7 2053-05-20 0 N/A 4166667.00 3196272.83 Agency Collateralized Mortgage Obligation GNMA_21-46A N/A 38382P3E0 2051-03-20 0 N/A 30000000.00 345353.11 Agency Collateralized Mortgage Obligation GNMA_21-58C N/A 38382RBB3 2051-04-20 0.84984 N/A 34456356.00 2693663.99 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5142 N/A 3137H2EA8 2051-09-25 3 N/A 45523781.00 5649150.83 Agency Collateralized Mortgage Obligation GNMA_23-123E N/A 38384CRU5 2051-02-20 4 N/A 45264805.00 8124941.48 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGW1 2051-11-25 3 N/A 68710432.00 11115526.85 Agency Collateralized Mortgage Obligation FHLMC_5004B N/A 3137FVBK7 2050-08-25 0.68668 N/A 25000000.00 2245285.05 Agency Collateralized Mortgage Obligation GNMA_21-140 N/A 38382XYL3 2051-08-20 2.5 N/A 19100000.00 7785250.24 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX90 2049-04-20 0.59984 N/A 87633904.00 10223426.97 Agency Collateralized Mortgage Obligation FHLMC_5416A N/A 3137HD6K1 2054-06-25 1.70116 N/A 80601636.00 5246221.98 Agency Collateralized Mortgage Obligation GNMA_21-147 N/A 38381DF96 2061-06-16 0.9855 N/A 53425000.00 3664412.97 Agency Collateralized Mortgage Obligation FHLMC_5153A N/A 3137H34D1 2051-10-25 3 N/A 65994666.00 5874035.46 Agency Collateralized Mortgage Obligation GNMA_20-164Q N/A 38382LEZ0 2050-11-20 2.5 N/A 48120146.00 3165263.49 Agency Collateralized Mortgage Obligation GNMA_23-188A N/A 38384HRA8 2053-12-20 1.69681 N/A 50000000.00 2387232.20 Agency Collateralized Mortgage Obligation FHLMC_5072H N/A 3137F9A27 2051-01-25 3.5 N/A 53698571.00 5759052.03 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 8505580.44 Agency Collateralized Mortgage Obligation FHSTR_404 N/A 3142G5UT3 2053-04-25 4.990422 N/A 401343.00 66928.71 Agency Collateralized Mortgage Obligation GNMA_20-129G N/A 38382JYC4 2050-09-20 2.5 N/A 54105631.00 4622559.00 Agency Collateralized Mortgage Obligation GNMA_23-173J N/A 38384GHA1 2053-11-20 0.14681 N/A 100000000.00 3505716.35 Agency Collateralized Mortgage Obligation FHLMC_5195 N/A 3137H5R25 2052-02-25 2.5 N/A 13153000.00 9061153.52 Agency Collateralized Mortgage Obligation GNMA_20-74B N/A 38382E4X2 2050-05-20 3.5 N/A 29290500.00 2533104.61 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JW83 2051-08-20 2.5 N/A 68463353.00 6863700.04 Agency Collateralized Mortgage Obligation GNMA_20-101B N/A 38382F5Q3 2050-07-20 0.74984 N/A 75209809.00 5132139.63 Agency Collateralized Mortgage Obligation FHLMC_5159Z N/A 3137H3T44 2050-11-25 3.5 N/A 20169517.00 2663673.24 Agency Collateralized Mortgage Obligation GNMA_21-27G N/A 38382NFX0 2051-02-20 3 N/A 40010996.00 2482657.92 Agency Collateralized Mortgage Obligation GNMA_20-142K N/A 38382JQR0 2050-09-20 3.5 N/A 24566517.00 1981992.01 Agency Collateralized Mortgage Obligation FHLMC_5181A N/A 3137H4U32 2046-12-15 3 N/A 22368673.00 2675552.18 Agency Collateralized Mortgage Obligation GNMA_23-69B N/A 38384AB77 2053-05-20 1.76892 N/A 6540434.00 5508239.79 Agency Collateralized Mortgage Obligation GNMA_23-57F N/A 38383XKW3 2053-04-20 0.81681 N/A 58536982.00 4158881.65 Agency Collateralized Mortgage Obligation GNMA_20-134S N/A 38382JME3 2050-09-20 3 N/A 32166905.00 3388381.73 Agency Collateralized Mortgage Obligation GNMA_24-117E N/A 38384Q3B2 2054-07-20 0 N/A 300000000.00 8040809.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379WHL9 2046-04-20 3.5 N/A 2846000.00 2539005.92 Agency Collateralized Mortgage Obligation GNMA_24-60B N/A 38384NHT5 2054-04-20 0 N/A 150000000.00 4302979.25 Agency Collateralized Mortgage Obligation GNMA_20-84K N/A 38382FU44 2050-06-20 0.69984 N/A 39216666.00 2131019.53 Agency Collateralized Mortgage Obligation GNMA_21-83A N/A 38382QQK9 2051-05-20 0 N/A 191853621.00 3231143.23 Agency Collateralized Mortgage Obligation GNMA_21-196F N/A 38383DAV0 2051-11-20 3 N/A 10750000.00 6582844.84 Agency Collateralized Mortgage Obligation GNMA_22-81F N/A 38383RWU7 2047-03-20 0.64984 N/A 50920532.00 4993409.30 Agency Collateralized Mortgage Obligation FNMA_13-51 N/A 3136AECS4 2043-04-25 0 N/A 24400000.00 4806212.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38380BEV3 2046-10-20 3 N/A 1471000.00 1528857.53 Agency Collateralized Mortgage Obligation GNMA_20-176B N/A 38382LJQ5 2050-11-20 2 N/A 73340000.00 5636861.03 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHB6 2048-05-25 0.63668 N/A 82712887.00 10246963.90 Agency Collateralized Mortgage Obligation GNMA_16-146F N/A 38380AT72 2046-10-20 0.64984 N/A 50000000.00 2267238.08 Agency Collateralized Mortgage Obligation GNMA_24-21E N/A 38384JCC6 2054-02-20 0 N/A 50000000.00 1198769.95 Agency Collateralized Mortgage Obligation FHLMC_5191B N/A 3137H5N52 2052-02-25 3 N/A 61709582.00 5595962.21 Agency Collateralized Mortgage Obligation GNMA_24-24D N/A 38384JV84 2054-02-20 0.59681 N/A 50000000.00 3134007.68 Agency Collateralized Mortgage Obligation GNMA_19-59A N/A 38381VG20 2048-02-20 0.64984 N/A 96097941.00 3291223.29 Agency Collateralized Mortgage Obligation GNMA_23-84Q N/A 38384AM67 2053-06-20 0 N/A 4166667.00 3056340.46 Agency Collateralized Mortgage Obligation GNMA_21-17 N/A 38380RNX4 2061-01-16 1.05114 N/A 71213976.00 4945366.75 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHC4 2049-11-25 0.53668 N/A 69606673.00 8248865.60 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39920014.00 5267264.17 Agency Collateralized Mortgage Obligation FHLMC_5124B N/A 3137H1GP5 2051-07-25 3 N/A 50883763.00 5285749.19 Agency Collateralized Mortgage Obligation GNMA_20-96A N/A 38382GK35 2050-07-20 0.69984 N/A 62646394.00 3274233.71 Agency Collateralized Mortgage Obligation GNMA_20-184 N/A 38380RKU3 2060-11-16 0.9125 N/A 45596000.00 2729571.46 Agency Collateralized Mortgage Obligation GNMA_21-119A N/A 38382UU66 2051-07-20 0.84984 N/A 126622035.00 10152281.83 Agency Collateralized Mortgage Obligation FHLMC_5432 N/A 3137HDNA4 2054-07-25 1.73116 N/A 51679498.00 4482836.52 Agency Collateralized Mortgage Obligation GNMA_23-85C N/A 38384BLG4 2053-06-20 1.67234 N/A 7158736.00 6460157.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A N/A 38382TBX1 2051-05-20 3 N/A 40803000.00 3506741.37 Agency Collateralized Mortgage Obligation GNMA_20-7J N/A 38382DGP8 2050-01-20 0.59984 N/A 96961925.00 5606422.54 Agency Collateralized Mortgage Obligation GNMA_23-185C N/A 38384GTW0 2051-01-20 2.5 N/A 35549830.00 4341609.93 Agency Collateralized Mortgage Obligation GNMA_19-119A N/A 38381YYQ1 2049-09-20 0.59984 N/A 74202080.00 3619013.45 Agency Collateralized Mortgage Obligation FHLMC_4312B N/A 3137B7Q36 2043-08-15 3.5 N/A 6605652.00 6740019.66 Agency Collateralized Mortgage Obligation GNMA_20-96J N/A 38382GS60 2050-07-20 3 N/A 113088094.00 8634213.02 Agency Collateralized Mortgage Obligation FHSTR_404 N/A 3142G5UU0 2053-04-25 5.129235 N/A 588865.00 91960.70 Agency Collateralized Mortgage Obligation GNMA_22-172D N/A 38383YW65 2052-10-20 0 N/A 10000000.00 8374551.76 Agency Collateralized Mortgage Obligation GNMA_21-228E N/A 38383D4A3 2051-12-20 0 N/A 75000000.00 449281.37 Agency Collateralized Mortgage Obligation GNMA_21-114F N/A 38382URT0 2051-06-20 3 N/A 75000000.00 6552716.85 Agency Collateralized Mortgage Obligation GNMA_21-142 N/A 38382XRK3 2051-08-20 3 N/A 77377861.00 9589019.11 Agency Collateralized Mortgage Obligation 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Mortgage Obligation GNMA_24-65G N/A 38384NKS3 2050-09-20 1.74681 N/A 12935418.00 2221210.31 Agency Collateralized Mortgage Obligation GNMA_24-23C N/A 38384J2G8 2054-02-20 1.19681 N/A 100000000.00 3639878.68 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGY7 2049-10-25 3.5 N/A 40807750.00 5456826.33 Agency Collateralized Mortgage Obligation GNMA_20-36 N/A 38382DT41 2050-03-20 0.59984 N/A 58333333.00 3218851.27 Agency Collateralized Mortgage Obligation GNMA_21-146E N/A 38382WZH3 2051-08-20 4.5 N/A 8082783.00 825110.40 Agency Collateralized Mortgage Obligation GNMA_21-140K N/A 38382XVB8 2051-08-20 0.84984 N/A 25000000.00 2786990.79 Agency Collateralized Mortgage Obligation FNMA_20-84E N/A 3136BC2V1 2050-12-25 3 N/A 24405333.00 2860175.54 Agency Collateralized Mortgage Obligation GNMA_22-9H N/A 38383FQ63 2052-01-20 3 N/A 133333333.00 8596631.32 Agency Collateralized Mortgage Obligation FNR_24-15 N/A 3136BRMF1 2054-04-25 0.35116 N/A 60000000.00 3144301.55 Agency Collateralized Mortgage Obligation GNMA_23-75D N/A 38384AWZ2 2050-06-20 4 N/A 56718489.00 10058573.93 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VLQ0 2050-08-20 3 N/A 80286656.00 6502145.43 Agency Collateralized Mortgage Obligation GNMA_21-58D N/A 38382RBL1 2051-04-20 0.84984 N/A 137546682.00 7038308.39 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VCD9 2051-06-20 0.84984 N/A 31827550.00 3402591.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-61 N/A 38382EW52 2049-08-20 0.59984 N/A 190426859.00 6044953.66 Agency Collateralized Mortgage Obligation GNMA_22-218G N/A 38383L7F1 2050-07-20 3 N/A 23550497.00 3103205.56 Agency Collateralized Mortgage Obligation GNMA_24-117A N/A 38384Q2H0 2054-07-20 1.08848 N/A 120000000.00 7341924.13 Agency Collateralized Mortgage Obligation GNMA_22-76B N/A 38383RQK6 2052-04-20 4 N/A 2000000.00 1644428.23 Agency Collateralized Mortgage Obligation FHLMC_5392C N/A 3137HBWS9 2051-05-25 3.5 N/A 26716189.00 4860887.62 Agency Collateralized Mortgage Obligation GNMA_21-97 N/A 38382VGL7 2050-07-20 3 N/A 53247092.00 4777478.24 Agency Collateralized Mortgage Obligation GNMA_22-22D N/A 38383MSA7 2052-02-20 0 N/A 50000000.00 254929.00 Agency Collateralized Mortgage Obligation GNMA_20-142A N/A 38382JPQ3 2050-09-20 0.84984 N/A 64225682.00 5309392.07 Agency Collateralized Mortgage Obligation GNMA_19-137G N/A 38382AYS8 2049-11-20 4 N/A 119603500.00 7460406.87 Agency Collateralized Mortgage Obligation GNMA_22-189B N/A 38383LDN7 2052-09-20 1.79362 N/A 2387140.00 1926591.61 Agency Collateralized Mortgage Obligation FHLMC_5358A N/A 3137HAWE2 2053-11-25 1.00116 N/A 63461538.00 3814444.96 Agency Collateralized Mortgage Obligation FHLMC_5367 N/A 3137HB7F5 2053-12-25 1.12116 N/A 62302519.00 3257720.53 Agency Collateralized Mortgage Obligation GNMA_23-185B N/A 38384GTV2 2053-12-20 0.34681 N/A 100000000.00 3181688.83 Agency Collateralized Mortgage Obligation GNMA_20-32F N/A 38382DRV3 2050-03-20 0.64984 N/A 66840187.00 2675019.03 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2D5 2046-10-25 0.63668 N/A 186086160.00 3324513.18 Agency Collateralized Mortgage Obligation GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 46408000.00 3843389.09 Agency Collateralized Mortgage Obligation GNMA_23-23A N/A 38383V7X0 2053-02-20 0.34681 N/A 100000000.00 4431403.33 Agency Collateralized Mortgage Obligation FNMA_24-26B N/A 3136BRVK0 2054-05-25 0.40116 N/A 65000000.00 4169707.56 Agency Collateralized Mortgage Obligation FHLMC_5393E N/A 3137HBQB3 2051-03-25 4 N/A 22430225.00 4035486.11 Agency Collateralized Mortgage Obligation GNMA_24-117F N/A 38384Q3D8 2054-07-20 0 N/A 100000000.00 2662284.37 Agency Collateralized Mortgage Obligation GNMA_23-58A N/A 38383XTC8 2053-04-20 0.20681 N/A 100000000.00 4057686.82 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4N5 2047-05-20 4 N/A 6943298.00 1151281.53 Agency Collateralized Mortgage Obligation 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N Y Y N Bank of Montreal Bank of Montreal 5.33000000 N/A NQQ6HPCNCCU6TUTQYE16 BYD7T1Q12 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 02.500 CIFS5352 N/A 3140XL5N4 2033-07-01 2.5 N/A 105513530.00 82075443.76 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3628 N/A 3140QPA64 2052-05-01 4 N/A 100834193.00 85870387.03 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5778 N/A 3132DTM31 2054-07-01 6 N/A 19023952.00 19410316.36 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6218 N/A 3132DT4B3 2054-08-01 5.5 N/A 83557174.00 85236970.33 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3861 N/A 3140QBJF6 2049-07-01 3.5 N/A 193605592.00 62156882.90 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Fitch F1+ Moody's P-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 325000000.00 325000000.00 0.0020 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33499840 3130B25V3 2549001DPIFGXC1TOL40 US3130B25V34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-09-03 2025-02-27 2025-02-27 N N N 0.0549 372303138.49 372303138.49 0.0022 N N N 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 4084786.96 Agency Collateralized Mortgage Obligation GNMA_20-146D N/A 38382KVL4 2041-11-20 3.5 N/A 45929012.00 3260980.20 Agency Collateralized Mortgage Obligation GNMA_21-85 N/A 38381DGQ7 2063-03-16 0.2 N/A 532854143.00 3912929.52 Agency Collateralized Mortgage Obligation GNMA_24-135B N/A 38381LSH6 2066-11-16 0 N/A 69936582.00 4545248.40 Agency Collateralized Mortgage Obligation GNMA_24-84H N/A 38384NUT0 2054-05-20 1.84681 N/A 87638313.00 6134399.81 Agency Collateralized Mortgage Obligation GNMA_19-102 N/A 38380NKK4 2060-03-16 0.78467 N/A 174857225.00 4262811.56 Agency Collateralized Mortgage Obligation GNMA_23-144 N/A 38381JTJ6 2065-06-16 0.82926 N/A 75411759.00 5179212.44 Agency Collateralized Mortgage Obligation GNMA_24-32 N/A 38381J2J5 2063-06-16 0.7059 N/A 100000000.00 5049865.60 Agency Collateralized Mortgage Obligation GNMA_20-158 N/A 38380RCL2 2060-08-16 0.8255 N/A 123770784.00 3631543.32 Agency Collateralized Mortgage Obligation GNMA_21-176C N/A 38383CCJ7 2051-10-20 0 N/A 187482306.00 6356806.12 Agency Collateralized Mortgage Obligation GNMA_23-24A N/A 38383WGA8 2053-02-20 0.94681 N/A 118000000.00 5111229.36 Agency Collateralized Mortgage Obligation GNMA_23-130L N/A 38384ERH0 2053-09-20 1.07681 N/A 100000000.00 7012573.01 Agency Collateralized Mortgage Obligation GNMA_23-53H N/A 38383XH72 2053-04-20 0.24681 N/A 150000000.00 4635323.05 Agency Collateralized Mortgage Obligation GNMA_21-128 N/A 38381DZM5 2061-06-16 0.99952 N/A 67661449.00 4111748.81 Agency Collateralized Mortgage Obligation GNMA_22-140E N/A 38383M4Y1 2052-08-20 0 N/A 25293484.00 786574.13 Agency Collateralized Mortgage Obligation GNMA_22-172B N/A 38383YT44 2052-10-20 0 N/A 9090910.00 6120654.11 Agency Collateralized 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3606215.75 Agency Collateralized Mortgage Obligation GNMA_24-58L N/A 38384NFN0 2054-04-20 0.54681 N/A 70000000.00 4901333.75 Agency Collateralized Mortgage Obligation GNMA_23-190C N/A 38384GKQ2 2053-12-20 0 N/A 100000000.00 3280498.45 Agency Collateralized Mortgage Obligation GNMA_20-103 N/A 38380PXX7 2063-01-16 0.75 N/A 253250845.00 4343748.59 Agency Collateralized Mortgage Obligation GNMA_23-184A N/A 38384GVR8 2063-12-20 0 N/A 10714286.00 5779583.68 Agency Collateralized Mortgage Obligation GNMA_23-54D N/A 38383XLQ5 2053-04-20 0.34681 N/A 100000000.00 5310272.66 Agency Collateralized Mortgage Obligation GNMA_22-H03A N/A 38382YLE1 2072-02-20 1.49528 N/A 54701150.00 4165423.08 Agency Collateralized Mortgage Obligation GNMA_24-58R N/A 38384NGB5 2054-04-20 0.54681 N/A 75000000.00 3591618.83 Agency Collateralized Mortgage Obligation GNMA_22-159N N/A 38383YMT6 2050-11-20 4 N/A 45158236.00 4626201.46 Agency Collateralized Mortgage Obligation GNMA_22-88G N/A 38383R4T1 2052-06-20 0.15681 N/A 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N/A 500.00 501.52 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 100.00 93.97 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9VJ3 2033-09-01 4 N/A 1000000.00 108173.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AC6Z8 2053-09-20 5.5 N/A 4517500.00 4366100.05 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDL2 2028-11-30 1.5 N/A 1200.00 1100.46 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XYBA6 2047-10-01 4.5 N/A 4143403.00 678382.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XGG93 2036-03-01 5 N/A 5000000.00 164153.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A3DZ8 2050-03-01 4 N/A 3263700.00 1476165.46 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEQ0 2025-05-15 2.75 N/A 200.00 198.98 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134A4NT7 2031-07-15 0 N/A 1000.00 750.53 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A9KK5 2054-03-01 5 N/A 1094700.00 1095278.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617FJ4P2 2062-06-20 2 N/A 209800.00 156162.60 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGB1 2029-12-31 3.875 N/A 46900.00 47534.71 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4JG4 2043-12-01 4.5 N/A 1000000.00 99060.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9UW5 2033-05-01 3 N/A 4567534.00 638075.53 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828XL9 2025-07-15 0.375 N/A 200.00 259.75 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CRZF3 2054-08-01 6.5 N/A 115607.00 121018.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31288QFR6 2048-11-01 3.006 N/A 18500000.00 3990905.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LPUK1 2032-01-01 2.5 N/A 331238.00 204294.96 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284R8 2025-05-31 2.875 N/A 100.00 99.47 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X5C6 2053-06-20 3 N/A 644300.00 517951.59 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBF7 2031-01-15 0.125 N/A 100.00 109.93 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WLS74 2032-11-01 7 N/A 9798225.00 247593.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CWCE2 2034-09-01 3 N/A 3691418.00 775823.18 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSM73 2053-07-01 3.5 N/A 158848.00 144560.84 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHV6 2025-08-31 5 N/A 200.00 206.11 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AEU20 2053-05-01 3.5 N/A 206578.00 173375.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F36J7 2053-07-20 5.5 N/A 3246900.00 3117136.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y5H3 2054-08-20 4 N/A 12606300.00 12124994.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A1V27 2034-01-01 5 N/A 20176260.00 300735.23 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFY2 2029-11-30 3.875 N/A 700.00 711.83 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XDFJ0 2051-09-01 3.5 N/A 356300.00 220381.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ASK27 2041-09-01 4.5 N/A 15140945.00 1770975.41 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YL8 2024-10-15 0.125 N/A 800.00 974.75 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSGL9 2053-06-01 4 N/A 288784.00 259952.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XGS98 2030-01-01 4.25 N/A 2647000.00 2639441.79 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 34800.00 37503.43 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBC4 2025-12-31 0.375 N/A 900.00 856.47 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FBUQ6 2053-07-20 5.5 N/A 4951000.00 4681001.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACMM9 2038-06-20 2.5 N/A 315000.00 242396.00 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ERRC7 2025-08-27 4.375 N/A 2000.00 2000.33 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828N71 2026-01-15 0.625 N/A 5800.00 7479.59 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132ADVK1 2046-12-01 4 N/A 5148000.00 1082591.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CVU5 2038-03-01 4.5 N/A 7562103.00 1342446.93 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 31331KPH7 2032-06-16 4.5 N/A 1000.00 1032.77 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRFR9 2053-01-01 5.5 N/A 404269.00 389933.97 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 200.00 212.49 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WG2H7 2054-07-01 6.5 N/A 1213599.00 1256414.60 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHH7 2026-06-15 4.125 N/A 600.00 606.62 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WQFG7 2040-07-01 5 N/A 3000000.00 101049.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XGWE2 2033-07-01 4.432 N/A 17002000.00 16886434.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31359MFJ7 2030-01-15 7.125 N/A 2000.00 2337.55 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MAM68 2051-12-01 3.5 N/A 150900.00 133508.15 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAL5 2027-09-30 0.375 N/A 1400.00 1265.62 U.S. Treasuries (including strips) GNMA GNII SP 786949 C N/A BRYQJSVF7 2053-08-20 0 N/A 3851000.00 3656555.21 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAD3 2027-07-31 0.375 N/A 104000.00 94350.95 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134GYGN6 2028-02-08 5.09 N/A 10000.00 10016.32 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL2S6 2050-09-01 3.5 N/A 1945000.00 1639865.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y7T64 2048-11-01 4 N/A 7851687.00 1556198.18 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDK4 2026-11-30 1.25 N/A 55600.00 52677.38 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329KMM3 2030-05-01 5 N/A 3757827.00 108926.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329KVT8 2036-07-01 2.5 N/A 2010000.00 408154.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A3E71 2033-11-01 6.5 N/A 16904892.00 807478.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132WVBF0 2033-11-01 4.48 N/A 16966694.00 17014823.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WCQ49 2054-05-01 6 N/A 1005866.00 1050659.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XHMG6 2032-01-01 2.08 N/A 10000000.00 8676055.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4AN8 2042-08-01 4 N/A 1062000.00 110654.32 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ABGK5 2054-04-01 6.5 N/A 1016700.00 1057814.77 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138XQDK4 2044-05-01 4 N/A 8498900.00 1775225.28 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XL3Q9 2053-07-01 6 N/A 199000.00 185260.04 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEZ0 2032-07-15 0.625 N/A 300.00 300.81 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WGQC2 2054-07-01 6.5 N/A 1451174.00 1517125.30 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6L66 2049-05-01 4 N/A 3887300.00 1141826.93 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNN75 2054-01-01 4.5 N/A 149200.00 134746.33 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKB6 2026-02-28 4.625 N/A 100.00 103.05 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140MLSC5 2053-08-01 5 N/A 61065.00 60713.64 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AMBE0 2054-08-01 6 N/A 1188933.00 1243126.15 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AKGZ2 2054-08-01 5 N/A 1253389.00 1256229.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WC3H9 2033-10-01 5 N/A 10841919.00 212918.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A4Q76 2045-01-01 3.5 N/A 600000.00 98458.35 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEM9 2029-04-30 2.875 N/A 1700.00 1655.15 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGMZ9 2051-11-01 2.5 N/A 329000.00 226955.94 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XGTS5 2030-01-01 4 N/A 16845000.00 16713781.19 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X6K91 2035-02-01 3.5 N/A 5847000.00 1338589.01 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ER3R9 2047-02-01 6.023 N/A 51049588.00 4654461.28 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XNT52 2043-08-01 3.5 N/A 901496.00 107348.56 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAB7 2025-07-31 0.25 N/A 100.00 96.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C54W8 2053-06-01 6 N/A 1002676.00 919148.06 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WMU61 2039-04-01 5 N/A 130346938.00 1044046.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WAL30 2054-04-01 6.5 N/A 347100.00 336107.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E4Q0 2039-03-01 5.5 N/A 139000.00 129458.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W66K8 2054-02-01 6.5 N/A 1128100.00 1185227.19 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 10400.00 10312.13 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618ALDE5 2053-05-20 6.5 N/A 1313300.00 1230166.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WWTV6 2032-04-01 7 N/A 13469292.00 221652.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XB5V7 2031-05-01 3 N/A 3063431.00 771304.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CQSC0 2054-08-01 5.5 N/A 1177171.00 1168172.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140YX3T6 2054-01-01 6.5 N/A 1751100.00 1818974.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AANA8 2044-01-01 3.5 N/A 1099307.00 192553.52 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 1200.00 1330.29 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132WW2L5 2029-03-01 4.75 N/A 59736870.00 60094842.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XDEV3 2032-12-01 3 N/A 1859344.00 368971.42 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDH1 2024-11-15 0.75 N/A 200.00 198.61 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XK6A3 2053-04-01 5 N/A 729100.00 689223.46 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31388XVV3 2033-08-01 4.481 N/A 330228305.00 2693210.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YCVN1 2052-03-15 4.5 N/A 299400.00 289188.23 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31403C3D1 2036-01-01 5.095 N/A 300000000.00 3014465.59 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNDG6 2053-11-01 6 N/A 181415.00 175373.09 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGV7 2026-04-15 3.75 N/A 82500.00 83277.72 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ENVL1 2028-04-27 3.84 N/A 1000.00 1002.25 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPYE2 2053-03-01 5.5 N/A 210846.00 185608.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131XH6J0 2042-02-01 4 N/A 7627432.00 570478.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WFXY2 2035-08-01 5 N/A 3025000.00 297216.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617FJ5G1 2062-05-20 2.5 N/A 844800.00 683219.65 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828G38 2024-11-15 2.25 N/A 200.00 200.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130ALZX5 2024-10-29 0.52 N/A 10000.00 9939.88 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128287D6 2029-07-15 0.25 N/A 10600.00 12252.75 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282Y5 2024-09-30 2.125 N/A 100.00 100.61 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133EN3P3 2032-12-06 4.5 N/A 6000.00 6225.22 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QSF63 2053-05-01 6 N/A 1140400.00 1153151.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W2N7 2052-03-20 4 N/A 4183100.00 3049777.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WNFZ2 2039-09-01 5 N/A 2000000.00 175884.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A3D31 2039-04-01 6.5 N/A 9647633.00 153743.62 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 300.00 318.46 U.S. Treasuries (including strips) FEDERAL 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S6XOOCT0IEG5ABCC6L87 3133W7DB8 2054-03-01 5 N/A 853410.00 860678.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140YXLK5 2054-02-01 6.5 N/A 1138023.00 1186878.61 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGK1 2033-01-15 1.125 N/A 83000.00 83762.58 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F8B92 2053-07-20 5.5 N/A 4515200.00 4276845.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AQF40 2024-12-20 1 N/A 70000.00 69243.54 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 33300.00 30452.77 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138ER3K4 2047-02-01 5.967 N/A 18359062.00 2555661.15 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TP3 2053-02-15 1.5 N/A 100.00 94.30 U.S. 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CORPORATION S6XOOCT0IEG5ABCC6L87 3133W94B4 2054-04-01 6.5 N/A 1055931.00 1094213.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPPV4 2052-11-01 5.5 N/A 200000.00 175884.60 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAT8 2025-10-31 0.25 N/A 200.00 191.05 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AK5E2 2025-09-04 0.375 N/A 15000.00 14444.09 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CSFD8 2054-08-01 6 N/A 1004496.00 1056577.44 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ENUC2 2030-04-11 3.6 N/A 2000.00 1969.86 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AAN26 2045-06-01 3.5 N/A 800000.00 158672.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 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ASSOCIATION 2 N/A 36179YW59 2054-05-20 5.5 N/A 2429200.00 2445688.42 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128285N6 2025-11-30 2.875 N/A 200.00 198.14 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRXU2 2053-04-01 6 N/A 1003009.00 927673.74 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBT7 2026-03-31 0.75 N/A 500.00 476.35 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV3T0 2049-09-01 3 N/A 2374951.00 356492.27 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCM3 2051-11-01 1.5 N/A 255000.00 171425.90 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ENKP4 2032-01-12 2.2 N/A 4000.00 3498.97 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131WXGW6 2032-07-01 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N/A 34239788.00 1804534.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31339U7B0 2049-11-01 3.5 N/A 2352164.00 607567.95 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FLS95 2053-10-20 4.5 N/A 1000.00 960.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132XGV86 2033-07-01 4.05 N/A 13015000.00 12841448.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31288QZ37 2038-08-01 6.772 N/A 3584272.00 3124993.18 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FR4 2025-01-15 2.375 N/A 3500.00 5793.86 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5AY1 2043-07-01 3.5 N/A 11021000.00 1748335.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36179YAR5 2053-07-20 5 N/A 50000000.00 47939285.62 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 100.00 105.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128286F2 2026-02-28 2.5 N/A 1400.00 1384.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y2RD2 2048-08-01 4 N/A 1957125.00 398696.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140HXFF2 2040-01-01 2.99 N/A 6425300.00 5389397.79 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXRV6 2054-12-01 3 N/A 1975900.00 1228945.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5H81 2048-02-01 3.5 N/A 1490000.00 200278.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9RX7 2031-03-01 3 N/A 999000.00 129087.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3134H1VK6 2026-03-06 5.6 N/A 5000.00 5134.93 Agency Debentures and Agency Strips FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QRJ79 2053-02-01 5 N/A 283100.00 272324.19 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AAAG3 2026-12-11 2.625 N/A 60000.00 58589.07 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGT2 2028-03-31 3.625 N/A 3500.00 3540.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEE7 2029-03-31 2.375 N/A 100.00 95.35 U.S. Treasuries (including strips) FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133EMA44 2036-05-19 2.49 N/A 31000.00 25548.21 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YFJ8 2053-09-20 4.5 N/A 37500.00 35845.87 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFS5 2024-10-31 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NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WW87 2052-02-20 2.5 N/A 705600.00 525068.49 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5D85 2045-08-01 4 N/A 2815000.00 282369.91 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AFJA5 2054-07-01 6.5 N/A 1187315.00 1246401.82 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W6C54 2054-02-01 6.5 N/A 1064321.00 1116804.20 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31406C6S2 2035-05-01 5.823 N/A 121679749.00 3417405.43 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBP5 2028-02-29 1.125 N/A 300.00 276.08 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A75U1 2030-03-01 3 N/A 1000000.00 106385.99 Agency Mortgage-Backed Securities UNITED STATES TREASURY 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US912797KV87 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2024-10-24 2024-10-24 2024-10-24 N N N 0.0485 769423553.55 769423553.55 0.0046 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.34000000 N/A X574KRZ6V5A7UBU45C31 BYD7SV5K8 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 24870408.79 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 24368750.00 24368750.00 0.0002 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.34000000 N/A X574KRZ6V5A7UBU45C31 BYD7SV5H5 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 18166561.33 U.S. Treasuries (including strips) Y Standard 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NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEDM1 2050-07-01 2.5 N/A 288699904.00 121630733.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLGM2 2051-07-01 2 N/A 199400852.00 133083074.41 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFXD6 2050-11-01 2 N/A 225196294.00 134038216.12 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QLTF3 2036-08-01 2 N/A 144136702.00 92567958.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWK93 2054-03-01 5.5 N/A 13288320.00 13010676.50 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140KNKL1 2050-10-01 2 N/A 170668313.00 102729287.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QHBB0 2051-02-01 2 N/A 204494336.00 133473757.29 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFCT4 2050-10-01 2 N/A 63928255.00 38925492.06 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQYH4 2054-08-01 6.5 N/A 23961502.00 24973686.42 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QF5S4 2050-12-01 2 N/A 161138839.00 99208288.16 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFAT6 2050-10-01 2 N/A 146312697.00 82453645.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BBSQ3 2052-05-01 3 N/A 156800.00 128954.45 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QFCJ6 2050-10-01 2 N/A 179262225.00 101065532.68 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQNT0 2054-01-01 5.5 N/A 85762649.00 86904444.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTWC0 2054-08-01 6 N/A 38275200.00 39530677.58 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQ4U8 2054-08-01 6.5 N/A 36126272.00 37435094.72 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QKRM2 2051-05-01 2 N/A 216419485.00 142174375.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XPR92 2049-09-01 3.5 N/A 15447000.00 14137591.23 Agency Mortgage-Backed Securities Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 1500000000.00 1500000000.00 0.0090 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.34000000 N/A X574KRZ6V5A7UBU45C31 BYD7SV4W3 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 912810SS8 2050-11-15 1.625 N/A 45000000.00 26522669.25 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 25987500.00 25987500.00 0.0002 N Y Y N Fixed Income Clearing Corporation - CITI Fixed Income Clearing Corporation - CITI 5.32000000 N/A N/A BYD7T1QQ7 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N BILL 11/07/24 N/A 912797LC9 2024-11-07 0 N/A 400.00 396.37 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 136750000.00 137313284.46 U.S. Treasuries (including strips) 4 NOTE G 31 N/A 91282CJX0 2031-01-31 4 N/A 148961000.00 151357316.24 U.S. Treasuries (including strips) 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 49595100.00 51213551.98 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 47800000.00 43701696.07 U.S. 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75826858.73 U.S. Treasuries (including strips) 4 1/2 NOTE AU 25 N/A 91282CFW6 2025-11-15 4.5 N/A 184900.00 187841.25 U.S. Treasuries (including strips) 0 1/2 NOTE L 27 N/A 912828ZS2 2027-05-31 0.5 N/A 9314000.00 8533413.86 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 109925600.00 111704013.40 U.S. Treasuries (including strips) 1 1/4 NOTE L 28 N/A 91282CCE9 2028-05-31 1.25 N/A 3639900.00 3335866.15 U.S. Treasuries (including strips) BILL 01/02/25 N/A 912797LR6 2025-01-02 0 N/A 20260200.00 19934618.59 U.S. Treasuries (including strips) 0 1/2 NOTE P 27 N/A 91282CAH4 2027-08-31 0.5 N/A 8354800.00 7610290.51 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 100.00 100.90 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 N/A 91282CAT8 2025-10-31 0.25 N/A 100.00 95.56 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 28013700.00 23158095.88 U.S. Treasuries (including strips) 4 3/8 BOND 39 N/A 912810QD3 2039-11-15 4.375 N/A 92802400.00 97435911.36 U.S. Treasuries (including strips) BILL 07/10/25 N/A 912797LW5 2025-07-10 0 N/A 100.00 96.32 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 N/A 504224000.00 504754208.18 U.S. Treasuries (including strips) 0 3/8 NOTE AS 24 N/A 91282CCX7 2024-09-15 0.375 N/A 300.00 299.99 U.S. Treasuries (including strips) 2 1/8 NOTE L 26 N/A 9128286X3 2026-05-31 2.125 N/A 200.00 194.81 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch NR 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 2500000000.00 2500000000.00 0.0150 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384E54 2549001DPIFGXC1TOL40 US313384E546 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's Agency Standard & Poor's A-1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0518 198734098.65 198734098.65 0.0012 N Y Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 5.33000000 N/A 7TK5RJIZDFROZCA6XF66 BYD7T1R86 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FERA 5378SD 02/25/54 N/A 3137HBP57 2054-02-25 0.4412 N/A 50000000.00 2161381.48 Agency Collateralized Mortgage Obligation GNRA 2022-100 SD N/A 38383THM8 2052-06-20 0 N/A 40112294.00 1049472.70 Agency Collateralized Mortgage Obligation FEPC 02.500 CLSD8212 N/A 3132DWDR1 2052-05-01 2.5 N/A 115000.00 87928.27 Agency Mortgage-Backed Securities FEPC 05.500 CIQO2248 N/A 3133WLP99 2039-06-01 5.5 N/A 1031243.00 1044348.94 Agency Mortgage-Backed Securities GNRM 2020-102 AI N/A 38382HAA8 2049-05-20 3.5 N/A 4609293.00 41925.64 Agency Collateralized Mortgage Obligation FEPC 04.500 CLSD4227 N/A 3132E0VU3 2053-05-01 4.5 N/A 116627.00 107357.49 Agency Mortgage-Backed Securities FEPC 02.000 CLSD3036 N/A 3132DQLR5 2052-02-01 2 N/A 1000000.00 773799.60 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6564 N/A 3140XAJJ2 2051-03-01 2.5 N/A 900000.00 452953.05 Agency Mortgage-Backed Securities GNRM 2022-140 IO N/A 38383M4R6 2050-06-20 4 N/A 46845778.00 7389335.87 Agency Collateralized Mortgage Obligation GNRM 2014-94 CI N/A 38379CYN0 2043-12-20 4.5 N/A 1477415.00 2914.26 Agency Collateralized Mortgage Obligation FEPC 02.000 CISB0424 N/A 3132CWPH1 2035-10-01 2 N/A 106000.00 53854.90 Agency Mortgage-Backed Securities GNRM 2021-193 JI N/A 38383DRM2 2048-03-20 2.5 N/A 6609621.00 684133.62 Agency Collateralized Mortgage Obligation FEPC 03.500 CLSD5168 N/A 3132DSW57 2050-07-01 3.5 N/A 2000000.00 1829023.45 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7541 N/A 3132DVLW3 2051-05-01 2 N/A 196066.00 126267.52 Agency Mortgage-Backed Securities FEPC 07.000 CLQI9380 N/A 3133WGM51 2054-07-01 7 N/A 1905615.00 1995266.44 Agency Mortgage-Backed Securities FERA 5444SA 08/25/54 N/A 3137HFDC6 2054-08-25 1.7512 N/A 75000000.00 6559891.28 Agency Collateralized Mortgage Obligation GNRM 2016-75 IO N/A 38379YET1 2040-09-20 6 N/A 25825640.00 437840.03 Agency Collateralized Mortgage Obligation FEPC 03.500 3VZN0480 N/A 3131Y6Q93 2042-10-01 3.5 N/A 500000.00 98876.67 Agency Mortgage-Backed Securities GNRM 2024-022 IE N/A 38384JF66 2050-08-20 4 N/A 30879976.00 5859474.26 Agency Collateralized Mortgage Obligation GNRA 2022-205 ES N/A 38383HBD0 2052-12-20 0.8968 N/A 41244507.00 3389491.11 Agency Collateralized Mortgage Obligation FEPC 07.000 CLQI8710 N/A 3133WFVB0 2054-07-01 7 N/A 1277753.00 1366940.13 Agency Mortgage-Backed Securities GNRA 2020-138 NS N/A 38382JS31 2050-09-20 0.8498 N/A 30000000.00 2892174.09 Agency Collateralized Mortgage Obligation GNRA 2024-022 BS N/A 38384JF41 2051-07-20 0.8498 N/A 132338141.00 18641013.73 Agency Collateralized Mortgage Obligation FEPC 04.500 3PQU8088 N/A 3133JL6Z7 2052-06-01 4.5 N/A 33972.00 31785.91 Agency Mortgage-Backed Securities FNMS 04.500 CLCA7688 N/A 3140QFRJ0 2050-11-01 4.5 N/A 3122974.00 1327603.84 Agency Mortgage-Backed 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Agency Collateralized Mortgage Obligation FNSTR_428 N/A 31423YKB4 2037-11-25 1.5 N/A 150699597.00 6898187.54 Agency Collateralized Mortgage Obligation FNMA_20-59C N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 78268.45 Agency Collateralized Mortgage Obligation FNMA_13-23 N/A 3136ADAK5 2033-03-25 0 N/A 7025000.00 1984880.87 Agency Collateralized Mortgage Obligation GNMA_23-70C N/A 38384ADX8 2053-05-20 6.35319 N/A 120057000.00 83856660.07 Agency Collateralized Mortgage Obligation FNMA_23-64C N/A 3136BQZQ5 2048-07-25 0.68668 N/A 19429077.00 1814376.02 Agency Collateralized Mortgage Obligation FHMS_K748 N/A 3137H5YF8 2050-02-25 2.785205 N/A 14432000.00 1457063.91 Agency Collateralized Mortgage Obligation FREMF_17-K62 N/A 302949AU6 2027-01-25 0 N/A 108305106.00 77193600.99 Agency Collateralized Mortgage Obligation FNMA_12-52E N/A 3136A6AM6 2042-05-25 1.11668 N/A 104663303.00 1253789.77 Agency Collateralized Mortgage Obligation FHLMC_4795G N/A 3137F5S67 2048-03-15 0.68199 N/A 21176438.00 382393.37 Agency Collateralized Mortgage Obligation FRESB_21-SB91 N/A 30322XAE5 2041-08-25 0.68058 N/A 72000000.00 1771633.11 Agency Collateralized Mortgage Obligation GNMA_18-112A N/A 38380YAD7 2048-08-20 0.74984 N/A 10100000.00 152584.24 Agency Collateralized Mortgage Obligation FNMA_20-59C N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 13998.33 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N2G9 2054-05-20 1.84681 N/A 68104006.00 6078589.41 Agency Collateralized Mortgage Obligation FHMS_K150 N/A 3137H9CC1 2054-10-25 4.571544 N/A 10500000.00 2896263.65 Agency Collateralized Mortgage Obligation FNMA_10-109 N/A 31398NTR5 2040-10-25 0 N/A 18305750.00 587751.09 Agency Collateralized Mortgage Obligation GNMA_24-46J N/A 38384MAY3 2053-11-20 6 N/A 9376708.00 10129921.03 Agency Collateralized Mortgage Obligation FHLMC_4707C N/A 3137F2MZ6 2047-08-15 0 N/A 103816691.00 836292.13 Agency Collateralized Mortgage Obligation FNSTR_437 N/A 31424UPB6 2052-10-25 2 N/A 220553255.00 27828660.59 Agency Collateralized Mortgage Obligation FNMA_17-96A N/A 3136B0AB2 2057-12-25 0.63668 N/A 48519741.00 1894414.95 Agency Collateralized Mortgage Obligation FHLMC_4935G N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 61176.30 Agency Collateralized Mortgage Obligation FHLMC_5394A N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 4059381.40 Agency Collateralized Mortgage Obligation FHLS_32-6 N/A 31325VB94 2044-03-15 0.48199 N/A 225125000.00 3708878.54 Agency Collateralized Mortgage Obligation GNMA_24-34 N/A 38381J2Y2 2056-03-16 2.5 N/A 98063000.00 83465678.07 Agency Collateralized Mortgage Obligation FNMA_21-61C N/A 3136BGVN8 2051-09-25 0 N/A 46500000.00 103005.59 Agency Collateralized Mortgage Obligation FHMS_K105 N/A 3137FRUM1 2030-06-25 2.041258 N/A 34625000.00 3191017.39 Agency Collateralized Mortgage Obligation FHLMC_45-44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 2138412.98 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LRR2 2041-06-20 0.62984 N/A 167610000.00 436067.45 Agency Collateralized Mortgage Obligation GNMA_24-94B N/A 38384PJ50 2054-06-20 0.04681 N/A 50000000.00 60081.56 Agency Collateralized Mortgage Obligation FNMA_11-98C N/A 3136A1GV1 2041-10-25 5 N/A 500000.00 450263.33 Agency Collateralized Mortgage Obligation GNMA_08-54A N/A 3837427W7 2038-06-16 6.20312 N/A 10000000.00 573646.50 Agency Collateralized Mortgage Obligation FREMF_20-K109 N/A 3137FTG35 2048-05-25 3.500493 N/A 20000000.00 3233396.84 Agency Collateralized Mortgage Obligation FHLMC_4701D N/A 3137F1JS8 2036-01-15 5 N/A 30122470.00 934409.11 Agency Collateralized Mortgage Obligation FNMA_23-50C N/A 3136BQLS6 2044-04-25 0.05 N/A 1254090.00 2925.48 Agency Collateralized Mortgage Obligation FNMA_13-63 N/A 3136AENT0 2043-06-25 2.5 N/A 1500000.00 1548142.00 Agency Collateralized Mortgage Obligation FNMA_13-35 N/A 3136ADRU5 2033-04-25 3 N/A 24874298.00 311390.16 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_16-70 N/A 3136ATZA5 2046-10-25 0.63668 N/A 176880174.00 3556945.41 Agency Collateralized Mortgage Obligation FHLMC_4564F N/A 3137BNGB4 2043-04-15 0 N/A 26456473.00 91971.17 Agency Collateralized Mortgage Obligation GNMA_24-46B N/A 38384MAD9 2052-04-20 0 N/A 281702770.00 2545525.28 Agency Collateralized Mortgage Obligation FNMA_19-62A N/A 3136B6Z89 2059-11-25 0.53668 N/A 10012996.00 760924.63 Agency Collateralized Mortgage Obligation FNW_07-2 N/A 31396VAQ1 2037-03-25 0 N/A 19777901.00 251584.18 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K130 N/A 3137H1YY6 2048-08-25 3.203219 N/A 6942158.00 1188027.96 Agency Collateralized Mortgage Obligation GNMA_24-46E N/A 38384MAL1 2048-12-20 0.1 N/A 17641475.00 77859.04 Agency Collateralized Mortgage Obligation FNMA_12-99J N/A 3136A8WB2 2042-09-25 4 N/A 23159229.00 222608.62 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K110 N/A 3137FTZT7 2053-06-25 3.520615 N/A 9600000.00 1518547.69 Agency Collateralized Mortgage Obligation FHLMC_5121B N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 100860.97 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8P4 2053-11-25 6.5 N/A 49796960.00 8353836.22 Agency Collateralized Mortgage Obligation FHMS_K085 N/A 3137FKJF4 2045-12-25 2.391383 N/A 4265750.00 356588.52 Agency Collateralized Mortgage Obligation FHLMC_K056 N/A 3137BQYW1 2026-06-25 2.189076 N/A 2393000.00 88788.49 Agency Collateralized Mortgage Obligation GNMA_22-9A N/A 38383FN33 2052-01-20 2.5 N/A 100000000.00 70349496.25 Agency Collateralized Mortgage Obligation FHLMC_4833D N/A 3137FJBD0 2044-04-15 0.05 N/A 34129268.00 14477.15 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QDV7 2040-10-25 0.98668 N/A 135801587.00 3789.06 Agency Collateralized Mortgage Obligation FHLMC_4935F N/A 3137FQ6B4 2043-03-15 0.06 N/A 13906717.00 6518.79 Agency Collateralized Mortgage Obligation GNMA_08-40 N/A 38375QLD9 2038-05-16 6.10312 N/A 20332466.00 573787.98 Agency Collateralized Mortgage Obligation FNMA_19-66E N/A 3136B6YT4 2049-11-25 3 N/A 559080.00 350518.37 Agency Collateralized Mortgage Obligation GNMA_21-86F N/A 38382QPX2 2051-05-20 4.80728 N/A 4900000.00 3061881.81 Agency Collateralized Mortgage Obligation GNMA_24-134P N/A 38384VCF2 2054-07-20 6.30319 N/A 33174082.00 33245601.54 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K097 N/A 3137FNX88 2046-09-25 2.087291 N/A 17926832.00 1564034.15 Agency Collateralized Mortgage Obligation FNMA_20-38A N/A 3136BABX1 2050-06-25 2.5 N/A 21151655.00 1776784.17 Agency Collateralized Mortgage Obligation FHLMC_5060E N/A 3137F86R9 2041-04-15 5 N/A 7685360.00 356705.52 Agency Collateralized Mortgage Obligation GNMA_20-102D N/A 38382HGF1 2050-07-20 0.74984 N/A 3328000.00 178759.97 Agency Collateralized Mortgage Obligation FNMA_18-55A N/A 3136B2TM4 2048-08-25 0.78668 N/A 58135875.00 1443074.37 Agency Collateralized Mortgage Obligation FRESB_21-SB90 N/A 30322KAJ2 2041-06-25 1.24859 N/A 145462875.00 2938383.72 Agency Collateralized Mortgage Obligation FNMA_11-84 N/A 3136A0A64 2041-09-25 5.25 N/A 929000.00 1305505.18 Agency Collateralized Mortgage Obligation FHLMC_08-3451 N/A 31397TP71 2037-02-15 0.56199 N/A 2000000.00 620.96 Agency Collateralized Mortgage Obligation GNMA_21-86J N/A 38382QQF0 2051-05-20 4.78364 N/A 4900000.00 3058494.71 Agency Collateralized Mortgage Obligation FNMA_23-69C N/A 3136BQA82 2057-07-25 0.53668 N/A 160263837.00 13822110.74 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAS6 2054-03-20 0 N/A 80000000.00 2525499.25 Agency Collateralized Mortgage Obligation GNMA_24-134J N/A 38384VBL0 2053-12-20 0.39681 N/A 107227777.00 2692513.60 Agency Collateralized Mortgage Obligation GNMA_23-146G N/A 38384DAY3 2053-10-20 0.99681 N/A 138461541.00 9934801.33 Agency Collateralized Mortgage Obligation FHLMC_5121B N/A 3137H0N38 2044-08-15 0.05 N/A 14302766.00 12354.45 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB76 N/A 30315EAE6 2030-05-25 1.75428 N/A 22610545.00 751060.09 Agency Collateralized Mortgage Obligation GNMA_22-129B N/A 38383UCT5 2052-07-20 5 N/A 20000000.00 16605428.17 Agency Collateralized Mortgage Obligation FNMA FNRA CL003TS R23F003 N/A BRYD8NT39 2052-12-25 0 N/A 65864250.00 4998684.45 Agency Mortgage-Backed Securities GNMA_24-134E N/A 38384VBE6 2054-08-20 0.59647 N/A 75000000.00 5262051.46 Agency Collateralized Mortgage Obligation FREMF_21-KF125 N/A 30323QAE9 2028-10-25 11.75116 N/A 29769602.00 23547540.66 Agency Collateralized Mortgage Obligation FNMA_24-31 N/A 3136BR4G9 2054-05-25 5.5 N/A 3229177.00 2042019.80 Agency Collateralized Mortgage Obligation FNW_07-W3 N/A 31396VPT9 2037-04-25 0 N/A 8074073.00 74206.19 Agency Collateralized Mortgage Obligation FNMA_13-6 N/A 3136ABY49 2033-02-25 3 N/A 27672262.00 252010.64 Agency Collateralized Mortgage Obligation FNMA_12-131A N/A 3136AABL8 2041-05-25 0.18668 N/A 59814291.00 2349.15 Agency Collateralized Mortgage Obligation GNMA_23-84J N/A 38384AJ46 2053-06-20 0.69681 N/A 74658333.00 3198573.75 Agency Collateralized Mortgage Obligation FRESB_23-S107 N/A 30332EAF2 2043-06-25 0 N/A 242892125.00 4621104.52 Agency Collateralized Mortgage Obligation FNMA_21-76C N/A 3136BJYH2 2051-11-25 4.5 N/A 67974494.00 9517439.59 Agency Collateralized Mortgage Obligation GNMA_20-55B N/A 38382ELZ8 2050-04-20 0 N/A 30000000.00 409591.69 Agency Collateralized Mortgage Obligation FHLMC_4524 N/A 3137BM5V4 2041-05-15 5 N/A 33500000.00 664096.50 Agency Collateralized Mortgage Obligation FNMA_17-96F N/A 3136B0AW6 2041-08-25 4.5 N/A 44518053.00 776384.15 Agency Collateralized Mortgage Obligation FHSTR_390 N/A 31325YYR3 2052-11-15 4.572306 N/A 2624331.00 387495.62 Agency Collateralized Mortgage Obligation FNMA_10-45C N/A 31398PNC9 2040-05-25 5 N/A 4356300.00 2955449.96 Agency Collateralized Mortgage Obligation FHLMC_4301 N/A 3137B8CC9 2037-07-15 0.63199 N/A 77000000.00 622610.78 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K107 N/A 3137FRZC8 2030-01-25 1.706667 N/A 45779247.00 3230422.73 Agency Collateralized Mortgage Obligation FNMA_24-6C N/A 3136BQ2R9 2049-09-25 0.58668 N/A 49583904.00 5013259.85 Agency Collateralized Mortgage Obligation FNSTR_427 N/A 31423XQW4 2062-01-07 4.5 N/A 60741444.00 11534845.19 Agency Collateralized Mortgage Obligation FNMA_21-67M N/A 3136BJGV1 2051-10-25 3 N/A 75425232.00 8610535.47 Agency Collateralized Mortgage Obligation FHLMC_5444D N/A 3137HFDJ1 2044-08-15 0.05 N/A 29762511.00 56616.20 Agency Collateralized Mortgage Obligation FNMA_24-6C N/A 3136BQ2S7 2047-09-25 0.1 N/A 17892014.00 87030.34 Agency Collateralized Mortgage Obligation GNMA_24-46C N/A 38384MAG2 2051-05-20 0 N/A 10766919.00 6866.03 Agency Collateralized Mortgage Obligation FNMA_24-9A N/A 3136BRFV4 2054-03-25 0.75704 N/A 85000000.00 4433336.90 Agency Collateralized Mortgage Obligation GNMA_23-140B N/A 38384ETC9 2053-09-20 0.03 N/A 72401620.00 46024.46 Agency Collateralized Mortgage Obligation FHLMC_4935H N/A 3137FQ6J7 2042-06-15 0.65 N/A 5451206.00 46746.71 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3662 N/A 31398VSY3 2036-08-15 5.5 N/A 5286000.00 1023937.01 Agency Collateralized Mortgage Obligation FHLMC_4860D N/A 3137FKW85 2049-02-15 3.5 N/A 3936559.00 3015761.58 Agency Collateralized Mortgage Obligation FHLMC_3658A N/A 31398VN77 2039-08-15 5 N/A 2315345.00 105966.38 Agency Collateralized Mortgage Obligation GNMA_22-161D N/A 38383YTD4 2052-09-20 0.64681 N/A 17384087.00 1452862.88 Agency Collateralized Mortgage Obligation FHMS_KG03 N/A 3137FVEF5 2033-07-25 3.069207 N/A 7733000.00 1035846.31 Agency Collateralized Mortgage Obligation GNMA_16-4G N/A 38379TW21 2046-01-20 0.19984 N/A 30081589.00 307837.01 Agency Collateralized Mortgage Obligation FHLMC_5444D N/A 3137HFDA0 2048-11-15 0.1 N/A 6237243.00 25533.50 Agency Collateralized Mortgage Obligation FRESB_20-SB80 N/A 30316XAK9 2040-09-25 1.14587 N/A 50696220.00 1992762.70 Agency Collateralized Mortgage Obligation FNMA_22-41D N/A 3136BNJG2 2049-05-25 0.05 N/A 7193861.00 10428.74 Agency Collateralized Mortgage Obligation GNMA_10-47 N/A 38376YT43 2037-11-16 0.79688 N/A 400000.00 1073.12 Agency Collateralized Mortgage Obligation FREMF_21-KF107 N/A 30321AAE6 2028-03-25 11.60116 N/A 78177000.00 45002469.38 Agency Collateralized Mortgage Obligation GNMA_14-3 N/A 38378YZZ5 2039-07-20 0.54984 N/A 41202319.00 138313.87 Agency Collateralized Mortgage Obligation FHLMC_4701E N/A 3137F1K49 2040-04-15 5 N/A 25803798.00 877412.98 Agency Collateralized Mortgage Obligation GNMA_24-134G N/A 38384VBG1 2053-08-20 0.15 N/A 64701191.00 83507.67 Agency Collateralized Mortgage Obligation FNMA_16-80D N/A 3136AUFL0 2046-11-25 3.5 N/A 3000000.00 3492904.20 Agency Collateralized Mortgage Obligation FHMS_K102 N/A 3137FQKF9 2046-12-25 1.955708 N/A 25000000.00 2105610.78 Agency Collateralized Mortgage Obligation FNMA_10-35 N/A 31398PKX6 2040-04-25 0.98668 N/A 12600000.00 2892.47 Agency Collateralized Mortgage Obligation FHLMC_5444D N/A 3137HFDH5 2048-11-15 0.53199 N/A 58554444.00 5759566.90 Agency Collateralized Mortgage Obligation FNMA_14-2 N/A 3136AJCJ3 2044-02-25 5.999997 N/A 21709187.00 359870.90 Agency Collateralized Mortgage Obligation GNMA_21-27B N/A 38382NJZ1 2051-02-20 5.86161 N/A 4540432.00 3358139.05 Agency Collateralized Mortgage Obligation GNMA_19-153B N/A 38382BRK1 2049-12-20 0.59984 N/A 11185079.00 582940.77 Agency Collateralized Mortgage Obligation GNMA_24-116A N/A 38384QFG8 2054-07-20 1.24681 N/A 60000000.00 3425565.42 Agency Collateralized Mortgage Obligation FREMF_21-F119 N/A 30323LAE0 2031-07-25 11.75116 N/A 13000000.00 5654952.64 Agency Collateralized Mortgage Obligation FNMA_24-6D N/A 3136BQ2Z1 2051-11-25 3.5 N/A 50155650.00 8764096.98 Agency Collateralized Mortgage Obligation GNMA_24-52 N/A 38381J8E0 2056-03-16 4.5 N/A 11300000.00 11157001.56 Agency Collateralized Mortgage Obligation GNMA_23-140B N/A 38384ETP0 2053-09-20 0.03 N/A 27598380.00 15160.14 Agency Collateralized Mortgage Obligation FREMF_18-KF53 N/A 35708AAJ7 2025-10-25 7.13395 N/A 54431987.00 13228156.84 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K070 N/A 3137FCJN5 2044-12-25 2.110472 N/A 13000000.00 751830.33 Agency Collateralized Mortgage Obligation FNMA_23-50C N/A 3136BQLR8 2049-07-25 0.53668 N/A 32330526.00 3253970.69 Agency Collateralized Mortgage Obligation FNMA_24-37 N/A 3136BR7B7 2054-06-25 1.67116 N/A 50000000.00 4945896.45 Agency Collateralized Mortgage Obligation GNMA_23-133A N/A 38384ENM3 2053-09-20 1.14681 N/A 103858665.00 6005739.01 Agency Collateralized Mortgage Obligation FHLMC_3667B N/A 31398QG35 2040-05-15 0.98199 N/A 5000000.00 1994.11 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCR1 2050-10-20 0 N/A 82952823.00 105415.06 Agency Collateralized Mortgage Obligation FHLMC_44-17 N/A 3137BFWP2 2043-12-15 0 N/A 22473927.00 121114.36 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K154 N/A 3137H9UG2 2056-02-25 5.277173 N/A 12000000.00 3910704.67 Agency Collateralized Mortgage Obligation FNSTR_440 N/A 31424U8L3 2053-11-25 5.5 N/A 189204201.00 37025630.79 Agency Collateralized Mortgage Obligation FNMA_10-45 N/A 31398PMW6 2040-05-25 5 N/A 452100.00 266854.71 Agency Collateralized Mortgage Obligation FRESB_21-SB85 N/A 30321KAJ3 2041-02-25 1.008 N/A 150000000.00 2458775.72 Agency Collateralized Mortgage Obligation FNMA_21-75B N/A 3136BJS89 2051-11-25 3.5 N/A 24439250.00 2957909.42 Agency Collateralized Mortgage Obligation FNMA_24-62C N/A 3136BSB20 2054-09-25 0 N/A 172071737.00 15485940.11 Agency Collateralized Mortgage Obligation FNMA_01-51 N/A 313921RM2 2031-10-25 6.5 N/A 500000.00 7029.78 Agency Collateralized Mortgage Obligation GNMA_24-116F N/A 38384QFX1 2054-07-20 1.24681 N/A 30000000.00 2564529.94 Agency Collateralized Mortgage Obligation Y Fitch NR Moody's P-1 Standard & Poor's A-1 2024-09-03 2024-10-04 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3140A8HZ8 2054-01-01 7 N/A 1000.00 1050.90 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4547 N/A 31418EBR0 2052-02-01 2 N/A 1003.00 724.25 Agency Mortgage-Backed Securities FEPC 03.000 CLQC0373 N/A 3133AJMW0 2051-04-01 3 N/A 2940000.00 1899463.92 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6181 N/A 3140NA2P7 2053-02-01 5.5 N/A 1000.00 822.58 Agency Mortgage-Backed Securities FNMS 06.500 CL942487 N/A 31413DRG4 2037-08-01 6.5 N/A 1024.00 6.71 Agency Mortgage-Backed Securities FNMS 04.500 NPAE0290 N/A 31419AKC0 2040-03-01 4.5 N/A 1024.00 30.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9632 N/A 3140JSV22 2049-04-01 4.5 N/A 1000.00 302.59 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4213 N/A 3132E0VE9 2053-11-01 6.5 N/A 1000.00 945.82 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0721 N/A 31334WYS4 2049-06-01 3.5 N/A 2000.00 985.66 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8733 N/A 3133KQV29 2053-03-01 6.5 N/A 1000.00 864.37 Agency Mortgage-Backed 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1000.00 188.28 Agency Mortgage-Backed Securities FEPC 02.000 CLQB3535 N/A 3133A94U6 2050-09-01 2 N/A 1000.00 582.75 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9420 N/A 3133KRPD0 2053-07-01 5 N/A 1024.00 1012.29 Agency Mortgage-Backed Securities FNMS 04.000 CQMA1169 N/A 31418AJP4 2042-08-01 4 N/A 935000.00 107690.19 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5888 N/A 3133BTRH5 2053-01-01 5.5 N/A 1000.00 619.19 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7224 N/A 3140XPA25 2054-02-01 6 N/A 45447803.00 44912408.14 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5192 N/A 3140XLXW3 2053-06-01 5.5 N/A 1000.00 917.75 Agency Mortgage-Backed Securities FNMS 04.000 CLBP1134 N/A 3140K8HL8 2050-01-01 4 N/A 1000.00 509.54 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2138 N/A 3140NJLU6 2053-06-01 6.5 N/A 3000.00 2807.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7794 N/A 3140K3UU4 2049-12-01 3.5 N/A 1000.00 422.82 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4750 N/A 3131YBH35 2049-04-01 4.5 N/A 1000.00 200.67 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5511 N/A 3133BFDQ0 2052-07-01 5 N/A 1000.00 874.01 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7022 N/A 3140MYYU0 2052-08-01 5 N/A 2001.00 1279.96 Agency Mortgage-Backed Securities FNMS 06.500 CLDC1015 N/A 3140ANDV8 2054-09-01 6.5 N/A 1000.00 1037.03 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 N/A 4208347.00 3939429.48 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0260 N/A 3140A0JE0 2053-11-01 6 N/A 1000.00 995.29 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4198 N/A 3133BRUX0 2052-12-01 6 N/A 3000.00 3060.49 Agency Mortgage-Backed Securities FEPC 04.000 CLQA6204 N/A 3133A03M4 2050-01-01 4 N/A 1000.00 388.85 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6140 N/A 3140MXZE7 2052-08-01 5 N/A 1010.00 624.65 Agency Mortgage-Backed Securities FNMS 05.000 CLBR1736 N/A 3140KY4W1 2050-11-01 5 N/A 1000.00 281.94 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0299 N/A 3140FXKM3 2058-08-01 3.5 N/A 1000.00 339.16 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5286 N/A 3140QQ2U8 2052-12-01 5.5 N/A 48997472.00 42269031.10 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5973 N/A 3140XMT71 2053-10-01 6.5 N/A 47498959.00 46835853.91 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4922 N/A 3138WEPG8 2045-05-01 3.5 N/A 1024.00 187.54 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8680 N/A 3133C9UD3 2053-08-01 6.5 N/A 1000.00 1045.62 Agency Mortgage-Backed Securities FNMS 04.500 CQBM6970 N/A 3140JBW85 2044-10-01 4.5 N/A 1008.00 758.59 Agency Mortgage-Backed Securities FNMS 04.500 CLAU8868 N/A 3138X82A8 2043-11-01 4.5 N/A 19998053.00 2296474.69 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ1041 N/A 3140KLEP3 2050-08-01 3.5 N/A 1000.00 629.86 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7822 N/A 3133BVVP7 2053-02-01 6 N/A 5891.00 5107.61 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2976 N/A 3131XWJV6 2047-02-01 3.5 N/A 5735690.00 1633988.20 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9237 N/A 3140NEHP3 2053-04-01 6 N/A 1000.00 835.35 Agency Mortgage-Backed Securities FNMS 04.000 CLBP1033 N/A 3140K8EF4 2050-01-01 4 N/A 1000.00 273.89 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0919 N/A 3140NHAV0 2053-04-01 6 N/A 1000.00 1023.38 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6664 N/A 3133BGMM7 2052-07-01 5 N/A 1000.00 785.74 Agency Mortgage-Backed Securities FNMS 04.500 CLBV9710 N/A 3140MPYG0 2052-06-01 4.5 N/A 3000.00 2854.95 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 N/A 1000.00 915.62 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8965 N/A 3133BJ6A5 2052-08-01 5 N/A 1000.00 987.25 Agency Mortgage-Backed Securities FNMS 05.500 CKAE0978 N/A 31419BCQ6 2040-06-01 5.5 N/A 2218.00 69.69 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3468 N/A 3140NK2A8 2053-06-01 5.5 N/A 3000.00 3028.04 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6298 N/A 3133BF7K0 2052-07-01 5 N/A 1000.00 864.56 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1273 N/A 3140QLMX1 2051-08-01 2 N/A 2100000.00 1434172.67 Agency Mortgage-Backed Securities 04.500 FGPC Q59886 G N/A 3132Y36Y5 2048-11-01 4.5 N/A 6001.00 3563.99 Agency Mortgage-Backed Securities FNMS 06.000 CL982357 N/A 31415BZW2 2038-05-01 6 N/A 1024.00 28.52 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7250 N/A 3131Y2BT4 2048-07-01 4.5 N/A 3001.00 900.86 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2838 N/A 3140QNEL2 2052-02-01 2 N/A 1000.00 712.73 Agency Mortgage-Backed Securities 06.000 FGPC H19029 G N/A 3128NAA65 2037-09-01 6 N/A 1000.00 1.25 Agency Mortgage-Backed Securities FNMS 04.000 CLAW7429 N/A 3138XXHF6 2042-02-01 4 N/A 1000.00 93.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7945 N/A 3133BHZJ8 2052-08-01 5 N/A 3001.00 2927.54 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7097 N/A 3140XN3F9 2054-01-01 6.5 N/A 1024.00 1000.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2054 N/A 3140MTH89 2052-09-01 5 N/A 3000.00 2714.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4782 N/A 3140NMJ40 2053-07-01 5 N/A 1000.00 946.50 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4802 N/A 31346YKP7 2049-11-01 3.5 N/A 1000.00 484.43 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3288 N/A 3131XWUM3 2047-05-01 4.5 N/A 1000.00 195.26 Agency Mortgage-Backed Securities FNMS 07.000 CLDA3463 N/A 3140A3Z55 2053-11-01 7 N/A 1000.00 819.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7162 N/A 3140MY5Y4 2052-08-01 5 N/A 1000.00 886.90 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8749 N/A 3140QGWK9 2051-01-01 2 N/A 64618333.00 40129160.33 Agency Mortgage-Backed Securities FEPC 05.500 CLQE7859 N/A 3133BHWU6 2052-08-01 5.5 N/A 1000.00 757.45 Agency Mortgage-Backed Securities FEPC 03.500 CLZL4012 N/A 3131XKN54 2042-10-01 3.5 N/A 1024.00 118.45 Agency Mortgage-Backed Securities FEPC 06.000 CLQF9924 N/A 3133BYAZ2 2053-03-01 6 N/A 4000.00 4055.87 Agency Mortgage-Backed Securities FNMS 02.500 CIAL9708 N/A 3138ERYE4 2031-03-01 2.5 N/A 2500000.00 299355.49 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2620 N/A 3138YT4E1 2045-08-01 3.5 N/A 1000.00 211.20 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4629 N/A 3140N9EB8 2053-01-01 6 N/A 3001.00 2780.30 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3713 N/A 3140MVDT2 2052-08-01 5 N/A 3000.00 2929.50 Agency Mortgage-Backed Securities FNMS 05.500 CLDA1212 N/A 3140A1K22 2053-08-01 5.5 N/A 1000.00 1002.34 Agency Mortgage-Backed Securities 04.000 FGPC Q62244 G N/A 3132VNP64 2049-03-01 4 N/A 1000.00 235.91 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3660 N/A 3131XXB59 2047-07-01 4.5 N/A 1000.00 317.33 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7338 N/A 3140NCEL9 2053-08-01 6.5 N/A 1000.00 982.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8599 N/A 3140JRRV5 2049-05-01 3.5 N/A 3026.00 542.22 Agency Mortgage-Backed Securities FNMS 06.000 CLAD0223 N/A 31418MG97 2039-05-01 6 N/A 1024.00 12.26 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2644 N/A 3140QM5E0 2052-01-01 2.5 N/A 32120.00 24683.48 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3155 N/A 3131XWQG1 2047-05-01 4.5 N/A 1000.00 222.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2074 N/A 3133C2JT6 2053-05-01 5.5 N/A 1001.00 1010.38 Agency Mortgage-Backed Securities FNMS 02.500 CTCB0470 N/A 3140QKQY7 2041-05-01 2.5 N/A 1000.00 674.98 Agency Mortgage-Backed Securities 04.000 FGPC Q03146 G N/A 3132GJET2 2041-09-01 4 N/A 2000.00 211.52 Agency Mortgage-Backed Securities FEPC 06.500 CLQF7471 N/A 3133BVJQ9 2053-02-01 6.5 N/A 2004.00 1923.38 Agency Mortgage-Backed Securities FNMS 04.000 CLBD4420 N/A 3140FB4E7 2046-07-01 4 N/A 2880534.00 468288.43 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ0432 N/A 3133CQPR0 2054-08-01 6 N/A 2270471.00 2366110.84 Agency Mortgage-Backed Securities FEPC 04.500 CLZN1509 N/A 3131Y7VA2 2048-11-01 4.5 N/A 1000.00 327.74 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6723 N/A 3140NBPH8 2053-02-01 5.5 N/A 1000.00 840.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0798 N/A 3133BM3F0 2052-10-01 5 N/A 2001.00 1957.67 Agency Mortgage-Backed Securities FNMS 04.000 CQMA2916 N/A 31418CG24 2047-02-01 4 N/A 1000.00 214.49 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7703 N/A 3140QFRZ4 2050-11-01 2 N/A 1024.00 627.57 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4373 N/A 3132E02E1 2053-11-01 6.5 N/A 1000.00 1017.29 Agency Mortgage-Backed Securities 07.000 FGPC A82013 G N/A 312928GW8 2038-09-01 7 N/A 1008.00 32.91 Agency Mortgage-Backed Securities 05.000 FGPC H09186 G N/A 3128UNF31 2038-06-01 5 N/A 1024.00 5.68 Agency Mortgage-Backed Securities 04.000 FGPC Q38970 G N/A 3132QV6G1 2046-02-01 4 N/A 3024.00 639.13 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0921 N/A 3133C1AW0 2053-04-01 5 N/A 2000.00 1459.78 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1236 N/A 31334XLR8 2049-07-01 3.5 N/A 1000.00 228.82 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1714 N/A 3140MS3Y9 2052-08-01 5 N/A 3001.00 2967.70 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3109 N/A 3140QNN32 2052-03-01 2.5 N/A 1000.00 732.32 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3450 N/A 3131XWZP1 2047-06-01 4.5 N/A 2003.00 536.79 Agency Mortgage-Backed Securities FNMS 02.500 CIFS6135 N/A 3140XMY91 2037-01-01 2.5 N/A 96016484.00 80301600.90 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6432 N/A 3133BUED5 2053-01-01 5.5 N/A 1000.00 797.96 Agency Mortgage-Backed Securities 05.000 FGPC Q61942 G N/A 3132VNEQ2 2049-02-01 5 N/A 1000.00 220.72 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7754 N/A 3133BVTK1 2053-02-01 5.5 N/A 1000.00 760.31 Agency Mortgage-Backed Securities FNMS 04.000 CLAS0315 N/A 3138W9K58 2043-08-01 4 N/A 1000.00 64.61 Agency Mortgage-Backed Securities FNMS 03.000 CLBO1314 N/A 3140JVN81 2049-08-01 3 N/A 1000.00 402.10 Agency Mortgage-Backed Securities FNMS 03.500 CTFS8289 N/A 3140XQF77 2037-12-01 3.5 N/A 1024.00 969.85 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0908 N/A 31334XAH2 2049-07-01 3.5 N/A 1004063.00 337291.02 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ4624 N/A 3140H6D63 2048-02-01 4.5 N/A 1000.00 236.82 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9651 N/A 3133BKWL9 2052-09-01 4.5 N/A 3000.00 2033.65 Agency Mortgage-Backed Securities FNMS 06.000 CLDA8815 N/A 3140YWYM9 2054-04-01 6 N/A 899113.00 928535.62 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3385 N/A 3140XJXP3 2052-12-01 5.5 N/A 1036000.00 898479.60 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7062 N/A 3140XNZ49 2052-06-01 3 N/A 1000000.00 862866.54 Agency Mortgage-Backed Securities FNMS 07.000 CLDB2406 N/A 3140ABU86 2054-06-01 7 N/A 1228006.00 1283840.34 Agency Mortgage-Backed Securities FNMS 04.500 CL890587 N/A 31410LNC2 2042-05-01 4.5 N/A 1000.00 111.90 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0714 N/A 3140QKYL6 2051-06-01 2 N/A 46984769.00 30958325.15 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8761 N/A 3140XCWX2 2051-09-01 2.5 N/A 1008.00 785.62 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0841 N/A 31334W5A5 2049-07-01 3.5 N/A 3003.00 833.89 Agency Mortgage-Backed Securities FNMS 07.000 CLDA3497 N/A 3140A33F8 2053-10-01 7 N/A 2724512.00 2479995.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0929 N/A 3140AAA72 2054-04-01 5.5 N/A 706358.00 668354.86 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4356 N/A 31339UZV5 2049-11-01 3.5 N/A 1000.00 572.61 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6746 N/A 3140QSP88 2053-07-01 5.5 N/A 41579984.00 39197925.68 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2046 N/A 3140Q9HY2 2048-07-01 4.5 N/A 1000.00 204.74 Agency Mortgage-Backed Securities 04.000 FGPC Q53147 G N/A 3132XVP98 2047-12-01 4 N/A 2002.00 767.34 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9785 N/A 3140NE2T1 2053-04-01 6 N/A 1000.00 725.29 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6022 N/A 3133C6VP1 2053-06-01 5.5 N/A 1000.00 669.25 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0569 N/A 3140JUT38 2049-06-01 3.5 N/A 1000.00 246.37 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9045 N/A 3140XDBP0 2051-09-01 3 N/A 1024.00 719.86 Agency Mortgage-Backed Securities 04.000 FGPC Q48209 G N/A 3132WNDP4 2047-05-01 4 N/A 1000.00 392.11 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5746 N/A 3133A0L36 2049-12-01 3.5 N/A 3003.00 1364.67 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3671 N/A 3133BDCG8 2052-06-01 5 N/A 1000.00 774.53 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1004 N/A 3133BNDH3 2052-10-01 5 N/A 1000.00 744.38 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0495 N/A 3131Y6RQ4 2042-10-01 4 N/A 1000.00 131.24 Agency Mortgage-Backed Securities FNMS 03.000 CIFS7326 N/A 3140XPD89 2038-11-01 3 N/A 30897799.00 27523085.54 Agency Mortgage-Backed Securities 04.000 FGPC Q46970 G N/A 3132WLW85 2047-03-01 4 N/A 1008.00 313.14 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 N/A 49536219.00 36840392.88 Agency Mortgage-Backed Securities FEPC 03.000 CLQC8654 N/A 3133ATTK7 2051-10-01 3 N/A 1000.00 560.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1246 N/A 3140N5L44 2052-10-01 5 N/A 1000.00 753.11 Agency Mortgage-Backed Securities 04.500 FGPC D98602 G N/A 3128E5RX9 2031-03-01 4.5 N/A 1032.00 46.10 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5591 N/A 3133BFF88 2052-07-01 4 N/A 1000.00 889.90 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3871 N/A 3140JLJR6 2049-04-01 4 N/A 1000.00 132.97 Agency Mortgage-Backed Securities 03.500 FGPC Q50914 G N/A 3132XTAQ1 2047-09-01 3.5 N/A 1000.00 335.44 Agency Mortgage-Backed Securities 04.000 FGPC Q16722 G N/A 3132J74G4 2043-03-01 4 N/A 1000.00 54.12 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5204 N/A 3140MWYA8 2052-12-01 4.5 N/A 4000.00 3849.81 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9702 N/A 3133BKX79 2052-09-01 4.5 N/A 2000.00 1663.06 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5968 N/A 3140XMT22 2053-10-01 6 N/A 31023693.00 29980942.14 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5745 N/A 3140XML38 2053-08-01 6.5 N/A 1000.00 972.63 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9291 N/A 3133BKKC2 2052-09-01 5 N/A 2000.00 1567.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5308 N/A 3131XY3R8 2047-12-01 4.5 N/A 1000.00 338.62 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2431 N/A 3132DPVY1 2050-06-01 3 N/A 40099322.00 32358950.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4860 N/A 3140JMMJ8 2049-01-01 5 N/A 1000.00 385.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8824 N/A 3133C9YV9 2053-08-01 6 N/A 1000.00 1013.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4800 N/A 3138WEKN8 2045-04-01 3.5 N/A 1024.00 275.18 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4782 N/A 3140E9J49 2046-01-01 4 N/A 8540862.00 1508601.92 Agency Mortgage-Backed Securities FNMS 04.000 CLBC2042 N/A 3140EWHU2 2046-03-01 4 N/A 4465482.00 641544.66 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 1008.00 234.21 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3579 N/A 31329L6Q0 2042-06-01 4 N/A 1008.00 95.39 Agency Mortgage-Backed Securities 05.000 FGPC Q59262 G N/A 3132Y3JG0 2048-10-01 5 N/A 1000.00 473.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8952 N/A 3140N15N9 2052-09-01 5 N/A 1008.00 945.52 Agency Mortgage-Backed Securities FEPC 03.500 3VZA3583 N/A 31329L6U1 2042-07-01 3.5 N/A 3007.00 393.65 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0555 N/A 31334WTL5 2049-06-01 4.5 N/A 1000.00 183.65 Agency Mortgage-Backed Securities 04.500 FGPC Q63996 G N/A 3132VQNN2 2049-05-01 4.5 N/A 2000.00 1324.78 Agency Mortgage-Backed Securities 05.000 FGPC L10307 G N/A 3128DHKU7 2040-09-01 5 N/A 1024.00 15.21 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8519 N/A 3140QGPD3 2051-01-01 2 N/A 4098.00 2463.00 Agency Mortgage-Backed Securities 06.000 FGPC H01482 G N/A 3128MTUF3 2036-06-01 6 N/A 1024.00 11.29 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1147 N/A 3140K8HZ7 2050-01-01 3.5 N/A 1000.00 373.02 Agency Mortgage-Backed Securities FEPC 06.500 CLQF7800 N/A 3133BVUZ6 2053-02-01 6.5 N/A 1000.00 928.99 Agency Mortgage-Backed Securities FNMS 06.500 CL995378 N/A 31416BXF0 2039-01-01 6.5 N/A 1000.00 11.24 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7864 N/A 3140QTW21 2054-01-01 6 N/A 1000.00 976.85 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8189 N/A 3140XQC39 2054-06-01 5.5 N/A 34071100.00 34648994.37 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6063 N/A 3133A0WY6 2050-01-01 3.5 N/A 1000.00 699.94 Agency Mortgage-Backed Securities 04.000 FGPC Q57476 G N/A 3132Y1JW9 2048-07-01 4 N/A 1003.00 400.71 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0434 N/A 3133BMPT6 2052-09-01 5 N/A 3001.00 2685.17 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5724 N/A 3131Y0LD2 2048-02-01 4.5 N/A 1000.00 268.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9145 N/A 3133BKES4 2052-09-01 5 N/A 1000.00 724.25 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4129 N/A 3131YASS0 2049-03-01 4.5 N/A 2000.00 705.89 Agency Mortgage-Backed Securities FNMS 06.500 CLBX9789 N/A 3140NE2X2 2053-04-01 6.5 N/A 4000.00 3724.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2199 N/A 3140N6NR9 2052-11-01 5 N/A 1001.00 986.24 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6032 N/A 3140HKV21 2048-11-01 4.5 N/A 902482.00 457606.08 Agency Mortgage-Backed Securities 05.000 FGPC Q58037 G N/A 3132Y14X3 2048-08-01 5 N/A 1000.00 418.73 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0676 N/A 3140FXXE7 2062-09-01 3.5 N/A 144427696.00 117966921.43 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9112 N/A 3140MPDS7 2052-08-01 5 N/A 2001.00 1955.52 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8364 N/A 3140XQJJ7 2054-06-01 6 N/A 26442121.00 27177873.10 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3043 N/A 3140QNLZ3 2052-03-01 2.5 N/A 610576.00 462827.06 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0202 N/A 3133CCGK6 2053-09-01 6.5 N/A 1000.00 920.02 Agency Mortgage-Backed Securities 03.500 FGPC Q15748 G N/A 3132J6ZN7 2043-02-01 3.5 N/A 2000.00 469.01 Agency Mortgage-Backed Securities FNMS 04.000 CLCB6504 N/A 3140QSGN5 2053-06-01 4 N/A 5001.00 4441.69 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3740 N/A 3132E0EM0 2053-09-01 6 N/A 15427941.00 15132103.22 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7287 N/A 3140NCCZ0 2053-06-01 6.5 N/A 1000.00 877.47 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5134 N/A 3140N9V45 2053-01-01 6 N/A 1000.00 533.50 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0565 N/A 3131Y6TW9 2042-12-01 4 N/A 1000.00 102.50 Agency Mortgage-Backed Securities FEPC 05.500 CLQG3810 N/A 3133C4GT5 2053-04-01 5.5 N/A 1000.00 295.22 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6915 N/A 3140QSVH1 2053-08-01 5.5 N/A 1024.00 970.79 Agency Mortgage-Backed Securities FNMS 03.500 CLAO7141 N/A 3138LX5B1 2042-07-01 3.5 N/A 1024.00 105.68 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4515 N/A 3140NMAR8 2053-08-01 6.5 N/A 5001.00 4730.65 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8242 N/A 3140K4EQ9 2049-11-01 3.5 N/A 1000.00 613.02 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3501 N/A 3132DQ3J3 2053-05-01 6.5 N/A 3874842.00 3938000.73 Agency Mortgage-Backed Securities 05.000 FGPC L10232 G N/A 3128DHHH0 2040-06-01 5 N/A 1024.00 9.63 Agency Mortgage-Backed Securities 05.500 FGPC A90775 G N/A 3129382G7 2040-01-01 5.5 N/A 2069.00 112.78 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6398 N/A 3133WDDB5 2054-06-01 5.5 N/A 1008.00 1018.72 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4521 N/A 3140NMAX5 2053-08-01 6 N/A 5000.00 5179.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7244 N/A 3140HMBN3 2048-10-01 4.5 N/A 1000.00 460.95 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5877 N/A 3133A0Q64 2049-12-01 3.5 N/A 2000.00 861.49 Agency Mortgage-Backed Securities 04.000 FGPC Q05827 G N/A 3132GMD82 2042-02-01 4 N/A 1000.00 216.93 Agency Mortgage-Backed Securities FNMS 04.000 CZAB4026 N/A 31417APL7 2051-12-01 4 N/A 2000.00 562.85 Agency Mortgage-Backed Securities FNMS 04.500 CTAD9639 N/A 31418XV96 2030-08-01 4.5 N/A 50441787.00 2349157.48 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9701 N/A 3140YXX71 2054-02-01 7 N/A 1000.00 1062.47 Agency Mortgage-Backed Securities FNMS 02.500 CIFM3940 N/A 3140X7LW7 2035-08-01 2.5 N/A 1000.00 383.44 Agency Mortgage-Backed Securities FEPC 06.000 CLQG9236 N/A 3133CAHM5 2053-08-01 6 N/A 1000.00 1006.16 Agency Mortgage-Backed Securities FNMS 03.000 CLFM5172 N/A 3140X8XA0 2048-12-01 3 N/A 1000.00 348.08 Agency Mortgage-Backed Securities FNMS 02.500 CLBU0070 N/A 3140M1CG7 2051-10-01 2.5 N/A 1000.00 712.42 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7909 N/A 3140N0YF6 2052-08-01 5 N/A 2000.00 1948.81 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6470 N/A 3140MYFL1 2052-09-01 5 N/A 1000.00 984.33 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3180 N/A 3131XWQ97 2047-05-01 4.5 N/A 2007.00 577.93 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 1015.00 12.38 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8578 N/A 3140QGQ83 2051-01-01 2 N/A 89081856.00 52201213.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7934 N/A 3140N0Y82 2052-08-01 5 N/A 4000.00 3937.90 Agency Mortgage-Backed Securities 04.000 FGPC Q50952 G N/A 3132XTBW7 2047-09-01 4 N/A 1000.00 446.24 Agency Mortgage-Backed Securities FNMS 04.500 CZAE0512 N/A 31419ASA6 2050-07-01 4.5 N/A 1000.00 146.96 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3337 N/A 3140QAV72 2049-03-01 4 N/A 1000.00 691.91 Agency Mortgage-Backed Securities FEPC 03.000 CLRA2332 N/A 3133KHSV9 2050-03-01 3 N/A 1569810.00 563394.52 Agency Mortgage-Backed Securities FNMS 03.000 CLBR8552 N/A 3140L7QE5 2051-04-01 3 N/A 1000.00 447.77 Agency Mortgage-Backed Securities FEPC 06.500 CLQF6513 N/A 3133BUGW1 2053-01-01 6.5 N/A 1000.00 706.92 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9387 N/A 3140N2ND9 2052-09-01 5 N/A 1000.00 578.43 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1135 N/A 3140K8HM6 2050-01-01 3.5 N/A 2000.00 1288.66 Agency Mortgage-Backed Securities FEPC 03.000 CLQE2559 N/A 3133BBZY8 2047-05-01 3 N/A 1000.00 815.87 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8209 N/A 3133BWDN0 2053-02-01 5.5 N/A 1000.00 728.60 Agency Mortgage-Backed Securities FNMS 04.000 CLCA8676 N/A 3140QGUA3 2050-08-01 4 N/A 1000.00 396.71 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3206 N/A 3131Y9R39 2049-02-01 4.5 N/A 2000.00 763.48 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2995 N/A 3140JKKH8 2048-11-01 4.5 N/A 1000.00 315.93 Agency Mortgage-Backed Securities 03.500 FGPC U99186 G N/A 3132H7F41 2047-01-01 3.5 N/A 2000.00 453.08 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8721 N/A 3133BJVN9 2052-09-01 5 N/A 3000.00 2383.30 Agency Mortgage-Backed Securities 04.500 FGPC Q58621 G N/A 3132Y2SK3 2048-09-01 4.5 N/A 1000.00 318.39 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3361 N/A 3140XJWX7 2052-12-01 5.5 N/A 1024.00 915.18 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3496 N/A 3140QN3E0 2052-05-01 3 N/A 1000.00 785.87 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6362 N/A 3140NBB83 2053-02-01 5.5 N/A 4000.00 4023.51 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5367 N/A 3131XY6C8 2048-01-01 4.5 N/A 1000.00 397.45 Agency Mortgage-Backed Securities FEPC 03.500 3VZA3585 N/A 31329L6W7 2042-08-01 3.5 N/A 2029.00 245.26 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7684 N/A 3140XPRE1 2054-04-01 5.5 N/A 10874529.00 10639733.07 Agency Mortgage-Backed Securities 05.000 FGPC Q58716 G N/A 3132Y2VJ2 2048-09-01 5 N/A 1298255.00 502793.71 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0613 N/A 3140H1VF4 2048-02-01 3.5 N/A 7242990.00 941886.82 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7761 N/A 3133BHTS5 2052-07-01 5 N/A 3001.00 1862.40 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6043 N/A 3133A0WC4 2050-01-01 3.5 N/A 4002.00 1904.70 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8756 N/A 3140K4WS5 2050-01-01 3.5 N/A 1000.00 241.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1778 N/A 3132DN6P3 2052-11-01 5.5 N/A 1000.00 893.99 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8415 N/A 3140N1K51 2052-09-01 5 N/A 1000.00 798.14 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4222 N/A 3140NLVQ9 2053-06-01 5 N/A 1000.00 883.45 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8001 N/A 3140MM3K2 2052-08-01 5 N/A 1000.00 791.23 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7775 N/A 3140N0T96 2052-09-01 5 N/A 4000.00 3445.04 Agency Mortgage-Backed Securities FEPC 05.000 CLQG1183 N/A 3133C1J43 2053-04-01 5 N/A 1000.00 997.04 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8411 N/A 3133BWKY8 2053-02-01 6 N/A 2000.00 1986.79 Agency Mortgage-Backed Securities FNMS 07.000 CL940644 N/A 31413BP54 2037-08-01 7 N/A 20768277.00 107236.26 Agency Mortgage-Backed Securities FNMS 04.000 CLBH0358 N/A 3140GNMG5 2047-04-01 4 N/A 7812118.00 1556018.31 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6146 N/A 3140XMZL3 2053-05-01 4 N/A 1720302.00 1576623.40 Agency Mortgage-Backed Securities FNMS 04.000 CLAT1349 N/A 3138WNQB8 2043-03-01 4 N/A 1000.00 272.58 Agency Mortgage-Backed Securities FNMS 02.500 CICA7940 N/A 3140QFZE2 2035-11-01 2.5 N/A 1024.00 596.18 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6270 N/A 3140X96G5 2051-03-01 2 N/A 1000.00 602.73 Agency Mortgage-Backed Securities 04.000 FGPC Q17688 G N/A 3132J87A2 2043-04-01 4 N/A 1000.00 49.73 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3472 N/A 3131Y92D4 2049-02-01 4.5 N/A 1000.00 494.04 Agency Mortgage-Backed Securities FNMS 04.000 CLBA6919 N/A 3140EBVM0 2046-02-01 4 N/A 996000.00 167721.67 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3578 N/A 31329L6P2 2042-06-01 4 N/A 3085.00 82.74 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7988 N/A 3133C82V6 2053-08-01 6.5 N/A 2000.00 2095.98 Agency Mortgage-Backed Securities FNMS 06.500 CL928224 N/A 31412LG95 2037-04-01 6.5 N/A 1024.00 17.97 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1405 N/A 3133BNR21 2052-10-01 5 N/A 2000.00 1514.71 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8588 N/A 3140N1RJ4 2052-10-01 5 N/A 1001.00 981.28 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7656 N/A 3133BHQH2 2052-08-01 5 N/A 3000.00 2950.32 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1356 N/A 31418AQJ0 2043-02-01 3.5 N/A 7243395.00 1200983.59 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9016 N/A 3140NSAS3 2053-08-01 6.5 N/A 2000.00 2095.31 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4967 N/A 3131YBQU5 2049-04-01 4.5 N/A 1000.00 189.90 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2943 N/A 3131XJHU9 2042-04-01 4 N/A 1000.00 72.65 Agency Mortgage-Backed Securities FEPC 03.000 CLQD2809 N/A 3133B0DN0 2051-11-01 3 N/A 1080191.00 539962.04 Agency Mortgage-Backed Securities 04.000 FGPC Q20119 G N/A 3132JMDY2 2043-07-01 4 N/A 1000.00 47.42 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3963 N/A 3131YAML1 2049-03-01 4.5 N/A 5016624.00 1320979.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0477 N/A 3140N4Q75 2052-09-01 5 N/A 2000.00 1955.50 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4754 N/A 3140F0H80 2046-10-01 4 N/A 240138.00 68133.40 Agency Mortgage-Backed Securities 04.000 FGPC Q44618 G N/A 3132WJDY4 2046-11-01 4 N/A 1000.00 269.90 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9435 N/A 3133KRPU2 2053-07-01 5.5 N/A 35047382.00 33501774.78 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1394 N/A 31334XRP6 2049-07-01 3.5 N/A 2058000.00 1081794.13 Agency Mortgage-Backed Securities 07.000 FGPC G04876 G N/A 3128M6XD5 2038-10-01 7 N/A 1024.00 16.41 Agency Mortgage-Backed Securities 05.500 FGPC P51363 G N/A 3128C6QQ5 2036-09-01 5.5 N/A 1008.00 27.33 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9846 N/A 3140N25G2 2052-09-01 5 N/A 1000.00 794.88 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8113 N/A 3140K4AP5 2049-11-01 3.5 N/A 1000.00 384.55 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9274 N/A 3133KRJT2 2053-06-01 5.5 N/A 1024.00 889.76 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8892 N/A 3133BW2Z5 2053-03-01 5.5 N/A 3000.00 2401.92 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7454 N/A 3133BVH73 2053-02-01 6 N/A 1000.00 945.99 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3972 N/A 3140XKMW7 2051-04-01 3 N/A 1000.00 792.36 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4387 N/A 3131XX2U4 2047-10-01 4.5 N/A 1000.00 335.22 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7625 N/A 3140NCPK9 2053-05-01 5 N/A 2001.00 1955.86 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6196 N/A 3140MX3E2 2052-08-01 5 N/A 4000.00 3674.11 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9013 N/A 3140NSAP9 2053-08-01 6 N/A 1000.00 729.94 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7424 N/A 3133BHG91 2052-08-01 5 N/A 1047840.00 892547.66 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8012 N/A 3140QF3W7 2050-12-01 2 N/A 1000.00 605.14 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7093 N/A 3140XN3B8 2053-12-01 6 N/A 1008.00 992.99 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6062 N/A 3133A0WX8 2050-01-01 3.5 N/A 1000.00 448.52 Agency Mortgage-Backed Securities 03.500 FGPC Q42622 G N/A 3132WF4G1 2046-08-01 3.5 N/A 1000.00 155.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1721 N/A 3140MS4F9 2052-08-01 5 N/A 3000.00 2358.25 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8789 N/A 3133BJXS6 2052-08-01 5 N/A 2001.00 1980.79 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3085 N/A 3140E7NB2 2045-12-01 3.5 N/A 3476499.00 1064424.98 Agency Mortgage-Backed Securities 04.500 FGPC G07630 G N/A 3128M9Y30 2044-02-01 4.5 N/A 1000.00 105.18 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8173 N/A 3140NDCK1 2053-04-01 5.5 N/A 1384989.00 1271014.50 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7268 N/A 3140QTCE7 2053-10-01 6 N/A 1625408.00 1582676.55 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3508 N/A 3133BQ3R5 2052-11-01 5.5 N/A 2000.00 1630.36 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4805 N/A 31346YKS1 2049-11-01 3.5 N/A 1000.00 476.59 Agency Mortgage-Backed Securities FNMS 04.000 GLCA0079 N/A 3140Q7CR6 2047-07-01 4 N/A 1000.00 336.20 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8760 N/A 3133C9WV1 2053-08-01 5.5 N/A 2000.00 1917.98 Agency Mortgage-Backed Securities 04.500 FGPC Q56865 G N/A 3132Y0TX8 2048-06-01 4.5 N/A 1000.00 448.45 Agency Mortgage-Backed Securities FNMS 05.500 CLBX7541 N/A 3140NCLX5 2053-02-01 5.5 N/A 1000.00 943.35 Agency Mortgage-Backed Securities FNMS 06.500 NP944054 N/A 31413FH70 2037-07-01 6.5 N/A 1024.00 3.22 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8697 N/A 3140QUUX2 2054-06-01 6 N/A 47086233.00 48355382.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1346 N/A 3140N5P81 2052-11-01 5 N/A 1000.00 820.15 Agency Mortgage-Backed Securities FEPC 06.500 CLQF9069 N/A 3133BXCE9 2053-03-01 6.5 N/A 2001.00 1717.47 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2319 N/A 3140NJSH8 2053-07-01 6.5 N/A 1000.00 910.74 Agency Mortgage-Backed Securities 04.000 FGPC Q48791 G N/A 3132WNXV9 2047-06-01 4 N/A 1000.00 424.24 Agency Mortgage-Backed Securities FNMS 04.500 CLBO0306 N/A 3140JUKU7 2049-04-01 4.5 N/A 1000.00 450.62 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2934 N/A 3133BQHK5 2052-11-01 5.5 N/A 2001.00 1799.00 Agency Mortgage-Backed Securities 04.000 FGPC Q62038 G N/A 3132VNHQ9 2049-03-01 4 N/A 1000.00 113.40 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6209 N/A 3140NN3T0 2053-08-01 5.5 N/A 3001.00 3064.51 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7868 N/A 3140AHW65 2054-07-01 6 N/A 1000.00 1023.37 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8420 N/A 3138YNLA3 2045-08-01 3.5 N/A 1120.00 201.38 Agency Mortgage-Backed Securities 03.500 FGPC U90024 G N/A 3132H3AZ6 2042-08-01 3.5 N/A 2024.00 250.35 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7184 N/A 3140AG6W9 2054-07-01 6.5 N/A 1000.00 1038.61 Agency Mortgage-Backed Securities 05.500 FGPC K39033 G N/A 31303ABA3 2047-04-01 5.5 N/A 33861846.00 569462.16 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5300 N/A 3140QQ3J2 2052-12-01 5.5 N/A 1000.00 906.32 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8625 N/A 3133BJSN3 2052-08-01 5 N/A 3001.00 2892.38 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7243 N/A 3140NQBM9 2053-07-01 6.5 N/A 4001.00 4021.27 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8374 N/A 3140QUJU1 2054-04-01 7 N/A 39627449.00 38212399.13 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9672 N/A 3133KRW91 2053-08-01 6.5 N/A 1000.00 1008.69 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3052 N/A 3140QAMA5 2049-02-01 4.5 N/A 1024.00 83.88 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6398 N/A 3133BGDB1 2052-07-01 5 N/A 1000.00 843.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5232 N/A 3131YBY51 2049-04-01 4.5 N/A 1000.00 307.04 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7925 N/A 3140QTYX1 2054-01-01 5 N/A 1000.00 974.86 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0225 N/A 3133BMHA6 2052-09-01 5 N/A 1000.00 985.95 Agency Mortgage-Backed Securities FNMS 03.500 CLBV5162 N/A 3140MJWY7 2052-03-01 3.5 N/A 4000.00 3332.89 Agency Mortgage-Backed Securities FEPC 03.000 CLQD1893 N/A 3133AYC65 2051-11-01 3 N/A 1000.00 742.82 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4101 N/A 3140X7RX9 2047-11-01 3.5 N/A 1024.00 488.76 Agency Mortgage-Backed Securities FEPC 05.500 CLQH4318 N/A 3133CGYP6 2053-10-01 5.5 N/A 1000.00 1002.20 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6083 N/A 3140HKXM5 2048-09-01 4.5 N/A 3000.00 1666.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8436 N/A 3140FULS5 2047-04-01 4.5 N/A 8418319.00 1357797.51 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9271 N/A 3133KRJQ8 2053-06-01 5.5 N/A 1000.00 934.70 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6179 N/A 3133A02L7 2050-01-01 3.5 N/A 3003.00 1183.52 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0444 N/A 3133CCP59 2053-09-01 5.5 N/A 1000.00 1007.77 Agency Mortgage-Backed Securities 05.500 FGPC K39025 G N/A 31303AA22 2048-04-01 5.5 N/A 1024.00 16.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7218 N/A 3140QFAU3 2050-10-01 2 N/A 1000.00 569.76 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5128 N/A 31418EVW7 2033-08-01 5 N/A 1000.00 754.14 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4963 N/A 3131XYQQ5 2047-11-01 4.5 N/A 2000.00 818.44 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7203 N/A 3131Y2AC2 2048-07-01 4.5 N/A 6003.00 1994.52 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6952 N/A 3140JPWN1 2049-02-01 4.5 N/A 1000.00 310.31 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4679 N/A 3140QQFV2 2052-09-01 5 N/A 1000.00 865.43 Agency Mortgage-Backed Securities FNMS 04.000 CLCB5414 N/A 3140QRAQ6 2053-01-01 4 N/A 1008.00 901.51 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3548 N/A 3140XJ5J8 2052-12-01 6 N/A 1008.00 861.46 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8281 N/A 3140K4FX3 2049-11-01 3.5 N/A 3002.00 1228.81 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6081 N/A 3140HKXK9 2048-09-01 4.5 N/A 1000.00 311.14 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8368 N/A 3133C9JM6 2053-08-01 6.5 N/A 1000.00 996.25 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3861 N/A 3140JLJF2 2049-03-01 4 N/A 2006.00 481.76 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8165 N/A 3140GXCB5 2047-07-01 4 N/A 1000.00 617.99 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7002 N/A 3140XNX82 2054-01-01 6.5 N/A 30346787.00 30259826.91 Agency Mortgage-Backed Securities 04.500 FGPC Q62386 G N/A 3132VNUL5 2049-04-01 4.5 N/A 1000.00 151.06 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0486 N/A 3131Y6RF8 2042-10-01 3.5 N/A 1000.00 143.20 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5025 N/A 3140N9SP2 2052-12-01 6 N/A 1000.00 856.65 Agency Mortgage-Backed Securities 04.500 FGPC D98375 G N/A 3128E5JU4 2030-07-01 4.5 N/A 2079.00 74.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9626 N/A 3140JSVU0 2049-04-01 4.5 N/A 1000.00 324.69 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8750 N/A 3140FUWL8 2047-05-01 4.5 N/A 1000.00 378.39 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8871 N/A 3133BJ2C5 2052-08-01 5 N/A 4000.00 3910.56 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0512 N/A 3133BMR98 2052-09-01 5 N/A 1000.00 878.89 Agency Mortgage-Backed Securities 06.500 FGPC A67429 G N/A 3128KYHE2 2037-11-01 6.5 N/A 1008.00 17.40 Agency Mortgage-Backed Securities 06.000 FGPC G03878 G N/A 3128M5UB4 2038-02-01 6 N/A 1120.00 12.00 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1704 N/A 3140Q83N3 2048-05-01 4.5 N/A 1000.00 237.04 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7983 N/A 3140QF2R9 2050-12-01 2 N/A 2032.00 1238.81 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6177 N/A 3133A02J2 2050-01-01 3.5 N/A 1000.00 491.16 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7263 N/A 3140LWB97 2051-09-01 2.5 N/A 1000.00 720.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0696 N/A 3140JGX26 2048-09-01 4.5 N/A 1000.00 312.61 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7553 N/A 3133BHMA1 2052-08-01 5 N/A 1000.00 974.59 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8127 N/A 3140YWA52 2054-02-01 5.5 N/A 1539803.00 1497797.50 Agency Mortgage-Backed Securities FNMS 05.500 CLBW7479 N/A 3140N0JZ9 2052-11-01 5.5 N/A 1000.00 840.48 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1124 N/A 31334XG94 2049-07-01 3.5 N/A 2000.00 746.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQG8791 N/A 3133C9XU2 2053-08-01 5 N/A 1000.00 985.62 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6726 N/A 3140NBPL9 2053-02-01 6 N/A 1000.00 923.12 Agency Mortgage-Backed Securities FNMS 03.000 CIBT4423 N/A 3140LS4H6 2036-11-01 3 N/A 2000.00 1585.58 Agency Mortgage-Backed Securities FNMS 06.000 CLBY1966 N/A 3140NJFG4 2053-05-01 6 N/A 2001.00 1319.94 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5132 N/A 3133KYVZ9 2041-10-01 2.5 N/A 4460.00 3080.03 Agency Mortgage-Backed Securities 05.000 FGPC Q58718 G N/A 3132Y2VL7 2048-09-01 5 N/A 2000.00 717.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0792 N/A 3133BM2Z7 2052-09-01 5 N/A 1000.00 827.30 Agency Mortgage-Backed Securities FNMS 04.000 CLBH6683 N/A 3140GVM93 2047-07-01 4 N/A 1024.00 43.11 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1643 N/A 3133C1ZG8 2053-04-01 6 N/A 4000.00 3409.81 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6126 N/A 3131YCYX8 2049-05-01 4.5 N/A 1024.00 224.74 Agency Mortgage-Backed Securities FEPC 03.000 CLQE0395 N/A 3133B9NL4 2052-04-01 3 N/A 1000.00 740.55 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9968 N/A 3140NTCE0 2053-08-01 6 N/A 1000.00 913.48 Agency Mortgage-Backed Securities 05.500 FGPC H19026 G N/A 3128NAA32 2037-06-01 5.5 N/A 1024.00 10.81 Agency Mortgage-Backed Securities 03.500 FGPC Q48657 G N/A 3132WNTP7 2047-06-01 3.5 N/A 1000.00 306.18 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4604 N/A 3140N9DJ2 2052-12-01 5.5 N/A 1000.00 810.86 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4873 N/A 3140NMMX2 2053-06-01 5.5 N/A 4000.00 4000.37 Agency Mortgage-Backed Securities FEPC 06.000 CLQG6604 N/A 3133C7KR7 2053-07-01 6 N/A 1000.00 1044.61 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2442 N/A 3140XHWC7 2052-07-01 4 N/A 2000.00 1676.44 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0396 N/A 3140FXNN8 2059-08-01 2.5 N/A 1024.00 485.80 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2777 N/A 3140NKCP4 2053-06-01 5.5 N/A 1475163.00 1337773.28 Agency Mortgage-Backed Securities FNMS 02.500 CICB3205 N/A 3140QNR38 2037-03-01 2.5 N/A 43858999.00 30554524.66 Agency Mortgage-Backed Securities FNMS 02.500 CLBR6304 N/A 3140L5AE6 2051-04-01 2.5 N/A 1000.00 734.03 Agency Mortgage-Backed Securities FEPC 04.500 CLQF8888 N/A 3133BW2V4 2053-03-01 4.5 N/A 4001.00 3474.07 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5094 N/A 3140AEUU1 2054-07-01 6 N/A 1532044.00 1587105.68 Agency Mortgage-Backed Securities FNMS 07.000 CLDB2673 N/A 3140AB6K6 2054-04-01 7 N/A 1189327.00 1246680.66 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4529 N/A 3140XLA73 2053-03-01 5.5 N/A 1008.00 951.46 Agency Mortgage-Backed Securities FNMS 04.000 CLBC5201 N/A 3140F0X74 2046-01-01 4 N/A 1466671.00 350603.23 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8493 N/A 3140XCNK0 2051-08-01 2.5 N/A 1024.00 725.10 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8716 N/A 3140QGVJ3 2051-01-01 2 N/A 81815039.00 52004108.32 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7496 N/A 3133BHKH8 2052-08-01 4.5 N/A 1001.00 792.60 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6779 N/A 3140NBQ95 2053-03-01 5.5 N/A 1000.00 741.44 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9852 N/A 3133KR5M2 2053-09-01 6 N/A 38607228.00 37191345.96 Agency Mortgage-Backed Securities 04.000 FGPC Q48678 G N/A 3132WNUC4 2047-06-01 4 N/A 1314138.00 438977.42 Agency Mortgage-Backed Securities 04.000 FGPC Q52072 G N/A 3132XUJS5 2047-11-01 4 N/A 1000.00 216.21 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1535 N/A 3140N5V50 2052-10-01 5.5 N/A 1000.00 996.63 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8338 N/A 3140QUHQ2 2054-04-01 6 N/A 51853178.00 51962049.20 Agency Mortgage-Backed Securities 04.000 FGPC Q47410 G N/A 3132WMGU2 2047-04-01 4 N/A 1008.00 296.39 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3475 N/A 3140NK2H3 2053-06-01 6 N/A 4001.00 3594.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5944 N/A 3140JNTA8 2049-06-01 3.5 N/A 1000.00 235.17 Agency Mortgage-Backed Securities FEPC 03.500 CLQA9986 N/A 3133A5CX9 2050-05-01 3.5 N/A 1000.00 539.37 Agency Mortgage-Backed Securities 04.000 FGPC Q06696 G N/A 3132GRXZ9 2042-03-01 4 N/A 1000.00 126.31 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0188 N/A 3133CCF50 2053-09-01 6.5 N/A 1673945.00 1542552.31 Agency Mortgage-Backed Securities FNMS 06.500 NP899810 N/A 31410WVB1 2037-08-01 6.5 N/A 1040.00 2.67 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6907 N/A 3140QEU91 2050-09-01 2 N/A 5373568.00 3011295.81 Agency Mortgage-Backed Securities FNMS 05.500 CZ994095 N/A 31416AKG4 2048-11-01 5.5 N/A 1024.00 11.15 Agency Mortgage-Backed Securities 06.000 FGPC H02643 G N/A 3128MU5C5 2038-05-01 6 N/A 1024.00 6.22 Agency Mortgage-Backed Securities FNMS 06.000 CLBY2041 N/A 3140NJHT4 2053-05-01 6 N/A 1000.00 1025.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6129 N/A 3140HKY36 2048-07-01 4.5 N/A 1000.00 396.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7941 N/A 3140MMZF8 2052-08-01 5 N/A 1000.00 906.28 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3665 N/A 3133BDCA1 2052-06-01 5 N/A 1000.00 800.06 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8512 N/A 3140XQN60 2054-05-01 6 N/A 1024.00 1041.81 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0028 N/A 3132ACA59 2047-01-01 3 N/A 19845984.00 6868087.89 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8148 N/A 3140NDBS5 2053-04-01 5.5 N/A 2000.00 1969.33 Agency Mortgage-Backed Securities FNMS 04.500 CLAI2822 N/A 3138AGD47 2041-06-01 4.5 N/A 10088339.00 871902.36 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1381 N/A 31334XRA9 2049-07-01 3.5 N/A 3000.00 1310.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBA6389 N/A 3140EBC33 2045-11-01 3.5 N/A 3950276.00 382242.39 Agency Mortgage-Backed Securities 04.500 FGPC Q24959 G N/A 3132M5E81 2044-02-01 4.5 N/A 3090.00 278.86 Agency Mortgage-Backed Securities 04.000 FGPC Q62126 G N/A 3132VNLG6 2049-03-01 4 N/A 1000.00 203.27 Agency Mortgage-Backed Securities FNMS 03.000 CTAB8422 N/A 31417FLC0 2033-02-01 3 N/A 1000.00 85.83 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2837 N/A 3140N7EK2 2052-11-01 5.5 N/A 1000.00 502.20 Agency Mortgage-Backed Securities 05.000 FGPC Q58538 G N/A 3132Y2PY6 2048-09-01 5 N/A 1000.00 497.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7385 N/A 3140N0F34 2052-08-01 5 N/A 2001.00 1954.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8370 N/A 3140N1JQ7 2052-08-01 5 N/A 2000.00 1730.27 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 N/A 16508928.00 16721411.14 Agency Mortgage-Backed Securities FEPC 06.500 CLQH7736 N/A 3133CLSZ0 2054-01-01 6.5 N/A 1000.00 889.85 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1035 N/A 3140KYEH3 2051-05-01 2 N/A 1024.00 691.68 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9736 N/A 3140JSZA0 2049-04-01 4.5 N/A 3001.00 2003.40 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6481 N/A 3140QSFX4 2053-06-01 5.5 N/A 10812898.00 10454782.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8902 N/A 3133C93K7 2053-08-01 6 N/A 1000.00 1025.05 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7786 N/A 3140K3UL4 2049-12-01 3.5 N/A 1000.00 490.29 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8300 N/A 3140JRGJ4 2049-07-01 3.5 N/A 1000.00 482.58 Agency Mortgage-Backed Securities FNMS 04.000 CTCA1585 N/A 3140Q8XP5 2038-04-01 4 N/A 1008.00 249.14 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2219 N/A 3140ABPD1 2054-03-01 6.5 N/A 1109903.00 1149804.71 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4777 N/A 3131YBJW9 2049-04-01 4.5 N/A 1000.00 497.19 Agency Mortgage-Backed Securities 04.500 FGPC Q58355 G N/A 3132Y2H90 2048-09-01 4.5 N/A 1000.00 164.32 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1057 N/A 3140N5E75 2052-12-01 5.5 N/A 4000.00 3933.00 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0710 N/A 3142GQYG1 2054-01-01 6.5 N/A 2245760.00 2288697.71 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1294 N/A 3133BNNK5 2052-10-01 5 N/A 4000.00 3902.63 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ4234 N/A 3140KPV42 2050-10-01 3 N/A 2001.00 1668.03 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4271 N/A 3131XXW80 2047-09-01 4.5 N/A 1000.00 653.94 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3666 N/A 3140QBCC0 2049-06-01 4 N/A 1000.00 289.40 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9388 N/A 3140N2NE7 2052-09-01 5 N/A 1000.00 879.81 Agency Mortgage-Backed Securities 03.500 FGPC Q48850 G N/A 3132WNZQ8 2047-06-01 3.5 N/A 1000.00 209.66 Agency Mortgage-Backed Securities 03.500 FGPC Q48724 G N/A 3132WNVS8 2047-06-01 3.5 N/A 1000.00 539.86 Agency Mortgage-Backed Securities 05.500 FGPC P51366 G N/A 3128C6QT9 2036-11-01 5.5 N/A 3075.00 81.60 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8013 N/A 3140QF3X5 2050-12-01 2 N/A 1000.00 617.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7337 N/A 3140H9EK5 2048-10-01 4.5 N/A 1518611.00 1120727.45 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9380 N/A 3140QHM69 2051-03-01 2 N/A 1000.00 638.11 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5097 N/A 3140NMUX3 2053-07-01 5.5 N/A 1000.00 1001.00 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1161 N/A 3140JVJF0 2049-07-01 3.5 N/A 1000.00 391.13 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1060 N/A 3140K8FA4 2050-02-01 3.5 N/A 1000.00 533.61 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2767 N/A 3133C3CC8 2053-05-01 5.5 N/A 1000.00 1010.09 Agency Mortgage-Backed Securities FNMS 06.500 CL940537 N/A 31413BLS8 2037-07-01 6.5 N/A 1040.00 8.91 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3508 N/A 3140XJ3S0 2048-02-01 3.5 N/A 1008.00 797.07 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2688 N/A 3140JW7A2 2049-07-01 3.5 N/A 1000.00 413.11 Agency Mortgage-Backed Securities 05.500 FGPC A41752 G N/A 3128K15M9 2036-01-01 5.5 N/A 1024.00 9.48 Agency Mortgage-Backed Securities FEPC 04.500 CLSD5182 N/A 3132DSXK3 2054-03-01 4.5 N/A 4096.00 3980.83 Agency Mortgage-Backed Securities FEPC 04.000 CLQA6187 N/A 3133A02U7 2050-01-01 4 N/A 1000.00 143.52 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9102 N/A 3140NEDG7 2053-03-01 6 N/A 2000.00 2020.21 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 1024.00 336.22 Agency Mortgage-Backed Securities FNMS 04.000 CTCA2073 N/A 3140Q9JT1 2038-07-01 4 N/A 1008.00 269.26 Agency Mortgage-Backed Securities FNMS 03.000 CLCB4106 N/A 3140QPR41 2052-07-01 3 N/A 1000.00 790.91 Agency Mortgage-Backed Securities FEPC 04.500 CLQF9073 N/A 3133BXCJ8 2053-02-01 4.5 N/A 2000.00 1855.80 Agency Mortgage-Backed Securities 04.000 FGPC Q49260 G N/A 3132WPJE8 2047-07-01 4 N/A 3002.00 1202.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9618 N/A 3140JSVL0 2049-04-01 4.5 N/A 1000.00 232.38 Agency Mortgage-Backed Securities FNMS 06.000 CLDC1916 N/A 3140APDW1 2054-09-01 6 N/A 2358760.00 2427002.07 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7760 N/A 3133BHTR7 2052-07-01 5 N/A 2001.00 1909.52 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0903 N/A 31334XAC3 2049-06-01 4.5 N/A 1000.00 492.27 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5447 N/A 3140MXBR4 2052-07-01 5 N/A 3000.00 2273.63 Agency Mortgage-Backed Securities FNMS 02.500 CTFS0697 N/A 3140XFX30 2042-02-01 2.5 N/A 1000.00 706.39 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7301 N/A 3131Y2DE5 2048-07-01 4.5 N/A 1386508.00 564116.72 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2368 N/A 3140JWT26 2049-11-01 3.5 N/A 1000.00 379.02 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0730 N/A 3133BMY33 2052-10-01 5 N/A 2000.00 1957.71 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9215 N/A 3133BKGY9 2052-09-01 5 N/A 1002.00 900.82 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1145 N/A 3140K8HX2 2050-01-01 3.5 N/A 1000.00 522.83 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8321 N/A 3140QUG75 2054-04-01 5 N/A 36943250.00 35551920.31 Agency Mortgage-Backed Securities FNMS 04.500 CLBX5100 N/A 3140N9U20 2053-02-01 4.5 N/A 1000.00 723.17 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0086 N/A 31334WCX7 2049-06-01 3.5 N/A 1000.00 471.61 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1048 N/A 3133C1EV8 2053-04-01 5.5 N/A 1000.00 882.87 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9174 N/A 3133KRFP4 2053-06-01 6.5 N/A 1000.00 884.75 Agency Mortgage-Backed Securities FEPC 06.000 CLQH4320 N/A 3133CGYR2 2053-11-01 6 N/A 1000.00 997.13 Agency Mortgage-Backed Securities FNMS 05.660 ML957499 N/A 31413WGG4 2038-02-01 5.66 N/A 1024.00 4.06 Agency Mortgage-Backed Securities 03.500 FGPC U91393 G N/A 3132HBNJ0 2043-05-01 3.5 N/A 1000.00 64.21 Agency Mortgage-Backed Securities 06.500 FGPC A61350 G N/A 3128KRQB3 2036-11-01 6.5 N/A 1060.00 21.87 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5222 N/A 31346YYT4 2049-12-01 3.5 N/A 1000.00 121.29 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3620 N/A 3140NLAW9 2053-06-01 6 N/A 2000.00 2056.91 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5508 N/A 3133BFDM9 2052-07-01 5 N/A 1000.00 937.32 Agency Mortgage-Backed Securities 04.500 FGPC Q01903 G N/A 3132GFDG9 2041-07-01 4.5 N/A 2056.00 130.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0899 N/A 3140A07M5 2053-09-01 6 N/A 1000.00 1016.90 Agency Mortgage-Backed Securities FEPC 03.000 CLQE4399 N/A 3133BD3G8 2052-06-01 3 N/A 1000.00 687.75 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3813 N/A 3140MHGX1 2052-04-01 3 N/A 1000.00 778.75 Agency Mortgage-Backed Securities 04.000 FGPC Q51255 G N/A 3132XTMD7 2047-10-01 4 N/A 2001.00 595.23 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3205 N/A 3131Y9R21 2049-02-01 4.5 N/A 1000.00 203.68 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3676 N/A 3140MVCN6 2052-07-01 5 N/A 1000.00 778.77 Agency Mortgage-Backed Securities 06.000 FGPC H02223 G N/A 3128MUPG4 2038-01-01 6 N/A 2048.00 8.24 Agency Mortgage-Backed Securities FNMS 05.500 CLAC6616 N/A 31417TK64 2039-11-01 5.5 N/A 4108.00 117.03 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0745 N/A 3140NGZK9 2053-05-01 6 N/A 1909943.00 1672834.84 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6910 N/A 3140XNVC5 2051-09-01 4 N/A 1000.00 932.24 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7170 N/A 3140HL6G6 2048-07-01 4.5 N/A 1000.00 409.33 Agency Mortgage-Backed Securities FEPC 02.500 CLRA2970 N/A 3133KJJP8 2050-07-01 2.5 N/A 120071.00 53041.70 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0181 N/A 3133C0FW7 2053-04-01 5.5 N/A 2001.00 2027.81 Agency Mortgage-Backed Securities FNMS 07.000 CLDA0130 N/A 3140A0EC9 2053-09-01 7 N/A 1000.00 971.20 Agency Mortgage-Backed Securities FEPC 03.000 CLQA4352 N/A 31339UZR4 2049-11-01 3 N/A 1000.00 434.35 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0923 N/A 3133C1AY6 2053-04-01 5 N/A 1000.00 877.30 Agency Mortgage-Backed Securities FNMS 04.000 CLBD5353 N/A 3140FC5P9 2047-05-01 4 N/A 1000.00 487.73 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7472 N/A 3140NQJS8 2053-08-01 5.5 N/A 3001.00 2760.00 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7586 N/A 3140A8NC2 2054-04-01 6.5 N/A 1086072.00 1154385.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8645 N/A 3133BJTA0 2052-08-01 5 N/A 2000.00 1437.14 Agency Mortgage-Backed Securities FNMS 06.000 CTFS6980 N/A 3140XNXJ8 2044-01-01 6 N/A 1702976.00 1726545.13 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8523 N/A 3140K4PH7 2050-01-01 3.5 N/A 1000.00 495.42 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8651 N/A 3140N1TH6 2052-08-01 5 N/A 4001.00 3272.57 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1689 N/A 3140MS2X2 2052-07-01 5 N/A 3001.00 2637.96 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5149 N/A 3133KYWJ4 2042-03-01 2.5 N/A 1000.00 739.35 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8787 N/A 3140N1XR9 2052-09-01 5 N/A 3001.00 2943.69 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8347 N/A 3133BWHY2 2053-02-01 6 N/A 3000.00 1521.67 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4128 N/A 31418DSS2 2040-09-01 2 N/A 4407.00 2171.78 Agency Mortgage-Backed Securities 05.000 FGPC Q59602 G N/A 3132Y3U44 2048-11-01 5 N/A 1001.00 407.73 Agency Mortgage-Backed Securities 05.000 FGPC Q63051 G N/A 3132VPL97 2049-04-01 5 N/A 1000.00 508.87 Agency Mortgage-Backed Securities FEPC 06.000 CLQF2786 N/A 3133BQCX2 2052-11-01 6 N/A 2000.00 1030.62 Agency Mortgage-Backed Securities 03.500 FGPC U93034 G N/A 3132QDBB6 2045-07-01 3.5 N/A 1000.00 165.63 Agency Mortgage-Backed Securities 05.000 FGPC H01001 G N/A 3128MTDE5 2037-07-01 5 N/A 1008.00 13.72 Agency Mortgage-Backed Securities FNMS 04.000 R3BF0570 N/A 3140FXT44 2050-02-01 4 N/A 1008.00 664.84 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7104 N/A 3140XN3N2 2054-01-01 5 N/A 14710957.00 14289935.47 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3922 N/A 3131YALB4 2049-03-01 4.5 N/A 1000.00 483.78 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4378 N/A 3140N82L1 2053-05-01 6 N/A 1008.00 954.71 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4627 N/A 3140QQD93 2052-09-01 5 N/A 1092544.00 864543.98 Agency Mortgage-Backed Securities FEPC 06.000 CLQG5014 N/A 3133C5SB8 2053-06-01 6 N/A 1000.00 1027.31 Agency Mortgage-Backed Securities 06.000 FGPC H02644 G N/A 3128MU5D3 2038-05-01 6 N/A 1024.00 10.77 Agency Mortgage-Backed Securities 04.000 FGPC Q47338 G N/A 3132WMEL4 2047-04-01 4 N/A 3002.00 895.94 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3118 N/A 3140MUPC8 2052-06-01 5 N/A 1000.00 770.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7680 N/A 3140N0RA5 2052-09-01 5 N/A 4001.00 3869.76 Agency Mortgage-Backed Securities FEPC 04.500 CLQE5867 N/A 3133BFQU7 2052-07-01 4.5 N/A 3000.00 1564.76 Agency Mortgage-Backed Securities FNMS 06.500 CLBX6397 N/A 3140NBDB4 2053-01-01 6.5 N/A 1000.00 913.93 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0081 N/A 31334WCS8 2049-06-01 4.5 N/A 1000.00 306.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1976 N/A 3140MTFS7 2052-07-01 5 N/A 10460.00 9530.15 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0848 N/A 3133C05H1 2053-04-01 5 N/A 2000.00 1989.35 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1159 N/A 3140N5JD7 2052-11-01 5.5 N/A 1000.00 822.02 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7059 N/A 3140QSZZ7 2053-09-01 6.5 N/A 1024.00 990.01 Agency Mortgage-Backed Securities 04.500 FGPC A97806 G N/A 312946U79 2041-03-01 4.5 N/A 1000.00 158.00 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8165 N/A 3133BJCA8 2052-08-01 5 N/A 3000.00 2640.12 Agency Mortgage-Backed Securities 06.500 FGPC G03344 G N/A 3128M5BM1 2037-10-01 6.5 N/A 8425.00 104.94 Agency Mortgage-Backed Securities FNMS 06.000 CLDA7355 N/A 3140A8E57 2054-02-01 6 N/A 1000.00 738.46 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8831 N/A 3140MNY59 2052-06-01 5 N/A 2000.00 1491.48 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8294 N/A 3133C9GB3 2053-08-01 6.5 N/A 1000.00 871.63 Agency Mortgage-Backed Securities FNMS 06.000 CLDB4521 N/A 3140AEAX7 2054-04-01 6 N/A 1453547.00 1485305.23 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2792 N/A 3133BQC53 2052-11-01 5.5 N/A 2001.00 1905.52 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8028 N/A 3140XP4N6 2054-05-01 5 N/A 1000.00 990.85 Agency Mortgage-Backed Securities FNMS 06.000 CLAC1509 N/A 31417KVB0 2039-08-01 6 N/A 1000.00 47.00 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8064 N/A 3140XP6A2 2053-11-01 5 N/A 5281023.00 5204930.10 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5631 N/A 3140QRHH9 2053-02-01 4.5 N/A 1000.00 916.86 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1111 N/A 3140N5GV0 2052-10-01 5 N/A 1000.00 898.19 Agency Mortgage-Backed Securities FNMS 04.000 CTBA6566 N/A 3140EBJL6 2036-01-01 4 N/A 1519429.00 249344.98 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7904 N/A 3140LWYA9 2052-10-01 5 N/A 1000.00 821.46 Agency Mortgage-Backed Securities 04.500 FGPC Q35715 G N/A 3132QSK56 2045-09-01 4.5 N/A 1000.00 202.21 Agency Mortgage-Backed Securities FNMS 06.000 CLBX2166 N/A 3140N6MQ2 2052-12-01 6 N/A 2001.00 1617.58 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3694 N/A 3140MVC89 2052-07-01 5 N/A 1000.00 873.90 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8446 N/A 3131Y3L38 2048-09-01 4.5 N/A 1000.00 192.01 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9168 N/A 3133KRFH2 2053-06-01 5.5 N/A 1000.00 934.52 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8918 N/A 3140ND4C8 2053-05-01 6 N/A 5001.00 4614.25 Agency Mortgage-Backed Securities 05.500 FGPC A90953 G N/A 312939BW0 2040-02-01 5.5 N/A 1024.00 40.25 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G N/A 3132XCR72 2048-03-01 3.5 N/A 2840.00 685.10 Agency Mortgage-Backed Securities FEPC 06.500 CLQF5227 N/A 3133BSYY2 2052-12-01 6.5 N/A 2000.00 1543.37 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4978 N/A 3131YBQ76 2049-04-01 4.5 N/A 1000.00 283.49 Agency Mortgage-Backed Securities FNMS 05.000 I4BF0136 N/A 3140FXEJ7 2056-08-01 5 N/A 8252000.00 2327020.49 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7969 N/A 3140QT2B4 2054-02-01 5 N/A 1008.00 982.23 Agency Mortgage-Backed Securities 06.000 FGPC P51239 G N/A 3128C6LU1 2037-01-01 6 N/A 1008.00 26.90 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7331 N/A 3140MMED6 2052-07-01 5 N/A 1000.00 466.75 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9066 N/A 3133KRCB8 2053-05-01 5.5 N/A 1024.00 894.01 Agency Mortgage-Backed Securities FNMS 02.500 CLBV7698 N/A 3140MMRU4 2052-04-01 2.5 N/A 1000.00 774.77 Agency Mortgage-Backed Securities 05.000 FGPC Q59890 G N/A 3132Y37C2 2048-11-01 5 N/A 1000.00 302.67 Agency Mortgage-Backed Securities FNMS 04.000 CTCA2074 N/A 3140Q9JU8 2038-07-01 4 N/A 1008.00 253.70 Agency Mortgage-Backed Securities FEPC 03.500 CLQB0075 N/A 3133A6CL3 2050-06-01 3.5 N/A 3097564.00 1533128.49 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8004 N/A 3140XP3N7 2053-10-01 6 N/A 50590359.00 51421751.23 Agency Mortgage-Backed Securities FNMS 06.000 NP901421 N/A 31410YPE8 2036-10-01 6 N/A 1024.00 5.91 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4685 N/A 3132DSF23 2054-01-01 6 N/A 40698531.00 40335970.41 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6992 N/A 3140NPXW5 2053-07-01 5.5 N/A 1000.00 1021.04 Agency Mortgage-Backed Securities FEPC 04.500 CLQA4360 N/A 31339UZZ6 2049-10-01 4.5 N/A 1000.00 440.98 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6633 N/A 3140JPLP8 2049-05-01 4.5 N/A 1000.00 360.51 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9748 N/A 3140NSZN7 2053-09-01 6.5 N/A 2001.00 1677.22 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7030 N/A 3140MYY48 2052-08-01 4.5 N/A 1000.00 666.38 Agency Mortgage-Backed Securities 05.500 FGPC H19004 G N/A 3128NAAD0 2037-01-01 5.5 N/A 1024.00 3.92 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8848 N/A 3140QGZN0 2051-02-01 2 N/A 46944039.00 29455051.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3658 N/A 3133BDB38 2052-06-01 5 N/A 1001.00 891.56 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5508 N/A 3140JADN5 2049-02-01 5 N/A 1000.00 248.63 Agency Mortgage-Backed Securities FNMS 03.500 CRAU6940 N/A 3138X6WA9 2043-10-01 3.5 N/A 1008.00 231.38 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ3099 N/A 3140KNNR5 2050-10-01 3 N/A 1000.00 412.49 Agency Mortgage-Backed Securities 03.500 FGPC Q48725 G N/A 3132WNVT6 2047-06-01 3.5 N/A 1000.00 230.11 Agency Mortgage-Backed Securities 04.000 FGPC Q50946 G N/A 3132XTBQ0 2047-09-01 4 N/A 1000.00 269.57 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1968 N/A 3140MTFJ7 2052-07-01 5 N/A 1000.00 923.11 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8896 N/A 3133C93D3 2053-08-01 6 N/A 1000.00 1036.18 Agency Mortgage-Backed Securities FEPC 02.500 CLQD1136 N/A 3133AXHM7 2051-11-01 2.5 N/A 1000.00 650.70 Agency Mortgage-Backed Securities 03.500 FGPC Q18598 G N/A 3132J97L6 2043-05-01 3.5 N/A 1000.00 233.93 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3576 N/A 31329L6M9 2042-06-01 4 N/A 1008.00 123.07 Agency Mortgage-Backed Securities FNMS 04.000 CLAO0210 N/A 3138LQGU2 2042-05-01 4 N/A 1008.00 75.39 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7227 N/A 3133BVA47 2053-01-01 5.5 N/A 1000.00 983.78 Agency Mortgage-Backed Securities 04.500 FGPC Q48675 G N/A 3132WNT93 2047-06-01 4.5 N/A 2000.00 843.02 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2906 N/A 3140XJGQ0 2052-09-01 5 N/A 1000.00 847.18 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8538 N/A 3140QUPY6 2054-05-01 5.5 N/A 55184282.00 55405287.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8632 N/A 3133BJSV5 2052-08-01 5 N/A 1000.00 867.34 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4334 N/A 3140QPY84 2052-08-01 4 N/A 1024.00 859.20 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8026 N/A 3131Y24K1 2048-09-01 4.5 N/A 2001.00 667.66 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5314 N/A 3140QQ3Y9 2052-12-01 6 N/A 1000.00 945.93 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8831 N/A 3140QUY59 2054-07-01 5.5 N/A 12738286.00 13036293.52 Agency Mortgage-Backed Securities FNMS 06.000 CL879177 N/A 31409UXE0 2036-01-01 6 N/A 42963816.00 1013389.84 Agency Mortgage-Backed Securities 04.500 FGPC Q56730 G N/A 3132Y0PQ7 2048-06-01 4.5 N/A 1000.00 302.01 Agency Mortgage-Backed Securities FNMS 06.500 NP943997 N/A 31413FGE6 2037-08-01 6.5 N/A 1024.00 2.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7402 N/A 3131Y2GK8 2048-07-01 4.5 N/A 1000.00 386.04 Agency Mortgage-Backed Securities 04.000 FGPC Q17118 G N/A 3132J8K82 2043-04-01 4 N/A 1000.00 199.70 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5015 N/A 3133C5SC6 2053-06-01 6.5 N/A 1000.00 1047.87 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4713 N/A 3131XYGW3 2047-11-01 4.5 N/A 1000.00 315.55 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4626 N/A 31346YD75 2049-11-01 3.5 N/A 1000.00 477.66 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7899 N/A 3140N0X59 2052-08-01 4.5 N/A 1699846.00 1458092.63 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7428 N/A 3140XPHE2 2054-03-01 5.5 N/A 1000.00 970.00 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9294 N/A 3140QHKG9 2051-02-01 2.5 N/A 1008.00 607.24 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7199 N/A 3140HL7M2 2048-09-01 4.5 N/A 1000.00 507.39 Agency Mortgage-Backed Securities FNMS 06.000 NP900174 N/A 31410XCK0 2036-08-01 6 N/A 81391616.00 283197.81 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9277 N/A 3140QHJX4 2051-02-01 2 N/A 81126025.00 52859451.44 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0482 N/A 3140LNRC3 2051-07-01 2.5 N/A 1000.00 667.37 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6096 N/A 3131YCXZ4 2049-05-01 4.5 N/A 1000.00 162.91 Agency Mortgage-Backed Securities FEPC 03.500 CLQA7048 N/A 3133A1ZM7 2050-02-01 3.5 N/A 1000.00 513.06 Agency Mortgage-Backed Securities FNMS 07.000 CL923447 N/A 31412E5G7 2037-08-01 7 N/A 1024.00 17.87 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9074 N/A 3133BKCK3 2052-09-01 5 N/A 3001.00 2865.42 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5615 N/A 3133C6GY9 2053-06-01 6.5 N/A 1000.00 861.70 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8521 N/A 3140N1PF4 2052-10-01 4.5 N/A 1000.00 753.52 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7695 N/A 3140NQRR1 2053-07-01 5.5 N/A 3001.00 3013.59 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6180 N/A 3133A02M5 2050-01-01 3.5 N/A 1000.00 451.22 Agency Mortgage-Backed Securities 03.500 FGPC Q42043 G N/A 3132WFHV4 2046-07-01 3.5 N/A 1000.00 167.54 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4486 N/A 3140M56Y6 2054-03-01 6 N/A 59217.00 58947.82 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0571 N/A 3140JUT53 2049-06-01 3.5 N/A 1000.00 498.35 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0332 N/A 3140FXLN0 2059-01-01 3 N/A 1000.00 402.64 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4869 N/A 3140NMMT1 2053-06-01 5.5 N/A 1000.00 862.54 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0312 N/A 31334WKZ3 2049-06-01 4.5 N/A 1000.00 477.83 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3408 N/A 3131XWYD9 2047-06-01 4.5 N/A 1000.00 367.83 Agency Mortgage-Backed Securities FNMS 03.000 U6BF0500 N/A 3140FXRW4 2054-12-01 3 N/A 1001.00 605.22 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7890 N/A 3140N0XU4 2052-08-01 4.5 N/A 5000.00 4601.19 Agency Mortgage-Backed Securities 04.000 FGPC Q63189 G N/A 3132VPRK6 2049-04-01 4 N/A 1000.00 456.20 Agency Mortgage-Backed Securities 04.000 FGPC Q46150 G N/A 3132WKZQ4 2047-02-01 4 N/A 1008.00 321.16 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3582 N/A 31329L6T4 2042-06-01 4 N/A 2094.00 212.15 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7860 N/A 3133BVWV3 2053-02-01 6 N/A 1000.00 851.36 Agency Mortgage-Backed Securities FNMS 06.500 CL903793 N/A 31411CC66 2036-10-01 6.5 N/A 1024.00 10.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6691 N/A 3140HLNH5 2048-11-01 4.5 N/A 1000.00 465.89 Agency Mortgage-Backed Securities 07.000 FGPC G03442 G N/A 3128M5EP1 2037-10-01 7 N/A 2080.00 25.28 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7696 N/A 3140NQRS9 2053-07-01 5.5 N/A 4001.00 3720.67 Agency Mortgage-Backed Securities 03.500 FGPC Q44496 G N/A 3132WH7J8 2046-11-01 3.5 N/A 1024.00 289.01 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8996 N/A 3140QU7J9 2054-08-01 5.5 N/A 5058260.00 5138360.00 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3987 N/A 3131YANC0 2049-03-01 4.5 N/A 1000.00 321.47 Agency Mortgage-Backed Securities FEPC 03.000 CLQD3323 N/A 3133B0VQ3 2051-12-01 3 N/A 4000.00 2906.07 Agency Mortgage-Backed Securities FNMS 07.000 CLDB1399 N/A 3140AARV1 2054-04-01 7 N/A 1151440.00 1194502.33 Agency Mortgage-Backed Securities 04.000 FGPC Q20299 G N/A 3132JMKL2 2043-07-01 4 N/A 1000.00 146.11 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0777 N/A 31417Y2K2 2031-06-01 5 N/A 1000.00 53.08 Agency Mortgage-Backed Securities FNMS 02.500 CLBT9484 N/A 3140LYRE5 2051-12-01 2.5 N/A 1024.00 732.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8751 N/A 3140N1WM1 2052-10-01 5 N/A 1000.00 929.04 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7156 N/A 3131Y15R7 2048-07-01 4.5 N/A 1000.00 187.48 Agency Mortgage-Backed Securities FNMS 06.500 CLDA3971 N/A 3140A4MV0 2053-11-01 6.5 N/A 3001.00 2894.70 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1211 N/A 3132DNKY8 2049-06-01 3.5 N/A 39979612.00 29815926.98 Agency Mortgage-Backed Securities FNMS 04.000 CLBN1207 N/A 3140JHKV4 2048-11-01 4 N/A 1000.00 320.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6996 N/A 3140MYX23 2052-08-01 5 N/A 4003.00 2116.25 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3421 N/A 3131XWYS6 2047-06-01 4.5 N/A 1000.00 276.06 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ5109 N/A 3140KQVB4 2050-11-01 2 N/A 108131713.00 66271111.88 Agency Mortgage-Backed Securities FNMS 03.500 CQMA1372 N/A 31418AQ27 2043-02-01 3.5 N/A 3000.00 496.09 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6913 N/A 3140QEVF6 2050-09-01 2.5 N/A 1008.00 502.50 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3011 N/A 3140JKKZ8 2048-11-01 4.5 N/A 3007.00 1204.32 Agency Mortgage-Backed Securities FNMS 07.500 CLDA5606 N/A 3140A6GQ3 2054-01-01 7.5 N/A 1000.00 1047.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0722 N/A 3140NGYU8 2053-05-01 5 N/A 3001.00 2971.70 Agency Mortgage-Backed Securities 04.500 FGPC Q48714 G N/A 3132WNVG4 2047-06-01 4.5 N/A 4222024.00 1317392.54 Agency Mortgage-Backed Securities 04.000 FGPC Q63007 G N/A 3132VPKV9 2049-04-01 4 N/A 1000.00 310.34 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6787 N/A 3140XNRH9 2054-01-01 6 N/A 1000.00 983.52 Agency Mortgage-Backed Securities 06.000 FGPC A61517 G N/A 3128KRVJ0 2036-10-01 6 N/A 2085.00 25.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3154 N/A 3140JKQG4 2049-05-01 4.5 N/A 1000.00 308.38 Agency Mortgage-Backed Securities FNMS 03.500 CLBO3076 N/A 3140JXM21 2049-08-01 3.5 N/A 1000.00 562.00 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0933 N/A 31418NBB5 2040-04-01 5.5 N/A 4097.00 254.02 Agency Mortgage-Backed Securities FEPC 05.000 CLQG7960 N/A 3133C8ZZ1 2053-07-01 5 N/A 2000.00 1972.53 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9710 N/A 3133BKYF0 2052-09-01 5 N/A 1000.00 853.51 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0566 N/A 3133CCTX4 2053-08-01 5.5 N/A 2000.00 2006.26 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4633 N/A 3140X8EF0 2050-10-01 2 N/A 2000.00 1220.43 Agency Mortgage-Backed Securities FNMS 04.500 CLAB2479 N/A 31416XXH8 2041-03-01 4.5 N/A 7960730.00 577772.06 Agency Mortgage-Backed Securities FNMS 03.500 CLBN7929 N/A 3140JQY31 2049-07-01 3.5 N/A 1000.00 533.12 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0855 N/A 3142GQ5R9 2054-02-01 6.5 N/A 2024.00 2020.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5512 N/A 3133BFDR8 2052-07-01 5 N/A 5001.00 4889.19 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7990 N/A 3133C82X2 2053-07-01 6.5 N/A 1000.00 933.62 Agency Mortgage-Backed Securities FNMS 05.500 CLBW1850 N/A 3140MTBU6 2053-02-01 5.5 N/A 1000.00 901.80 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1280 N/A 3133C1M56 2053-04-01 6 N/A 1255420.00 1169902.85 Agency Mortgage-Backed Securities FEPC 04.500 CLQA1980 N/A 31334YFV4 2049-08-01 4.5 N/A 1000.00 579.29 Agency Mortgage-Backed Securities 03.500 FGPC U90887 G N/A 3132H36Y4 2043-02-01 3.5 N/A 1000.00 175.90 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4032 N/A 3131YAPR5 2049-03-01 4.5 N/A 3388456.00 1176749.65 Agency Mortgage-Backed Securities 04.500 FGPC A94284 G N/A 312942XM2 2040-10-01 4.5 N/A 1008.00 32.42 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8905 N/A 3133KQ3N4 2053-04-01 6.5 N/A 5090980.00 4423752.15 Agency Mortgage-Backed Securities FNMS 05.500 NP995509 N/A 31416B3S5 2039-01-01 5.5 N/A 4226.00 20.35 Agency Mortgage-Backed Securities FEPC 04.000 CLQA6203 N/A 3133A03L6 2050-01-01 4 N/A 1000.00 685.50 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0552 N/A 3133C0TH5 2053-04-01 5 N/A 3000.00 2981.16 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0942 N/A 3142GRBL3 2054-02-01 6 N/A 401902.00 361930.58 Agency Mortgage-Backed Securities FNMS 02.500 CLBT6823 N/A 3140LVSM2 2051-10-01 2.5 N/A 2000.00 1432.25 Agency Mortgage-Backed Securities 05.000 FGPC K30411 G N/A 31302PN42 2048-07-01 5 N/A 3039.00 243.14 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7508 N/A 3133BHKV7 2052-08-01 4.5 N/A 1001.00 837.53 Agency Mortgage-Backed Securities FNMS 03.500 CLBO9991 N/A 3140K6C52 2049-12-01 3.5 N/A 1000.00 408.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0006 N/A 3133BMAF2 2052-08-01 5 N/A 4000.00 3906.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8284 N/A 3140K4F21 2049-11-01 3.5 N/A 1000.00 587.70 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7386 N/A 3140QFF46 2050-10-01 3 N/A 5001.00 2954.58 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7936 N/A 3140XBZA1 2036-07-01 2 N/A 1000.00 661.13 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7555 N/A 3140QFMD8 2050-11-01 2 N/A 1024.00 613.25 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0486 N/A 3140N4RG4 2052-10-01 5 N/A 2000.00 1749.73 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8794 N/A 3140N1XY4 2052-09-01 5 N/A 1001.00 829.94 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4438 N/A 31418D4Y5 2051-10-01 2.5 N/A 93000.00 63778.90 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6720 N/A 3133C7PD3 2053-07-01 5.5 N/A 1000.00 985.46 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8100 N/A 3133C87M1 2053-07-01 5.5 N/A 1000.00 951.93 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1510 N/A 31418AVC9 2043-07-01 4 N/A 1000.00 167.93 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0230 N/A 3133BMHF5 2052-09-01 5 N/A 3001.00 2944.66 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7537 N/A 3138WHLT7 2046-07-01 3 N/A 1000.00 345.23 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8730 N/A 3140QGVY0 2051-01-01 2 N/A 204406744.00 122811055.09 Agency Mortgage-Backed Securities FNMS 06.500 CLDB1542 N/A 3140AAWC7 2054-04-01 6.5 N/A 24441.00 24733.45 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8330 N/A 3133BWHF3 2053-02-01 5.5 N/A 2000.00 1993.05 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5668 N/A 3133C6JM2 2053-06-01 6.5 N/A 1000.00 858.48 Agency Mortgage-Backed Securities FNMS 03.000 CIBV5617 N/A 3140MKG30 2037-06-01 3 N/A 1000.00 725.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5959 N/A 3131YCTQ9 2049-05-01 4.5 N/A 2000.00 883.39 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6730 N/A 3133BGPP7 2052-07-01 5 N/A 4000.00 3880.58 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8032 N/A 3133BH4R4 2052-08-01 5 N/A 3243521.00 2510361.49 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1844 N/A 3140N6BN1 2052-12-01 5.5 N/A 1001.00 959.10 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7470 N/A 31417EJQ5 2043-01-01 3.5 N/A 1000.00 116.92 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 34032829.00 32346372.05 Agency Mortgage-Backed Securities 04.500 FGPC C91340 G N/A 3128P7PZ0 2030-10-01 4.5 N/A 1000.00 31.56 Agency Mortgage-Backed Securities 05.500 FGPC H09192 G N/A 3128UNF98 2038-04-01 5.5 N/A 1024.00 3.15 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2854 N/A 3131XJE32 2042-03-01 4 N/A 1000.00 66.77 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9702 N/A 3140YXX89 2054-02-01 7 N/A 1000.00 1003.86 Agency Mortgage-Backed Securities FNMS 06.000 CL995301 N/A 31416BU22 2038-11-01 6 N/A 1120.00 17.98 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9859 N/A 3133KR5U4 2053-09-01 6 N/A 1008.00 939.20 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9017 N/A 3140NSAT1 2053-08-01 6.5 N/A 1000.00 1047.39 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2685 N/A 3140JW6X3 2049-07-01 3.5 N/A 2001.00 637.91 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4633 N/A 3140A5EF1 2053-12-01 6.5 N/A 1000.00 1016.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6912 N/A 3140QSVE8 2053-08-01 5.5 N/A 21302598.00 20375286.78 Agency Mortgage-Backed Securities FNMS 05.500 CLAD3135 N/A 31418QPV9 2040-04-01 5.5 N/A 2071.00 109.11 Agency Mortgage-Backed Securities FNMS 04.500 CLBD3601 N/A 3140FBAB6 2048-05-01 4.5 N/A 12743768.00 946057.42 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8872 N/A 3140NR2E5 2053-09-01 5.5 N/A 3001.00 3010.16 Agency Mortgage-Backed Securities FNMS 04.500 CLBX2509 N/A 3140N6YF3 2052-11-01 4.5 N/A 2001.00 1915.36 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6326 N/A 3131YDA38 2049-05-01 4.5 N/A 1000.00 226.90 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5868 N/A 3140XMQW9 2052-05-01 3 N/A 2000.00 1687.53 Agency Mortgage-Backed Securities 06.000 FGPC P51367 G N/A 3128C6QU6 2036-11-01 6 N/A 1024.00 21.95 Agency Mortgage-Backed Securities 05.000 FGPC Q58535 G N/A 3132Y2PV2 2048-09-01 5 N/A 1000.00 304.53 Agency Mortgage-Backed Securities FNMS 04.000 CLBW3665 N/A 3140MVCB2 2052-07-01 4 N/A 1000.00 864.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5072 N/A 3140MJT62 2052-07-01 5 N/A 2001.00 1685.95 Agency Mortgage-Backed Securities 03.500 FGPC Q06248 G N/A 3132GRHZ7 2042-02-01 3.5 N/A 2017.00 224.03 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8015 N/A 3140XP3Z0 2053-07-01 6 N/A 1024.00 1032.16 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8899 N/A 3133BJ3G5 2052-09-01 5 N/A 2002.00 1260.75 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5745 N/A 3133A0L28 2049-12-01 3.5 N/A 1000.00 453.03 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1705 N/A 3133C13N8 2053-04-01 5.5 N/A 1000.00 994.16 Agency Mortgage-Backed Securities FNMS 06.500 CL900928 N/A 31410X4M5 2037-02-01 6.5 N/A 1040.00 11.53 Agency Mortgage-Backed Securities FNMS 06.500 CLBY0243 N/A 3140NGHV5 2053-04-01 6.5 N/A 3000.00 2669.31 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6539 N/A 3133C7HQ3 2053-07-01 6.5 N/A 1000.00 896.82 Agency Mortgage-Backed Securities 03.500 FGPC G07175 G N/A 3128M9JU7 2041-12-01 3.5 N/A 1000.00 164.62 Agency Mortgage-Backed Securities 04.000 FGPC Q06799 G N/A 3132GR3G4 2042-03-01 4 N/A 1008.00 138.98 Agency Mortgage-Backed Securities FNMS 06.500 NP940520 N/A 31413BK91 2037-07-01 6.5 N/A 1024.00 8.21 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0944 N/A 31418NBN9 2040-04-01 5.5 N/A 3072.00 165.49 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5914 N/A 3140NASC8 2053-01-01 6 N/A 2000.00 1814.73 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1792 N/A 3140QL7E0 2051-10-01 2 N/A 1000.00 688.68 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0175 N/A 3140N4FR3 2053-02-01 5.5 N/A 3000.00 2701.02 Agency Mortgage-Backed Securities 03.500 FGPC G67703 G N/A 3132XCRY3 2047-04-01 3.5 N/A 2000.00 533.41 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0455 N/A 31334WQG9 2049-06-01 3.5 N/A 1000.00 477.80 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ7022 N/A 3138MNYU8 2042-12-01 3.5 N/A 1019.00 228.28 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9416 N/A 3140XDPA8 2045-07-01 3.5 N/A 59517120.00 36011485.33 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 19952427.00 16112389.17 Agency Mortgage-Backed Securities FNMS 06.000 NP891423 N/A 31410MLC2 2036-03-01 6 N/A 1024.00 1.43 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8799 N/A 3133BJX49 2052-09-01 5 N/A 2000.00 1893.14 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0922 N/A 3133C1AX8 2053-04-01 5 N/A 3001.00 2983.80 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4304 N/A 31418DYA4 2051-04-01 1.5 N/A 2174319.00 1391591.03 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7187 N/A 3131Y16Y1 2048-07-01 4.5 N/A 1000.00 421.74 Agency Mortgage-Backed Securities 05.000 FGPC Q57805 G N/A 3132Y1U71 2048-08-01 5 N/A 1000.00 150.39 Agency Mortgage-Backed Securities 06.500 FGPC K39030 G N/A 31303AA71 2047-12-01 6.5 N/A 1024.00 3.23 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9391 N/A 3140NSNH3 2053-08-01 6.5 N/A 1000.00 1035.84 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5143 N/A 3140QQWD3 2052-11-01 6 N/A 1000.00 899.32 Agency Mortgage-Backed Securities FEPC 03.000 CLSD5847 N/A 3132DTP87 2052-08-01 3 N/A 1000.00 902.21 Agency Mortgage-Backed Securities 04.000 FGPC Q61920 G N/A 3132VND26 2049-03-01 4 N/A 1000.00 219.98 Agency Mortgage-Backed Securities FEPC 06.500 CLQF8910 N/A 3133BW3T8 2053-03-01 6.5 N/A 2000.00 1720.88 Agency Mortgage-Backed Securities FNMS 04.000 CLBH2333 N/A 3140GQSX5 2047-05-01 4 N/A 1000.00 269.70 Agency Mortgage-Backed Securities FNMS 06.500 NP940659 N/A 31413BQL8 2037-09-01 6.5 N/A 1000.00 2.31 Agency Mortgage-Backed Securities FNMS 03.500 CLAR2586 N/A 3138NY2U8 2043-02-01 3.5 N/A 1023.00 152.15 Agency Mortgage-Backed Securities FNMS 06.500 CL190371 N/A 31368HMU4 2036-07-01 6.5 N/A 124515.00 995.20 Agency Mortgage-Backed Securities FNMS 03.000 CJBT7991 N/A 3140LW2Z9 2037-10-01 3 N/A 1000.00 408.67 Agency Mortgage-Backed Securities 04.000 FGPC Q62733 G N/A 3132VPBB3 2049-04-01 4 N/A 1000.00 277.36 Agency Mortgage-Backed Securities FEPC 05.500 CLQH1440 N/A 3133CDS54 2053-09-01 5.5 N/A 1000.00 923.15 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2735 N/A 3140XJBD4 2051-02-01 3.5 N/A 1000.00 769.54 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8079 N/A 3140XP6R5 2053-06-01 5 N/A 28381120.00 27542385.83 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0124 N/A 3140Q7D61 2047-08-01 4 N/A 5177.00 1151.50 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1373 N/A 31418AQ35 2043-03-01 3.5 N/A 1000.00 182.77 Agency Mortgage-Backed Securities FNMS 07.000 CLDA1095 N/A 3140A1GD3 2053-12-01 7 N/A 9003.00 9501.64 Agency Mortgage-Backed Securities FEPC 03.000 3PQU7440 N/A 3133JLHR3 2050-06-01 3 N/A 1000.00 173.02 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5869 N/A 3133A0QW7 2049-12-01 3.5 N/A 1000.00 466.51 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8335 N/A 3140QUHM1 2054-04-01 5.5 N/A 31288936.00 31544751.96 Agency Mortgage-Backed Securities FNMS 03.500 CLBO6102 N/A 3140K1X84 2049-11-01 3.5 N/A 1000.00 288.20 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5293 N/A 3140QQ3B9 2052-12-01 5.5 N/A 1001.00 862.67 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7822 N/A 3140JQVQ3 2049-03-01 4.5 N/A 1000.00 206.16 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8943 N/A 3138WJ5D6 2047-03-01 3 N/A 1027.00 246.43 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0239 N/A 3133BMHQ1 2052-09-01 5 N/A 1000.00 956.79 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0800 N/A 3133BM3H6 2052-09-01 5 N/A 3001.00 2485.96 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1041 N/A 3133CDEN0 2053-09-01 6.5 N/A 1000.00 1006.09 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4303 N/A 3140NLX95 2053-06-01 6.5 N/A 2001.00 2081.78 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0654 N/A 3140H1WQ9 2048-03-01 3.5 N/A 2844088.00 682508.57 Agency Mortgage-Backed Securities 05.000 FGPC Q59887 G N/A 3132Y36Z2 2048-11-01 5 N/A 1000.00 416.62 Agency Mortgage-Backed Securities FNMS 02.000 CLFS7543 N/A 3140XPLZ0 2052-03-01 2 N/A 1000.00 806.33 Agency Mortgage-Backed Securities FNMS 04.000 CIBN5356 N/A 3140JM5S7 2034-03-01 4 N/A 1000.00 283.69 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9698 N/A 3140YXX48 2054-02-01 7 N/A 1000.00 979.75 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1403 N/A 3133BNRY1 2052-10-01 5 N/A 1000.00 908.19 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8341 N/A 3140XQHT7 2053-09-01 5 N/A 56452950.00 56392040.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3605 N/A 3140FPAF6 2049-02-01 4.5 N/A 1000.00 833.60 Agency Mortgage-Backed Securities 07.000 FGPC G04887 G N/A 3128M6XQ6 2038-11-01 7 N/A 1024.00 10.09 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7946 N/A 3133BHZK5 2052-08-01 5 N/A 4000.00 3888.97 Agency Mortgage-Backed Securities FNMS 04.000 CLBO2375 N/A 3140JWT91 2049-11-01 4 N/A 1000.00 158.64 Agency Mortgage-Backed Securities FEPC 03.500 CLQA2564 N/A 31334YZ59 2049-09-01 3.5 N/A 2001.00 722.63 Agency Mortgage-Backed Securities 04.000 FGPC V83232 G N/A 3132L8SV0 2047-06-01 4 N/A 1024.00 241.52 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ7353 N/A 3140E0E35 2045-11-01 3.5 N/A 6932533.00 854705.59 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7110 N/A 3140QS3U3 2053-09-01 5.5 N/A 43548970.00 41991839.60 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1169 N/A 3140N5JP0 2052-11-01 5.5 N/A 4001.00 2766.98 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8243 N/A 3140K4ER7 2049-11-01 3.5 N/A 1000.00 591.59 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0693 N/A 3131Y6XW4 2043-04-01 3.5 N/A 1000.00 134.31 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2354 N/A 3140JWTL4 2049-11-01 3.5 N/A 1000.00 649.85 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0987 N/A 3133CDCY8 2053-09-01 6.5 N/A 1000.00 862.16 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7829 N/A 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Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TG66 2047-09-20 4.5 N/A 3300000.00 340306.24 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H26B4 2054-04-20 6 N/A 3801337.00 3892588.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618ACSG4 2053-04-20 6.5 N/A 2777240.00 2683219.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YS70 2054-03-20 6 N/A 26897.00 27006.59 Agency Mortgage-Backed Securities Y Moody's NR Fitch NR Standard & Poor's A-1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 347000000.00 347000000.00 0.0021 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 5.32000000 N/A 549300H47WTHXPU08X20 BYD7T1QX2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N TRFR BK 10/31/24 N/A 91282CFS5 2024-10-31 5.184195799 N/A 6111600.00 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25273547.21 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 51713700.00 53064017.12 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 19091600.00 19328180.69 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 5003300.00 4597465.82 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 1696500.00 1784405.26 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 13549800.00 13091466.83 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 187856600.00 196298229.04 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 453100.00 431601.77 U.S. Treasuries (including strips) 5 NOTE BG 25 N/A 91282CHV6 2025-08-31 5 N/A 300.00 309.03 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 6819100.00 6657969.89 U.S. Treasuries (including 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(including strips) BILL 11/21/24 N/A 912797LE5 2024-11-21 0 N/A 1184900.00 1171479.27 U.S. Treasuries (including strips) BILL 11/26/24 N/A 912797MD6 2024-11-26 0 N/A 137900.00 136250.95 U.S. Treasuries (including strips) 1 3/8 NOTE F 31 N/A 91282CDJ7 2031-11-15 1.375 N/A 110223400.00 93911846.61 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 15951800.00 16203801.76 U.S. Treasuries (including strips) 2 3/4 NOTE P 25 N/A 9128284Z0 2025-08-31 2.75 N/A 2000000.00 1994503.17 U.S. Treasuries (including strips) 4 NOTE AK 26 N/A 91282CGL9 2026-02-15 4 N/A 643500.00 643384.67 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 6868700.00 6215311.74 U.S. Treasuries (including strips) 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 N/A 17781100.00 17793130.02 U.S. Treasuries (including strips) BILL 10/31/24 N/A 912797HE0 2024-10-31 0 N/A 20000.00 19829.03 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 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N/A 91282CHJ3 2030-06-30 3.75 N/A 48900.00 49159.43 U.S. Treasuries (including strips) 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 N/A 81100.00 74259.33 U.S. Treasuries (including strips) 2 1/4 NOTE F 27 N/A 9128283F5 2027-11-15 2.25 N/A 950500.00 913138.82 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 487600.00 509585.84 U.S. Treasuries (including strips) 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 N/A 189300.00 171021.66 U.S. Treasuries (including strips) 0 3/8 NOTE AS 24 N/A 91282CCX7 2024-09-15 0.375 N/A 79900.00 79868.23 U.S. Treasuries (including strips) 3 7/8 NOTE E 33 N/A 91282CHT1 2033-08-15 3.875 N/A 5213400.00 5222967.00 U.S. Treasuries (including strips) BILL 10/03/24 N/A 912797GW1 2024-10-03 0 N/A 599700.00 596899.42 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 5526400.00 5353439.62 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 23849900.00 24417244.79 U.S. Treasuries (including strips) 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 1108400.00 1054811.08 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 1500000000.00 1500000000.00 0.0090 N Y Y N TD Securities USA LLC TD Securities USA LLC 5.32000000 N/A SUVUFHICNZMP2WKHG940 BYD7T1RN3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 95765700.00 87577485.96 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810UB2 2044-05-15 4.625 N/A 337041000.00 358162580.91 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch NR Moody's NR 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 437000000.00 437000000.00 0.0026 N Y Y N ING Financial Markets LLC ING Financial Markets LLC 5.33000000 N/A KBVRJ5K57JZ3E2AVWX40 BYD7T1RA1 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 3132E0RX2 2053-10-01 6.5 N/A 124794526.00 122659990.48 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QPRS8 2052-07-01 4.5 N/A 36961076.00 31840010.25 Agency Mortgage-Backed Securities Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 150000000.00 150000000.00 0.0009 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 5.33000000 N/A K5HU16E3LMSVCCJJJ255 BYD7T1QC8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA_20-18E N/A 38382CYA3 2050-02-20 0.59984 N/A 94000000.00 4643217.17 Agency Collateralized Mortgage Obligation FHLMC_41-58 N/A 3137AXUS0 2043-01-15 4 N/A 31514368.00 272542.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-80 N/A 3136BCZH6 2050-11-25 4 N/A 22000000.00 2309158.80 Agency Collateralized Mortgage Obligation GNMA_20-149J N/A 38382KBN2 2050-10-20 0 N/A 25080384.00 538626.98 Agency Collateralized Mortgage Obligation FHLMC_5188A N/A 3137H5JF5 2052-01-25 3 N/A 22384640.00 1798076.80 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FZL0 2051-12-20 3 N/A 48280384.00 5228700.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EWF2 2038-09-20 6.5 N/A 624988.00 7471.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TWA9 2048-04-20 6 N/A 25000.00 2769.96 Agency Mortgage-Backed Securities GNMA_24-39E N/A 38384KKY6 2054-03-20 0.54681 N/A 50000000.00 2142256.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U3A8 2034-10-20 4 N/A 788615.00 197718.07 Agency Mortgage-Backed Securities FHLMC_5183A N/A 3137H52G1 2051-11-25 2.5 N/A 39672128.00 3652095.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DDB4 2029-08-20 7.5 N/A 49999.00 68.88 Agency Mortgage-Backed Securities FHLMC_5334E N/A 3137HAJ49 2053-09-25 0.30116 N/A 35000000.00 1298192.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VRR3 2035-08-20 4 N/A 63781.00 16088.09 Agency Mortgage-Backed Securities GNMA_23-184Q N/A 38384GXW5 2053-12-20 7 N/A 7880056.00 1099995.72 Agency Collateralized Mortgage Obligation FHLMC_4386C N/A 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FHLMC_5303A N/A 3137H9XU8 2053-04-25 0.40116 N/A 50000000.00 2185656.77 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VU99 2035-10-20 3.5 N/A 99316.00 39759.63 Agency Mortgage-Backed Securities GNMA_21-199G N/A 38383DKX5 2051-11-20 3 N/A 20976000.00 1500571.12 Agency Collateralized Mortgage Obligation FHLMC_5155 N/A 3137H36X5 2051-10-25 3 N/A 42207000.00 4227922.54 Agency Collateralized Mortgage Obligation FHSTR_402 N/A 3142G5BV9 2053-09-25 0.30116 N/A 100000000.00 4807458.33 Agency Collateralized Mortgage Obligation GNMA_20-67B N/A 38382FRL0 2050-05-20 0.69984 N/A 28000000.00 3090532.09 Agency Collateralized Mortgage Obligation GNMA_23-H26B N/A 38383KJJ2 2071-08-20 0.66559 N/A 16618848.00 614112.68 Agency Collateralized Mortgage Obligation GNMA_20-151 N/A 38382J3S3 2050-10-20 3 N/A 16000000.00 1527936.27 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5139 N/A 3137H2BQ6 2051-09-25 3 N/A 83333248.00 9083080.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TSG1 2048-02-20 3.5 N/A 1455000.00 206351.84 Agency Mortgage-Backed Securities FHLMC_5363D N/A 3137HB5H3 2053-12-25 0.10116 N/A 50557440.00 1752782.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SWX1 2047-02-20 3.5 N/A 300000.00 41805.20 Agency Mortgage-Backed Securities FNMA_15-22 N/A 3136ANEE3 2045-04-25 3 N/A 21128416.00 328175.43 Agency Collateralized Mortgage Obligation FHLMC_4847C N/A 3137FKAB2 2044-10-15 4 N/A 50000000.00 511157.66 Agency Collateralized Mortgage Obligation FHLMC_5185 N/A 3137H4WY2 2052-01-25 3 N/A 39817472.00 4615846.05 Agency Collateralized Mortgage Obligation GNMA_21-228C N/A 38383D3V8 2051-12-20 3 N/A 28000000.00 2659964.70 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VSQ4 2037-06-20 6.5 N/A 4000.00 1713.82 Agency Mortgage-Backed Securities GNMA_21-146K N/A 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Mortgage-Backed Securities FHLMC_5081M N/A 3137FFWG8 2042-06-15 0 N/A 69362687.00 248374.63 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-74 N/A 3136AQDH0 2045-10-25 6 N/A 100000000.00 2749613.48 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TQN8 2048-01-20 3 N/A 5143273.00 827669.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SJZ1 2046-07-20 6.5 N/A 24999.00 3150.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-44 N/A 38380VVC2 2048-03-20 0 N/A 148500000.00 709717.61 Agency Collateralized Mortgage Obligation Y Moody's NR Fitch F1 Standard & Poor's A-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 255000000.00 255000000.00 0.0015 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797MP9 254900HROIFWPRGM1V77 US912797MP91 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-12-17 2024-12-17 2024-12-17 N N N 0.0487 2471593095.76 2471593095.76 0.0148 N Y Y N Morgan Stanley & Co. LLC Morgan Stanley & Co. 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Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WVV7 2052-01-20 3 N/A 7094230.00 5153378.47 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YW34 2054-05-20 4.5 N/A 47330.00 46340.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DYZ8 2033-08-20 5 N/A 1111900.00 17519.87 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36230L3S6 2040-10-20 5 N/A 1009100.00 36149.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617Y5J75 2052-03-20 4 N/A 469030.00 340709.27 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36210HU83 2028-11-15 6 N/A 35000.00 49.36 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YXT6 2030-11-20 3 N/A 85270.00 79414.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202E6W4 2039-07-20 5 N/A 35000.00 876.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AR5E7 2026-03-15 4 N/A 2096000.00 20694.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A9YM7 2039-12-15 4 N/A 337500.00 23833.68 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HSUE4 2054-08-20 7 N/A 1352571.00 1419459.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AHKT9 2029-12-14 2.125 N/A 3620000.00 3341716.52 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J2SE2 2054-08-20 7 N/A 1182222.00 1242847.40 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VMD9 2050-05-20 3 N/A 4573090.00 1264644.05 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YTA2 2054-03-20 7.5 N/A 219678.00 221840.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FXC5 2041-09-20 4.5 N/A 3777600.00 209079.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BPYZ7 2047-11-20 4.5 N/A 1134290.00 334616.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296MD88 2039-03-15 4.5 N/A 75000.00 860.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TSH9 2048-02-20 4 N/A 514280.00 59238.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XVR4 2053-03-20 4.5 N/A 1243190.00 1131080.64 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803FM0 2050-02-15 0 N/A 26500000.00 8924352.00 U.S. Treasuries (including strips) FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 313384G45 2024-09-18 0 N/A 200000.00 199432.00 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HQ5E6 2054-08-20 6.5 N/A 6842531.00 7101672.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617JJU20 2049-01-20 4.5 N/A 1272200.00 275639.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176QDR2 2041-10-15 3.5 N/A 30000.00 5861.12 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EE96 2035-09-20 5.5 N/A 80100.00 1809.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ARYG0 2041-01-15 3.5 N/A 10000.00 502.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36194PGZ1 2046-08-20 3 N/A 59000.00 17508.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QL66 2044-08-20 4 N/A 5373500.00 398071.21 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617B65Q1 2047-08-20 4.5 N/A 1635940.00 303879.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YN91 2052-06-20 2 N/A 4798130.00 3994458.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J2WZ0 2054-08-20 6.5 N/A 1522223.00 1583118.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36295YF73 2038-02-15 5.5 N/A 30000.00 184.37 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YV35 2033-12-20 3.5 N/A 57730.00 54777.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179MEU0 2042-06-20 3 N/A 15000.00 1459.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VZW3 2050-12-20 5 N/A 892920.00 296292.30 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133EP5C5 2039-03-14 6.05 N/A 37000.00 37990.28 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Q6C0 2045-03-20 3.5 N/A 399000.00 13339.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GFCH6 2054-01-20 6.5 N/A 1622540.00 1668970.30 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36230L3X5 2040-10-20 5 N/A 109300.00 6207.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QJT9 2044-07-20 4 N/A 645500.00 46528.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VZY9 2050-12-20 6 N/A 45000.00 12185.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TC29 2047-07-20 5 N/A 828000.00 88123.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617UQWV5 2050-12-20 4.5 N/A 1357950.00 217944.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FUF1 2041-06-20 4.5 N/A 2050000.00 95556.32 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ERFT3 2026-08-28 4.875 N/A 3000000.00 3052802.50 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DU66 2032-11-20 5 N/A 357200.00 3688.28 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211QZQ7 2041-07-15 4.25 N/A 346480.00 85248.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179T7L3 2048-08-20 4.5 N/A 1252800.00 114772.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BTWT5 2047-12-20 4.5 N/A 1168130.00 139029.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36211RAQ2 2041-07-15 4.25 N/A 1495960.00 199419.73 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620A7FL4 2039-08-15 4.875 N/A 3378270.00 342825.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A22A9 2045-08-15 4 N/A 350000.00 107452.89 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WLV8 2049-05-20 5.5 N/A 75000.00 43145.43 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834WC8 2050-08-15 0 N/A 4138500.00 1325284.27 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AW2M5 2053-07-20 7 N/A 1759770.00 1503558.66 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EGR4 2036-01-20 6 N/A 106800.00 1700.52 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618JACF8 2054-08-20 7 N/A 1228520.00 1264649.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DS36 2032-05-20 6 N/A 603000.00 2188.72 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FSF4 2041-04-20 5 N/A 505000.00 18912.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YAQ7 2053-07-20 4.5 N/A 9885990.00 9339467.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202EK73 2036-11-20 5 N/A 956000.00 11509.74 Agency Mortgage-Backed Securities FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133EKF68 2039-09-06 2.6 N/A 5000.00 3959.94 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202FZ66 2041-12-20 3 N/A 130000.00 12418.06 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ACY20 2049-12-20 3.5 N/A 13918590.00 12262595.00 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U7A4 2049-10-20 6 N/A 92000.00 24668.17 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RLQ0 2045-08-20 4 N/A 4445600.00 358506.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297FRG9 2039-07-15 4.5 N/A 55000.00 3467.11 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618J3PU7 2054-08-20 5.5 N/A 1284975.00 1305821.86 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617V2QM4 2051-05-20 3 N/A 1485730.00 1218028.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36296LNN6 2039-05-15 4 N/A 111190.00 24915.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130A3VD3 2027-06-11 2.625 N/A 175000.00 170494.70 Agency Debentures and Agency Strips FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ELNG5 2030-02-19 1.8 N/A 5000.00 4500.01 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NX52 2044-01-20 3.5 N/A 25200.00 2209.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36291YEU7 2035-05-15 5.5 N/A 25000.00 325.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UQ47 2049-04-20 3.5 N/A 20381170.00 2179204.42 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XWAR2 2052-03-15 3.5 N/A 504530.00 452756.71 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36196PTE2 2047-09-20 4.5 N/A 1140820.00 469350.55 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TNQ4 2047-12-20 3 N/A 3084300.00 494899.84 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XKG0 2037-11-20 3.5 N/A 458200.00 367812.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36202DEL1 2029-11-20 7.5 N/A 30000.00 26.26 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YLF9 2038-11-20 4.5 N/A 722450.00 683166.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36213CJ35 2031-08-15 6 N/A 54000.00 208.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36188MP78 2045-10-15 4 N/A 1245510.00 391795.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VHG8 2050-03-20 3 N/A 3957800.00 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Mortgage-Backed Securities FNMS 04.000 CLCB4157 N/A 3140QPTP2 2052-07-01 4 N/A 1677617.00 1475098.07 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5226 N/A 3131XYYX1 2047-12-01 3.5 N/A 1000.00 202.45 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6676 N/A 3133KNMZ3 2052-01-01 2 N/A 5870.00 4308.21 Agency Mortgage-Backed Securities FNMS 04.000 REAA6417 N/A 31416QDX0 2040-01-01 4 N/A 85000.00 3246.29 Agency Mortgage-Backed Securities FEPC 01.500 CISB8078 N/A 3132D56P2 2035-12-01 1.5 N/A 10984037.00 5758419.42 Agency Mortgage-Backed Securities FEPC 04.000 CLZT2087 N/A 3132AEJ80 2049-06-01 4 N/A 3000.00 329.44 Agency Mortgage-Backed Securities FEPC 03.500 CISB0355 N/A 3132CWMC5 2035-06-01 3.5 N/A 35820.00 8949.76 Agency Mortgage-Backed Securities FEPC 04.500 CIZK2250 N/A 3131X5QB1 2025-04-01 4.5 N/A 499000.00 757.79 Agency Mortgage-Backed Securities FNMS 05.500 CLDA2488 N/A 3140A2XS9 2053-11-01 5.5 N/A 1173226.00 1178629.06 Agency Mortgage-Backed Securities 07.000 FGPC C10260 G N/A 31292UJD8 2028-05-01 7 N/A 25000.00 2.21 Agency Mortgage-Backed Securities FNMS 04.500 CL725785 N/A 31402DJ68 2034-06-01 4.5 N/A 24000.00 360.10 Agency Mortgage-Backed Securities FNMS 04.000 CLAX0992 N/A 3138Y2C68 2044-09-01 4 N/A 17000.00 1200.45 Agency Mortgage-Backed Securities FNMS 07.500 CL907758 N/A 31411GQK1 2037-02-01 7.5 N/A 47387.00 805.06 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3753 N/A 3131XXE23 2047-07-01 4.5 N/A 2000.00 287.11 Agency Mortgage-Backed Securities FEPC 04.500 CIZK2315 N/A 3131X5SC7 2025-05-01 4.5 N/A 4876.00 7.39 Agency Mortgage-Backed Securities FNMS 08.500 CL308499 N/A 31374AUY4 2025-05-01 8.5 N/A 42000.00 2.01 Agency Mortgage-Backed Securities FNMS 03.500 CLMA2772 N/A 31418CCJ1 2046-10-01 3.5 N/A 1000.00 181.90 Agency Mortgage-Backed Securities FNMS 07.500 CL457257 N/A 31381C5S2 2028-11-01 7.5 N/A 3000.00 1.12 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7039 N/A 3140QSZD6 2053-09-01 4.5 N/A 3705012.00 3232761.45 Agency Mortgage-Backed Securities FEPC 04.500 CLQA7120 N/A 3133A14D1 2050-02-01 4.5 N/A 1221815.00 334327.22 Agency Mortgage-Backed Securities FNMS 04.500 CLAC3786 N/A 31417NF48 2039-10-01 4.5 N/A 15020.00 434.19 Agency Mortgage-Backed Securities FEPC 02.000 CLSD1439 N/A 3132DNS46 2052-02-01 2 N/A 1113683.00 817320.92 Agency Mortgage-Backed Securities FNMS 04.500 CL190404 N/A 31368HNV1 2040-05-01 4.5 N/A 1000.00 32.05 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8344 N/A 3140QUHW9 2054-04-01 6 N/A 178865.00 178973.10 Agency Mortgage-Backed Securities FEPC 04.500 CIZK2283 N/A 3131X5RC8 2025-05-01 4.5 N/A 278000.00 723.82 Agency Mortgage-Backed Securities FEPC 02.000 CLSD4948 N/A 3132DSP97 2052-03-01 2 N/A 1059.00 844.43 Agency Mortgage-Backed Securities FEPC 04.500 CNSA0042 N/A 3132CJBK8 2033-05-01 4.5 N/A 1000.00 764.68 Agency Mortgage-Backed Securities FEPC 03.000 CISB8002 N/A 3132D53K6 2034-08-01 3 N/A 9999000.00 1334481.43 Agency Mortgage-Backed Securities 07.000 FGPC C00895 G N/A 31292G7G5 2029-12-01 7 N/A 5000.00 3.04 Agency Mortgage-Backed Securities FEPC 05.000 CLQI6154 N/A 3133WCZT4 2054-05-01 5 N/A 8781771.00 8726103.29 Agency Mortgage-Backed Securities FNMS 05.500 CLDA2978 N/A 3140A3JY0 2053-11-01 5.5 N/A 1835428.00 1854617.03 Agency Mortgage-Backed Securities FNMS 04.000 CLAW6230 N/A 3138XV4Q0 2044-06-01 4 N/A 1274.00 61.39 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2705 N/A 31418CAF1 2046-08-01 3 N/A 15000.00 2608.49 Agency Mortgage-Backed Securities FNMS 06.000 CL535883 N/A 31384WJ43 2029-09-01 6 N/A 16000.00 13.73 Agency Mortgage-Backed Securities 03.000 FGPC G08741 G N/A 3128MJZF0 2047-01-01 3 N/A 333626.00 70006.30 Agency Mortgage-Backed Securities FNMS 09.000 CL250228 N/A 31371E4M4 2025-04-01 9 N/A 109324.00 3.21 Agency Mortgage-Backed Securities FNMS 04.000 CLAK1932 N/A 3138E6EE2 2042-01-01 4 N/A 7691.00 397.88 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4653 N/A 3140MJE35 2052-04-01 3 N/A 1696.00 1296.43 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4160 N/A 3140XKTS9 2052-08-01 4 N/A 10821287.00 9357418.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQI4532 N/A 3133WBA97 2054-05-01 5 N/A 906865.00 908152.37 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2106 N/A 3133USKT7 2051-05-25 2.5 N/A 3302416.00 2805462.21 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 N/A 5295047.00 5345155.81 Agency Mortgage-Backed Securities FNMS 06.000 CL937300 N/A 31412WX50 2037-04-01 6 N/A 6764.00 97.60 Agency Mortgage-Backed Securities FEPC 02.000 CLQC6759 N/A 3133ARQL2 2051-09-01 2 N/A 436420.00 299072.31 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0547 N/A 31417YTD9 2040-09-01 4.5 N/A 63000.00 837.86 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4404 N/A 31418D3N0 2036-08-01 2.5 N/A 99480.00 62997.32 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3154 N/A 3138WCQG1 2044-08-01 4 N/A 14854.00 966.32 Agency Mortgage-Backed Securities FEPC 04.500 CIZS6103 N/A 3132A6X81 2025-07-01 4.5 N/A 1542202.00 4044.87 Agency Mortgage-Backed Securities 03.500 FGPC G07961 G N/A 3128MAFA2 2045-03-01 3.5 N/A 11910.00 1746.49 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7075 N/A 3140XA2H4 2049-07-01 4 N/A 6000.00 2333.44 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6989 N/A 3140QSXT3 2053-06-01 5.5 N/A 56842.00 53456.11 Agency Mortgage-Backed Securities FNMS 05.500 CL684500 N/A 31400DNR9 2032-12-01 5.5 N/A 18000.00 212.22 Agency Mortgage-Backed Securities FNMS 04.500 CIAC1848 N/A 31417LBS3 2024-09-25 4.5 N/A 70000.00 1.54 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3928 N/A 3140XKLJ7 2053-02-01 5.5 N/A 25316758.00 22817274.53 Agency Mortgage-Backed Securities FEPC 02.500 CISB0646 N/A 3132CWWF7 2037-03-01 2.5 N/A 19869.00 14436.24 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4568 N/A 3131XYCD9 2047-11-01 3.5 N/A 2608.00 348.25 Agency Mortgage-Backed Securities FNMS 06.500 CL254621 N/A 31371KYS4 2032-12-01 6.5 N/A 26125.00 79.42 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8258 N/A 3132DWE74 2052-10-01 5 N/A 4017.00 3504.99 Agency Mortgage-Backed Securities FNMS 05.500 CL791047 N/A 31405JZL1 2034-07-01 5.5 N/A 109000.00 410.37 Agency Mortgage-Backed Securities FNMS 05.000 CLFS6579 N/A 3140XNJZ8 2053-09-01 5 N/A 870964.00 852258.15 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4231 N/A 3140X7VZ9 2050-09-01 2.5 N/A 2010.00 1019.73 Agency Mortgage-Backed Securities 04.000 FGPC A86314 G N/A 312933AP9 2039-05-01 4 N/A 9000.00 99.09 Agency Mortgage-Backed Securities FEPC 04.500 CIZS6048 N/A 3132A6WH2 2025-04-01 4.5 N/A 5998000.00 6538.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3260 N/A 3132DQTR7 2053-06-01 6 N/A 1000.00 957.32 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ3591 N/A 3138AU7D3 2041-10-01 4 N/A 1000.00 41.52 Agency Mortgage-Backed Securities FEPC 04.500 CIZK3173 N/A 3131X6Q29 2026-04-01 4.5 N/A 224000.00 1539.10 Agency Mortgage-Backed Securities FEPC 04.500 CIZK2362 N/A 3131X5TT9 2025-07-01 4.5 N/A 224766.00 440.95 Agency Mortgage-Backed Securities 03.000 FGPC G08737 G N/A 3128MJZB9 2046-12-01 3 N/A 42583.00 8443.83 Agency Mortgage-Backed Securities FNMS 06.500 CLDB9742 N/A 3140AKZG3 2054-08-01 6.5 N/A 1680483.00 1779991.31 Agency Mortgage-Backed Securities FEPC 02.000 CISB8089 N/A 3132D57A4 2036-02-01 2 N/A 626480.00 335542.95 Agency Mortgage-Backed Securities FEPC 04.500 CIZS6030 N/A 3132A6VX8 2025-03-01 4.5 N/A 2401000.00 1603.20 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7931 N/A 3140QTY52 2054-01-01 7 N/A 15429077.00 12254302.48 Agency Mortgage-Backed Securities 05.000 FGPC G13888 G N/A 3128MCRH0 2025-06-01 5 N/A 174423.00 0.55 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8299 N/A 3132DWGG2 2053-02-01 5 N/A 319020047.00 292125788.10 Agency Mortgage-Backed Securities FNMS 07.000 CL250971 N/A 31371FW81 2027-06-01 7 N/A 3000.00 1.24 Agency Mortgage-Backed Securities FNMS 04.500 CLAW0744 N/A 3138XPZJ5 2044-03-01 4.5 N/A 1000.00 36.37 Agency Mortgage-Backed Securities FNMS 05.500 CLDB9243 N/A 3140AKHV0 2054-08-01 5.5 N/A 7451.00 7566.32 Agency Mortgage-Backed Securities FEPC 02.500 CISB1154 N/A 3132CXH70 2037-03-01 2.5 N/A 7685216.00 6842416.57 Agency Mortgage-Backed Securities FEPC 04.000 CLZM6480 N/A 3131Y1FV7 2048-05-01 4 N/A 1499000.00 158170.29 Agency Mortgage-Backed Securities FEPC 01.500 CISB8114 N/A 3132D6AP5 2036-08-01 1.5 N/A 17415337.00 10874184.82 Agency Mortgage-Backed Securities FEPC 07.000 CLRA9872 N/A 3133KR6H2 2053-09-01 7 N/A 1082783.00 909261.07 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7343 N/A 3140QTER6 2053-10-01 6 N/A 37022776.00 37100585.90 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7947 N/A 3140XPZM4 2053-05-01 5 N/A 60394051.00 59460957.26 Agency Mortgage-Backed Securities FNMS 07.500 CLFS6963 N/A 3140XNWZ3 2054-01-01 7.5 N/A 2948258.00 2932869.11 Agency Mortgage-Backed Securities FEPC 05.500 CISB8257 N/A 3132D6E63 2038-09-01 5.5 N/A 15503.00 12404.76 Agency Mortgage-Backed Securities FNMS 07.500 CL303031 N/A 31373TSU5 2024-10-01 7.5 N/A 705000.00 2.23 Agency Mortgage-Backed Securities FNMS 05.500 CLBO9440 N/A 3140K5P27 2053-07-01 5.5 N/A 1913350.00 1923006.86 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3992 N/A 3132E0NH1 2053-09-01 5.5 N/A 2164247.00 2115286.83 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8679 N/A 3132A9UC9 2032-12-01 3 N/A 1000.00 167.93 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7736 N/A 3140QTS26 2054-01-01 6 N/A 57119.00 54376.36 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2161 N/A 31418BMK9 2029-12-01 3.5 N/A 273000.00 31833.40 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3416 N/A 31418CYN8 2048-07-01 4.5 N/A 12000.00 1074.16 Agency Mortgage-Backed Securities 04.000 FGPC G07925 G N/A 3128MAD63 2045-02-01 4 N/A 14000.00 2812.29 Agency Mortgage-Backed Securities FNMS 04.500 CIAD5636 N/A 31418THN0 2025-04-01 4.5 N/A 30650.00 44.28 Agency Mortgage-Backed Securities FNMS 05.000 CLDA9712 N/A 3140YXYJ4 2054-03-01 5 N/A 3712266.00 3704284.09 Agency Mortgage-Backed Securities 07.000 FGPC C01306 G N/A 31292HNX8 2032-01-01 7 N/A 9000.00 13.60 Agency Mortgage-Backed Securities FNMS 05.000 CIBT6637 N/A 3140LVLT4 2039-05-01 5 N/A 4002.00 4024.32 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8010 N/A 3132DV3T0 2049-09-01 3 N/A 10000.00 1501.05 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 N/A 10068470.00 5698408.18 Agency Mortgage-Backed Securities FEPC 04.500 CIZA2568 N/A 31329KZ98 2025-06-01 4.5 N/A 26000.00 65.48 Agency Mortgage-Backed Securities FNMS 02.500 CIFM3701 N/A 3140X7DF3 2035-07-01 2.5 N/A 1000.00 451.76 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8384 N/A 3132DWJ53 2053-12-01 6 N/A 1315.00 1249.52 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8360 N/A 3140XQJE8 2052-09-01 3.5 N/A 33772841.00 30945767.94 Agency Mortgage-Backed Securities FNMS 03.500 CIBM4905 N/A 3140J9NX5 2033-11-01 3.5 N/A 4000.00 1107.98 Agency Mortgage-Backed Securities FNMS 05.500 CL257123 N/A 31371NSL0 2038-03-01 5.5 N/A 448981.00 3016.63 Agency Mortgage-Backed Securities FNMS 04.500 CLAS6627 N/A 3138WGLH5 2046-02-01 4.5 N/A 4000.00 388.22 Agency Mortgage-Backed Securities 05.500 FGPC C72894 G N/A 31288BGB3 2032-11-01 5.5 N/A 13000.00 16.98 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3257 N/A 3140J7TP0 2032-11-01 3.5 N/A 3000.00 930.70 Agency Mortgage-Backed Securities FNMS 05.000 CLFS0227 N/A 3140XFHD6 2047-07-01 5 N/A 5000.00 3311.61 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5307 N/A 3132DS3Q3 2054-04-01 6 N/A 2718.00 2761.93 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 N/A 1335000.00 279307.15 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9775 N/A 3132AA2G8 2046-07-01 3.5 N/A 4009.00 1058.73 Agency Mortgage-Backed Securities FNMS 04.500 CLBY4454 N/A 3140NL5Q8 2053-06-01 4.5 N/A 2084984.00 2018888.03 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2773 N/A 3140QNCK6 2052-02-01 2 N/A 3240000.00 2397915.79 Agency Mortgage-Backed Securities FNMS 02.000 CLBT2641 N/A 3140LQ5B2 2051-05-01 2 N/A 1000.00 688.43 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1716 N/A 3132DN3Z4 2052-09-01 5 N/A 1000.00 808.65 Agency Mortgage-Backed Securities FEPC 04.000 CLZT1952 N/A 3132AEEZ5 2049-05-01 4 N/A 1000.00 94.58 Agency Mortgage-Backed Securities FEPC 04.500 CIZK1853 N/A 3131X5BW1 2024-10-01 4.5 N/A 63534.00 29.12 Agency Mortgage-Backed Securities FNMS 06.500 CL669662 N/A 31391K5X1 2032-05-01 6.5 N/A 8074.00 6.81 Agency Mortgage-Backed Securities FEPC 04.000 CLZL9628 N/A 3131XRVV3 2044-12-01 4 N/A 13000.00 2268.43 Agency Mortgage-Backed Securities 03.000 FGPC G08886 G N/A 3128MJ6Y1 2049-05-01 3 N/A 11580.00 1216.93 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5193 N/A 31418EXX3 2053-11-01 7 N/A 5529.00 4771.30 Agency Mortgage-Backed Securities FNMS 07.500 RE361404 N/A 31376PNV3 2026-10-01 7.5 N/A 9000.00 2.42 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8398 N/A 3132DWKK8 2054-01-01 7 N/A 952350905.00 854478834.52 Agency Mortgage-Backed Securities FEPC 03.500 CTZA2522 N/A 31329KYT5 2038-09-01 3.5 N/A 74000.00 7829.96 Agency Mortgage-Backed Securities FNMS 02.000 CIFM8988 N/A 3140XC7A0 2036-09-01 2 N/A 2010.00 1268.27 Agency Mortgage-Backed Securities FNMS 06.500 CL665301 N/A 31391FDE5 2032-09-01 6.5 N/A 13554.00 58.82 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6778 N/A 3140XNQ80 2054-01-01 6.5 N/A 1051925.00 1037303.43 Agency Mortgage-Backed Securities FNMS 07.500 CLMA5299 N/A 31418E3H1 2054-03-01 7.5 N/A 35686508.00 31367448.23 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4284 N/A 3132E0XM9 2053-11-01 5.5 N/A 2111665.00 2069130.06 Agency Mortgage-Backed Securities FEPC 06.500 CISB8311 N/A 3132D6GU8 2039-04-01 6.5 N/A 6361683.00 6006423.05 Agency Mortgage-Backed Securities FEPC 02.000 CISB8507 N/A 3132D6NY2 2036-02-01 2 N/A 73348.00 39805.15 Agency Mortgage-Backed Securities 03.500 FGPC G08702 G N/A 3128MJX88 2046-04-01 3.5 N/A 1574.00 186.50 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1822 N/A 3132DPAX6 2052-11-01 5 N/A 84000.00 72992.92 Agency Mortgage-Backed Securities 05.000 FGPC A20733 G N/A 31296WY68 2034-04-01 5 N/A 3900.00 84.39 Agency Mortgage-Backed Securities FEPC 04.500 CIZK2359 N/A 3131X5TQ5 2025-06-01 4.5 N/A 1007.00 2.19 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 3008.00 2532.53 Agency Mortgage-Backed Securities 04.500 FGPC G08713 G N/A 3128MJYK0 2046-06-01 4.5 N/A 1000.00 82.20 Agency Mortgage-Backed Securities 04.000 FGPC G08542 G N/A 3128MJS84 2043-08-01 4 N/A 2000.00 154.33 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9031 N/A 3140QVA95 2054-08-01 6.5 N/A 1901072.00 1971610.98 Agency Mortgage-Backed Securities FEPC 04.500 CISB8191 N/A 3132D6C40 2037-10-01 4.5 N/A 303421.00 218101.14 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0841 N/A 3142GQ5B4 2054-02-01 6 N/A 2000.00 1969.89 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6723 N/A 3140QSPH8 2053-07-01 4.5 N/A 490509.00 464744.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6594 N/A 3140JPKG9 2049-05-01 4 N/A 12610.00 1928.29 Agency Mortgage-Backed Securities 06.000 FGPC C01251 G N/A 31292HL85 2031-10-01 6 N/A 5000.00 7.50 Agency Mortgage-Backed Securities 07.000 FGPC C59349 G N/A 31298WL60 2031-10-01 7 N/A 5000.00 5.79 Agency Mortgage-Backed Securities 04.000 FGPC C09071 G N/A 31292SCG3 2045-02-01 4 N/A 7800.00 401.72 Agency Mortgage-Backed Securities 04.500 FGPC G07942 G N/A 3128MAEP0 2044-07-01 4.5 N/A 3351.00 320.06 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5423 N/A 31418FAZ0 2054-07-01 7 N/A 32473190.00 32371023.20 Agency Mortgage-Backed Securities FEPC 05.500 4LZT0622 N/A 3132ACVP2 2037-06-01 5.5 N/A 1663009.00 6717.09 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3442 N/A 31418CZG2 2048-08-01 3.5 N/A 3000.00 320.83 Agency Mortgage-Backed Securities FNMS 04.500 CLAS2328 N/A 3138WBSS5 2044-05-01 4.5 N/A 1323.00 60.97 Agency Mortgage-Backed Securities FNMS 05.000 CLDA9716 N/A 3140YXYN5 2054-03-01 5 N/A 1356806.00 1349008.39 Agency Mortgage-Backed Securities FEPC 04.500 CISB8205 N/A 3132D6DJ6 2038-01-01 4.5 N/A 1000.00 757.50 Agency Mortgage-Backed Securities FEPC 06.000 4UZL1114 N/A 3131XGGX0 2037-07-01 6 N/A 5331.00 58.82 Agency Mortgage-Backed Securities FNMS 03.500 CTCB3386 N/A 3140QNXQ0 2042-04-01 3.5 N/A 100000.00 80737.22 Agency Mortgage-Backed Securities FNMS 06.500 CLDB4576 N/A 3140AECN7 2054-06-01 6.5 N/A 2633.00 2754.98 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9495 N/A 3132AARQ9 2045-10-01 3.5 N/A 6801.00 1427.96 Agency Mortgage-Backed Securities FEPC 03.500 CTSC0107 N/A 3132D9DL5 2034-11-01 3.5 N/A 224000.00 94483.73 Agency Mortgage-Backed Securities FNMS 04.500 CIAL3136 N/A 3138EKPW9 2027-03-01 4.5 N/A 10479.00 146.76 Agency Mortgage-Backed Securities 03.500 FGPC G67709 G N/A 3132XCR64 2048-03-01 3.5 N/A 11000.00 3337.86 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2633 N/A 3140QM4T8 2052-01-01 2.5 N/A 59595.00 41819.06 Agency Mortgage-Backed Securities FEPC 03.000 CTSC0340 N/A 3132D9LV4 2042-09-01 3 N/A 1000.00 802.94 Agency Mortgage-Backed Securities FEPC 06.500 4LZT0567 N/A 3132ACTY6 2037-09-01 6.5 N/A 2349180.00 6508.22 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8316 N/A 3132DWGZ0 2053-04-01 5.5 N/A 1670.00 1505.07 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1305 N/A 3132DNNW9 2052-07-01 5 N/A 3220.00 2773.88 Agency Mortgage-Backed Securities FEPC 04.500 CIZK1966 N/A 3131X5FF4 2024-11-01 4.5 N/A 46146.00 13.08 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7709 N/A 3140XPR76 2048-11-01 3.5 N/A 1150498.00 1055946.80 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2879 N/A 31418CFV1 2047-01-01 4 N/A 2000.00 303.72 Agency Mortgage-Backed Securities FNMS 05.500 CL733461 N/A 31402MZ29 2033-08-01 5.5 N/A 2000.00 4.90 Agency Mortgage-Backed Securities FNMS 07.500 CL535284 N/A 31384VUH3 2030-05-01 7.5 N/A 325000.00 95.31 Agency Mortgage-Backed Securities 03.500 FGPC 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FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CQXK6 2054-08-01 6 N/A 2942629.00 3028674.74 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CMTN4 2054-01-01 7 N/A 1306865.00 1379196.33 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DTQ52 2054-05-01 6 N/A 600000.00 615260.23 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31335BC20 2046-12-01 3 N/A 60000.00 15883.04 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133L8RD9 2036-09-01 2 N/A 2624.00 1682.25 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BJ7L0 2052-08-01 4 N/A 1625000.00 1373666.79 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132L9GY5 2047-12-01 3.5 N/A 102588.00 44439.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MMXB4 2033-01-01 3 N/A 48000.00 7628.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQJ98 2052-05-01 3.5 N/A 31000.00 25884.75 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV5Z4 2050-05-01 4 N/A 21000.00 5235.16 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31298NBT1 2031-05-01 7.5 N/A 627237.00 7612.76 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQYZ3 2052-04-01 2.5 N/A 631789.00 513355.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQSN7 2053-02-01 2.5 N/A 53202.00 42739.92 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPKU1 2052-12-01 3.5 N/A 35513.00 29771.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6CJ7 2037-08-01 4 N/A 27000.00 19535.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BBKZ1 2052-05-01 2.5 N/A 43155.00 32891.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BE2X0 2052-04-01 2.5 N/A 867416.00 711468.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C3UE4 2053-05-01 4.5 N/A 42424.00 40888.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPJG4 2052-12-01 4.5 N/A 6174000.00 5410752.53 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMDN2 2052-09-01 4.5 N/A 498070.00 436461.54 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCJ0 2051-10-01 2.5 N/A 14000.00 9692.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV3Z6 2049-10-01 3 N/A 48000.00 8024.81 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31307NNU4 2030-07-01 3.5 N/A 2000.00 179.40 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWBL6 2051-04-01 3.5 N/A 94000.00 46909.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEM1 2052-07-01 2 N/A 30537.00 23053.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSRS3 2053-10-01 5 N/A 2000.00 1911.02 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWCT8 2051-12-01 2 N/A 7858.00 5547.50 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DT2L3 2054-04-01 5 N/A 3809.00 3841.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A5F42 2046-11-01 2.5 N/A 27500.00 7725.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BAX55 2052-05-01 4 N/A 27000.00 23410.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BFWT3 2052-07-01 4.5 N/A 1463632.00 1176818.92 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJY87 2046-11-01 4 N/A 44797.00 6964.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGJ6 2053-02-01 6 N/A 155000.00 133448.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJJP8 2050-07-01 2.5 N/A 305000.00 134734.61 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132KFAB8 2030-08-01 2.5 N/A 36909.00 5854.79 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CWMH4 2035-04-01 3.5 N/A 93015.00 34678.61 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6N30 2036-02-01 2 N/A 191000.00 117214.87 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWKG7 2054-01-01 5.5 N/A 175898.00 170499.50 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3129882T4 2039-06-01 4.5 N/A 29000.00 9379.68 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132KE4Z5 2030-06-01 3 N/A 134420.00 16892.36 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KRCN2 2053-05-01 6 N/A 6945.00 6141.80 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329MF70 2030-05-01 2.5 N/A 450909.00 63202.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNDA8 2051-11-01 2.5 N/A 8837.00 6166.30 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MMUS0 2031-03-01 3 N/A 410000.00 53036.01 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BDBR5 2052-06-01 4 N/A 49024.00 42328.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WLTC8 2039-08-01 5 N/A 1000.00 1011.63 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CHPP4 2053-11-01 6 N/A 2364276.00 2320171.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3131Y9PE7 2034-02-01 3.5 N/A 3000.00 339.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPR34 2053-02-01 5 N/A 29008.00 26420.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNEH2 2051-12-01 2.5 N/A 43000.00 30172.98 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31335B4F0 2048-02-01 3.5 N/A 46000.00 6571.94 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MMYK3 2033-11-01 3.5 N/A 4000.00 451.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0GP1 2051-08-01 4 N/A 2915.00 2545.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KNMN0 2052-02-01 3 N/A 48000.00 37041.59 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6FY1 2039-01-01 6 N/A 1000.00 857.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPN87 2052-10-01 5.5 N/A 58850.00 53163.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BD3V5 2052-04-01 2 N/A 54648.00 42913.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KJ4M1 2050-09-01 2.5 N/A 655000.00 432622.81 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6HE3 2039-08-01 6 N/A 3359344.00 3453615.03 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPDD7 2052-06-01 3.5 N/A 1000.00 828.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133L8B61 2036-03-01 2 N/A 44273.00 24067.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPNC8 2052-06-01 3.5 N/A 25000.00 19706.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KPR42 2052-07-01 5 N/A 50000.00 43404.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0UL4 2053-11-01 6 N/A 43000.00 42827.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KMQE8 2051-09-01 2.5 N/A 2440740.00 1674933.30 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B3UY1 2052-02-01 3 N/A 5509.00 3293.06 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJVV9 2045-02-01 3.5 N/A 54000.00 5460.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DV4V4 2050-01-01 3 N/A 27000.00 5460.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XQZV2 2054-09-01 6 N/A 27249324.00 25798881.83 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MMX65 2033-07-01 2.5 N/A 300000.00 43808.35 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132Y1SS8 2048-08-01 4.5 N/A 200000.00 48029.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GRGU8 2054-03-01 6 N/A 39214.00 38920.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WETG5 2054-06-01 6 N/A 514472.00 528681.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133LPWT0 2033-07-01 5 N/A 51000.00 37392.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLGL5 2051-02-01 2 N/A 9863800.00 6113486.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A2JW1 2050-03-01 3 N/A 500000.00 125171.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BASP7 2052-04-01 4.5 N/A 731726.00 317169.43 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 312934GN6 2039-07-01 4.5 N/A 255000.00 16366.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C4U93 2053-05-01 4.5 N/A 5258.00 5049.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWFH1 2052-11-01 5.5 N/A 1000.00 870.97 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W7S71 2054-03-01 6 N/A 415149.00 423881.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQ6H4 2053-08-01 5.5 N/A 50000.00 48048.90 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AWL77 2051-11-01 2 N/A 13410.00 9215.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJ3R9 2048-04-01 3 N/A 4000.00 679.15 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 31292JZV5 2036-06-01 7 N/A 67597.00 10788.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KQSQ0 2053-03-01 5.5 N/A 50000.00 46961.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHG1 2053-06-01 5.5 N/A 1938.00 1782.24 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BNW58 2052-10-01 4.5 N/A 876931.00 784666.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C6VJ5 2053-07-01 5 N/A 33770.00 32259.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWF24 2053-01-01 3.5 N/A 3000.00 2564.47 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AJYN7 2051-04-01 3 N/A 13000.00 7575.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132AAGK4 2036-05-01 2.5 N/A 2900000.00 372166.70 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BPXV5 2052-11-01 5 N/A 2100181.00 1740392.23 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSKR2 2053-01-01 5 N/A 1000.00 944.23 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132QTAC0 2045-09-01 3.5 N/A 106000.00 28602.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BSFA5 2052-12-01 5.5 N/A 3999600.00 3770560.55 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6GR5 2039-06-01 5 N/A 8708.00 8371.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CQ2H7 2054-08-01 6 N/A 1359260.00 1395803.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CWPH1 2035-10-01 2 N/A 316316.00 160709.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WLUQ5 2039-08-01 5 N/A 1930.00 1952.44 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BKJL4 2052-08-01 6 N/A 902913.00 797365.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DPNF1 2052-10-01 4.5 N/A 4935000.00 4348186.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A0FG4 2049-12-01 3.5 N/A 1000.00 178.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AGRD3 2051-03-01 2 N/A 8389.00 4917.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418E7A2 2054-06-01 5.5 N/A 93089121.00 92281716.84 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132QNKW8 2045-03-01 3 N/A 57000.00 11973.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DSH39 2052-10-01 4 N/A 218956.00 203403.72 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMGP4 2052-09-01 4.5 N/A 50000.00 44961.37 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133G65A9 2034-10-01 2.5 N/A 3972.00 821.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BG4C9 2052-08-01 3.5 N/A 4558000.00 3907166.14 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132A9U62 2033-07-01 3.5 N/A 78006.00 8367.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BMDL6 2052-09-01 5.5 N/A 206230.00 175780.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B9KD5 2052-04-01 2.5 N/A 8000.00 6402.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133GBSF2 2036-01-01 2 N/A 1000000.00 600746.52 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWHY2 2053-08-01 4.5 N/A 1000.00 936.13 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGE7 2053-02-01 4 N/A 247640.00 217959.51 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B9Y24 2052-04-01 4 N/A 6122.00 5635.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A03C6 2050-01-01 3.5 N/A 3047968.00 1996525.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWAH6 2050-11-01 3 N/A 49000.00 19520.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CNWE8 2054-02-01 7.5 N/A 6000.00 5415.43 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KN3E1 2052-04-01 3.5 N/A 20000.00 15685.18 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CRVG5 2054-07-01 6 N/A 1796773.00 1840896.95 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WG2D6 2054-07-01 6 N/A 790654.00 809183.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BXZA2 2053-04-01 5 N/A 1634.00 1487.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWEF6 2052-08-01 2.5 N/A 983115.00 773236.09 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B6C99 2052-03-01 2 N/A 20000.00 14444.00 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0GV8 2051-02-01 2.5 N/A 5428379.00 4424668.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNG31 2052-06-01 3.5 N/A 8600.00 6890.31 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CWXR0 2037-02-01 2 N/A 26000.00 18513.66 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDL4 2052-04-01 3.5 N/A 15000.00 11813.11 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CRRW5 2054-08-01 6 N/A 1692586.00 1733679.16 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133G8DD0 2035-04-01 3 N/A 107000.00 28726.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A86T9 2050-08-01 2.5 N/A 200000.00 102595.48 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132CWM35 2034-04-01 3.5 N/A 46000.00 12618.98 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133L8ZW8 2037-03-01 2.5 N/A 33913.00 25121.91 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WJAD1 2037-04-01 3 N/A 775671.00 647853.64 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KLZ83 2051-05-01 3 N/A 40855.00 23933.26 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BJPA4 2052-08-01 4.5 N/A 1011.00 817.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BNAW3 2052-09-01 5 N/A 97053.00 79238.38 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133C3TD8 2053-05-01 6 N/A 113766.00 101148.12 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MFL48 2032-09-01 3.5 N/A 310000.00 32786.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGL1 2053-01-01 2.5 N/A 17000.00 13487.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KMSJ5 2051-09-01 2.5 N/A 99000.00 64769.65 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQ2K1 2052-04-01 2.5 N/A 62000.00 50268.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31346Y6S7 2049-12-01 3 N/A 25000.00 5457.67 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BJEZ1 2052-08-01 4.5 N/A 246021.00 209791.13 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132J4DW6 2035-05-01 3.5 N/A 37011873.00 5879637.68 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WLWM2 2039-08-01 6 N/A 1253563.00 1313950.06 Agency Mortgage-Backed 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S6XOOCT0IEG5ABCC6L87 3132DPM96 2053-01-01 6 N/A 135000.00 122421.22 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3132QPD27 2045-04-01 3 N/A 70000.00 15120.05 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128K6LA6 2035-07-01 5 N/A 210502.00 6597.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DN4H3 2052-09-01 4 N/A 150000.00 128324.39 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6A59 2036-11-01 2 N/A 62689.00 40916.05 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WDSP8 2054-06-01 6 N/A 1666210.00 1710719.63 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128P7ST1 2032-03-01 3 N/A 62000.00 6065.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BHSB3 2052-08-01 5 N/A 1549885.00 1414929.88 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133BNA60 2052-09-01 4 N/A 40137.00 35687.39 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128P7QP1 2031-03-01 4.5 N/A 139003.00 5806.60 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWDH3 2052-04-01 2 N/A 44000.00 32201.89 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D55H1 2035-06-01 2 N/A 175000.00 68070.24 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418FBN6 2054-08-01 5.5 N/A 139440450.00 140760021.90 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's P-1 Fitch F1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0535 1000000000.00 1000000000.00 0.0060 N Y Y N HSBC Securities USA, Inc. HSBC Securities USA, Inc. 5.33000000 N/A CYYGQCGNHMHPSMRL3R97 BYD7T1R78 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 3618G0N87 2053-10-20 7.5 N/A 2242064.00 1968723.77 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618FSLF3 2054-01-15 7.5 N/A 3287036.00 3386953.29 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BHLQ7 2053-09-20 7 N/A 3512560.00 3680044.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36178EAX7 2043-04-20 3 N/A 1162325.00 108871.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617JCD40 2049-03-20 5 N/A 90000.00 55062.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJG2 2053-08-15 7 N/A 10499104.00 10907363.70 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36178DZN4 2043-03-20 3 N/A 600000.00 103423.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179Y2N3 2054-07-20 6.5 N/A 58028000.00 59414907.26 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834XW3 2054-08-15 0 N/A 98746.52 28978.06 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36241LNG7 2040-06-15 5.5 N/A 2750000.00 119559.43 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209FCR8 2041-09-15 4 N/A 1000000.00 103586.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36194EJZ3 2046-07-20 3 N/A 1148488.00 125982.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BHLS3 2053-09-20 7 N/A 6397280.00 6681311.49 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F2VU8 2052-12-15 7 N/A 4496520.00 3827742.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617LAMT6 2050-02-20 5 N/A 1031802.00 203074.04 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179NUX4 2028-11-20 4 N/A 1025000.00 58072.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617F2VV6 2052-11-15 6.5 N/A 4186472.00 4228179.07 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HER82 2054-07-20 6.5 N/A 1824004.00 1898164.07 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's NR Fitch NR 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 95000000.00 95000000.00 0.0006 N Y Y N Royal Bank of Canada Royal Bank of Canada 5.32000000 N/A 549300HXQQQCCUBS2Z23 BYD7T1QJ3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 14851300.00 14833408.06 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CAM3 2025-09-30 0.25 N/A 23546300.00 22568216.15 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCP4 2026-07-31 0.625 N/A 5785700.00 5438427.89 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 42000000.00 42000000.00 0.0003 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 5.33000000 N/A 549300HN4UKV1E2R3U73 BYD7T1PW5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA_19-H16A N/A 38380LF24 2069-10-20 0.03479 N/A 39830080.00 1282723.49 Agency Collateralized Mortgage Obligation GNMA_19-96D N/A 38381XE36 2049-08-20 0.64984 N/A 15387232.00 753798.00 Agency Collateralized Mortgage Obligation GNMA_16-84 N/A 38379XFT2 2045-11-16 4.5 N/A 53675264.00 1755625.67 Agency Collateralized Mortgage Obligation FHLMC_5323B N/A 3137HAC61 2051-02-25 2 N/A 30503648.00 2538863.16 Agency Collateralized Mortgage Obligation GNMA_24-H15B N/A 38383KD25 2074-04-20 0 N/A 37755840.00 2374987.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-167 N/A 38380CCX9 2041-09-20 0 N/A 61526912.00 227026.86 Agency Collateralized Mortgage Obligation GNMA_08-79 N/A 38375YSZ6 2038-08-20 6 N/A 7915500.00 49450.11 Agency Collateralized Mortgage Obligation GNMA_20-H17A N/A 38380QLT7 2070-10-20 0.05849 N/A 12495872.00 365696.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379TZD4 2045-04-20 0 N/A 56784320.00 146165.21 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-H22 N/A 38375B7U0 2063-04-20 0.41973 N/A 62849017.00 11175.91 Agency Collateralized Mortgage Obligation GNMA_20-H02B N/A 38380LT60 2070-01-20 0.02901 N/A 23938688.00 622425.15 Agency Collateralized Mortgage Obligation GNMA_15-H11 N/A 38376RAY2 2065-05-20 1.6342 N/A 10094000.00 105091.86 Agency Collateralized Mortgage Obligation FHLMC_5451G N/A 3137HFLG8 2054-09-25 1.1677 N/A 35501952.00 2750236.13 Agency Collateralized Mortgage Obligation GNMA_24-105E N/A 38384MU39 2054-06-20 1.29681 N/A 864000.00 58093.58 Agency Collateralized Mortgage Obligation GNMA_24-3A N/A 38384GW55 2053-09-20 0 N/A 5177616.00 55374.61 Agency Collateralized Mortgage Obligation GNMA_18-H15E N/A 38380LJW4 2068-09-20 0.9736 N/A 518000.00 7981.64 Agency Collateralized Mortgage Obligation GNMA_22-212B N/A 38383LWS5 2052-12-20 1.49681 N/A 22000000.00 1149142.04 Agency Collateralized Mortgage Obligation GNMA_14-H20 N/A 38375UQL7 2064-09-20 1.4958 N/A 999099.00 2502.94 Agency Collateralized Mortgage Obligation FHLMC_5411F N/A 3137HCS29 2054-05-25 1.25116 N/A 61522944.00 3114070.06 Agency Collateralized Mortgage Obligation GNMA_19-H17B N/A 38382AJ71 2069-11-20 0 N/A 47657536.00 1033196.95 Agency Collateralized Mortgage Obligation GNMA_18-H02A N/A 38375U5Q9 2068-01-20 1.38485 N/A 813000.00 22073.28 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3271 N/A 31397FFX5 2036-08-15 0 N/A 138411975.00 265.95 Agency Collateralized Mortgage Obligation GNMA_09-63 N/A 38373M8H6 2051-03-16 0.09563 N/A 263323648.00 15648.68 Agency Collateralized Mortgage Obligation GNMA_14-H12 N/A 38375UJE1 2064-05-20 1.55085 N/A 3281000.00 29834.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376R2X3 2067-04-20 1.56938120058529 N/A 25423008.00 54536.75 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378HJ49 2042-04-20 4 N/A 28828032.00 374014.26 Agency Collateralized Mortgage Obligation Y Fitch F1+ Standard & Poor's A-1 Moody's NR 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 18000000.00 18000000.00 0.0001 N Y Y N Deutsche Bank AG Deutsche Bank AG 5.33000000 N/A 7LTWFZYICNSX8D621K86 BYD7T1RF0 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 24702100.00 27383962.87 U.S. Treasuries (including strips) FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418EZM5 2054-01-01 6 N/A 95284.00 92389.29 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133W6JE8 2054-02-01 6 N/A 7950660.00 7721338.68 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJY8 2034-01-15 1.75 N/A 8866500.00 9097598.96 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GQQ88 2053-12-01 6 N/A 25387332.00 25890040.96 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QTW62 2054-01-01 6.5 N/A 77987180.00 74367652.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3142GQYN6 2054-01-01 6.5 N/A 77897159.00 75116962.83 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WEXR6 2054-06-01 6 N/A 1401000.00 1441780.05 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140A8KV3 2054-02-01 6 N/A 3796663.00 3881589.58 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209XBN9 2028-09-15 6.5 N/A 5020763.00 5732.07 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QU7E0 2054-08-01 5.5 N/A 62553444.00 63575955.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACW66 2054-06-01 5.5 N/A 1768964.00 1760526.76 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACW90 2054-06-01 6 N/A 1077191.00 1109569.84 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133WEXN5 2054-06-01 5.5 N/A 1396366.00 1418855.69 Agency Mortgage-Backed Securities FEDERAL HOME LN MTG CORP MULTI N/A 3137F1G28 2043-05-15 3.5 N/A 33440000.00 32140867.15 Agency Collateralized Mortgage Obligation FHLMC_M044 N/A 3137FG7D1 2046-11-15 3.8 N/A 40000000.00 37581813.32 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XNLZ5 2053-10-01 6 N/A 35826238.00 35613854.46 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWJF1 2053-09-01 5.5 N/A 7218701.00 6843800.60 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418ES50 2053-06-01 5.5 N/A 53100000.00 48675669.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWH22 2053-08-01 5.5 N/A 7126400.00 6669580.77 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 313385BK1 2025-02-03 0 N/A 56028000.00 54866987.78 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 313384H93 2024-10-01 0 N/A 175000.00 174191.85 Agency Debentures and Agency Strips Y Moody's P-1 Fitch F2 Standard & Poor's A-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 500000000.00 500000000.00 0.0030 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LU9 254900HROIFWPRGM1V77 US912797LU95 U.S. Treasury Debt Y Moody's Govt Fitch F1+ Standard & Poor's A-1+ 2024-10-22 2024-10-22 2024-10-22 N N N 0.0483 441503143.15 441503143.15 0.0027 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384P37 2549001DPIFGXC1TOL40 US313384P377 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Moody's Agency Fitch F1+ Standard & Poor's A-1+ 2024-11-12 2024-11-12 2024-11-12 N N N 0.0507 156774422.45 156774422.45 0.0009 N N N N Goldman Sachs & Co. LLC Goldman Sachs & Co. LLC 5.33000000 N/A FOR8UP27PHTHYVLBNG30 BYD7T1QW4 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 1 N/A 3620ARDQ1 2040-08-15 5 N/A 175378.00 17423.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620C0ZL5 2040-06-15 4.5 N/A 1864650.00 62166.25 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VZR4 2050-12-20 2.5 N/A 139601.00 65941.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HCQU8 2054-06-20 6 N/A 324698.00 334388.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618GDUQ1 2059-02-15 5.6 N/A 1000000.00 1054479.50 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36294V5N6 2036-12-15 6 N/A 9905664.00 243209.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HN2Z9 2054-08-20 6 N/A 1705942.00 1762428.02 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36176DHP1 2041-03-15 4 N/A 1432616.00 64847.13 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620AKHC3 2040-12-15 4 N/A 1428106.00 225003.62 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179RLN7 2045-08-20 3 N/A 1281138.00 186378.67 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HJRT5 2054-08-20 6.5 N/A 3177056.00 3302206.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UUM2 2049-06-20 5 N/A 132949.00 12728.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3620ASPX1 2041-07-15 4 N/A 9000000.00 518047.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297F6E7 2040-01-15 5 N/A 37901888.00 1387977.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209FDN6 2041-09-15 4 N/A 5905000.00 586522.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HYYT4 2054-08-20 6 N/A 1150960.00 1179934.65 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36193YEQ5 2046-05-20 4.5 N/A 185000.00 55964.10 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36179RU49 2045-12-20 4 N/A 2400464.00 110628.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2UA8 2046-05-15 3 N/A 1450000.00 729123.83 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179X2L9 2053-05-20 5.5 N/A 825398272.00 772980224.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617YAAY4 2057-06-15 3.2 N/A 5224160.00 4512086.42 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PT9 2045-11-15 0 N/A 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255000076.98 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1+ Moody's P-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 250000000.00 250000000.00 0.0015 N Y Y N BNP Paribas SA BNP Paribas SA 5.39000000 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 197663.48 Agency Collateralized Mortgage Obligation FNMA_19-65 N/A 3136B7AY7 2059-11-25 0.631324 N/A 32166333.00 478641.95 Agency Collateralized Mortgage Obligation FHLMC_5351F N/A 3137HAZQ2 2053-10-25 0 N/A 7783985.00 5663207.12 Agency Collateralized Mortgage Obligation FNMA_22-43F N/A 3136BNTN6 2040-04-25 0.265284 N/A 12686333.00 47356.14 Agency Collateralized Mortgage Obligation FNMA_16-85G N/A 3136AUCT6 2046-11-25 0.63668 N/A 102394.00 1405.17 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFB2 2027-07-31 2.75 N/A 400.00 389.63 U.S. Treasuries (including strips) FREDDIE MAC FHLMC_4056 N/A 3137AQEB0 2027-05-15 3 N/A 30835000.00 37802.44 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5U4 2053-05-20 0 N/A 943836.00 636041.28 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEW7 2027-06-30 3.25 N/A 200.00 198.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEJ6 2027-04-15 0.125 N/A 300.00 318.75 U.S. Treasuries (including strips) GNMA_24-11B N/A 38384G2V1 2054-01-20 0.79681 N/A 8504553.00 369226.95 Agency Collateralized Mortgage Obligation FHLMC_5098B N/A 3137FYGB6 2051-04-25 2.5 N/A 11328400.00 1040834.37 Agency Collateralized Mortgage Obligation GNMA_15-63C N/A 38379PBY2 2040-01-20 0 N/A 41565066.00 156456.41 Agency Collateralized Mortgage Obligation GNMA_23-H21 N/A 38383KDZ2 2073-09-20 0.80752 N/A 889216.00 59497.00 Agency Collateralized Mortgage Obligation GNMA_19-3G N/A 38381BJX3 2049-01-20 5 N/A 7885348.00 215265.29 Agency Collateralized Mortgage Obligation GNMA_14-100A N/A 38379DJC9 2041-04-20 0 N/A 42674465.00 157415.71 Agency Collateralized Mortgage Obligation GNMA_15-121 N/A 38379MQT4 2045-08-20 5.5 N/A 45617045.00 1010023.27 Agency Collateralized Mortgage Obligation FNMA_23-35C N/A 3136BQEY1 2053-07-25 0 N/A 51478488.00 2854223.01 Agency Collateralized Mortgage Obligation FNMA_23-43C N/A 3136BQJT7 2053-04-25 5.5 N/A 19060575.00 3482604.37 Agency Collateralized Mortgage Obligation FEDERAL FARM CREDIT BANKS FUNDING CORP 254900C5LP6DN9OP9V83 3133ENEE6 2036-11-17 2.48 N/A 1000.00 819.98 Agency Debentures and Agency Strips UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKJ9 2027-04-15 4.5 N/A 200.00 206.83 U.S. Treasuries (including strips) GNMA_24-4C N/A 38384HW38 2054-01-20 1.59681 N/A 2089127.00 140211.00 Agency Collateralized Mortgage Obligation GNMA_23-123B N/A 38384CRD3 2053-08-20 0 N/A 100002.00 63088.44 Agency Collateralized Mortgage Obligation GNMA_21-146F N/A 38382WZL4 2051-08-20 2.5 N/A 9058640.00 874983.50 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2N2 2050-08-20 3 N/A 100000.00 7751.93 Agency Collateralized Mortgage Obligation GNMA_24-66D N/A 38383KUL4 2052-01-20 3.5 N/A 29787122.00 6662539.48 Agency Collateralized Mortgage Obligation GNMA_16-29H N/A 38379T4H9 2038-11-20 0 N/A 22783027.00 174194.49 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YWG5 2049-09-20 0.59984 N/A 29250000.00 1574922.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BCJN8 2053-08-20 7 N/A 669043.00 682778.58 Agency Mortgage-Backed Securities GNMA_23-181A N/A 38384FBM3 2053-11-20 0.86681 N/A 55000000.00 4023617.43 Agency Collateralized Mortgage Obligation GNMA_22-170D N/A 38381T3E3 2052-09-20 5.5 N/A 9964214.00 8120993.40 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 100224.00 6738.65 Agency Collateralized Mortgage Obligation GNMA_18-92A N/A 38380XSU2 2046-08-20 0 N/A 68850447.00 440481.69 Agency Collateralized Mortgage Obligation GNMA_24-25C N/A 38384JM27 2054-02-20 0.44681 N/A 100000000.00 3379624.99 Agency Collateralized Mortgage Obligation GNMA_21-57C N/A 38382QAM2 2051-03-20 0.84984 N/A 4525550.00 239991.42 Agency Collateralized Mortgage Obligation FNMA_17-30H N/A 3136AWRD1 2047-05-25 0.791328 N/A 119344842.00 866072.92 Agency Collateralized Mortgage Obligation GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 185306708.00 2053917.46 Agency Collateralized Mortgage Obligation GNMA_16-107F N/A 38379YH27 2045-06-20 4 N/A 22421223.00 236141.01 Agency Collateralized Mortgage Obligation FNSTR_426 N/A 31422MZM1 2052-01-25 2 N/A 7999227.00 952249.25 Agency Collateralized Mortgage Obligation GNMA_20-196B N/A 38382L4G3 2050-12-20 2.5 N/A 12000000.00 1131358.13 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FR4 2025-01-15 2.375 N/A 100.00 165.53 U.S. Treasuries (including strips) GNMA_24-7B N/A 38384GL99 2054-01-20 0.75681 N/A 46224065.00 2291810.27 Agency Collateralized Mortgage Obligation GNMA_17-91A N/A 38376M4J3 2038-11-20 0 N/A 36294701.00 187588.32 Agency Collateralized Mortgage Obligation FNMA_24-29A N/A 3136BRB30 2054-05-25 0.65116 N/A 48989479.00 1947843.10 Agency Collateralized Mortgage Obligation FNMA_21-82C N/A 3136BKEP3 2051-12-25 0.896699 N/A 21791680.00 677819.94 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810PS1 2027-01-15 2.375 N/A 200.00 315.41 U.S. Treasuries (including strips) GNMA_24-48E N/A 38384KHH7 2051-07-20 3 N/A 100032.00 15610.99 Agency Collateralized Mortgage Obligation GNMA_24-48B N/A 38384KHD6 2064-03-20 0 N/A 100000000.00 2615693.88 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 3.28199 N/A 14.00 0.00 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 0.64984 N/A 31245111.00 1556394.27 Agency Collateralized Mortgage Obligation FHLMC_5362G N/A 3137HB6F6 2053-12-25 0.20116 N/A 21849200.00 796101.98 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 6.35319 N/A 8329518.00 5797091.11 Agency Collateralized Mortgage Obligation FREDDIE FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5057 N/A 3137F7LN3 2050-11-25 3 N/A 100000.00 11771.33 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJG7 2030-10-31 4.875 N/A 200.00 215.53 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDC2 2026-10-15 0.125 N/A 100.00 110.85 U.S. Treasuries (including strips) GNMA_17-59D N/A 38376MR33 2042-06-20 0 N/A 23468606.00 128899.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617LNSR6 2050-02-20 3 N/A 16510400.00 8320378.64 Agency Mortgage-Backed Securities FHMS_18-K157 N/A 3137FHQ63 2033-05-25 3.99 N/A 2428.00 2408.31 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 0.63668 N/A 23002308.00 834550.62 Agency Collateralized Mortgage Obligation GNMA_24-66A N/A 38383KUF7 2054-04-20 0.61681 N/A 30000000.00 1521406.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38378ARN3 2040-08-20 5 N/A 63035038.00 8738.35 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFH9 2027-08-31 3.125 N/A 500.00 498.75 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WFJ2 2051-05-20 3.5 N/A 5582320.00 2981676.77 Agency Mortgage-Backed Securities GNMA_19-97B N/A 38381YHN7 2049-08-20 0.64984 N/A 102637180.00 4482363.83 Agency Collateralized Mortgage Obligation FNMA_12-93E N/A 3136A8FN5 2042-09-25 0.58668 N/A 32564675.00 399791.03 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CLG4 2027-08-15 3.75 N/A 200.00 200.28 U.S. Treasuries (including strips) GNMA_19-129F N/A 38381Y7U2 2046-02-20 0 N/A 73811077.00 540933.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJA5 2053-07-15 7 N/A 9117788.00 9464193.60 Agency Mortgage-Backed Securities GNMA_22-159A N/A 38383YKV3 2052-09-20 0.60681 N/A 67810991.00 5340184.04 Agency Collateralized Mortgage Obligation GNMA_19-69G N/A 38381WQR2 2044-07-20 0 N/A 39767332.00 476213.74 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG44 2036-06-20 0 N/A 52040339.00 240798.71 Agency Collateralized Mortgage Obligation GNMA_18-18A N/A 38380KL78 2043-11-20 0 N/A 84926629.00 568691.40 Agency Collateralized Mortgage Obligation GNMA_22-213F N/A 38383LYW4 2052-12-20 6 N/A 4843023.00 3929207.97 Agency Collateralized Mortgage Obligation GNMA_16-121J N/A 38380AC88 2040-12-20 0 N/A 94316353.00 498628.50 Agency Collateralized Mortgage Obligation FNMA_11-146 N/A 3136A3KT7 2042-01-25 0 N/A 12000000.00 1124880.56 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRT8 2053-08-20 0.03 N/A 20000000.00 11394.55 Agency Collateralized Mortgage Obligation GNMA_19-96D N/A 38381XJ23 2049-08-20 4 N/A 4178375.00 190935.49 Agency Collateralized Mortgage Obligation GNMA_15-117D N/A 38379MN67 2039-11-16 3.5 N/A 53546982.00 87219.60 Agency Collateralized Mortgage Obligation GNMA_15-95B N/A 38379NPC0 2045-07-16 4.5 N/A 21045010.00 545082.00 Agency Collateralized Mortgage Obligation FHLMC_5403A N/A 3137HCA44 2054-04-25 0.60116 N/A 40620668.00 2291797.67 Agency Collateralized Mortgage Obligation GNMA_22-101E N/A 38383F6E8 2052-06-20 0.69681 N/A 80000000.00 6276765.10 Agency Collateralized Mortgage Obligation FNMA_20-27G N/A 3136B87M5 2050-05-25 0.58668 N/A 22318291.00 1713761.09 Agency Collateralized Mortgage Obligation FNMA_23-39H N/A 3136BQFV6 2052-07-25 2 N/A 61247017.00 7102640.09 Agency Collateralized Mortgage Obligation GNMA_21-135D N/A 38382XAJ4 2051-08-20 0.84984 N/A 66565610.00 7437071.43 Agency Collateralized Mortgage Obligation GNMA_23-1D N/A 38383VCJ5 2053-01-20 6.30319 N/A 39996999.00 36944175.49 Agency Collateralized Mortgage Obligation FNMA_24-29A N/A 3136BRA98 2054-05-25 0 N/A 3801477.00 3174490.51 Agency Collateralized Mortgage Obligation GNMA_20-16C N/A 38382CQ87 2049-11-20 4.5 N/A 24545218.00 1042899.97 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828V49 2027-01-15 0.375 N/A 200.00 250.72 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHH90 2053-07-15 6.5 N/A 6712828.00 6824005.05 Agency Mortgage-Backed Securities FANNIEMAE-ACES FNA_18-M13 N/A 3136B3DE7 2030-09-25 3.864 N/A 1441486.00 1056816.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618A5X40 2053-07-20 7.5 N/A 1163310.00 1048583.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618BQN93 2053-05-20 6 N/A 3248160.00 3213602.63 Agency Mortgage-Backed Securities GNMA_17-66A N/A 38376UFR5 2041-04-20 0 N/A 63354203.00 262516.31 Agency Collateralized Mortgage Obligation GNMA_22-175D N/A 38383U7L8 2052-10-20 3.10497 N/A 100000.00 84671.44 Agency Collateralized Mortgage Obligation FNMA_19-82A N/A 3136B7V24 2050-01-25 3 N/A 1559.00 713.54 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 24302600.00 22686283.87 U.S. Treasuries (including strips) GNMA_23-187F N/A 38384GNF3 2053-12-20 6.5 N/A 79755.00 70380.51 Agency Collateralized Mortgage Obligation GNMA_24-21A N/A 38384JBJ2 2054-02-20 6.5 N/A 6037.00 5904.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617YCTY0 2052-03-20 4 N/A 9000000.00 7941468.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617VSCL4 2049-07-20 5 N/A 855563.00 328423.53 Agency Mortgage-Backed Securities GNMA_24-48A N/A 38384KHA2 2064-03-20 0.41681 N/A 57504386.00 1222742.80 Agency Collateralized Mortgage Obligation FNMA_19-35J N/A 3136B5HS7 2059-07-25 0.758935 N/A 57174809.00 536604.41 Agency Collateralized Mortgage Obligation FHLMC_5196A N/A 3137H5WH6 2051-07-25 2.5 N/A 11000000.00 1093059.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36176MPQ0 2031-10-20 4.25 N/A 167122.00 27326.14 Agency Mortgage-Backed Securities GNMA_14-99 N/A 38379DDR2 2036-11-20 0 N/A 72459294.00 441224.22 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHY0 2026-09-15 4.625 N/A 200.00 207.01 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828X88 2027-05-15 2.375 N/A 700.00 679.00 U.S. Treasuries (including strips) GNMA_22-197M N/A 38383LFZ8 2052-11-20 3.20172 N/A 2085228.00 2797604.27 Agency Collateralized Mortgage Obligation FNMA_20-M12 N/A 3136B87D5 2029-07-25 1.405 N/A 1461000.00 52932.18 Agency Collateralized Mortgage Obligation GNMA_22-218A N/A 38383L6P0 2052-12-20 1.49681 N/A 31487488.00 2729974.60 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810SK5 2049-11-15 2.375 N/A 42400000.00 30191665.01 U.S. Treasuries (including strips) GNMA_23-187C N/A 38384GMT4 2053-12-20 6.65319 N/A 9327040.00 8253095.41 Agency Collateralized Mortgage Obligation GNMA_14-132 N/A 38379EX49 2044-06-20 5 N/A 16881450.00 177173.90 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YKU7 2053-11-20 6.5 N/A 9369568.00 8450109.97 Agency Mortgage-Backed Securities GNMA_17-132C N/A 38380GZA5 2040-02-20 0 N/A 60685062.00 562515.26 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 11164351.00 1458.63 Agency Collateralized Mortgage Obligation GNMA_14-90M N/A 38379CWZ5 2038-10-20 0 N/A 61239231.00 265806.31 Agency Collateralized Mortgage Obligation GNMA_16-29G N/A 38379T4F3 2042-05-20 0 N/A 40317194.00 155820.95 Agency Collateralized Mortgage Obligation GNMA_23-84S N/A 38384AL50 2053-06-20 0 N/A 3846154.00 2310387.46 Agency Collateralized Mortgage Obligation GNMA_23-H24 N/A 38383KGN6 2073-10-20 0.77258 N/A 100087.00 6592.62 Agency Collateralized Mortgage Obligation GNMA_23-17A N/A 38383VA32 2053-02-20 0.24681 N/A 17781833.00 885700.48 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 6.35319 N/A 35097920.00 28916335.79 Agency Collateralized Mortgage Obligation FHSTR_377 N/A 3133Q5E51 2051-01-25 2 N/A 2981202.00 276895.56 Agency Collateralized Mortgage Obligation GNMA_14-181 N/A 38379HNK7 2040-02-20 0 N/A 26202046.00 97228.21 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 1.18199 N/A 173496003.00 1821819.66 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 1200.00 1149.87 U.S. Treasuries (including strips) GNMA_21-155N N/A 38383AJY1 2051-07-20 0.84984 N/A 10500000.00 1119643.11 Agency Collateralized Mortgage Obligation GNMA_23-76D N/A 38383X4Z4 2053-05-20 6.35319 N/A 8986466.00 6276810.39 Agency Collateralized Mortgage Obligation GNMA_23-53G N/A 38383XH64 2053-04-20 6.20319 N/A 13332409.00 11060999.76 Agency Collateralized Mortgage Obligation GNMA_19-20D N/A 38381RAQ2 2049-02-20 5 N/A 13165001.00 712351.03 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKR1 2027-05-15 4.5 N/A 100.00 103.10 U.S. Treasuries (including strips) FNMA_23-58E N/A 3136BQXU8 2053-12-25 0 N/A 11155688.00 8135858.79 Agency Collateralized Mortgage Obligation GNMA_23-H02A N/A 38382YP49 2073-01-20 0.75502 N/A 117265333.00 6264268.15 Agency Collateralized Mortgage Obligation GNMA_24-7B N/A 38384GL81 2054-01-20 1.04681 N/A 43495046.00 2005949.50 Agency Collateralized Mortgage Obligation FNMA_19-9F N/A 3136B33M0 2049-03-25 0.691092 N/A 82543545.00 1005391.37 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 100000.00 10170.84 Agency Collateralized Mortgage Obligation GNMA_16-135G N/A 38380AL88 2041-08-20 0 N/A 101868319.00 531521.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABBT8 2051-07-20 4 N/A 5645000.00 4483834.63 Agency Mortgage-Backed Securities GNMA_15-95 N/A 38379NPQ9 2043-02-20 6 N/A 5017156.00 96283.68 Agency Collateralized Mortgage Obligation FNMA_20-77A N/A 3136BCVL1 2050-11-25 2.5 N/A 85516200.00 8174099.59 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTW9 2053-11-25 0 N/A 2169288.00 1575064.97 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 199900.00 203996.89 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDF5 2028-10-31 1.375 N/A 4286800.00 3920267.56 U.S. Treasuries (including strips) FNMA_12-51 N/A 3136A55P7 2042-05-25 0.45668 N/A 83979859.00 1652554.67 Agency Collateralized Mortgage Obligation GNMA_22-128L N/A 38383UAR1 2052-07-20 2.08937 N/A 100000.00 92085.62 Agency Collateralized Mortgage Obligation GNMA_15-63A N/A 38379PBG1 2042-03-20 0 N/A 126723829.00 290353.69 Agency Collateralized Mortgage Obligation FNMA_16-95 N/A 3136AUXG1 2033-05-25 5.5 N/A 7124683.00 161016.17 Agency Collateralized Mortgage Obligation FHLMC_3632 N/A 31398WRF3 2040-02-15 0 N/A 2800000.00 640382.70 Agency Collateralized Mortgage Obligation FHLMC_4994 N/A 3137FUF90 2049-02-25 0.13668 N/A 2954322.00 85857.34 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WBZ0 2051-03-20 3 N/A 1137390.00 520049.01 Agency Mortgage-Backed Securities FNMA_21-42D N/A 3136BGAM3 2051-07-25 2.5 N/A 997045.00 681201.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XJMQ0 2052-04-15 4 N/A 484357.00 460060.41 Agency Mortgage-Backed Securities GNMA_20-11C N/A 38382B5H2 2048-10-20 0 N/A 2509233.00 21172.51 Agency Collateralized Mortgage Obligation GNMA_22-178C N/A 38383US76 2052-10-20 6 N/A 11244882.00 9679781.84 Agency Collateralized Mortgage Obligation GNMA_23-153H N/A 38384E6L4 2053-10-20 0 N/A 4285714.00 2865456.20 Agency Collateralized Mortgage Obligation GNMA_23-98F N/A 38384BYC9 2053-07-20 0 N/A 990049.00 720131.85 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128282L3 2027-07-15 0.375 N/A 200.00 247.61 U.S. Treasuries (including strips) FHLMC_5062C N/A 3137F8TX1 2051-01-25 0.95116 N/A 19200000.00 2164241.72 Agency Collateralized Mortgage Obligation GNMA_23-22H N/A 38383VVM7 2053-02-20 6 N/A 3952329.00 3317026.25 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRQ4 2053-08-20 0 N/A 512003.00 357616.95 Agency Collateralized Mortgage Obligation GNMA_14-69 N/A 38379BG28 2037-09-20 0 N/A 104785743.00 352345.86 Agency Collateralized Mortgage Obligation GNMA_24-66C N/A 38383KUK6 2051-12-20 3 N/A 14357184.00 2939042.52 Agency Collateralized Mortgage Obligation FNMA_16-1 N/A 3136AQG46 2046-02-25 0.68668 N/A 69174285.00 1210842.99 Agency Collateralized Mortgage Obligation GNMA_23-153C N/A 38384E5S0 2053-10-20 0 N/A 3846154.00 2761034.05 Agency Collateralized Mortgage Obligation FNMA_20-34G N/A 3136BAJA3 2050-06-25 0.58668 N/A 31926820.00 2462183.48 Agency Collateralized Mortgage Obligation GNMA_20-191H N/A 38382MHM4 2050-12-20 4 N/A 20869473.00 2411922.36 Agency Collateralized Mortgage Obligation GNMA_14-129G N/A 38379GLA3 2041-10-20 0 N/A 42270863.00 115269.15 Agency Collateralized Mortgage Obligation FHLMC_5349A N/A 3137HARN8 2053-10-25 0.35116 N/A 100011.00 4235.35 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMT6 2041-04-20 0 N/A 58404259.00 201459.76 Agency Collateralized Mortgage Obligation FNMA_19-67H N/A 3136B65K5 2041-08-25 0.28668 N/A 134968778.00 3793375.34 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 100.00 100.85 U.S. Treasuries (including strips) GNMA_15-152C N/A 38379FAR0 2040-05-20 0 N/A 30325747.00 126799.72 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618AVAP1 2058-04-15 4.67 N/A 3449330.00 3394790.78 Agency Mortgage-Backed Securities GNMA_23-1A N/A 38383VAE8 2053-01-20 1.79681 N/A 20937735.00 1870742.88 Agency Collateralized Mortgage Obligation FNMA_19-41A N/A 3136B5SJ5 2049-08-25 0.63668 N/A 146920181.00 8024932.06 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 212429.05 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31358DDR2 2030-05-15 0 N/A 1337000.00 1058854.53 Agency Debentures and Agency Strips Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-09-03 2024-09-06 2024-09-06 Y BNP PARIBAS SA 1.0000 7 N Standard & Poor's A+ Moody's Aa3 Fitch A+ N N 0.0539 400000000.00 400000000.00 0.0024 N N Y N BNP Paribas SA BNP Paribas SA 5.33000000 N/A R0MUWSFPU8MPRO8K5P83 BYD7T1PH8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FHLMC_5344A N/A 3137HAN28 2053-10-25 0 N/A 199213.00 148453.79 Agency Collateralized Mortgage Obligation GNMA_23-H24 N/A 38383KGN6 2073-10-20 0.77258 N/A 51724351.00 3407022.35 Agency Collateralized Mortgage Obligation FHLMC_3762 N/A 3137A3QU6 2040-11-15 1.13199 N/A 24978398.00 181380.55 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVP1 2053-02-25 6 N/A 26128219.00 4757374.93 Agency Collateralized Mortgage Obligation GNMA_19-69B N/A 38381WPY8 2049-06-20 0.64984 N/A 22804857.00 623987.74 Agency Collateralized Mortgage Obligation GNMA_20-17E N/A 38382CH46 2050-02-20 5.5 N/A 17088939.00 863308.96 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128337U8 2033-11-15 0 N/A 40.56 28.12 U.S. Treasuries (including strips) GNMA_22-170D N/A 38381T3E3 2052-09-20 5.5 N/A 77416045.00 63095312.01 Agency Collateralized Mortgage Obligation GNMA_23-60D N/A 38383XPD0 2053-04-20 0.24681 N/A 200000000.00 5960988.97 Agency Collateralized Mortgage Obligation GNMA_23-164J N/A 38384D7N1 2053-11-20 1.74681 N/A 12904008.00 1189978.10 Agency Collateralized Mortgage Obligation GNMA_24-H02C N/A 38383KNJ7 2074-01-20 0.75114 N/A 11387746.00 697796.59 Agency Collateralized Mortgage Obligation GNMA_22-114B N/A 38383TGW7 2052-06-20 2.4227 N/A 3537100.00 3390316.47 Agency Collateralized Mortgage Obligation GNMA_23-H28D N/A 38383KLV2 2073-12-20 0.6739 N/A 100030176.00 5868656.79 Agency Collateralized Mortgage Obligation FNMA_17-74B N/A 3136AX4Y8 2047-10-25 0.73668 N/A 13709000.00 501892.61 Agency Collateralized Mortgage Obligation GNMA_24-97A N/A 38384PPQ7 2054-06-20 6.5 N/A 7678655.00 7146156.38 Agency Collateralized Mortgage Obligation FHLMC_4900G N/A 3137FMZC9 2049-07-25 0.58668 N/A 47997410.00 1635160.92 Agency Collateralized Mortgage Obligation GNMA_24-62E N/A 38384MEB9 2054-04-20 0 N/A 50000000.00 1879936.29 Agency Collateralized Mortgage Obligation GNMA_22-197J N/A 38383LEZ9 2043-12-16 0.54688 N/A 20827808.00 1467661.74 Agency Collateralized Mortgage Obligation GNMA_18-125A N/A 38380Y3P8 2048-09-20 0.74984 N/A 23937761.00 694309.90 Agency Collateralized Mortgage Obligation FNMA_22-14A N/A 3136BL2M1 2052-03-25 1.344778 N/A 67899628.00 1517642.59 Agency Collateralized Mortgage Obligation GNMA_23-4C N/A 38383VKR8 2053-01-20 1.49681 N/A 19801791.00 1812259.08 Agency Collateralized Mortgage Obligation FNMA_10-46 N/A 31398PTY5 2040-05-25 0 N/A 51833334.00 410525.12 Agency Collateralized Mortgage Obligation FNMA_20-54E N/A 3136BBGP1 2050-08-25 0 N/A 201887262.00 552621.25 Agency Collateralized Mortgage Obligation GNMA_23-H27B N/A 38383KJA1 2073-11-20 0.68146 N/A 24491687.00 1422966.09 Agency Collateralized Mortgage Obligation GNMA_19-70L N/A 38381V2Z2 2049-06-20 0.64984 N/A 30227653.00 377016.35 Agency Collateralized Mortgage Obligation FHLMC_3864 N/A 3137ABET4 2041-05-15 0 N/A 2260208.00 280771.61 Agency Collateralized Mortgage Obligation GNMA_20-165Q N/A 38382K5E9 2050-11-20 2.5 N/A 12950336.00 1245568.18 Agency Collateralized Mortgage Obligation GNMA_18-H03B N/A 38375U5D8 2068-02-20 0.9004 N/A 102723931.00 1771967.80 Agency Collateralized Mortgage Obligation FHLMC_5445D N/A 3137HDWM8 2054-08-25 1.70116 N/A 36962800.00 3212188.30 Agency Collateralized Mortgage Obligation FNMA_12-86A N/A 3136A7PS5 2042-08-25 0.03668 N/A 119725333.00 1055918.56 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 1.59681 N/A 11437011.00 767590.88 Agency Collateralized Mortgage Obligation FNMA_13-110 N/A 3136AGW24 2043-11-25 0 N/A 2255000.00 90554.96 Agency Collateralized Mortgage Obligation GNMA_22-121B N/A 38383UCB4 2052-07-20 0.64681 N/A 6863184.00 562471.74 Agency Collateralized Mortgage Obligation GNMA_22-128L N/A 38383UAR1 2052-07-20 2.08937 N/A 5181096.00 4771044.34 Agency Collateralized Mortgage Obligation GNMA_22-H23 N/A 38382YZL0 2072-10-20 0.68885 N/A 132611160.00 7286308.91 Agency Collateralized Mortgage Obligation FHSTR_390 N/A 31325YXS2 2052-11-15 4.5 N/A 16913598.00 3265842.70 Agency Collateralized Mortgage Obligation GNMA_18-H04D N/A 38380VPH8 2068-03-20 1.01579 N/A 114460684.00 2996283.91 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5K6 2053-05-20 0.14681 N/A 50000000.00 2097963.91 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VN30 2050-06-20 3 N/A 212289203.00 61199971.87 Agency Mortgage-Backed Securities GNMA_21-135D N/A 38382XAJ4 2051-08-20 0.84984 N/A 22765952.00 2543535.78 Agency Collateralized Mortgage Obligation FHLMC_4923 N/A 3137FPZ73 2048-04-25 0.53668 N/A 33156137.00 1924389.42 Agency Collateralized Mortgage Obligation GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 10450707.00 115834.39 Agency Collateralized Mortgage Obligation GNMA_23-H23E N/A 38383KGM8 2073-09-20 0.72218 N/A 98361262.00 5463744.09 Agency Collateralized Mortgage Obligation GNMA_23-79F N/A 38384AY98 2053-06-20 0.69681 N/A 51000000.00 1961074.07 Agency Collateralized Mortgage Obligation FNMA_19-42F N/A 3136B5WC5 2059-08-25 0.673854 N/A 52871645.00 795388.88 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 0.63668 N/A 29394336.00 1066460.87 Agency Collateralized Mortgage Obligation GNMA_24-48E N/A 38384KHH7 2051-07-20 3 N/A 47637549.00 7434314.09 Agency Collateralized Mortgage Obligation FHLMC_3747 N/A 31398QUP0 2040-10-15 1.03199 N/A 48956061.00 191215.42 Agency Collateralized Mortgage Obligation FNMA_18-53D N/A 3136B2PA4 2048-07-25 0.911167 N/A 4577758.00 44442.11 Agency Collateralized Mortgage Obligation FNMA_21-34B N/A 3136BHVN6 2041-06-25 3 N/A 10831627.00 651464.62 Agency Collateralized Mortgage Obligation FNMA_12-56A N/A 3136A6VU5 2042-06-25 0.43668 N/A 100000000.00 1113368.54 Agency Collateralized Mortgage Obligation FHLMC_5357E N/A 3137HAXT8 2053-11-25 0 N/A 3571430.00 2851406.93 Agency Collateralized Mortgage Obligation FNMA_10-113B N/A 31398T7D7 2040-10-25 1.13668 N/A 111111111.00 284897.83 Agency Collateralized Mortgage Obligation GNMA_22-136K N/A 38383UQK9 2052-08-20 0.69681 N/A 11923051.00 669963.93 Agency Collateralized Mortgage Obligation GNMA_23-98D N/A 38384BYY1 2053-07-20 2.37379 N/A 7692308.00 6224914.18 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCJC5 2050-11-25 2.5 N/A 405440.00 43699.01 Agency Collateralized Mortgage Obligation GNMA_23-82B N/A 38384AT94 2053-06-20 6.5 N/A 156376014.00 143938768.31 Agency Collateralized Mortgage Obligation FNMS_409 N/A 3136FLFV3 2042-04-25 4.5 N/A 37849930.00 717202.65 Agency Collateralized Mortgage Obligation FNMA_24-2D N/A 3136BQR68 2053-12-25 6 N/A 2646946.00 599238.40 Agency Collateralized Mortgage Obligation GNMA_23-66H N/A 38384ARV7 2053-05-20 0.79681 N/A 11344100.00 484324.03 Agency Collateralized Mortgage Obligation GNMA_24-H01 N/A 38383KNL2 2074-01-20 0.86947 N/A 2741241.00 197534.96 Agency Collateralized Mortgage Obligation GNMA_21-136A N/A 38382WQ75 2051-08-20 0 N/A 71854440.00 1476874.32 Agency Collateralized Mortgage Obligation FNMA_19-M17 N/A 3136B56F7 2034-08-25 0.418 N/A 50000000.00 671150.09 Agency Collateralized Mortgage Obligation GNMA_24-27B N/A 38384JES9 2054-02-20 5.5 N/A 10943485.00 2075738.91 Agency Collateralized Mortgage Obligation GNMA_21-215B N/A 38383D2X5 2051-12-20 3 N/A 33173222.00 2957852.35 Agency Collateralized Mortgage Obligation FNMA_23-40E N/A 3136BQGW3 2053-09-25 0 N/A 2574216.00 1893743.44 Agency Collateralized Mortgage Obligation FNMA_07-30 N/A 31396VJN9 2037-04-25 1.27668 N/A 48672317.00 501355.77 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 0.63668 N/A 10045249.00 689749.00 Agency Collateralized Mortgage Obligation GNMA_24-80B N/A 38384NMR3 2054-05-20 0 N/A 100000000.00 3932186.51 Agency Collateralized Mortgage Obligation GNMA_14-8 N/A 38378P8A9 2044-01-16 0 N/A 198453000.00 387059.17 Agency Collateralized Mortgage Obligation FNMA_21-26C N/A 3136BHEZ8 2041-05-25 3.5 N/A 100000.00 6397.18 Agency Collateralized Mortgage Obligation FHLMC_5431A N/A 3137HDPS3 2054-07-25 0 N/A 100005.00 80256.25 Agency Collateralized Mortgage Obligation GNMA_24-44J N/A 38384K2M2 2054-03-20 0.04681 N/A 11228800.00 711616.74 Agency Collateralized Mortgage Obligation GNMA_20-30A N/A 38382DYS2 2050-03-20 0.59984 N/A 10560142.00 762256.30 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 0.53668 N/A 118886400.00 942466.96 Agency Collateralized Mortgage Obligation FNMA_24-8A N/A 3136BQU72 2054-03-25 1.65116 N/A 36491173.00 2909888.68 Agency Collateralized Mortgage Obligation GNMA_24-40C N/A 38384K3D1 2054-01-20 6 N/A 25236083.00 3313778.55 Agency Collateralized Mortgage Obligation GNMA_22-H24A N/A 38382YF57 2072-11-20 0.57026 N/A 114599552.00 5783080.28 Agency Collateralized Mortgage Obligation GNMA_23-112J N/A 38384CX95 2053-08-20 0.34681 N/A 30000000.00 1265876.29 Agency Collateralized Mortgage Obligation FNMA_21-34G N/A 3136BHVZ9 2049-12-25 0.53668 N/A 45340933.00 2447886.69 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2N2 2050-08-20 3 N/A 2293043.00 177754.95 Agency Collateralized Mortgage Obligation FHLMC_4904E N/A 3137FNA91 2049-08-25 0.58668 N/A 12900000.00 293669.44 Agency Collateralized Mortgage Obligation FNMA_11-51D N/A 31397UJZ3 2041-06-25 1.11668 N/A 285132064.00 680469.29 Agency Collateralized Mortgage Obligation FNMA_15-91 N/A 3136AQTM2 2045-12-25 0.750785 N/A 82366191.00 403318.58 Agency Collateralized Mortgage Obligation FNMA_20-50A N/A 3136BAZS6 2050-07-25 4.5 N/A 16731000.00 1267321.26 Agency Collateralized Mortgage Obligation FNMA_17-10C N/A 3136AVPP8 2047-03-25 0.657824 N/A 129096691.00 812076.16 Agency Collateralized Mortgage Obligation GNMA_21-41N N/A 38382PCP5 2050-10-20 2 N/A 420434.00 28268.28 Agency Collateralized Mortgage Obligation GNMA_21-16G N/A 38382NAN7 2051-01-20 2.5 N/A 100000.00 8142.96 Agency Collateralized Mortgage Obligation FHLMC_5437C N/A 3137HF5U5 2054-08-25 1.75116 N/A 17288115.00 1505885.00 Agency Collateralized Mortgage Obligation FHLMC_5077G N/A 3137F95U1 2048-08-15 4.5 N/A 16943817.00 1400901.11 Agency Collateralized Mortgage Obligation GNMA_20-36A N/A 38382DS83 2050-03-20 0 N/A 200000000.00 1190661.39 Agency Collateralized Mortgage Obligation FHLMC_5104B N/A 3137H02J6 2051-02-25 4 N/A 21080560.00 2331223.11 Agency Collateralized Mortgage Obligation GNMA_22-5A N/A 38383FE66 2052-01-20 0 N/A 59441293.00 842327.53 Agency Collateralized Mortgage Obligation GNMA_23-H06B N/A 38382YZ89 2073-02-20 1.11982 N/A 12500493.00 955296.30 Agency Collateralized Mortgage Obligation FNMA_16-40J N/A 3136ASM78 2046-07-25 0.987465 N/A 157677272.00 741542.49 Agency Collateralized Mortgage Obligation Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 406000000.00 406000000.00 0.0024 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797HP5 254900HROIFWPRGM1V77 US912797HP56 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-11-29 2024-11-29 2024-11-29 N N N 0.0488 2957553780.71 2957553780.71 0.0177 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.34000000 N/A X574KRZ6V5A7UBU45C31 BYD7SV4L7 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 64934750.83 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 63625000.00 63625000.00 0.0004 N Y Y N Federal Farm Credit Bank Variable Rate Notes Federal Farm Credit Bank Variable Rate Notes 5.42999880 3133ERJN2 254900C5LP6DN9OP9V83 US3133ERJN27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Fitch AA+ Moody's Agency 2024-09-03 2026-06-26 2026-06-26 N N N 0.0555 230507482.41 230507482.41 0.0014 N N N N Prudential Insurance Co. of America Prudential Insurance Co. of America 5.34000000 N/A X574KRZ6V5A7UBU45C31 BYD7SV528 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 9128337W4 2034-11-15 0 N/A 60000000.00 39803140.00 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch F1+ 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 39000000.00 39000000.00 0.0002 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.33000160 3130B0SF7 2549001DPIFGXC1TOL40 US3130B0SF73 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2024-09-03 2024-09-09 2024-09-09 N N N 0.0601 514776256.05 514776256.05 0.0031 N N Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 5.35000000 N/A 549300H47WTHXPU08X20 BYD7T1QV6 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 04.000 CIFS2506 N/A 3140XHYC5 2037-07-01 4 N/A 26000.00 19139.07 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4624 N/A 31418ED64 2052-06-01 3 N/A 1000.00 799.04 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0184 N/A 3140NGF21 2053-05-01 5 N/A 2000.00 1838.73 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4042 N/A 31418DP48 2035-06-01 2 N/A 1000.00 382.02 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4204 N/A 31418DU67 2040-12-01 2 N/A 56017.00 31572.88 Agency Mortgage-Backed Securities FEPC 05.000 CLRJ1260 N/A 3142GRMJ6 2054-04-01 5 N/A 90292.00 89161.44 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2440 N/A 3140F9WA9 2047-01-01 3.5 N/A 4002.00 750.81 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6867 N/A 3140QSTZ4 2053-08-01 5.5 N/A 225000.00 213532.66 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2183 N/A 3140Q9M91 2048-08-01 4 N/A 1024.00 292.07 Agency Mortgage-Backed Securities FNMS 03.500 CIAD5132 N/A 31418SV22 2026-02-01 3.5 N/A 15158433.00 178012.22 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8194 N/A 3132DWC76 2052-02-01 2.5 N/A 122706.00 90074.55 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4182 N/A 31418DUG5 2050-11-01 2 N/A 61000.00 35269.88 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 37979913.00 21490362.73 Agency Mortgage-Backed Securities FNMS 02.500 CTCA9358 N/A 3140QHMG7 2041-03-01 2.5 N/A 200000.00 128358.18 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8289 N/A 3140QUF76 2054-04-01 5 N/A 17999552.00 17890117.04 Agency Mortgage-Backed Securities 03.000 FGPC G16550 G N/A 3128MFQB7 2033-05-01 3 N/A 8542000.00 1359498.83 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7026 N/A 3140QEYY2 2050-09-01 2.5 N/A 55000.00 32901.64 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2866 N/A 3138EKFG5 2042-11-01 3.5 N/A 1000.00 149.85 Agency Mortgage-Backed Securities FNMS 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Securities FNMS 02.500 CLCB2548 N/A 3140QMZN7 2052-01-01 2.5 N/A 809000.00 589747.56 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2727 N/A 3132DQA48 2052-04-01 3.5 N/A 20905348.00 17318960.47 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0609 N/A 3140QKVB1 2051-05-01 2.5 N/A 44000.00 28699.79 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 N/A 194024.00 166825.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6155 N/A 3140NAZV8 2053-02-01 5 N/A 61000.00 47800.09 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8019 N/A 3140QF4D8 2050-12-01 2 N/A 10825588.00 7304012.51 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8806 N/A 3140XCYC6 2051-09-01 2.5 N/A 73000.00 51439.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9859523.00 9561774.39 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 16941324.00 5194766.85 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7351 N/A 3140QFEZ8 2050-10-01 2 N/A 28757974.00 17242400.00 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4481 N/A 31418D6T4 2051-10-01 4 N/A 89000.00 42117.02 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2420 N/A 3140XHVN4 2052-07-01 3.5 N/A 139873.00 112388.24 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5309 N/A 3132DS3S9 2054-04-01 5.5 N/A 17000.00 17128.84 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7063 N/A 3140QSZ53 2053-09-01 7 N/A 7090.00 6244.36 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5328 N/A 31418E4N7 2054-04-01 6 N/A 1894194.00 1847277.70 Agency Mortgage-Backed Securities FNMS 05.500 CLBW4044 N/A 3140MVP69 2052-07-01 5.5 N/A 1129111.00 896074.86 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0407 N/A 3133CQNY7 2054-07-01 6.5 N/A 2000.00 2082.92 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6324 N/A 3140QEA28 2050-07-01 2.5 N/A 25944.00 13851.72 Agency Mortgage-Backed Securities FEPC 05.500 CLQI9629 N/A 3133WGVW2 2054-07-01 5.5 N/A 2000.00 2048.07 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8360 N/A 3132DWJD6 2053-09-01 4.5 N/A 204000.00 191669.70 Agency Mortgage-Backed Securities FEPC 06.000 CLQH0395 N/A 3133CCNL6 2053-08-01 6 N/A 70000.00 68057.15 Agency Mortgage-Backed Securities FNMS 05.000 CLFM5900 N/A 3140X9RW7 2050-06-01 5 N/A 6725722.00 1939699.40 Agency Mortgage-Backed Securities FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 N/A 50000.00 42448.09 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3836 N/A 3140XKHN3 2053-01-01 4.5 N/A 450009.00 389841.99 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5375 N/A 3140X86M4 2047-06-01 4.5 N/A 72143.00 34327.24 Agency Mortgage-Backed Securities FEPC 04.000 CLZL7657 N/A 3131XPQJ0 2044-01-01 4 N/A 1200000.00 205847.72 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2057 N/A 3133BBJA8 2052-05-01 3.5 N/A 60000.00 49664.37 Agency Mortgage-Backed Securities FNMS 04.500 CLBT8185 N/A 3140LXCX1 2052-06-01 4.5 N/A 112334.00 96699.00 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7122 N/A 3140AG4G6 2054-07-01 6 N/A 17061.00 17312.54 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3497 N/A 3140XJ3F8 2052-08-01 3.5 N/A 154382.00 130856.20 Agency Mortgage-Backed Securities FNMS 06.500 CLDB9887 N/A 3140AK6Z3 2054-08-01 6.5 N/A 1000.00 1045.97 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8023 N/A 3140XP4H9 2050-08-01 3 N/A 13642263.00 12094095.55 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8189 N/A 3132DWC27 2052-01-01 2.5 N/A 76115.00 54984.92 Agency Mortgage-Backed Securities FEPC 06.500 CLQI9966 N/A 3133WHCB7 2054-07-01 6.5 N/A 2000.00 2082.27 Agency Mortgage-Backed Securities FNMS 02.000 REBQ5447 N/A 3140KRBR9 2050-10-01 2 N/A 100000.00 60177.23 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4443 N/A 3140X75D7 2050-09-01 3 N/A 66184.00 31991.12 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1772 N/A 3142GR6J4 2054-06-01 5.5 N/A 1024.00 1003.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4946 N/A 3133BSP71 2052-12-01 6 N/A 1000.00 870.76 Agency Mortgage-Backed Securities FEPC 05.000 CLSD5388 N/A 3132DS6Z0 2054-04-01 5 N/A 10764192.00 10633225.87 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2477 N/A 3140Q9XF5 2048-10-01 4.5 N/A 89732714.00 27194962.34 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 N/A 3138WHER9 2046-06-01 3 N/A 36130663.00 5869894.24 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3058 N/A 3140M4MG0 2051-12-01 2.5 N/A 1000.00 740.05 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6691 N/A 3140QSNH0 2053-07-01 5 N/A 39619199.00 36696967.65 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 153371.00 147707.39 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8290 N/A 3140XQF85 2053-09-01 5.5 N/A 8462405.00 8485002.47 Agency Mortgage-Backed Securities 03.500 FGPC G60713 G N/A 31335AYJ1 2046-09-01 3.5 N/A 551000.00 104320.85 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 18207544.00 6254011.03 Agency Mortgage-Backed Securities FNMS 03.500 CRAB6825 N/A 31417DSP9 2042-11-01 3.5 N/A 25000000.00 2815690.46 Agency Mortgage-Backed Securities 04.500 FGPC Q02014 G N/A 3132GFGX9 2041-07-01 4.5 N/A 19614892.00 1988663.66 Agency Mortgage-Backed Securities FEPC 02.000 CISB0950 N/A 3132CXBT8 2037-02-01 2 N/A 261000.00 210611.58 Agency Mortgage-Backed Securities FEPC 03.000 CISB8021 N/A 3132D54E9 2034-12-01 3 N/A 1288000.00 240740.63 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 112000.00 41571.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1914 N/A 3140XHDU8 2051-08-01 3 N/A 4909208.00 3650391.73 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8200 N/A 3132DWDD2 2052-03-01 2.5 N/A 120000.00 88366.66 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0886 N/A 3138EG6Y5 2038-10-01 6.5 N/A 3926340.00 208338.71 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4803 N/A 31418EKR0 2052-11-01 3.5 N/A 1000.00 851.64 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 2243493.00 1910931.41 Agency Mortgage-Backed Securities FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 N/A 5183560.00 412018.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2087 N/A 3133CSJ85 2054-08-01 5.5 N/A 1024.00 1037.29 Agency Mortgage-Backed Securities 04.500 FGPC Q49641 G N/A 3132WPWB9 2047-06-01 4.5 N/A 8184585.00 2233143.05 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7702 N/A 3140NCRY7 2053-02-01 6.5 N/A 100000.00 78964.62 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 N/A 22517472.00 9775682.32 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1051 N/A 3132DNEY5 2052-07-01 4 N/A 1000.00 836.44 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2674 N/A 3140X56L2 2050-03-01 4 N/A 299000.00 76093.49 Agency Mortgage-Backed Securities FNMS 06.000 CLDC2357 N/A 3140APTP9 2054-09-01 6 N/A 2848772.00 2940993.40 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8823 N/A 3140QUYV2 2054-07-01 6.5 N/A 34998590.00 35435570.40 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9814 N/A 31417G3Y0 2043-07-01 3 N/A 170588.00 36942.25 Agency Mortgage-Backed Securities FNMS 06.000 CLBX7636 N/A 3140NCPW3 2053-06-01 6 N/A 5624400.00 5171416.65 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4811 N/A 3140XLKZ0 2049-07-01 3.5 N/A 5214136.00 4377101.12 Agency Mortgage-Backed Securities FNMS 07.500 CLBX4678 N/A 3140N9FU5 2053-01-01 7.5 N/A 1233394.00 1279316.98 Agency Mortgage-Backed Securities FNMS 02.000 CIMA3983 N/A 31418DM90 2035-04-01 2 N/A 211606.00 46116.66 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9680 N/A 3140NEXJ9 2053-04-01 5.5 N/A 1000.00 881.04 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4928 N/A 3140XLPN2 2050-06-01 3.5 N/A 231221.00 198256.82 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9022 N/A 3140QVAY0 2054-08-01 6.5 N/A 1994841.00 2108206.36 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1224 N/A 31329JLD7 2042-06-01 3.5 N/A 40405689.00 4977410.77 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 N/A 853000.00 838997.10 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9491 N/A 3140XDRM0 2051-11-01 2.5 N/A 47000.00 32728.49 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4800 N/A 3140QQKN4 2052-10-01 4.5 N/A 505000.00 433345.13 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 55620.00 55481.46 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5209 N/A 3140XLYF9 2053-07-01 6 N/A 64000.00 62141.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8029 N/A 3133BH4N3 2052-08-01 5 N/A 24047867.00 20070367.16 Agency Mortgage-Backed Securities FNMS 03.500 CIFS0566 N/A 3140XFTY7 2036-12-01 3.5 N/A 49000.00 26746.72 Agency Mortgage-Backed Securities 05.500 FGPC G04013 G N/A 3128M5YJ3 2038-01-01 5.5 N/A 3160240.00 85973.83 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2838 N/A 3140QNEL2 2052-02-01 2 N/A 204470.00 145731.34 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9400 N/A 3140NSNS9 2053-09-01 6 N/A 2376331.00 2294000.41 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4654 N/A 31418EE48 2052-07-01 3.5 N/A 298001.00 245728.04 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9865 N/A 3138ER6B1 2047-02-01 3 N/A 1000.00 240.20 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4075 N/A 3140XKQ52 2053-04-01 5 N/A 75000.00 67366.41 Agency Mortgage-Backed Securities FEPC 06.500 CLQI6864 N/A 3133WDTV4 2054-06-01 6.5 N/A 1000.00 1040.76 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4103 N/A 3140QPRZ2 2052-07-01 5 N/A 200000.00 171958.85 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8089 N/A 3140AH7B2 2054-07-01 6.5 N/A 2000.00 2128.40 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6075 N/A 3140QRXD0 2053-04-01 5.5 N/A 82550142.00 75753337.82 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8340 N/A 3140QUHS8 2054-04-01 6 N/A 27863682.00 27223224.59 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6203 N/A 3140NA3M3 2053-02-01 6 N/A 1024.00 888.30 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2151 N/A 3140QML93 2051-11-01 2.5 N/A 1000.00 721.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5876 N/A 3140XMQ66 2052-05-01 2.5 N/A 2721240.00 2214265.19 Agency Mortgage-Backed Securities FNMS 05.290 CZ918572 N/A 31411YQZ9 2047-04-01 5.29 N/A 299691.00 72018.82 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4016 N/A 3140QBPA0 2049-08-01 3 N/A 222000.00 59749.89 Agency Mortgage-Backed Securities FNMS 04.500 CLAS8336 N/A 3138WJHN1 2046-11-01 4.5 N/A 7734492.00 2398189.30 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 14673494.00 13946366.20 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5968 N/A 3140XMT22 2053-10-01 6 N/A 342272.00 330767.75 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7512 N/A 3132DVKZ7 2050-02-01 3 N/A 42136958.00 17695394.43 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2632 N/A 3140Q94S9 2048-11-01 4 N/A 1035.00 256.91 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2473 N/A 3140XHXB8 2052-07-01 5 N/A 84041.00 70224.76 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5951 N/A 3140AFTH9 2054-06-01 6 N/A 2006.00 2054.36 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7756 N/A 3140XBTN0 2036-06-01 2 N/A 137000.00 84881.87 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5565 N/A 3140XMFF8 2052-11-01 5 N/A 2048.00 1954.78 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2914 N/A 3140XJGY3 2052-09-01 4.5 N/A 1225000.00 1040915.43 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1081 N/A 3140XGFX2 2052-03-01 2.5 N/A 132239.00 95619.85 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6913 N/A 3140QEVF6 2050-09-01 2.5 N/A 4161418.00 2074521.39 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2426 N/A 3140L0VU8 2051-01-01 2 N/A 70000.00 43578.05 Agency Mortgage-Backed Securities FNMS 02.000 CICB0420 N/A 3140QKPE2 2036-05-01 2 N/A 11728386.00 7167647.04 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5589 N/A 3140XMF76 2053-07-01 5.5 N/A 88260.00 79374.10 Agency Mortgage-Backed Securities 04.500 FGPC V84771 G N/A 3132LAJQ6 2048-10-01 4.5 N/A 2968289.00 590914.84 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4161 N/A 3140M5TT2 2053-09-01 5.5 N/A 8392647.00 8200906.17 Agency Mortgage-Backed Securities FNMS 03.000 CLCA5496 N/A 3140QDDA9 2050-04-01 3 N/A 1047000.00 516192.75 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6012 N/A 3133KMVD4 2051-10-01 3 N/A 1000.00 753.97 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1377 N/A 3140MSQ73 2052-12-01 4 N/A 2158728.00 1994989.48 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7917 N/A 3138WHYP1 2046-09-01 3.5 N/A 12985380.00 3935570.56 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2078 N/A 3138YTJY1 2045-09-01 3.5 N/A 29364704.00 10775976.51 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7624 N/A 3140XPPJ2 2054-03-01 6.5 N/A 160352.00 158850.49 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2886 N/A 3132DQF35 2053-05-01 6 N/A 51134.00 47020.35 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5602 N/A 3140QRGL1 2053-02-01 6 N/A 31692566.00 27433516.24 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7065 N/A 3140XNZ72 2053-03-01 3 N/A 47000.00 40631.13 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3104 N/A 3140QNNW8 2052-03-01 2.5 N/A 95000.00 68628.70 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4212 N/A 3140QPVE4 2052-07-01 4.5 N/A 2000.00 1733.89 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7507 N/A 3132DVKU8 2049-11-01 3 N/A 1000.00 414.17 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1357 N/A 3142GRQK9 2054-04-01 6.5 N/A 1219844.00 1204785.14 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7724 N/A 3140XPSN0 2048-02-01 3 N/A 9929247.00 8762628.63 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7553 N/A 3133KPMA3 2052-06-01 4 N/A 1024.00 825.79 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 N/A 2159044.00 2010645.89 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9344 N/A 3140NSL28 2053-08-01 6 N/A 1918992.00 1776026.99 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5411 N/A 3140JNAM2 2049-04-01 4.5 N/A 17913316.00 4866017.38 Agency Mortgage-Backed Securities FNMS 04.500 CTBM5440 N/A 3140JABJ6 2038-11-01 4.5 N/A 8000.00 1685.03 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9044 N/A 3140XDBN5 2051-10-01 3 N/A 217843.00 143301.28 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4496 N/A 31418D7J5 2036-12-01 1.5 N/A 75110.00 50723.92 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 N/A 45318.00 40344.92 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6738 N/A 3140QEPY2 2050-08-01 3 N/A 170859.00 75075.08 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4759 N/A 3140XLJD1 2037-04-01 2.5 N/A 50000.00 39454.13 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7172 N/A 3140A76J8 2053-12-01 7 N/A 1033700.00 208876.68 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4495 N/A 3140XK7H7 2052-03-01 3.5 N/A 10490384.00 8406991.02 Agency Mortgage-Backed Securities FNMS 02.500 CIBO4725 N/A 3140K0HB7 2034-11-01 2.5 N/A 438984.00 145531.81 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 N/A 248212.00 227787.50 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8362 N/A 3132DWJF1 2053-09-01 5.5 N/A 575013.00 545149.93 Agency Mortgage-Backed Securities FEPC 02.000 CIQN2792 N/A 3133G9C56 2035-07-01 2 N/A 3001.00 1252.78 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1500000.00 152834.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAK9435 N/A 3138EEPV5 2042-03-01 3.5 N/A 417712285.00 40269046.57 Agency Mortgage-Backed Securities FNMS 03.000 CLBW9776 N/A 3140N22J9 2048-06-01 3 N/A 139000.00 117294.98 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1421 N/A 3140M2SK9 2052-01-01 3 N/A 2167957.00 1639380.32 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3345 N/A 31418CWF7 2028-04-01 3.5 N/A 6999.00 802.82 Agency Mortgage-Backed Securities FNMS 03.025 CLAP8394 N/A 3138MCKG8 2042-08-01 3.025 N/A 120863.00 68015.44 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5917 N/A 3140QRSF1 2053-03-01 6 N/A 1287949.00 1254730.61 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8313 N/A 3132DWGW7 2053-04-01 4 N/A 125000.00 112255.50 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7338 N/A 3140QFEL9 2050-10-01 2 N/A 9202109.00 5380414.88 Agency Mortgage-Backed Securities FEPC 03.000 CLRA4919 N/A 3133KLPC5 2051-03-01 3 N/A 1000.00 487.57 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0131 N/A 3140FXED0 2056-08-01 3.5 N/A 90000.00 28937.07 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2847 N/A 3140XJEV1 2052-08-01 4 N/A 50000.00 41834.55 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6262 N/A 3140QR5Y5 2053-05-01 6 N/A 28675274.00 26263962.29 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7558 N/A 3132DVMF9 2053-02-01 5 N/A 87615482.00 77684374.00 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5108 N/A 31418EVA5 2053-08-01 6 N/A 70644385.00 65193517.25 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4599 N/A 31418EDD9 2052-05-01 3 N/A 15000.00 11835.57 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8752 N/A 3140QGWN3 2051-01-01 2 N/A 12258133.00 7458542.62 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1514 N/A 3132DNVF7 2052-08-01 5 N/A 1024.00 839.91 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6330 N/A 3140NBA84 2053-02-01 5.5 N/A 1200.00 1044.42 Agency Mortgage-Backed Securities FNMS 02.525 CLAU0627 N/A 3138WZVV1 2043-05-01 2.525 N/A 238128.00 51906.35 Agency Mortgage-Backed Securities FEPC 05.000 CLQF3223 N/A 3133BQSL1 2052-11-01 5 N/A 134000.00 123903.46 Agency Mortgage-Backed Securities FEPC 04.000 CISB0368 N/A 3132CWMR2 2034-03-01 4 N/A 115000.00 40980.85 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ1442 N/A 3133CRS79 2054-08-01 6 N/A 1000.00 1024.28 Agency Mortgage-Backed Securities FEPC 04.500 CISB8205 N/A 3132D6DJ6 2038-01-01 4.5 N/A 330000.00 249974.25 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4018 N/A 3140XKPC8 2052-07-01 3 N/A 280000.00 226794.96 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8469 N/A 3140XQMT1 2054-07-01 5.5 N/A 21654036.00 21990743.44 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8213 N/A 3132DWDS9 2052-05-01 3 N/A 25000.00 19686.96 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8191 N/A 3132DWC43 2052-01-01 3.5 N/A 47000.00 32372.08 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6753 N/A 3140QSQF1 2053-07-01 6 N/A 400000.00 374518.60 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5125 N/A 3140XLVT2 2051-10-01 2.5 N/A 87999.00 70016.05 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8162 N/A 3132DWB77 2051-08-01 3 N/A 8000.00 4750.92 Agency Mortgage-Backed Securities FNMS 05.000 GLAB0459 N/A 31416VQM9 2039-02-01 5 N/A 46209728.00 1870882.14 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3432 N/A 3132DQY59 2053-07-01 6 N/A 100000.00 92192.93 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1626 N/A 3140XGYY9 2052-04-01 2.5 N/A 100000.00 74210.12 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2755 N/A 3140QNBZ4 2052-02-01 3 N/A 225000.00 168776.67 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0322 N/A 3133CQLB9 2054-07-01 6.5 N/A 3000.00 3108.71 Agency Mortgage-Backed Securities FEPC 02.500 CISB0732 N/A 3132CWY57 2037-06-01 2.5 N/A 1725000.00 1322459.87 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8552 N/A 3140QUQE9 2054-05-01 6.5 N/A 18158801.00 18733697.64 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8398 N/A 3132DWKK8 2054-01-01 7 N/A 5608376.00 5032009.28 Agency Mortgage-Backed Securities FNMS 03.500 CLBM1867 N/A 3140J6CD7 2047-10-01 3.5 N/A 3815318.00 1012443.39 Agency Mortgage-Backed Securities FNMS 03.000 CLBV5657 N/A 3140MKJB9 2052-04-01 3 N/A 549671.00 428337.20 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8365 N/A 3140N1JK0 2052-08-01 4.5 N/A 1000.00 887.25 Agency Mortgage-Backed Securities FNMS 04.500 I3BF0328 N/A 3140FXLJ9 2048-07-01 4.5 N/A 312001.00 142788.30 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4174 N/A 3140M5T88 2053-08-01 6 N/A 3686486.00 3662872.47 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2913 N/A 3132DQGW0 2053-05-01 5.5 N/A 125000.00 112690.38 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4466 N/A 31418D6C1 2051-11-01 2.5 N/A 291130.00 203627.78 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1517 N/A 3142GRVK3 2054-05-01 5.5 N/A 1000.00 989.57 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1590 N/A 3140XGXU8 2052-04-01 2.5 N/A 45000.00 32380.89 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4893 N/A 3132DSNJ7 2054-02-01 6 N/A 1011.00 1002.88 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1458 N/A 3140XGTQ2 2050-03-01 3.5 N/A 100000.00 65836.70 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 N/A 1003.00 312.04 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8262 N/A 3132DWFB4 2052-09-01 2.5 N/A 75000.00 58796.35 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5673 N/A 3140XMJT4 2053-02-01 4 N/A 170000.00 153275.57 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5339 N/A 31418E4Z0 2044-04-01 5.5 N/A 81564.00 77072.16 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7148 N/A 3140QS5J6 2053-09-01 7 N/A 4009877.00 3813009.15 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0419 N/A 3132DMPC3 2048-02-01 3.5 N/A 536748.00 244486.85 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ3387 N/A 3133CTXQ7 2054-09-01 6 N/A 873919.00 901410.16 Agency Mortgage-Backed Securities FEPC 04.500 CLSD3772 N/A 3132E0FM9 2053-06-01 4.5 N/A 50000.00 47290.50 Agency Mortgage-Backed Securities FNMS 07.000 CLDA5760 N/A 3140A6MJ2 2053-12-01 7 N/A 5181144.00 5045862.51 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8090 N/A 3132DV7B5 2050-09-01 2 N/A 64000.00 33794.51 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6195 N/A 3138WF3D6 2045-11-01 3.5 N/A 18935522.00 5336110.34 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0898 N/A 3140N47L5 2052-10-01 4.5 N/A 467458.00 413875.57 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 1147871.00 1053863.27 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9473 N/A 3133KRQ23 2053-07-01 5.5 N/A 4233869.00 4086933.59 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 N/A 1000.00 719.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8293 N/A 3140LXGB5 2052-08-01 5 N/A 4400426.00 3872775.70 Agency Mortgage-Backed Securities FNMS 04.000 CLAU5883 N/A 3138X5RD1 2043-09-01 4 N/A 13793671.00 2420077.21 Agency Mortgage-Backed Securities FEPC 02.000 CLQB4985 N/A 3133ABRE2 2050-11-01 2 N/A 100000.00 57962.56 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1722 N/A 3132DN4F7 2052-10-01 4 N/A 2024.00 1755.64 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6300 N/A 3140MYAA0 2052-08-01 5 N/A 19238416.00 15713766.14 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4186 N/A 3140NLUL1 2053-07-01 5.5 N/A 1119149.00 1066665.95 Agency Mortgage-Backed Securities FNMS 03.500 CLAB6017 N/A 31417CVK8 2042-08-01 3.5 N/A 2474324.00 200739.39 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8206 N/A 3132DWDK6 2052-04-01 3 N/A 34000.00 26312.14 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 N/A 2008.00 1778.44 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5314 N/A 3140QQ3Y9 2052-12-01 6 N/A 7404880.00 7004512.34 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3839 N/A 3132E0HQ8 2053-09-01 5.5 N/A 50000.00 48625.12 Agency Mortgage-Backed Securities FNMS 04.000 CLBV7630 N/A 3140MMPQ5 2052-04-01 4 N/A 5047270.00 4699245.56 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1538 N/A 3142GRV80 2054-05-01 6.5 N/A 1024.00 1031.30 Agency Mortgage-Backed Securities FEPC 03.000 CLQC6768 N/A 3133ARQV0 2051-09-01 3 N/A 330000.00 215267.71 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 N/A 1829630.00 1693733.14 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2961 N/A 3132DQJE7 2052-11-01 5 N/A 1000.00 859.86 Agency Mortgage-Backed Securities FNMS 03.000 CTFM8772 N/A 3140XCXA1 2040-07-01 3 N/A 215000.00 116389.87 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8113 N/A 3132DWAN3 2050-12-01 2 N/A 1000.00 595.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3010 N/A 3132DQKX3 2053-06-01 5.5 N/A 30000.00 27678.34 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8386 N/A 3132DWJ79 2053-12-01 7 N/A 31200.00 27681.40 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1968 N/A 3142GSFJ2 2054-07-01 6 N/A 1003.00 1026.07 Agency Mortgage-Backed Securities FEPC 07.000 CLQI5823 N/A 3133WCPG3 2054-05-01 7 N/A 2308472.00 2425120.27 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2245 N/A 3132DPP69 2052-12-01 5.5 N/A 100000.00 89878.20 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5773 N/A 3140QRMX8 2053-02-01 5.5 N/A 7247008.00 6824416.64 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4465 N/A 31418D6B3 2051-11-01 2 N/A 206650.00 144860.95 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6013 N/A 3140X9VF9 2036-01-01 2 N/A 1000.00 576.23 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6119 N/A 3140NAYR8 2053-01-01 6 N/A 1000.00 752.51 Agency Mortgage-Backed Securities FNMS 07.000 CLBY7158 N/A 3140NP5U0 2053-08-01 7 N/A 1000.00 1037.87 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5354 N/A 31418E5Q9 2054-05-01 6 N/A 662141.00 651809.91 Agency Mortgage-Backed Securities 03.000 FGPC U79020 G N/A 3132G5AW9 2028-08-01 3 N/A 1750000.00 122473.70 Agency Mortgage-Backed Securities FEPC 06.500 CLSD7566 N/A 3132DVMP7 2054-01-01 6.5 N/A 78184675.00 77935024.73 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4152 N/A 3140M5TJ4 2053-08-01 5.5 N/A 2093656.00 1696802.25 Agency Mortgage-Backed Securities FNMS 02.500 CLBU5890 N/A 3140M7RL7 2051-12-01 2.5 N/A 84547.00 53800.96 Agency Mortgage-Backed Securities FEPC 01.500 CLQC0897 N/A 3133AJ7J6 2051-04-01 1.5 N/A 930000.00 551453.66 Agency Mortgage-Backed Securities FEPC 02.500 CIQN1767 N/A 3133G76C2 2035-04-01 2.5 N/A 117000.00 33613.52 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5133 N/A 3140QQV36 2052-11-01 5.5 N/A 22746528.00 20496390.94 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0838 N/A 3140XF4Y4 2052-01-01 3.5 N/A 55000.00 40924.98 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5013 N/A 3140A5SB5 2053-11-01 6.5 N/A 76000.00 72770.29 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 N/A 38797256.00 32694545.84 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4699 N/A 31418EGH7 2052-08-01 3.5 N/A 38000.00 31999.61 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6634 N/A 3140QSLQ2 2053-06-01 5.5 N/A 8712574.00 8579985.45 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3941 N/A 3140XKLX6 2053-02-01 5 N/A 100000.00 92544.46 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4783 N/A 31418EJ50 2052-10-01 4 N/A 39000.00 33511.95 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1356 N/A 3142GRQJ2 2054-04-01 6.5 N/A 20221014.00 20415152.62 Agency Mortgage-Backed Securities FNMS 02.000 CLFS5805 N/A 3140XMNX0 2052-02-01 2 N/A 56000.00 43961.59 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9265 N/A 3133KRJJ4 2053-06-01 5.5 N/A 23203658.00 21917606.45 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8579 N/A 3140QGQ91 2051-01-01 2 N/A 19031633.00 11199128.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0044 N/A 3140MRBN6 2052-07-01 5 N/A 300000.00 227965.64 Agency Mortgage-Backed Securities 04.000 FGPC Q52158 G N/A 3132XUMG7 2047-11-01 4 N/A 2027.00 696.15 Agency Mortgage-Backed Securities FNMS 04.500 CIFS4267 N/A 3140XKW55 2038-03-01 4.5 N/A 100000.00 80863.39 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5166 N/A 3133KYW39 2042-07-01 3 N/A 130000.00 103778.27 Agency Mortgage-Backed Securities FNMS 06.500 CLFS8312 N/A 3140XQGW1 2054-05-01 6.5 N/A 22447121.00 22577328.80 Agency Mortgage-Backed Securities FNMS 03.500 CLCA1182 N/A 3140Q8J48 2048-02-01 3.5 N/A 352000.00 92840.80 Agency Mortgage-Backed Securities FEPC 04.000 CLQE7123 N/A 3133BG4G0 2052-08-01 4 N/A 1590603.00 1428231.85 Agency Mortgage-Backed Securities FNMS 04.500 CLBD2377 N/A 3140F9UB9 2046-12-01 4.5 N/A 1400000.00 154091.99 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5136 N/A 3140QQV69 2052-11-01 5.5 N/A 1705233.00 1486507.68 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8555 N/A 3140QUQH2 2054-05-01 6.5 N/A 21200438.00 21790051.03 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8166 N/A 3132DWCB7 2051-09-01 2 N/A 1000.00 685.52 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1300 N/A 3132DNNR0 2052-07-01 5 N/A 141986.00 121061.01 Agency Mortgage-Backed Securities FNMS 03.500 CLBH5754 N/A 3140GUMC8 2047-11-01 3.5 N/A 4115332.00 1323883.54 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8989 N/A 3133WF7A9 2054-07-01 6 N/A 2000.00 2066.18 Agency Mortgage-Backed Securities FEPC 05.000 CLQF5465 N/A 3133BTCA6 2052-12-01 5 N/A 100000.00 87148.17 Agency Mortgage-Backed Securities FEPC 03.500 CISB0921 N/A 3132CXAW2 2038-07-01 3.5 N/A 84000.00 72102.29 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ2088 N/A 3133CSJ93 2054-08-01 6 N/A 1008.00 1032.47 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0319 N/A 3133CQK87 2054-07-01 6.5 N/A 3000.00 3107.87 Agency Mortgage-Backed Securities FEPC 05.000 CISB8318 N/A 3132D6G38 2039-08-01 5 N/A 76642.00 75977.99 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8893 N/A 3133KQ3A2 2053-04-01 6 N/A 24403223.00 22674966.02 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3957 N/A 3132E0ME9 2053-10-01 6 N/A 1024.00 989.76 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3532 N/A 3138EK4S1 2042-09-01 3.5 N/A 92608113.00 13620146.58 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2856 N/A 3140QNE65 2052-02-01 2.5 N/A 132734.00 95432.13 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3789 N/A 3140ADF71 2054-05-01 6 N/A 328168.00 334776.78 Agency Mortgage-Backed Securities FNMS 02.000 CIFM4075 N/A 3140X7Q51 2035-09-01 2 N/A 8021584.00 4407429.24 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8167 N/A 3132DWCC5 2051-09-01 2.5 N/A 2000.00 1370.28 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1872 N/A 3132DPCH9 2052-11-01 5.5 N/A 4072912.00 3693029.99 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8718 N/A 3140QUVL7 2054-06-01 6.5 N/A 3242454.00 3369235.61 Agency Mortgage-Backed Securities FEPC 01.500 3PQU7709 N/A 3133JLR68 2051-01-01 1.5 N/A 105000.00 68793.61 Agency Mortgage-Backed Securities FEPC 03.500 CISB8170 N/A 3132D6CF5 2037-08-01 3.5 N/A 43000.00 31800.01 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5338 N/A 3140HJ4Y4 2048-07-01 4.5 N/A 1069.00 239.68 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6718 N/A 3140XNPC2 2053-12-01 5.5 N/A 12688320.00 12429912.75 Agency Mortgage-Backed Securities FNMS 03.000 CRAL5166 N/A 3138EMW49 2033-11-01 3 N/A 2370.00 402.69 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7519 N/A 3140QFK99 2050-11-01 2 N/A 30328980.00 17925084.13 Agency Mortgage-Backed Securities FEPC 05.000 CLQF9757 N/A 3133BXZW4 2053-04-01 5 N/A 1006270.00 822469.75 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8146 N/A 3132DWBP7 2051-05-01 2 N/A 260000.00 168056.10 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6255 N/A 3140QR5R0 2053-05-01 5.5 N/A 938763.00 877895.03 Agency Mortgage-Backed Securities FNMS 03.500 CIFM7877 N/A 3140XBXF2 2036-03-01 3.5 N/A 13000.00 6236.21 Agency Mortgage-Backed Securities FNMS 06.500 CLDC0286 N/A 3140AMJ85 2054-06-01 6.5 N/A 2316396.00 2416187.05 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2225 N/A 3133C2PJ1 2053-05-01 5.5 N/A 861463.00 811230.38 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 98000.00 82509.22 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1719 N/A 3142GR4D9 2054-06-01 6 N/A 5105875.00 5133290.55 Agency Mortgage-Backed Securities FEPC 01.500 CLRA4537 N/A 3133KLBE6 2051-02-01 1.5 N/A 100000.00 61322.31 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4633 N/A 3140QQEF8 2052-09-01 5.5 N/A 429169.00 379628.84 Agency Mortgage-Backed Securities FNMS 05.000 CLBO0498 N/A 3140JURU0 2049-04-01 5 N/A 1020542.00 178139.32 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ1578 N/A 3133CRXF5 2054-08-01 6.5 N/A 2000.00 2074.28 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 39130.00 36394.41 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9215 N/A 3140GYGZ6 2048-01-01 3.5 N/A 168000.00 28854.67 Agency Mortgage-Backed Securities FEPC 03.500 CLQA3869 N/A 31339UJN1 2049-10-01 3.5 N/A 757000.00 205601.09 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 N/A 20215968.00 11441543.50 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1605376.00 315621.97 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8319 N/A 3140XQG50 2054-06-01 5.5 N/A 14738846.00 15101019.97 Agency Mortgage-Backed Securities FNMS 02.500 CTFM8134 N/A 3140XCBC1 2041-07-01 2.5 N/A 200000.00 139175.12 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5684 N/A 3140QDJ62 2050-05-01 2.5 N/A 80492894.00 40702385.68 Agency Mortgage-Backed Securities 04.000 FGPC Q53692 G N/A 3132XWC66 2048-01-01 4 N/A 41192961.00 5285690.33 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 N/A 1000.00 230.08 Agency Mortgage-Backed Securities FNMS 04.000 CLCB2689 N/A 3140QM7B4 2052-01-01 4 N/A 1000.00 774.17 Agency Mortgage-Backed Securities FNMS 04.500 CLBY7077 N/A 3140NP2K5 2053-08-01 4.5 N/A 1909370.00 1844437.92 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 N/A 31418EHJ2 2052-09-01 4 N/A 304650.00 260043.69 Agency Mortgage-Backed Securities FNMS 04.500 CLBD9278 N/A 3140FHJY4 2046-11-01 4.5 N/A 165000.00 45619.85 Agency Mortgage-Backed Securities FNMS 03.000 CIFS4061 N/A 3140XKQP8 2037-10-01 3 N/A 50000.00 39837.96 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2751 N/A 3140XJBV4 2052-09-01 4.5 N/A 200000.00 178632.40 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6096 N/A 3133BTXZ8 2053-01-01 6 N/A 35000.00 33599.50 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5286 N/A 3140AE2U2 2054-06-01 6 N/A 1000.00 1027.86 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7222 N/A 3140XBAY6 2051-05-01 2.5 N/A 3000.00 2210.14 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8148 N/A 3132DWBR3 2051-05-01 3 N/A 128000.00 67077.81 Agency Mortgage-Backed Securities FNMS 08.000 CLBY9934 N/A 3140NTBC5 2053-12-01 8 N/A 1133741.00 1044039.63 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3415 N/A 31418CYM0 2048-07-01 4 N/A 74000.00 7019.35 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3642 N/A 3132E0BK7 2053-09-01 6 N/A 200000.00 188797.22 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4390 N/A 3140L22Y8 2051-03-01 2 N/A 7800000.00 4925980.51 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3100 N/A 3140E7NS5 2046-01-01 3.5 N/A 5843539.00 886382.03 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5995 N/A 3140QRUV3 2053-03-01 4.5 N/A 11246950.00 10540168.10 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7918 N/A 3140QFYQ6 2050-11-01 2 N/A 1024.00 609.36 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3575 N/A 3140XJ6M0 2052-09-01 4.5 N/A 29700.00 26234.90 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0416 N/A 3132DMN92 2043-01-01 3.5 N/A 1000.00 462.59 Agency Mortgage-Backed Securities FEPC 03.500 CTSC0321 N/A 3132D9LA0 2042-10-01 3.5 N/A 90000.00 73316.18 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0898 N/A 3140XF7L9 2052-02-01 3 N/A 350000.00 259130.18 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4067 N/A 3140QPQV2 2052-07-01 4.5 N/A 1723996.00 1544432.81 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2429 N/A 3140Q9VX8 2048-10-01 4 N/A 100107145.00 25074976.95 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7713 N/A 3140QFSB6 2050-11-01 2 N/A 13571903.00 7920108.90 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4618 N/A 3140XLDY1 2051-02-01 4.5 N/A 100000.00 91382.71 Agency Mortgage-Backed Securities FNMS 07.000 CLDB7314 N/A 3140AHDU3 2054-07-01 7 N/A 2313944.00 2439839.04 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5648 N/A 3140MXH23 2052-10-01 4.5 N/A 1237600.00 1151503.35 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5218 N/A 3140QQYQ2 2052-12-01 5 N/A 817128.00 797600.81 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8173 N/A 3132DWCJ0 2051-10-01 2.5 N/A 474000.00 328164.57 Agency Mortgage-Backed Securities FNMS 04.000 CLBX3198 N/A 3140N7RU6 2052-12-01 4 N/A 69000.00 58837.35 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4156 N/A 31418DTN2 2035-10-01 2.5 N/A 496000.00 190864.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 N/A 21614806.00 4963842.78 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0982 N/A 3140XGCU1 2052-03-01 3 N/A 83000.00 63960.46 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8804 N/A 3140QGYA9 2051-02-01 2 N/A 9204590.00 5629188.75 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5673 N/A 3133BTJS0 2053-01-01 5.5 N/A 3371712.00 3092826.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBO0611 N/A 3140JUVD3 2049-05-01 4 N/A 1562090.00 648194.24 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3460 N/A 3140J7Z24 2033-01-01 3.5 N/A 1857855.00 463442.84 Agency Mortgage-Backed Securities FNMS 03.000 CIFS1278 N/A 3140XGM48 2037-04-01 3 N/A 129447.00 85902.47 Agency Mortgage-Backed Securities FEPC 02.000 CLSD2903 N/A 3132DQGL4 2051-03-01 2 N/A 1000.00 760.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBC1516 N/A 3140EVVJ3 2046-08-01 4 N/A 3662336.00 659198.91 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5160 N/A 3140QQWW1 2052-11-01 6.5 N/A 32242756.00 27197541.15 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5005 N/A 3133KYR27 2039-07-01 3 N/A 2494755.00 358873.54 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7564 N/A 3132DVMM4 2053-06-01 5 N/A 546000.00 502395.03 Agency Mortgage-Backed Securities FEPC 03.500 CIZS7974 N/A 3132A82F5 2032-09-01 3.5 N/A 15850000.00 1674551.48 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3559 N/A 3140QN5V0 2052-04-01 2 N/A 225969.00 171214.15 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4377 N/A 3140XK2K5 2052-04-01 3 N/A 14000.00 11584.24 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 N/A 8000.00 6206.59 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1131 N/A 3132DNHG1 2052-07-01 4 N/A 214000.00 179365.90 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5389 N/A 31418E7B0 2054-06-01 6 N/A 1000.00 994.69 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8928 N/A 3140XQ4N4 2054-09-01 6 N/A 1122017.00 1149570.75 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7231 N/A 3140K3A93 2050-01-01 3.5 N/A 3000000.00 1514171.07 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7119 N/A 3140QS4D0 2053-09-01 6 N/A 19183256.00 16916074.30 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5276 N/A 3140QQ2J3 2052-12-01 5 N/A 5790510.00 4858864.12 Agency Mortgage-Backed Securities FNMS 02.500 ZLFP0015 N/A 3140XTAR2 2050-09-25 2.5 N/A 1274379.00 955649.23 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8000 N/A 3140XP3J6 2054-05-01 6 N/A 8612224.00 8855123.72 Agency Mortgage-Backed Securities 04.000 FGPC U90067 G N/A 3132H3CC5 2042-08-01 4 N/A 1100000.00 146666.80 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4160 N/A 31418DTS1 2050-10-01 3 N/A 3000.00 1100.98 Agency Mortgage-Backed Securities FEPC 05.500 CLQH8790 N/A 3133CMXT6 2054-02-01 5.5 N/A 1128030.00 1133365.27 Agency Mortgage-Backed Securities FNMS 05.000 CTAL1768 N/A 3138EH6E7 2031-05-01 5 N/A 658567.00 29110.80 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3906 N/A 31418DKU5 2050-01-01 3.5 N/A 191000.00 30119.85 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4435 N/A 31418D4V1 2051-09-01 4 N/A 200000.00 110644.86 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 N/A 11632735.00 10403271.91 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0062 N/A 3140QKB80 2051-04-01 2.5 N/A 22078336.00 14258839.00 Agency Mortgage-Backed Securities FNMS 04.500 CTFM3321 N/A 3140X6VP3 2038-11-01 4.5 N/A 136000.00 39426.20 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7161 N/A 3140XN5X8 2054-02-01 6.5 N/A 3820068.00 3761150.39 Agency Mortgage-Backed Securities 03.500 FGPC Q53694 G N/A 3132XWC82 2048-01-01 3.5 N/A 20401824.00 5492933.02 Agency Mortgage-Backed Securities 07.000 FGPC G60552 G N/A 31335ATH1 2031-12-01 7 N/A 3750003.00 460931.38 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5860 N/A 3133BFQM5 2052-07-01 4 N/A 9677968.00 8045780.55 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4947 N/A 3140XLP93 2053-01-01 4 N/A 8939904.00 7961505.59 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3704 N/A 31418DDJ8 2049-06-01 3.5 N/A 995050.00 47565.06 Agency Mortgage-Backed Securities 03.000 FGPC C91707 G N/A 3128P73Q4 2033-06-01 3 N/A 1000.00 148.26 Agency Mortgage-Backed Securities FEPC 05.000 CISB8272 N/A 3132D6FM7 2038-12-01 5 N/A 1000000.00 890183.61 Agency Mortgage-Backed Securities FEPC 02.500 CLSD3478 N/A 3132DQ2K1 2052-04-01 2.5 N/A 13000.00 10540.22 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 N/A 105000.00 101979.71 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 N/A 420042.00 389242.40 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3361 N/A 3140QNWX6 2052-04-01 3 N/A 36000.00 28492.21 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 N/A 3132DWHH9 2053-06-01 6 N/A 1042240.00 947726.04 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4640 N/A 31418EEN6 2037-06-01 3.5 N/A 40000.00 28070.46 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9286 N/A 3140QHJ89 2051-02-01 2.5 N/A 13710832.00 8730915.75 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8226 N/A 3132DWD75 2052-07-01 3.5 N/A 845430.00 695104.47 Agency Mortgage-Backed Securities 2 3/4 NOTE H 25 N/A 9128283Z1 2025-02-28 2.75 N/A 37000.00 37141.13 U.S. Treasuries (including strips) FNMS 02.000 CLBT0121 N/A 3140LND38 2051-06-01 2 N/A 176000.00 114517.64 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1857 N/A 3132AEB21 2049-03-01 4.5 N/A 2064.00 641.43 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7334 N/A 3140QFEG0 2050-10-01 2 N/A 11782331.00 7126739.74 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5813 N/A 3132DTN63 2054-07-01 6 N/A 36043203.00 36861150.67 Agency Mortgage-Backed Securities FNMS 03.000 CLBT9390 N/A 3140LYNG4 2051-11-01 3 N/A 2656355.00 1948812.30 Agency Mortgage-Backed Securities FNMS 02.000 CICB1469 N/A 3140QLT30 2036-08-01 2 N/A 2833087.00 1748766.11 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4041 N/A 3140XKP38 2053-03-01 5.5 N/A 1044000.00 963714.66 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0568 N/A 3132DMTZ8 2051-02-01 2 N/A 2931680.00 1818192.24 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8379 N/A 3132DWJY0 2053-10-01 4 N/A 1000.00 923.85 Agency Mortgage-Backed Securities FEPC 04.000 CLQC9480 N/A 3133AUQ92 2051-10-01 4 N/A 66000.00 46460.68 Agency Mortgage-Backed Securities FNMS 03.000 CL890673 N/A 31410LQ21 2047-08-01 3 N/A 250000.00 61987.66 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8237 N/A 3132DWEJ8 2052-08-01 4 N/A 258341.00 221876.00 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1098 N/A 3132DNGF4 2052-01-01 2.5 N/A 35000.00 25629.83 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0699 N/A 3142GQX56 2054-01-01 6 N/A 14078165.00 14241329.24 Agency Mortgage-Backed Securities FEPC 02.500 CISB0762 N/A 3132CWZ31 2037-04-01 2.5 N/A 4046000.00 2993291.86 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3834 N/A 31418DHL9 2049-11-01 3 N/A 443003.00 77394.45 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8258 N/A 3132DWE74 2052-10-01 5 N/A 28000.00 24431.09 Agency Mortgage-Backed Securities FNMS 07.000 CLFS5897 N/A 3140XMRT5 2053-09-01 7 N/A 21676128.00 20469737.28 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0764 N/A 3140XFZ61 2047-02-01 2 N/A 235000.00 171389.60 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8871 N/A 3140QG2D8 2051-02-01 3 N/A 48697.00 35396.20 Agency Mortgage-Backed Securities FEPC 01.500 CIRC1880 N/A 3133L8CR4 2036-03-01 1.5 N/A 1000.00 556.35 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 N/A 141000.00 131292.55 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1671 N/A 3140XG2D0 2052-05-01 4 N/A 92000.00 72299.17 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4682 N/A 3140J9FY2 2045-01-01 4 N/A 36100941.00 9319850.55 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0054 N/A 3140QKBY3 2046-04-01 2 N/A 44376576.00 29350542.29 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3744 N/A 3140XKES5 2051-07-01 2 N/A 200000.00 151038.60 Agency Mortgage-Backed Securities FNMS 05.500 CLFS2857 N/A 3140XJE74 2050-04-01 5.5 N/A 111000.00 87331.10 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9570 N/A 3133KRT38 2053-08-01 6 N/A 40604086.00 37283043.58 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8256 N/A 3132DWE58 2052-10-01 4 N/A 234000.00 201953.44 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4517 N/A 3140J9AT8 2048-09-01 4 N/A 14588656.00 1896566.49 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8648 N/A 3140XCTE8 2051-09-01 3 N/A 100000.00 65214.25 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9611 N/A 3133KRVC5 2053-08-01 5 N/A 1000.00 944.50 Agency Mortgage-Backed Securities 03.500 FGPC Q08394 G N/A 3132GTUT2 2042-05-01 3.5 N/A 1000.00 168.26 Agency Mortgage-Backed Securities FNMS 05.500 CLBW8764 N/A 3140N1W25 2052-10-01 5.5 N/A 3575416.00 3306114.17 Agency Mortgage-Backed Securities FEPC 04.000 CLQE2601 N/A 3133BB3J6 2052-05-01 4 N/A 100000.00 79649.82 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1925 N/A 3140MTD75 2052-06-01 4.5 N/A 316656.00 254556.03 Agency Mortgage-Backed Securities FNMS 03.000 CKAS8184 N/A 3138WJCW6 2046-10-01 3 N/A 2381000.00 326938.90 Agency Mortgage-Backed Securities FNMS 04.500 REAL8405 N/A 3138ETKT2 2041-05-01 4.5 N/A 6030475.00 566779.33 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8030 N/A 3140XP4Q9 2054-05-01 6 N/A 4609360.00 4706592.23 Agency Mortgage-Backed Securities FNMS 03.000 CTAR1033 N/A 3138NXEF0 2033-02-01 3 N/A 1707695.00 255377.96 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8813 N/A 3140XCYK8 2051-09-01 3.5 N/A 200000.00 112019.83 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 9371408.00 8716875.48 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1244 N/A 3140QLL20 2051-07-01 2.5 N/A 3170000.00 2192356.00 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4442 N/A 31418D5C2 2036-10-01 2 N/A 100000.00 65109.82 Agency Mortgage-Backed Securities FNMS 02.000 CIFM5609 N/A 3140X9GT6 2036-01-01 2 N/A 55000.00 33135.69 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4413 N/A 3140X73X5 2035-09-01 2.5 N/A 112568.00 57370.69 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1561 N/A 3132DNWW9 2052-09-01 5 N/A 1000.00 818.11 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4251 N/A 3140M5WM3 2053-11-01 6.5 N/A 1004.00 949.30 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7665 N/A 3133KPQS0 2052-07-01 4 N/A 1000.00 818.62 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3152 N/A 3132DQQD1 2052-02-01 3 N/A 65000.00 53024.01 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4924 N/A 3133BSPH9 2052-12-01 6 N/A 99000.00 73761.11 Agency Mortgage-Backed Securities FEPC 05.500 CLRJ1955 N/A 3142GSE53 2054-07-01 5.5 N/A 12368143.00 12583888.83 Agency Mortgage-Backed Securities 0 5/8 NOTE C 30 N/A 912828ZQ6 2030-05-15 0.625 N/A 100.00 84.28 U.S. Treasuries (including strips) FNMS 06.000 CLCB6327 N/A 3140QSA50 2053-05-01 6 N/A 1808027.00 1704122.45 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5353 N/A 3132DS5N8 2054-04-01 6 N/A 415128.00 421204.09 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8396 N/A 3132DWKH5 2054-01-01 6 N/A 2028.00 1946.20 Agency Mortgage-Backed Securities FNMS 02.500 CICB1476 N/A 3140QLUA2 2036-08-01 2.5 N/A 342413.00 221166.26 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4564 N/A 31418ECA6 2052-03-01 3 N/A 106999.00 79838.33 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 N/A 1000.00 904.40 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 N/A 66788229.00 60142183.22 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8243 N/A 3132DWEQ2 2052-09-01 3.5 N/A 337999.00 283871.25 Agency Mortgage-Backed Securities FNMS 06.500 CLBY8307 N/A 3140NRGR1 2053-08-01 6.5 N/A 1001.00 952.23 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8525 N/A 3140QUPK6 2054-05-01 5 N/A 6159722.00 6131284.44 Agency Mortgage-Backed Securities FNMS 03.500 R3BF0748 N/A 3140FXZN5 2052-04-01 3.5 N/A 8912282.00 7632761.55 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7441 N/A 3133KPHS0 2052-06-01 5 N/A 29175.00 26849.46 Agency Mortgage-Backed Securities FNMS 05.000 CLBX4662 N/A 3140N9FC5 2052-12-01 5 N/A 72000.00 70467.60 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0486 N/A 3133BMRF4 2052-09-01 5.5 N/A 4558889.00 3592809.92 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2476 N/A 3140GQXE1 2047-08-01 3.5 N/A 6495764.00 1474082.28 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8196 N/A 3132DWC92 2052-02-01 3.5 N/A 37000.00 26140.32 Agency Mortgage-Backed Securities 04.000 FGPC V83231 G N/A 3132L8SU2 2047-06-01 4 N/A 269852.00 75237.15 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4200 N/A 3140M5U29 2053-10-01 6 N/A 11991019.00 10743180.77 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2259 N/A 3132DPQL5 2053-01-01 5.5 N/A 1977631.00 1834220.57 Agency Mortgage-Backed Securities FEPC 04.000 CLQE1600 N/A 3133BAX55 2052-05-01 4 N/A 53000.00 45954.38 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5457 N/A 3132DTB25 2054-05-01 5.5 N/A 150898.00 148736.97 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7597 N/A 3140QFNP0 2050-11-01 2.5 N/A 113545.00 70455.66 Agency Mortgage-Backed Securities FEPC 03.000 CISB8155 N/A 3132D6BY5 2037-05-01 3 N/A 56000.00 40794.44 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 N/A 256001.00 212139.03 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5349 N/A 3140XL5K0 2052-10-01 4 N/A 725000.00 626218.22 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8545 N/A 3140MNP75 2052-05-01 3.5 N/A 2287000.00 1679093.77 Agency Mortgage-Backed Securities FNMS 02.500 CLBR9308 N/A 3140L8KW9 2051-05-01 2.5 N/A 8886000.00 5789004.55 Agency Mortgage-Backed Securities FEPC 05.500 CTSC0417 N/A 3132D9PA6 2043-10-01 5.5 N/A 757200.00 669827.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ1564 N/A 3133CRWZ2 2054-08-01 6 N/A 2000.00 2050.55 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8511 N/A 3140XQN52 2054-04-01 6 N/A 1265.00 1295.91 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8104 N/A 3140XCAE8 2051-07-01 3 N/A 116000.00 77827.04 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3026 N/A 3140QNLG5 2052-03-01 3.5 N/A 2000.00 1523.93 Agency Mortgage-Backed Securities FNMS 03.500 CICB4243 N/A 3140QPWD5 2037-07-01 3.5 N/A 34000.00 26928.04 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4081 N/A 3140XKRB8 2053-01-01 5 N/A 135000.00 118800.46 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ1294 N/A 3133CRNK5 2054-08-01 6.5 N/A 2000.00 2082.91 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 N/A 5060.00 3577.04 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3925 N/A 3140XKLF5 2053-03-01 5.5 N/A 70000.00 66023.10 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8141 N/A 3132DWBJ1 2051-04-01 2.5 N/A 106000.00 64854.24 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6475 N/A 3140QSFR7 2053-06-01 5 N/A 65000.00 61568.22 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2511 N/A 3132DPYG7 2053-04-01 5.5 N/A 100000.00 90280.47 Agency Mortgage-Backed Securities FNMS 07.000 CLDB2824 N/A 3140ACD67 2054-04-01 7 N/A 1090785.00 1157484.22 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9270 N/A 3133KRJP0 2053-06-01 5.5 N/A 55000.00 49317.59 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 124878.00 106354.98 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7325 N/A 3140XBD72 2051-05-01 2.5 N/A 1000.00 703.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6254 N/A 3140QR5Q2 2053-05-01 5.5 N/A 250000.00 234086.56 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4346 N/A 3140XKZL7 2052-04-01 3.5 N/A 147270.00 121743.03 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5191 N/A 31418EXV7 2053-11-01 6 N/A 855342.00 815279.31 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4036 N/A 3140QPPW1 2052-07-01 5 N/A 60912.00 51384.98 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7987 N/A 3140QF2V0 2050-12-01 2 N/A 1325372.00 766813.74 Agency Mortgage-Backed Securities FNMS 04.000 CKAJ9329 N/A 3138E2LK9 2042-01-01 4 N/A 1110.00 31.74 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1394 N/A 3140QLRQ1 2051-08-01 2.5 N/A 3000.00 2272.49 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0952 N/A 3132DNBV4 2052-04-01 3 N/A 100000.00 76279.32 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6625 N/A 3140QSLF6 2053-06-01 6.5 N/A 5000000.00 4846306.00 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7531 N/A 3140QFLM9 2050-10-01 3 N/A 1200000.00 750863.67 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8843 N/A 3140QUZH2 2054-07-01 5.5 N/A 18539905.00 18778528.44 Agency Mortgage-Backed Securities FNMS 02.500 CLBV0902 N/A 3140MEAC0 2052-01-01 2.5 N/A 220000.00 153020.18 Agency Mortgage-Backed Securities 2 1/4 BOND 46 N/A 912810RT7 2046-08-15 2.25 N/A 88500.00 62718.81 U.S. Treasuries (including strips) FNMS 03.500 CLFM3278 N/A 3140X6UC3 2048-11-01 3.5 N/A 37999.00 8015.85 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 N/A 1044.00 873.73 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 N/A 90339516.00 84838525.12 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1092 N/A 3140XGGA1 2052-04-01 3.5 N/A 170000.00 130892.68 Agency Mortgage-Backed Securities FNMS 03.500 CIAL9063 N/A 3138ERB90 2031-02-01 3.5 N/A 514000.00 77913.47 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8012 N/A 3140QT3W7 2054-02-01 6.5 N/A 21498729.00 21692678.31 Agency Mortgage-Backed Securities FNMS 01.500 CTFS6691 N/A 3140XNNH3 2042-03-01 1.5 N/A 100000.00 79540.12 Agency Mortgage-Backed Securities FEPC 03.500 CISB0380 N/A 3132CWM50 2034-02-01 3.5 N/A 956452.00 327327.81 Agency Mortgage-Backed Securities 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 100.00 97.39 U.S. Treasuries (including strips) FNMS 06.000 CLFS5824 N/A 3140XMPJ9 2053-09-01 6 N/A 17763680.00 17230290.94 Agency Mortgage-Backed Securities FNMS 06.500 CLBX4356 N/A 3140N8ZW1 2053-04-01 6.5 N/A 3922674.00 4108557.89 Agency Mortgage-Backed Securities 04.500 FGPC U99076 G N/A 3132H7CN2 2043-12-01 4.5 N/A 1100000.00 227740.80 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1598 N/A 3140X4X43 2049-02-01 4 N/A 97044.00 9799.16 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3896 N/A 3140X7KJ7 2050-08-01 2.5 N/A 116000.00 58279.99 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4598 N/A 3140QQDC6 2052-09-01 3.5 N/A 98000.00 80063.18 Agency Mortgage-Backed Securities FEPC 04.000 CTSC0341 N/A 3132D9LW2 2043-01-01 4 N/A 80000.00 69079.10 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 N/A 56525889.00 54689610.36 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 N/A 5969311.00 1961949.26 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1382 N/A 3140QLRC2 2051-08-01 2.5 N/A 195301.00 134034.58 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7122 N/A 3140XN4G6 2050-02-01 3 N/A 1000.00 879.16 Agency Mortgage-Backed Securities 04.500 FGPC V84154 G N/A 3132L9TK1 2048-04-01 4.5 N/A 104372939.00 18006253.60 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1873 N/A 3132DPCJ5 2052-11-01 5.5 N/A 1008.00 896.50 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7537 N/A 3132DVLS2 2051-03-01 2 N/A 1040536.00 657880.47 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5202 N/A 3140AEX87 2054-06-01 6.5 N/A 2000.00 2107.39 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ2917 N/A 3133CTG29 2054-09-01 6 N/A 2906640.00 2990730.06 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3622 N/A 3140QPAY3 2052-05-01 4 N/A 120000.00 94621.47 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4372 N/A 3132E02D3 2053-11-01 6 N/A 45727164.00 46745864.88 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2374 N/A 3132DPT73 2053-01-01 5 N/A 100000.00 87284.23 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8011 N/A 3133WE3U2 2054-06-01 6 N/A 20003803.00 20451719.89 Agency Mortgage-Backed Securities FNMS 02.000 CLBU3240 N/A 3140M4S66 2051-12-01 2 N/A 628690.00 447230.57 Agency Mortgage-Backed Securities FEPC 02.000 CLQB8975 N/A 3133AF6L0 2051-03-01 2 N/A 100000.00 67667.37 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6676 N/A 3140QSM24 2053-07-01 6 N/A 1024.00 974.36 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1630 N/A 3140XGY45 2051-09-01 2.5 N/A 2000.00 1530.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBO0639 N/A 3140JUV92 2049-05-01 4.5 N/A 514000.00 343494.77 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7151 N/A 3140QS5M9 2053-09-01 7 N/A 349840.00 306906.47 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1658 N/A 3132DNZX4 2052-04-01 2.5 N/A 140000.00 109929.35 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5271 N/A 31418E2D1 2054-02-01 5.5 N/A 1437560.00 1399193.84 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5133 N/A 3140XLV39 2051-09-01 3 N/A 154000.00 128329.58 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0115 N/A 3140NGDV9 2053-05-01 5 N/A 1000.00 938.54 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8183 N/A 3132DWCU5 2051-12-01 2.5 N/A 48000.00 34278.02 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2685 N/A 3140XH6X0 2052-08-01 4 N/A 214000.00 178578.75 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1368 N/A 3140X4QW9 2046-11-01 3 N/A 520668.00 101334.02 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6871 N/A 3140XAT51 2051-04-01 2.5 N/A 200000.00 133363.24 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4155 N/A 3140N8TM0 2052-12-01 6 N/A 17394426.00 15164431.56 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2364 N/A 3140Q9TW3 2048-09-01 4.5 N/A 330000.00 78798.49 Agency Mortgage-Backed Securities 03.500 FGPC G61430 G N/A 31335BST4 2044-02-01 3.5 N/A 69330000.00 22725320.77 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0931 N/A 3140XGA90 2052-03-01 3 N/A 50000.00 35413.86 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8142 N/A 3140QUBL9 2054-03-01 5.5 N/A 1024.00 1013.01 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2483 N/A 3132DPXL7 2053-03-01 5.5 N/A 2024.00 1859.84 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 N/A 2320.00 281.76 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7612 N/A 3140QTN62 2053-12-01 6 N/A 33000.00 33248.71 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8224 N/A 3140QUD60 2054-03-01 6 N/A 1029562.00 1037022.86 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3251 N/A 3140XJTH6 2052-11-01 6 N/A 36000.00 30143.08 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1784 N/A 3142GR6W5 2054-06-01 6 N/A 1000.00 996.16 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5514 N/A 3140AFDU7 2054-07-01 6 N/A 2000.00 2069.33 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7338 N/A 3140QTEL9 2053-10-01 6 N/A 8105860.00 8049596.17 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3182 N/A 31418CRC0 2047-11-01 3.5 N/A 700000.00 103074.16 Agency Mortgage-Backed Securities FNMS 03.000 CLAY6089 N/A 3138YKXT5 2045-06-01 3 N/A 1267529.00 264231.21 Agency Mortgage-Backed Securities FNMS 04.000 CTFS1594 N/A 3140XGXY0 2040-04-01 4 N/A 300000.00 202855.26 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3000 N/A 3132DQKM7 2053-06-01 5.5 N/A 1000.00 917.55 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 1853.00 430.54 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7779 N/A 3133KPUC0 2052-08-01 4.5 N/A 175300.00 144438.63 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8499 N/A 3140QUNR3 2054-05-01 6 N/A 79043902.00 78874478.97 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2920 N/A 31418CG65 2047-03-01 3 N/A 37000.00 9087.04 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3383 N/A 3132DQXL5 2053-07-01 5.5 N/A 804657.00 760346.94 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8845 N/A 3140MAZK3 2052-05-01 3.5 N/A 68000.00 54189.25 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6024 N/A 3140X9VS1 2051-02-01 2.5 N/A 1000.00 472.23 Agency Mortgage-Backed Securities FNMS 03.000 CLBM4806 N/A 3140J9KU4 2047-12-01 3 N/A 1105000.00 235105.27 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 N/A 121000.00 88555.21 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8147 N/A 3133WFBQ9 2054-06-01 6 N/A 2000.00 2050.88 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9277 N/A 3140QHJX4 2051-02-01 2 N/A 83131713.00 54166301.71 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1329 N/A 3140A1PP6 2053-09-01 6 N/A 1746201.00 1773388.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDB6104 N/A 3140AFYA8 2054-07-01 6 N/A 2000.00 2070.41 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8499 N/A 3140QGNR4 2051-01-01 2 N/A 85322720.00 52761946.10 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 N/A 2002.00 1783.78 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6520 N/A 3133BUG50 2053-01-01 5.5 N/A 1008.00 890.74 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5828 N/A 3133BTPM6 2053-01-01 6 N/A 221562.00 194965.71 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9082 N/A 3133BKCT4 2052-08-01 5 N/A 1003.00 907.44 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7999 N/A 3140QT3H0 2054-02-01 6 N/A 32226150.00 31482545.80 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5387 N/A 3140XL6Z6 2052-05-01 2.5 N/A 1000.00 818.52 Agency Mortgage-Backed Securities FEPC 06.000 CLSD1881 N/A 3132DPCS5 2052-10-01 6 N/A 1024.00 872.74 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4837 N/A 3140XLLT3 2047-03-01 4 N/A 1008.00 884.12 Agency Mortgage-Backed Securities FEPC 02.000 CLQC5139 N/A 3133APV89 2051-08-01 2 N/A 99824.00 67712.55 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7100 N/A 3140XA3J9 2050-06-01 3.5 N/A 1000.00 492.92 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5431 N/A 3140KDA91 2050-06-01 3 N/A 200000.00 53938.91 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4604 N/A 31418EDJ6 2037-05-01 3 N/A 130338.00 92925.64 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2760 N/A 3132DQB54 2053-04-01 6 N/A 270971.00 220609.40 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5247 N/A 3133KYZL6 2043-08-01 5.5 N/A 65000.00 55613.61 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5460 N/A 3140QRB69 2053-01-01 5.5 N/A 33829712.00 30365542.52 Agency Mortgage-Backed Securities FNMS 05.500 CLDA5999 N/A 3140A6UZ7 2054-03-01 5.5 N/A 586085.00 553013.66 Agency Mortgage-Backed Securities BILL 11/26/24 N/A 912797MD6 2024-11-26 0 N/A 456400.00 451111.24 U.S. Treasuries (including strips) FNMS 03.000 CLCB3586 N/A 3140QN6Y3 2052-05-01 3 N/A 1305318.00 1050522.81 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5126 N/A 3140QQVU6 2052-11-01 5 N/A 37975619.00 34250588.96 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G N/A 3132XCR72 2048-03-01 3.5 N/A 5360000.00 1293003.79 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7248 N/A 3140QFBS7 2050-10-01 2.5 N/A 260001.00 155339.34 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4786 N/A 31418EJ84 2052-10-01 5.5 N/A 60643.00 50248.70 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7280 N/A 3140XPCS6 2053-03-01 5 N/A 11806686.00 11376296.43 Agency Mortgage-Backed Securities FNMS 06.000 R3BF0138 N/A 3140FXEL2 2041-07-01 6 N/A 2848.00 697.02 Agency Mortgage-Backed Securities FNMS 02.500 CICB2247 N/A 3140QMP99 2036-11-01 2.5 N/A 1000.00 715.90 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ1844 N/A 3140KMBN9 2050-09-01 2.5 N/A 731837.00 346731.71 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4857 N/A 3140J9MF5 2048-03-01 4 N/A 186000.00 71899.85 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8328 N/A 3132DWHD8 2053-06-01 4.5 N/A 1056.00 965.38 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8363 N/A 3132DWJG9 2053-09-01 6 N/A 1065151.00 998726.42 Agency Mortgage-Backed Securities FNMS 02.500 CLBT6607 N/A 3140LVKV0 2052-02-01 2.5 N/A 1900.00 1360.18 Agency Mortgage-Backed Securities FEPC 02.000 CLQC5170 N/A 3133APW70 2051-08-01 2 N/A 285000.00 192472.67 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1046 N/A 3132DNET6 2052-07-01 4 N/A 140000.00 117918.08 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3382 N/A 3131Y9XK4 2049-02-01 4.5 N/A 1120.00 294.30 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7452 N/A 3140QFH69 2050-10-01 2 N/A 138023733.00 82243471.79 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3978 N/A 3140X7M48 2050-07-01 4 N/A 1571510.00 460904.77 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8188 N/A 3132DWCZ4 2052-01-01 2 N/A 126000.00 89615.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2054 N/A 3140QMH80 2051-11-01 2 N/A 104000.00 71725.16 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5592 N/A 3140XMGA8 2053-08-01 6 N/A 7000000.00 6410856.87 Agency Mortgage-Backed Securities FNMS 02.000 CLBT1268 N/A 3140LPMS8 2051-07-01 2 N/A 118000.00 74034.74 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0348 N/A 3140XFL66 2052-01-01 2 N/A 190000.00 132127.06 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1820 N/A 3140XHAW7 2051-08-01 3 N/A 103240.00 76494.26 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3255 N/A 3140QNTM4 2052-04-01 3.5 N/A 385001.00 298416.66 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7967 N/A 3140QFZ93 2050-12-01 2 N/A 1024.00 617.68 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8384 N/A 3132DWJ53 2053-12-01 6 N/A 7879225.00 7486854.65 Agency Mortgage-Backed Securities FNMS 04.500 CRBM7232 N/A 3140JCBA1 2047-06-01 4.5 N/A 2620096.00 2332084.92 Agency Mortgage-Backed Securities FNMS 02.000 CIMA2845 N/A 31418CET7 2031-12-01 2 N/A 510000.00 106130.41 Agency Mortgage-Backed Securities FNMS 04.500 U4BF0247 N/A 3140FXHZ8 2051-06-01 4.5 N/A 2000.00 648.94 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8168 N/A 3132DWCD3 2051-09-01 3 N/A 71000.00 45759.73 Agency Mortgage-Backed Securities FEPC 04.000 CLZA4896 N/A 31329NNM6 2047-05-01 4 N/A 1000.00 302.35 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0202 N/A 3142GQGL0 2053-11-01 6.5 N/A 28458472.00 26895244.43 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1577 N/A 3140X4XF8 2034-09-01 3.5 N/A 1171.00 322.43 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8151 N/A 3140QUBV7 2054-03-01 5.5 N/A 15358597.00 14607993.81 Agency Mortgage-Backed Securities FNMS 03.000 CIFM0047 N/A 3140X3BR8 2034-12-01 3 N/A 200000.00 68935.29 Agency Mortgage-Backed Securities FNMS 06.500 CLDA3496 N/A 3140A33E1 2053-10-01 6.5 N/A 10105074.00 9082208.97 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4498 N/A 31418D7L0 2036-12-01 2.5 N/A 164001.00 104114.00 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3357 N/A 3132DQWS1 2053-06-01 6 N/A 1500000.00 1298787.37 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7574 N/A 3133KPMX3 2052-06-01 5 N/A 280402.00 233692.52 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5711 N/A 3140QRKZ5 2053-02-01 6.5 N/A 37116288.00 33890568.51 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7479 N/A 3140QTJZ3 2053-11-01 6 N/A 1185.00 1150.96 Agency Mortgage-Backed Securities FEPC 04.000 CLSD0744 N/A 3132DMZH1 2051-11-01 4 N/A 23626688.00 14312344.91 Agency Mortgage-Backed Securities FNMS 03.500 CLCA6093 N/A 3140QDXX7 2050-06-01 3.5 N/A 4900000.00 1927118.23 Agency Mortgage-Backed Securities FEPC 07.500 CLSD8412 N/A 3132DWKZ5 2054-03-01 7.5 N/A 209447.00 181796.38 Agency Mortgage-Backed Securities FNMS 04.000 CLBH1207 N/A 3140GPKV9 2047-06-01 4 N/A 2593000.00 430722.85 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9993 N/A 3140XEC77 2051-07-01 3.5 N/A 22632.00 13194.93 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6427 N/A 3140QED90 2050-07-01 3 N/A 345000.00 136740.27 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5407 N/A 3140NNAH8 2053-07-01 5.5 N/A 3036.00 2665.93 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3619 N/A 3132A4AU2 2042-11-01 3.5 N/A 2113.00 296.43 Agency Mortgage-Backed Securities 4 5/8 NOTE BD 26 N/A 91282CKY6 2026-06-30 4.625 N/A 330800.00 337075.42 U.S. Treasuries (including strips) FNMS 05.000 CNMA5100 N/A 31418EU24 2033-07-01 5 N/A 105994.00 88204.89 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7195 N/A 3140XA7H9 2050-09-01 2.5 N/A 199000.00 134186.26 Agency Mortgage-Backed Securities 04.000 FGPC U90490 G N/A 3132H3RK1 2042-06-01 4 N/A 1080000.00 112765.38 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 N/A 31000.00 27344.93 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7605 N/A 3140QFNX3 2050-11-01 3 N/A 1000000.00 623810.89 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4329 N/A 31418DY30 2036-05-01 2 N/A 403017.00 239713.37 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6019 N/A 3132DTVL1 2053-12-01 5.5 N/A 15431264.00 15788583.50 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9957 N/A 3140N3B32 2052-09-01 5 N/A 1979320.00 1788589.66 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7149 N/A 3140QS5K3 2053-09-01 7 N/A 5916656.00 5550848.35 Agency Mortgage-Backed Securities FNMS 06.500 CLMA5446 N/A 31418FBQ9 2054-08-01 6.5 N/A 8238257.00 8465828.97 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7986 N/A 3140QF2U2 2050-12-01 2 N/A 47427772.00 28490877.65 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6021 N/A 3132DTVN7 2054-08-01 6 N/A 29534847.00 30576196.47 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9339 N/A 31417GLV6 2043-05-01 3 N/A 175000.00 42042.17 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2482 N/A 3132DPXK9 2053-03-01 5.5 N/A 1024.00 929.44 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8300 N/A 3132DWGH0 2053-02-01 5.5 N/A 228978.00 203938.31 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7388 N/A 3133KPF52 2052-05-19 4 N/A 2231746.00 1837951.03 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6509 N/A 3140QSGT2 2053-06-01 4.5 N/A 1000.00 943.15 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8340 N/A 3132DWHR7 2053-07-01 4.5 N/A 418013.00 386876.63 Agency Mortgage-Backed Securities FNMS 01.500 CLFS2099 N/A 3140XHKM8 2052-04-01 1.5 N/A 11200000.00 7853371.71 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4767 N/A 3140X8JM0 2050-11-01 2 N/A 65000.00 37467.03 Agency Mortgage-Backed Securities FNMS 04.500 CLAS4096 N/A 3138WDRS2 2044-12-01 4.5 N/A 394422.00 69155.62 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3819 N/A 3140XKG53 2052-06-01 2.5 N/A 130000.00 100412.26 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8470 N/A 3140NRMU7 2053-08-01 6 N/A 88000.00 76003.13 Agency Mortgage-Backed Securities FEPC 05.500 CLQI8446 N/A 3133WFL39 2054-07-01 5.5 N/A 2000.00 2003.72 Agency Mortgage-Backed Securities FEPC 02.000 3JRE0019 N/A 3133LWAU6 2050-11-01 2 N/A 98999.00 55075.70 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8955 N/A 3138WJ5R5 2047-03-01 4 N/A 8552051.00 2312111.06 Agency Mortgage-Backed Securities FNMS 02.500 CICA8387 N/A 3140QGJ99 2035-12-01 2.5 N/A 398250.00 222301.23 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4327 N/A 31418DYZ9 2051-05-01 3 N/A 140000.00 73156.35 Agency Mortgage-Backed Securities FNMS 03.000 CTMA4643 N/A 31418EER7 2042-05-01 3 N/A 126702.00 98949.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBK7618 N/A 3140HMPC2 2048-09-01 5 N/A 19000.00 4445.11 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4473 N/A 31418D6K3 2041-11-01 1.5 N/A 100000.00 68109.92 Agency Mortgage-Backed Securities FNMS 04.000 CLCB5664 N/A 3140QRJJ3 2053-02-01 4 N/A 2000.00 1784.19 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ2937 N/A 3138YUHP9 2045-09-01 4 N/A 1033.00 198.91 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7312 N/A 3140N0DS1 2052-08-01 4.5 N/A 548229.00 459280.65 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4254 N/A 31418DWQ1 2051-02-01 1.5 N/A 132924.00 82976.82 Agency Mortgage-Backed Securities FEPC 02.000 CLQC7127 N/A 3133AR4L6 2051-09-01 2 N/A 200000.00 138542.23 Agency Mortgage-Backed Securities FEPC 05.000 CLQH0480 N/A 3133CCQ90 2053-09-01 5 N/A 29971.00 29756.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 1008.00 207.16 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1691 N/A 3140Q82Z7 2048-05-01 4 N/A 25386095.00 6196549.57 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6421 N/A 3140XND35 2053-11-01 6.5 N/A 16280096.00 15671821.53 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9681 N/A 3140XDXK7 2051-08-01 4 N/A 59140.00 31002.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 N/A 17978.00 15595.72 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3869 N/A 31418DJP8 2039-12-01 3.5 N/A 136000.00 26389.82 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2610 N/A 3140QM3U6 2052-01-01 2 N/A 1466698.00 1051611.09 Agency Mortgage-Backed Securities FEPC 06.000 CLQI4840 N/A 3133WBLV6 2054-05-01 6 N/A 2314391.00 2328460.11 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5122 N/A 3140QQVQ5 2052-11-01 4.5 N/A 99400.00 87030.28 Agency Mortgage-Backed Securities FNMS 02.500 CIFM4091 N/A 3140X7RM3 2035-08-01 2.5 N/A 112000.00 56687.75 Agency Mortgage-Backed Securities FEPC 04.500 CLQG6305 N/A 3133C7AE7 2053-07-01 4.5 N/A 38008.00 34761.09 Agency Mortgage-Backed Securities FNMS 01.500 CLCA7587 N/A 3140QFND7 2050-11-01 1.5 N/A 195000.00 117768.01 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6117 N/A 3140NAYP2 2053-01-01 6 N/A 1084.00 833.46 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8754 N/A 3140QUWQ5 2054-06-01 5.5 N/A 45815050.00 46364022.86 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3664 N/A 3140X7CA5 2049-03-01 4 N/A 1000.00 173.12 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8463 N/A 3132DWML4 2054-08-01 6 N/A 74510085.00 76319065.66 Agency Mortgage-Backed Securities FNMS 02.500 CICB2503 N/A 3140QMX90 2036-12-01 2.5 N/A 2170.00 1496.58 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4148 N/A 3140MHTE9 2052-03-01 3 N/A 1414.00 1012.29 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ9453 N/A 3140KVQF0 2051-03-01 2 N/A 100000.00 63693.84 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8694 N/A 3133KQUT1 2053-04-01 5 N/A 270103.00 250059.99 Agency Mortgage-Backed Securities FEPC 02.000 CLQC0161 N/A 3133AJFA6 2051-03-01 2 N/A 300000.00 181704.39 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7020 N/A 3140XNYS7 2053-09-01 6 N/A 4893328.00 4776396.01 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4445 N/A 31418D5F5 2041-10-01 1.5 N/A 2684140.00 1806438.20 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7033 N/A 3140QEY71 2050-09-01 2.5 N/A 119881607.00 67177012.35 Agency Mortgage-Backed Securities FNMS 03.500 CKBH1864 N/A 3140GQCA2 2047-09-01 3.5 N/A 5219768.00 1007619.05 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6341 N/A 3133BGBJ6 2052-08-01 5 N/A 1008.00 847.29 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5247 N/A 31418EZM5 2054-01-01 6 N/A 320010.00 310288.18 Agency Mortgage-Backed Securities FEPC 03.500 3PQU8070 N/A 3133JL6F1 2052-02-01 3.5 N/A 1000.00 864.85 Agency Mortgage-Backed Securities FNMS 01.500 CIBQ7629 N/A 3140KTPP4 2035-11-01 1.5 N/A 50000.00 25506.06 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5344 N/A 3140AE5E5 2054-05-01 6 N/A 1000.00 1006.36 Agency Mortgage-Backed Securities FEPC 02.000 CLQC6303 N/A 3133ARAC9 2051-09-01 2 N/A 200000.00 138542.95 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9242 N/A 3140XDHU3 2051-10-01 3 N/A 1070.00 744.27 Agency Mortgage-Backed Securities FEPC 06.000 CLSD1555 N/A 3132DNWQ2 2040-05-01 6 N/A 1296535.00 803597.22 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4404 N/A 31418D3N0 2036-08-01 2.5 N/A 93000.00 58893.76 Agency Mortgage-Backed Securities FNMS 04.500 CLBV2615 N/A 3140MF3Z4 2052-07-01 4.5 N/A 50000.00 37540.23 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8769 N/A 3133KQW69 2053-03-01 5 N/A 7536259.00 6823062.72 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4916 N/A 31418EPA2 2053-02-01 4 N/A 1000.00 874.09 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6863 N/A 3140XATV4 2051-04-01 2 N/A 132000.00 81621.91 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4624 N/A 3140XLD62 2051-11-01 2.5 N/A 50000.00 39303.70 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7023 N/A 3140XNYV0 2053-04-01 6 N/A 222683.00 223474.29 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6081 N/A 3140XMXK7 2053-11-01 6 N/A 8644080.00 8446915.12 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9070 N/A 3133KRCF9 2053-05-01 6 N/A 135000.00 125605.16 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0727 N/A 3140QKYZ5 2051-06-01 2.5 N/A 162000.00 106161.43 Agency Mortgage-Backed Securities FNMS 05.500 CLDB9555 N/A 3140AKTM7 2054-08-01 5.5 N/A 1008.00 1030.66 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3087 N/A 31418CND2 2047-08-01 3.5 N/A 1733000.00 219317.98 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8316 N/A 3132DWGZ0 2053-04-01 5.5 N/A 44000.00 39654.58 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7335 N/A 31417EEH0 2042-12-01 3.5 N/A 9188260.00 1231310.43 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5550 N/A 3133KMEX9 2051-07-01 3 N/A 1000.00 751.17 Agency Mortgage-Backed Securities 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 N/A 2152244.00 388243.50 Agency Mortgage-Backed Securities FNMS 03.000 CIAL6144 N/A 3138ENZJ1 2030-01-01 3 N/A 301999.00 37352.75 Agency Mortgage-Backed Securities FEPC 07.500 CLQH5408 N/A 3133CJAH4 2053-12-01 7.5 N/A 1000.00 929.68 Agency Mortgage-Backed Securities FEPC 01.500 CTRB5130 N/A 3133KYVX4 2041-10-01 1.5 N/A 480000.00 323764.35 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8929 N/A 3140QG4P9 2051-02-01 2 N/A 53000.00 33702.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8432 N/A 3132DWLM3 2054-05-01 6 N/A 18911330.00 18562601.12 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 N/A 2743419.00 2585386.36 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 N/A 100000.00 77605.34 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6962 N/A 3133KNWX7 2052-03-01 2.5 N/A 195000.00 144327.76 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5601 N/A 3140X9GK5 2049-01-01 4 N/A 1000.00 397.61 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 N/A 2608839.00 2293537.24 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4386 N/A 3140QP2U0 2052-08-01 4.5 N/A 116951.00 95526.93 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5326 N/A 31418E4L1 2054-04-01 4.5 N/A 1019.00 976.89 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 100000.00 83758.20 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 N/A 693983.00 614849.70 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7834712.00 8088570.67 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8026 N/A 3140A84L3 2054-02-01 5.5 N/A 12429915.00 12511438.71 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8454 N/A 3132DWMB6 2054-08-01 6 N/A 61101216.00 62216031.83 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 N/A 675635.00 256569.88 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5551 N/A 3140XMEZ5 2047-07-01 5 N/A 16000.00 14592.16 Agency Mortgage-Backed Securities FNMS 04.000 CLBU8667 N/A 3140MATZ7 2052-05-01 4 N/A 2221576.00 1747327.90 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0108 N/A 3140FXDN9 2056-06-01 4.5 N/A 100000.00 26442.60 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6930 N/A 3140XNVY7 2052-04-01 2.5 N/A 991690.00 829559.72 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5150 N/A 3140XLWL8 2053-06-01 5 N/A 3000.00 2792.61 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8578 N/A 3140QGQ83 2051-01-01 2 N/A 1157.00 677.99 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6168 N/A 3140QD2A1 2050-06-01 2.5 N/A 3000000.00 1986641.40 Agency Mortgage-Backed Securities FNMS 06.500 CLDA6448 N/A 3140A7EW0 2054-02-01 6.5 N/A 1150502.00 1197875.91 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2097 N/A 3140XHKK2 2051-08-01 3 N/A 4507404.00 3281414.93 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 N/A 2393721.00 1463413.40 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 N/A 436701.00 302791.84 Agency Mortgage-Backed Securities FNMS 01.500 CLFS6868 N/A 3140XNT20 2052-04-01 1.5 N/A 44526.00 33896.94 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 N/A 9692937.00 9073548.78 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8244 N/A 3132DWER0 2052-09-01 4 N/A 20000.00 17251.47 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2474 N/A 3132DPXB9 2053-01-01 5.5 N/A 100000.00 86408.10 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0410 N/A 3132DMN35 2050-08-01 2.5 N/A 2000000.00 1062377.64 Agency Mortgage-Backed Securities FNMS 03.000 CLFS2252 N/A 3140XHQE0 2050-07-01 3 N/A 1000.00 750.72 Agency Mortgage-Backed Securities FEPC 02.500 CLQC5978 N/A 3133AQUB1 2051-08-01 2.5 N/A 75000.00 50899.44 Agency Mortgage-Backed Securities FNMS 07.000 CLDB6488 N/A 3140AGF66 2054-06-01 7 N/A 1206967.00 1275242.48 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2094 N/A 3140QMKG8 2051-11-01 3 N/A 100000.00 70900.91 Agency Mortgage-Backed Securities FEPC 05.500 CLQH2319 N/A 3133CESG8 2053-10-01 5.5 N/A 2618560.00 2520603.99 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8314 N/A 3132DWGX5 2053-04-01 4.5 N/A 34000.00 31021.19 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6543 N/A 3140AGHV9 2054-08-01 6.5 N/A 1000.00 1042.23 Agency Mortgage-Backed Securities 04.000 FGPC T65393 G N/A 31322Y7E5 2046-09-01 4 N/A 1100000.00 106509.93 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3899 N/A 3140QPKM8 2052-06-01 3.5 N/A 950000.00 770997.40 Agency Mortgage-Backed Securities 2 1/8 NOTE S 24 N/A 9128283J7 2024-11-30 2.125 N/A 218100.00 217724.53 U.S. Treasuries (including strips) FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 N/A 1830064.00 1621640.45 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0240 N/A 3140XFHS3 2052-01-01 3 N/A 100000.00 70628.56 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8151 N/A 3132DWBU6 2051-06-01 2.5 N/A 182000.00 117604.03 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6599 N/A 3140QSKM2 2053-04-01 5 N/A 7159.00 6788.05 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7960 N/A 3140XPZ28 2054-05-01 5.5 N/A 624262.00 626044.62 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5497 N/A 3140QRDB6 2053-01-01 6.5 N/A 100000.00 87516.30 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8356 N/A 3140QUJA5 2054-04-01 6.5 N/A 2138040.00 2132765.25 Agency Mortgage-Backed Securities FEPC 04.500 CLSD5089 N/A 3132DSUN0 2053-08-01 4.5 N/A 107703.00 104479.98 Agency Mortgage-Backed Securities FEPC 03.000 CLQE3333 N/A 3133BCV20 2052-05-01 3 N/A 9607201.00 7637212.35 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 N/A 3140QN6U1 2052-05-01 3 N/A 38000.00 29802.70 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5074 N/A 3131XYT74 2047-12-01 3.5 N/A 1003.00 213.48 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 N/A 1728060.00 1617287.23 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0802 N/A 3132DM3K9 2052-01-01 2.5 N/A 109000.00 76958.82 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2662 N/A 3140XH5Y9 2052-07-01 4.5 N/A 78695.00 68591.20 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8546 N/A 3140MNP83 2052-05-01 3.5 N/A 200000.00 149063.29 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7449 N/A 3140QFH36 2050-10-01 2 N/A 1119.00 666.50 Agency Mortgage-Backed Securities FEPC 03.500 CLQD9468 N/A 3133B7QV3 2052-04-01 3.5 N/A 90000.00 77585.24 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1581 N/A 3132DNXJ7 2052-09-01 2.5 N/A 594595.00 455529.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7529 N/A 3140QFLK3 2050-10-01 2.5 N/A 3024.00 2054.77 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8849 N/A 3140XQZP5 2052-07-01 3 N/A 17771296.00 15897840.06 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8234 N/A 3132DWEF6 2052-08-01 2.5 N/A 17000.00 13370.78 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8325 N/A 3132DWHA4 2053-05-01 6 N/A 29050389.00 26175845.07 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3686 N/A 3140XKCY4 2053-01-01 5 N/A 36000.00 31319.34 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 N/A 31418CR89 2047-12-01 3.5 N/A 6302882.00 912692.84 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ4495 N/A 3140KP7H0 2051-02-01 2 N/A 216000.00 140557.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9888 N/A 3140MP7A3 2052-05-01 3.5 N/A 10891840.00 8049914.03 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3515 N/A 3132DQ3Y0 2053-07-01 6 N/A 30000.00 29286.49 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0106 N/A 3140NGDL1 2053-04-01 5 N/A 1000.00 978.82 Agency Mortgage-Backed Securities FNMS 02.500 CLBP5092 N/A 3140KCUS9 2050-05-01 2.5 N/A 64602.00 44765.72 Agency Mortgage-Backed Securities FEPC 03.500 CIZT1962 N/A 3132AEFB7 2033-02-01 3.5 N/A 2406000.00 600089.74 Agency Mortgage-Backed Securities FNMS 05.000 CT257132 N/A 31371NSV8 2028-03-01 5 N/A 4980810.00 24738.73 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6937 N/A 3140QEV74 2050-09-01 3 N/A 111083.00 62143.97 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8142 N/A 3132DWBK8 2051-04-01 3 N/A 80000.00 41862.53 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4074 N/A 31418DQ47 2035-07-01 2 N/A 454000.00 174867.06 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4236 N/A 31418DV66 2051-01-01 1.5 N/A 1000.00 620.49 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8227 N/A 3132DWD83 2052-07-01 4 N/A 95000.00 80190.81 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8242 N/A 3132DWEP4 2052-09-01 3 N/A 136179.00 109765.75 Agency Mortgage-Backed Securities FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 N/A 2809956.00 76020.75 Agency Mortgage-Backed Securities FEPC 03.000 CISB0975 N/A 3132CXCL4 2037-05-01 3 N/A 61000.00 50014.95 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7544 N/A 3132DVLZ6 2051-07-01 3 N/A 206749.00 136189.82 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 N/A 33071137.00 29741629.96 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7480 N/A 3140QTJ26 2053-11-01 6 N/A 125000.00 123772.71 Agency Mortgage-Backed Securities FNMS 03.000 CLBV7200 N/A 3140MMAA6 2052-04-01 3 N/A 3000.00 2361.40 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1818 N/A 3132DPAT5 2052-10-01 4 N/A 59000.00 47630.90 Agency Mortgage-Backed Securities FNMS 02.500 CRAT4191 N/A 3138WRUR9 2033-05-01 2.5 N/A 1467999.00 326345.10 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5901 N/A 3133KMRW7 2051-09-01 3 N/A 100000.00 61500.58 Agency Mortgage-Backed Securities FEPC 03.500 CISB0979 N/A 3132CXCQ3 2038-01-01 3.5 N/A 54000.00 46708.21 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1215 N/A 3140M2K50 2052-03-01 2.5 N/A 14718626.00 10841959.96 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6778 N/A 3133BUQ75 2053-02-01 5.5 N/A 1008.00 951.66 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6970 N/A 3140AGW83 2054-08-01 5.5 N/A 2856293.00 2944428.36 Agency Mortgage-Backed Securities 03.500 FGPC U90157 G N/A 3132H3E66 2042-09-01 3.5 N/A 20290876.00 2300170.67 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 146379.00 48062.63 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1240 N/A 3140XGLW7 2051-12-01 3.5 N/A 100000.00 74985.99 Agency Mortgage-Backed Securities FNMS 03.000 CLAB7935 N/A 31417EY96 2043-02-01 3 N/A 210000.00 47602.01 Agency Mortgage-Backed Securities FEPC 02.000 CLRA4245 N/A 3133KKWE5 2050-12-01 2 N/A 55000.00 34556.50 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8315 N/A 3140QUGZ3 2054-04-01 5 N/A 1024.00 991.33 Agency Mortgage-Backed Securities FEPC 03.000 CISB0919 N/A 3132CXAU6 2038-05-01 3 N/A 1500000.00 1264444.61 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3126 N/A 3140QNPL0 2052-03-01 3.5 N/A 200000.00 150448.40 Agency Mortgage-Backed Securities FNMS 03.500 CLBE2103 N/A 3140FMKR6 2046-12-01 3.5 N/A 135000.00 52353.63 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 N/A 1000.00 790.80 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3173 N/A 3133KJQ21 2050-07-01 3 N/A 800000.00 326807.68 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7295 N/A 3140AHC91 2054-07-01 6.5 N/A 1324173.00 1375588.25 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3905 N/A 31418DKT8 2050-01-01 3 N/A 209000.00 41236.26 Agency Mortgage-Backed Securities FNMS 02.500 CTCB1597 N/A 3140QLX35 2041-09-01 2.5 N/A 75000.00 53379.99 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4125 N/A 3140QPSP3 2052-07-01 4 N/A 135008.00 116582.22 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1603 N/A 3140XGX95 2052-05-01 3.5 N/A 1000.00 791.88 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0902 N/A 3140QLAC0 2051-06-01 2 N/A 88804526.00 59500582.64 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2023 N/A 3140XHG92 2052-05-01 4 N/A 100000.00 84464.77 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1289 N/A 3140XGNF2 2052-03-01 3 N/A 300000.00 217784.38 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8288 N/A 3132DWF57 2053-01-01 5 N/A 2048.00 1838.52 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7128 N/A 3133KN4M2 2052-04-01 3.5 N/A 135000.00 106680.65 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5127 N/A 3140X8VV6 2050-09-01 3.5 N/A 104744.00 27603.68 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9452 N/A 3133KRQD9 2053-07-01 6 N/A 423948.00 404445.23 Agency Mortgage-Backed Securities FEPC 05.500 CLRA7944 N/A 3133KPZH4 2052-09-01 5.5 N/A 182000.00 165782.25 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 N/A 79175.00 66782.07 Agency Mortgage-Backed Securities FEPC 04.000 CTRB5175 N/A 3133KYXC8 2042-08-01 4 N/A 100000.00 79149.24 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8285 N/A 3132DWF24 2053-01-01 3.5 N/A 90999.00 77788.21 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7022 N/A 3140L5YU4 2051-03-01 2 N/A 60000.00 38876.87 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8287 N/A 3140XQF51 2054-05-01 5 N/A 5790345.00 5801561.14 Agency Mortgage-Backed Securities FEPC 04.000 CLSD6198 N/A 3132DT3F5 2052-10-01 4 N/A 23372185.00 22428912.17 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 477702.00 145276.13 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0059 N/A 3140QKB56 2051-04-01 2 N/A 6770189.00 4305756.89 Agency Mortgage-Backed Securities FNMS 06.500 CLDA0598 N/A 3140A0UY3 2053-11-01 6.5 N/A 3882674.00 3747460.56 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ6238 N/A 3138MM4Y5 2042-12-01 3.5 N/A 60000000.00 9813906.87 Agency Mortgage-Backed Securities FNMS 02.500 CWAQ7008 N/A 3138MNYE4 2027-12-01 2.5 N/A 1334765.00 95649.16 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5955 N/A 3140AFTM8 2054-06-01 6.5 N/A 2039.00 2118.06 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4616 N/A 3140X8DW4 2049-05-01 3.5 N/A 1112000.00 321997.04 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 N/A 2004.00 1604.62 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0660 N/A 3140Q7WW3 2047-11-01 4 N/A 1115882.00 283993.06 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7838 N/A 3140XPV89 2050-01-01 4.5 N/A 12331.00 11911.12 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-08-01 5.5 N/A 78156.00 79170.27 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5497 N/A 3140AFDB9 2054-07-01 6 N/A 5771202.00 5956809.72 Agency Mortgage-Backed Securities FEPC 02.500 CISB8035 N/A 3132D54U3 2035-03-01 2.5 N/A 1000.00 223.46 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8214 N/A 3132DWDT7 2052-05-01 3.5 N/A 65999.00 53087.01 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 N/A 42025100.00 10271746.29 Agency Mortgage-Backed Securities FNMS 02.000 CLFS8239 N/A 3140XQEM5 2052-03-01 2 N/A 7929985.00 6528099.72 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2939 N/A 3140XJHR7 2052-09-01 4.5 N/A 75000.00 65111.61 Agency Mortgage-Backed Securities FNMS 03.000 CLBC0330 N/A 3140EULL1 2045-12-01 3 N/A 6795000.00 1071313.71 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2923 N/A 31418CG99 2037-03-01 3.5 N/A 16115700.00 2866589.93 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8372 N/A 3132DWJR5 2053-11-01 5.5 N/A 62917.00 60267.57 Agency Mortgage-Backed Securities 04.500 FGPC Q22339 G N/A 3132JPS45 2043-10-01 4.5 N/A 24724985.00 1818454.11 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3496 N/A 3140QA3E8 2049-05-01 4 N/A 10564186.00 2058165.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAS1078 N/A 3138WAFU6 2043-11-01 3.5 N/A 34000000.00 5807748.94 Agency Mortgage-Backed Securities FNMS 03.500 CIFM5575 N/A 3140X9FR1 2036-01-01 3.5 N/A 74360.00 39049.71 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9045 N/A 3140XDBP0 2051-09-01 3 N/A 1000.00 702.99 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ1567 N/A 3133CRW41 2054-08-01 6 N/A 2000.00 2050.80 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4717 N/A 3132A5G25 2047-05-01 3.5 N/A 1024.00 119.53 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1363 N/A 3140KLQR6 2050-09-01 2 N/A 55000.00 32487.44 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ0342 N/A 3133CQLX1 2054-07-01 7 N/A 7554865.00 7933167.53 Agency Mortgage-Backed Securities FNMS 04.500 CIAL0720 N/A 3138EGYS7 2026-07-01 4.5 N/A 1526018.00 23809.35 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2784 N/A 31418CCW2 2046-10-01 4 N/A 320000.00 49667.48 Agency Mortgage-Backed Securities FEPC 04.000 CISB8189 N/A 3132D6C24 2037-11-01 4 N/A 7000.00 5246.47 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5105 N/A 31418EU73 2053-08-01 4.5 N/A 8832384.00 8244780.04 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6416 N/A 3133KNDV2 2052-05-01 3.5 N/A 1211579.00 995759.80 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8528 N/A 3133KQPM2 2053-02-01 5 N/A 125000.00 118286.78 Agency Mortgage-Backed Securities FNMS 02.500 CTFS2994 N/A 3140XJKG7 2042-09-01 2.5 N/A 260000.00 203539.16 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4413 N/A 31418D3X8 2051-09-01 2 N/A 527233.00 361120.42 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9401 N/A 3140QHNT8 2051-03-01 2 N/A 3247210.00 2096175.24 Agency Mortgage-Backed Securities 03.000 FGPC T65134 G N/A 31322YV32 2043-06-01 3 N/A 1500000.00 165267.13 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4281 N/A 31418DXK3 2051-03-01 2 N/A 7828668.00 4876612.43 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0858 N/A 3140QK5U8 2051-06-01 3 N/A 264672.00 202567.59 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8274 N/A 3132DWFP3 2052-12-01 4 N/A 57000.00 50097.06 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4770 N/A 3138WEJQ3 2045-04-01 3.5 N/A 16468394.00 1585015.62 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4237 N/A 31418DV74 2051-01-01 2 N/A 369954.00 223103.34 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1931 N/A 3132DPEC8 2051-11-01 3.5 N/A 76700.00 59161.85 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5622 N/A 31329PG72 2048-08-01 4.5 N/A 1079.00 307.68 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4868 N/A 31418EMS6 2053-01-01 5 N/A 786018.00 711169.72 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 944003.00 232314.73 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4573 N/A 3140XLCK2 2053-05-01 6 N/A 100006.00 90701.27 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3702 N/A 3140FPDG1 2047-06-01 4 N/A 110765296.00 13804474.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1447 N/A 3140MSTD7 2052-06-01 5 N/A 1008.00 739.51 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4157 N/A 3140QPTP2 2052-07-01 4 N/A 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Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-09-03 2026-01-08 2026-01-08 N N N 0.0563 500228485.00 500228485.00 0.0030 N N N N BNP Paribas SA BNP Paribas SA 5.52000000 N/A R0MUWSFPU8MPRO8K5P83 BRWX5W460 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FHLMC_5130A N/A 3137H1NH5 2051-08-25 0 N/A 35000000.00 306116.30 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 1.13668 N/A 42412200.00 53943.89 Agency Collateralized Mortgage Obligation FHLMC_5351F N/A 3137HB2B9 2053-10-25 0.58116 N/A 108971934.00 4439725.55 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 0.14984 N/A 136500000.00 1440580.10 Agency Collateralized Mortgage Obligation FNMA_14-24 N/A 3136AJZ25 2044-05-25 0.58668 N/A 33000000.00 179136.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE 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2311821.92 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVP1 2053-02-25 6 N/A 8851414.00 1611648.12 Agency Collateralized Mortgage Obligation FHLMC_45-50 N/A 3137BN3A0 2046-02-15 0.58199 N/A 13250000.00 384976.81 Agency Collateralized Mortgage Obligation GNMA_20-61X N/A 38382EQ91 2048-05-20 3.14637 N/A 22279518.00 1161595.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47 N/A 38374NLX3 2036-08-16 1.34688 N/A 207160131.00 420099.17 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2924 N/A 31395LAV3 2035-01-15 1.23199 N/A 128670867.00 80584.47 Agency Collateralized Mortgage Obligation GNMA_23-123D N/A 38384CRQ4 2053-08-20 0 N/A 1804202.00 1260174.69 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 0.64984 N/A 15622546.00 778196.66 Agency Collateralized Mortgage Obligation FNMA_17-23A N/A 3136AV5K1 2047-04-25 0.63668 N/A 38000000.00 548606.43 Agency Collateralized Mortgage Obligation 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4642858.00 3013580.06 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 0.63668 N/A 16295770.00 1118936.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 N/A 38381RLG2 2049-02-20 0.59984 N/A 70798857.00 1344179.83 Agency Collateralized Mortgage Obligation GNMA_09-106 N/A 38376JCQ5 2036-04-20 0.64984 N/A 161210059.00 292926.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABBT8 2051-07-20 4 N/A 9355000.00 7430694.95 Agency Mortgage-Backed Securities FHLMC_37-61 N/A 3137A2LT6 2040-11-15 0 N/A 25000000.00 77089.96 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCJC5 2050-11-25 2.5 N/A 2079055.00 224084.09 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3575 N/A 31398JUG6 2039-04-15 1.13199 N/A 20000000.00 24522.63 Agency Collateralized Mortgage Obligation GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 688817.21 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 129626.00 16.93 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_30437 N/A 31394FH24 2035-02-25 1.22668 N/A 14545453.00 19588.07 Agency Collateralized Mortgage Obligation FHLMC_4904E N/A 3137FNA91 2049-08-25 0.58668 N/A 25680348.00 584614.99 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTW9 2053-11-25 0 N/A 100001.00 72608.19 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377ELA0 2040-04-20 0.24984 N/A 273000000.00 1010907.26 Agency Collateralized Mortgage Obligation FNMA_14-90 N/A 3136AMCR8 2045-01-25 0.68668 N/A 20750000.00 460833.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17 N/A 38375JSQ9 2037-04-16 1.09688 N/A 40000000.00 137346.88 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XJMM9 2052-04-20 3.5 N/A 5152500.00 4423177.46 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 3.28199 N/A 36482995.00 4717.54 Agency Collateralized Mortgage Obligation GNMA_19-84E N/A 38381XCQ7 2049-07-20 0.64984 N/A 74239973.00 1433685.24 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12 N/A 38376TAG7 2040-01-16 0.94688 N/A 24000000.00 46611.75 Agency Collateralized Mortgage Obligation GNMA_11-5 N/A 38377TQK0 2041-01-20 0.54984 N/A 40125851.00 336944.63 Agency Collateralized Mortgage Obligation FHLMC_4395 N/A 3137BEX58 2026-05-15 4 N/A 198680.00 10.37 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128LLQM1 2042-04-01 7.015 N/A 1167.00 9.78 Agency Mortgage-Backed Securities FANNIE MAE FNMA_09-87 N/A 31398FM65 2039-11-25 0.78668 N/A 103151785.00 174338.76 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 0.64688 N/A 299410.00 2372.97 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 1.04984 N/A 13891689.00 114107.04 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QAX6 2041-01-25 1.02668 N/A 27857143.00 425806.65 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39 N/A 38374LNT4 2035-06-20 0.74984 N/A 50000000.00 39105.36 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828YD6 2026-08-31 1.375 N/A 1200.00 1149.87 U.S. Treasuries (including strips) FNMA_16-65A N/A 3136ATST2 2046-09-25 0.63668 N/A 31164258.00 678005.99 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 N/A 31398PRP6 2040-05-25 0.93668 N/A 42500000.00 12240.53 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 1.00703 N/A 60000000.00 551707.89 Agency Collateralized Mortgage Obligation FNMA_15-26 N/A 3136ANQT7 2045-05-25 0.98668 N/A 15000000.00 366636.70 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 6.35319 N/A 5449016.00 3792349.35 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 0.84984 N/A 7000000.00 746428.74 Agency Collateralized Mortgage Obligation GNMA_19-65K N/A 38381VKS8 2049-05-20 4.5 N/A 1000.00 226.57 Agency Collateralized Mortgage Obligation GNMA_23-17A N/A 38383VA32 2053-02-20 0.24681 N/A 52612866.00 2620609.52 Agency Collateralized Mortgage Obligation FNMA_24-8A N/A 3136BQU72 2054-03-25 1.65116 N/A 71993363.00 5740913.61 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 6.35319 N/A 8097536.00 6671366.00 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617LNSS4 2050-02-15 3 N/A 16000000.00 7729445.75 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128284N7 2028-05-15 2.875 N/A 100.00 97.86 U.S. Treasuries (including strips) FHLMC_4942G N/A 3137FQW90 2050-01-25 0.53668 N/A 23332918.00 1187369.50 Agency Collateralized Mortgage Obligation FNMA_24-38A N/A 3136BR4R5 2054-06-25 0.60116 N/A 19793856.00 733713.53 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 N/A 3133TUK64 2029-06-15 3.13199 N/A 36910350.00 4279.38 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 0.63668 N/A 100000.00 3628.12 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJP7 2026-12-15 4.375 N/A 11388700.00 11622107.98 U.S. Treasuries (including strips) GNMA_23-83E N/A 38384BVY4 2053-06-20 0.74681 N/A 34478208.00 3260947.17 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WA32 2036-03-20 2 N/A 12000000.00 6057124.91 Agency Mortgage-Backed Securities GNMA_23-153D N/A 38384E5W1 2053-10-20 0 N/A 14285714.00 9506023.16 Agency Collateralized Mortgage Obligation FNMA_23-20B N/A 3136BP3E9 2061-03-25 0.799886 N/A 1987966.00 78710.27 Agency Collateralized Mortgage Obligation GNMA_24-91A N/A 38384NME2 2054-05-20 0.59681 N/A 54540073.00 2430297.92 Agency Collateralized Mortgage Obligation GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 4032445.00 44695.14 Agency Collateralized Mortgage Obligation GNMA_19-128G N/A 38382AFJ9 2049-10-20 0 N/A 20000000.00 252913.26 Agency Collateralized Mortgage Obligation GNMA_14-131 N/A 38379E3D2 2044-09-20 0.74984 N/A 57430828.00 1224825.93 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 108480.99 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0 N/A 100000.00 843.78 Agency Collateralized Mortgage Obligation GNMA_23-54K N/A 38383XNQ3 2053-04-20 0.84681 N/A 30110464.00 2287529.83 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9RC4 2042-11-25 0.68668 N/A 30000000.00 445971.45 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 10241568.00 8135386.93 Agency Collateralized Mortgage Obligation GNMA_24-91B N/A 38384NMJ1 2064-05-20 0 N/A 106613707.00 2992686.53 Agency Collateralized Mortgage Obligation GNMA_20-149K N/A 38382KGM9 2050-10-20 0 N/A 12844115.00 76449.04 Agency Collateralized Mortgage Obligation FHLMC_5426G N/A 3137HCYQ9 2054-06-25 0 N/A 43124993.00 1516321.89 Agency Collateralized Mortgage Obligation GNMA_23-53G N/A 38383XH64 2053-04-20 6.20319 N/A 1388312.00 1151788.75 Agency Collateralized Mortgage Obligation GNMA_23-98G N/A 38384BYF2 2053-07-20 0 N/A 2877172.00 2092768.31 Agency Collateralized Mortgage Obligation GNMA_19-128 N/A 38382AFS9 2049-10-20 0.59984 N/A 23561122.00 965163.17 Agency Collateralized Mortgage Obligation GNMA_22-197L N/A 38383LFD7 2052-11-20 0 N/A 1193337.00 798592.84 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 0.09688 N/A 88000000.00 959423.90 Agency Collateralized Mortgage Obligation FHLMC_2450 N/A 31392KMK9 2032-03-15 2.53199 N/A 55.00 0.01 Agency Collateralized Mortgage Obligation GNMA_14-152 N/A 38379GYJ0 2044-10-20 0.14984 N/A 57000000.00 508741.87 Agency Collateralized Mortgage Obligation FNMA_19-59F N/A 3136B6LD3 2049-10-25 0.907318 N/A 63684502.00 605768.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14 N/A 38376WKR5 2040-02-16 1.09688 N/A 25000000.00 73472.52 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VBG4 2049-12-20 3.5 N/A 4759850.00 707077.33 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HX7L3 2063-11-20 2.5 N/A 410197.00 343400.88 Agency Mortgage-Backed Securities FHLMC_5431A N/A 3137HDPS3 2054-07-25 0 N/A 7948853.00 6379132.74 Agency Collateralized Mortgage Obligation GNMA_16-61 N/A 38379WE24 2046-05-20 0.59984 N/A 7000000.00 295754.65 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 1.03668 N/A 40407580.00 455460.28 Agency Collateralized Mortgage Obligation GNMA_22-197M N/A 38383LFZ8 2052-11-20 3.20172 N/A 100000.00 134162.99 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VFP0 2050-02-20 3 N/A 180180000.00 33964933.86 Agency Mortgage-Backed Securities FHSTR_377 N/A 3133Q5E51 2051-01-25 2 N/A 100000.00 9288.05 Agency Collateralized Mortgage Obligation FHLMC_5437C N/A 3137HF5U5 2054-08-25 1.75116 N/A 11686651.00 1017968.26 Agency Collateralized Mortgage Obligation GNMA_23-114N N/A 38384EBR5 2053-08-20 0 N/A 115000.00 75225.18 Agency Collateralized Mortgage Obligation GNMA_23-H03 N/A 38382YR62 2073-02-20 0.95906 N/A 144543252.00 10175351.18 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31416BZF8 2038-12-01 6 N/A 2340.00 17.64 Agency Mortgage-Backed Securities FNMA_19-82A N/A 3136B7V24 2050-01-25 3 N/A 2286.00 1046.28 Agency Collateralized Mortgage Obligation GNMA_23-176B N/A 38384DQ34 2053-11-20 0 N/A 2332272.00 1719150.15 Agency Collateralized Mortgage Obligation GNMA_09-13E N/A 38374TMZ4 2039-03-16 0.54688 N/A 50000000.00 172739.91 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 1.28668 N/A 94696183.00 367151.83 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HG5R9 2064-03-20 2.5 N/A 41096.00 34330.51 Agency Mortgage-Backed Securities FNMA_16-85G N/A 3136AUCT6 2046-11-25 0.63668 N/A 34264199.00 470212.48 Agency Collateralized Mortgage Obligation GNMA_21-159E N/A 38382XJ89 2051-09-20 3 N/A 75000000.00 7676802.98 Agency Collateralized Mortgage Obligation FNMA_02-8 N/A 31392BYZ3 2032-03-25 2.63838 N/A 54995529.00 4112.66 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 0.60668 N/A 6405661.00 364158.82 Agency Collateralized Mortgage Obligation FHLMC_5178G N/A 3137H53Z8 2051-11-25 4 N/A 41029039.00 5722773.02 Agency Collateralized Mortgage Obligation GNMA_12-96 N/A 38378HBF2 2042-08-20 0.64984 N/A 50739057.00 1051603.89 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K156 N/A 3137HA2B1 2033-02-25 4.43 N/A 106850.00 108402.28 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31300MKE2 2043-03-01 6.5 N/A 1248.00 18.94 Agency Mortgage-Backed Securities GNMA_23-176C N/A 38384DQ75 2053-11-20 6.85319 N/A 32100638.00 26865208.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XKUX3 2051-12-20 4 N/A 4305510.00 3709695.80 Agency Mortgage-Backed Securities GNMA_20-165Q N/A 38382K5E9 2050-11-20 2.5 N/A 47604317.00 4578601.08 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AWXY5 2053-06-20 6 N/A 481080.00 487086.02 Agency Mortgage-Backed Securities GNMA_20-175F N/A 38382LNR8 2050-11-20 2.5 N/A 3888284.00 392632.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 N/A 38374BAG8 2033-06-20 1.24984 N/A 79814839.00 6190.59 Agency Collateralized Mortgage Obligation FHLMC_5426F N/A 3137HCYR7 2054-06-25 0 N/A 64979240.00 2737292.88 Agency Collateralized Mortgage Obligation FNMA_11-41 N/A 31397SQ23 2041-05-25 1.11668 N/A 17146053.00 61684.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VV23 2050-10-20 3.5 N/A 1614535.00 591334.70 Agency Mortgage-Backed Securities FNMA_11-110 N/A 3136A2CR2 2041-04-25 1.18668 N/A 50000043.00 51512.36 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 6967517.00 708654.96 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKN0 2031-04-30 4.625 N/A 4864100.00 5182858.48 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128QPNJ7 2036-09-01 7.301 N/A 3885.00 87.38 Agency Mortgage-Backed Securities FNMA_12-2 N/A 3136A3XL0 2042-02-25 1.03668 N/A 15333333.00 218412.55 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31358DDR2 2030-05-15 0 N/A 642000.00 508440.25 Agency Debentures and Agency Strips GNMA_23-48K N/A 38383WUJ3 2053-03-20 0.94681 N/A 31165067.00 1974762.51 Agency Collateralized Mortgage Obligation FHLMC_4908E N/A 3137FNE63 2042-12-15 0.809888 N/A 43734086.00 972928.68 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GEPC6 2053-12-20 7.5 N/A 1257818.00 1346687.60 Agency Mortgage-Backed Securities GNMA_15-110 N/A 38379MTQ7 2045-08-20 0.25984 N/A 108701237.00 1216691.34 Agency Collateralized Mortgage Obligation GNMA_22-H22B N/A 38382YB51 2072-10-20 0.76347 N/A 58480020.00 3330517.77 Agency Collateralized Mortgage Obligation FHLMC_4657 N/A 3137BVPF7 2047-02-15 0.53199 N/A 36091396.00 1289822.94 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-116 N/A 38382WPN1 2051-06-20 2.5 N/A 3200000.00 310639.31 Agency Collateralized Mortgage Obligation FHLMC_4770C N/A 3137F35M2 2043-08-15 0.77743 N/A 76400829.00 1004487.89 Agency Collateralized Mortgage Obligation GNMA_20-129N N/A 38382JZD1 2050-09-20 3 N/A 95597556.00 9151818.82 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KL83 2074-08-20 0 N/A 28456600.00 1707111.43 Agency Collateralized Mortgage Obligation GNMA_16-108 N/A 38379YWT1 2046-08-20 0.64984 N/A 20000000.00 546625.47 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 1.18199 N/A 100003.00 1050.09 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-89 N/A 31394FUZ6 2035-10-25 1.23668 N/A 31962174.00 42947.55 Agency Collateralized Mortgage Obligation GNMA_23-135C N/A 38384EHH1 2053-09-20 0.34681 N/A 15000000.00 389351.18 Agency Collateralized Mortgage Obligation Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-09-03 2024-10-04 2024-10-04 Y BNP PARIBAS SA 1.0000 35 N Standard & Poor's A+ Moody's Aa3 Fitch A+ N N 0.0552 300000000.00 300000000.00 0.0018 N N N Y Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 5.34000000 N/A MBNUM2BPBDO7JBLYG310 BYD7M8FG3 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810QV3 2042-02-15 0.75 N/A 250935800.00 286221118.64 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FR4 2025-01-15 2.375 N/A 196799200.00 325778986.63 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0534 600000000.00 600000000.00 0.0036 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 5.43000000 N/A RUC0QBLBRPRCU4W1NE59 BYD7MERR3 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-H24B N/A 38382YC43 2072-11-20 0.96984 N/A 4812351.00 133092.68 Agency Collateralized Mortgage Obligation FHLMC_5420B N/A 3137HDA42 2054-06-25 0.40116 N/A 70000000.00 3617737.41 Agency Collateralized Mortgage Obligation GNMA_20-108 N/A 38380PWY6 2062-06-16 0.847 N/A 2131000.00 94097.81 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RC48 2051-04-20 4 N/A 13335146.00 994252.90 Agency Collateralized Mortgage Obligation FNMA_21-24D N/A 3136BF2A0 2051-04-25 4 N/A 10755965.00 1661525.74 Agency Collateralized Mortgage Obligation FHLMC_5151C N/A 3137H3G48 2051-04-25 1.5 N/A 1941667.00 77255.12 Agency Collateralized Mortgage Obligation FNMA_24-11D N/A 3136BRFR3 2054-03-25 0.30116 N/A 48168608.00 2217324.07 Agency Collateralized Mortgage Obligation GNMA_23-183C N/A 38384HBM9 2053-12-20 7 N/A 212856.00 35473.55 Agency Collateralized Mortgage Obligation GNMA_21-H11D N/A 38380Q7E6 2071-07-20 0.00299 N/A 60510129.00 989553.93 Agency Collateralized Mortgage Obligation GNMA_24-110K N/A 38384QC71 2064-07-20 0.69681 N/A 50000000.00 1680653.44 Agency Collateralized Mortgage Obligation GNMA_23-56C N/A 38383XM68 2053-04-20 0.09681 N/A 15000000.00 535840.85 Agency Collateralized Mortgage Obligation GNMA_23-113J N/A 38384CWD7 2053-08-20 0.44681 N/A 113819457.00 2770003.33 Agency Collateralized Mortgage Obligation GNMA_20-165L N/A 38382K2M4 2050-01-20 4.5 N/A 21421581.00 1331512.80 Agency Collateralized Mortgage Obligation GNMA_19-97G N/A 38381YKF0 2048-02-20 4 N/A 100036.00 4439.36 Agency Collateralized Mortgage Obligation FANNIE MAE ACES FNMA_18-M15 N/A 3136B3YT1 2036-01-25 0.778 N/A 18861507.00 375899.29 Agency Collateralized Mortgage Obligation GNMA_24-51H N/A 38384KUF6 2054-03-20 0 N/A 25000000.00 127814.33 Agency Collateralized Mortgage Obligation FNMA_24-39A N/A 3136BSCW3 2054-06-25 0.05116 N/A 104666506.00 5150777.32 Agency Collateralized Mortgage Obligation GNMA_22-H26B N/A 38382YJ79 2072-11-20 0.47011 N/A 8429400.00 296742.94 Agency Collateralized Mortgage Obligation FNMA_16-4 N/A 3136AQ3B4 2046-02-25 0.63668 N/A 7503664.00 301310.93 Agency Collateralized Mortgage Obligation GNMA_24-79S N/A 38384PEB2 2049-11-20 0.59984 N/A 45100020.00 4372924.45 Agency Collateralized Mortgage Obligation GNMA_24-64BB N/A 38384MRE9 2054-04-20 1.79681 N/A 12416192.00 1327320.12 Agency Collateralized Mortgage Obligation GNMA_24-4U N/A 38384HA65 2054-01-20 1.59681 N/A 18747106.00 1025743.60 Agency Collateralized Mortgage Obligation GNMA_23-183A N/A 38384HAN8 2053-12-20 7 N/A 964285.00 168804.23 Agency Collateralized Mortgage Obligation GNMA_24-110K N/A 38384QVP0 2064-07-20 0.54681 N/A 102656671.00 3336768.36 Agency Collateralized Mortgage Obligation GNMA_16-H23A N/A 38376RA48 2066-10-20 1.28032 N/A 18638988.00 207737.67 Agency Collateralized Mortgage Obligation FNMA_22-22E N/A 3136BMH84 2054-07-25 2 N/A 23485876.00 1290203.36 Agency Collateralized Mortgage Obligation FNMA_20-M36 N/A 3136BBBW1 2034-09-25 1.543 N/A 600000.00 30618.16 Agency Collateralized Mortgage Obligation GNMA_24-110U N/A 38384QXY9 2054-07-20 0 N/A 100060.00 2869.95 Agency Collateralized Mortgage Obligation FHLMC_5445C N/A 3137HFE92 2054-08-25 0.125 N/A 144787.00 108503.58 Agency Collateralized Mortgage Obligation GNMA_19-136L N/A 38382A7M1 2045-09-20 4 N/A 157992.00 6995.57 Agency Collateralized Mortgage Obligation GNMA_23-100A N/A 38384B3V1 2053-07-20 0.64681 N/A 48302739.00 2992503.12 Agency Collateralized Mortgage Obligation FHLMC_4763E N/A 3137F3MN1 2047-08-15 0.73199 N/A 11188390.00 198972.34 Agency Collateralized Mortgage Obligation GNMA_21-H11 N/A 38380Q7X4 2071-07-20 0.23278 N/A 100006.00 2594.74 Agency Collateralized Mortgage Obligation GNMA_22-51R N/A 38383PNQ0 2050-12-20 0 N/A 10000000.00 10902.31 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PBF6 2054-05-20 1.89681 N/A 36325800.00 3037882.76 Agency Collateralized Mortgage Obligation GNMA_20-137 N/A 38380P4X9 2062-09-16 0.79635 N/A 2604000.00 117525.97 Agency Collateralized Mortgage Obligation GNMA_20-185 N/A 38382LS51 2050-12-20 2 N/A 41473586.00 3356227.23 Agency Collateralized Mortgage Obligation FNMA_21-M23 N/A 3136BKAW2 2031-11-01 0.5 N/A 158208.00 119315.67 Agency Collateralized Mortgage Obligation GNMA_24-H11B N/A 38383KZP0 2074-07-20 0.93349 N/A 100000.00 7465.25 Agency Collateralized Mortgage Obligation GNMA_23-H22C N/A 38383KEJ7 2073-09-20 1.11868 N/A 29579901.00 2354358.00 Agency Collateralized Mortgage Obligation FNMA_21-69D N/A 3136BJKX2 2051-01-25 4 N/A 40973030.00 4239982.02 Agency Collateralized Mortgage Obligation GNMA_23-114C N/A 38384EAN5 2053-07-20 0.69681 N/A 52032447.00 1541753.05 Agency Collateralized Mortgage Obligation GNMA_20-H10D N/A 38380QBW1 2070-05-20 0.29296 N/A 30602794.00 38122.66 Agency Collateralized Mortgage Obligation GNMA_24-51P N/A 38384KVA6 2054-03-20 0.04681 N/A 149425000.00 405819.01 Agency Collateralized Mortgage Obligation FNMA_20-M17A N/A 3136B9NC7 2028-01-25 1.461 N/A 10664342.00 172191.92 Agency Collateralized Mortgage Obligation FNMA_21-24B N/A 3136BFU50 2051-04-25 4 N/A 6950958.00 795420.29 Agency Collateralized Mortgage Obligation GNMA_12-114 N/A 38378BE47 2053-01-16 0.62569 N/A 15200000.00 49385.83 Agency Collateralized Mortgage Obligation FHLMC_5103J N/A 3137H0DK1 2050-01-25 2 N/A 8669750.00 244768.34 Agency Collateralized Mortgage Obligation GNMA_23-24P N/A 38383WCS3 2052-01-20 0.14681 N/A 46613082.00 4517981.34 Agency Collateralized Mortgage Obligation GNMA_24-110D N/A 38384QUB2 2054-07-20 1.29681 N/A 23160617.00 2108591.18 Agency Collateralized Mortgage Obligation GNMA_23-136A N/A 38384EU86 2063-09-20 0.19681 N/A 30000000.00 1478907.97 Agency Collateralized Mortgage Obligation GNMA_20-H11A N/A 38380QDB5 2070-06-20 1.11289 N/A 200000.00 6799.99 Agency Collateralized Mortgage Obligation GNMA_23-83D N/A 38384BRM5 2063-06-20 0.49681 N/A 31554728.00 1569121.76 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TB4 2051-11-15 1.875 N/A 324000.00 202297.42 U.S. Treasuries (including strips) GNMA_24-79C N/A 38384PBE9 2054-05-20 1.89681 N/A 50000000.00 4246800.21 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_21-SB84 N/A 30320WAR0 2041-01-25 0.683529 N/A 12247908.00 188164.43 Agency Collateralized Mortgage Obligation GNMA_24-51E N/A 38384KSV4 2064-03-20 0.05 N/A 20000000.00 22411.97 Agency Collateralized Mortgage Obligation GNMA_23-H02C N/A 38382YM26 2072-11-20 0.52617 N/A 27740513.00 1305353.89 Agency Collateralized Mortgage Obligation GNMA_19-H18F N/A 38380LL68 2069-11-20 0.63178 N/A 27618610.00 494742.20 Agency Collateralized Mortgage Obligation GNMA_19-119E N/A 38381YM50 2049-09-20 5.5 N/A 100131.00 4859.81 Agency Collateralized Mortgage Obligation GNMA_21-40 N/A 38380RE71 2063-02-16 0.82139 N/A 1975000.00 108789.83 Agency Collateralized Mortgage Obligation GNMA_24-51H N/A 38384KUD1 2054-03-20 0 N/A 25000000.00 85870.61 Agency Collateralized Mortgage Obligation GNMA_20-56 N/A 38380PGL2 2061-11-16 0.96914 N/A 15000000.00 485806.47 Agency Collateralized Mortgage Obligation GNMA_21-59E N/A 38382RPZ5 2051-04-20 0.84984 N/A 19736000.00 1029054.23 Agency Collateralized Mortgage Obligation GNMA_20-H09F N/A 38380QAT9 2070-05-20 1.16397 N/A 25931192.00 653694.44 Agency Collateralized Mortgage Obligation FNMA_15-56C N/A 3136APTN2 2045-08-25 0.68668 N/A 2100000.00 66177.44 Agency Collateralized Mortgage Obligation GNMA_24-64A N/A 38384MTC1 2054-04-20 0 N/A 50000000.00 2479567.70 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTJ0 2054-03-20 0.15 N/A 24679500.00 95947.74 Agency Collateralized Mortgage Obligation FHLMC_4663 N/A 3137BWU51 2047-03-15 4 N/A 16768000.00 318170.53 Agency Collateralized Mortgage Obligation GNMA_24-110P N/A 38384QWJ3 2054-07-20 1.29681 N/A 200002.00 11489.99 Agency Collateralized Mortgage Obligation GNMA_24-51A N/A 38384KRV5 2054-03-20 6.5 N/A 1615384.00 156673.96 Agency Collateralized Mortgage Obligation GNMA_19-128H N/A 38382AFP5 2049-10-20 0.54984 N/A 15292399.00 702041.29 Agency Collateralized Mortgage Obligation GNMA_20-H15D N/A 38380QJF0 2069-06-20 3.13884 N/A 19478385.00 453943.43 Agency Collateralized Mortgage Obligation GNMA_22-H20C N/A 38382YZE6 2072-08-20 0.60625 N/A 65706334.00 3153928.74 Agency Collateralized Mortgage Obligation GNMA_24-126C N/A 38384UUY3 2054-08-20 0.59647 N/A 17884994.00 897105.69 Agency Collateralized Mortgage Obligation GNMA_21-189 N/A 38381D7S3 2061-06-16 0.88374 N/A 5000000.00 298312.92 Agency Collateralized Mortgage Obligation GNMA_22-H14B N/A 38382YWH2 2072-07-20 0.6642 N/A 67087314.00 3483311.40 Agency Collateralized Mortgage Obligation GNMA_21-178 N/A 38381D5A4 2061-10-16 0.09988 N/A 75000000.00 283126.88 Agency Collateralized Mortgage Obligation GNMA_19-16C N/A 38381RGP8 2049-02-20 0.59984 N/A 48182959.00 1960098.60 Agency Collateralized Mortgage Obligation FNMA_20-M26B N/A 3136BARC0 2029-09-25 0.956 N/A 113130000.00 1325030.03 Agency Collateralized Mortgage Obligation FNR_24-3 N/A 3136BQM48 2050-03-25 0.317606 N/A 4141121.00 134831.49 Agency Collateralized Mortgage Obligation FNR_24-11 N/A 3136BRBA4 2054-03-25 2.75116 N/A 6405969.00 475055.98 Agency Collateralized Mortgage Obligation FHLMC_5138H N/A 3137H2JH8 2051-07-25 2 N/A 16469599.00 1057319.86 Agency Collateralized Mortgage Obligation GNMA_21-66M N/A 38382RF52 2051-04-20 2 N/A 15440000.00 728582.02 Agency Collateralized Mortgage Obligation GNMA_19-23E N/A 38381RVB2 2049-02-20 0.59984 N/A 68102992.00 1311078.53 Agency Collateralized Mortgage Obligation FHLMC_4867A N/A 3137FL2J2 2037-04-15 0.68676 N/A 33568823.00 647973.27 Agency Collateralized Mortgage Obligation FNMA_16-M01B N/A 3136AQV98 2026-01-25 0.154 N/A 100000000.00 32872.49 Agency Collateralized Mortgage Obligation GNMA_20-H12F N/A 38380QEY4 2070-07-20 0.62056 N/A 200100.00 3569.22 Agency Collateralized Mortgage Obligation GNMA_17-H22 N/A 38375UY79 2067-11-20 0.89486 N/A 14668972.00 199731.85 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FZP1 2051-12-20 2.5 N/A 14432200.00 1096598.27 Agency Collateralized Mortgage Obligation FNMA_20-87D N/A 3136BC3U2 2050-12-25 4.5 N/A 18231129.00 2835029.49 Agency Collateralized Mortgage Obligation GNMA_24-51R N/A 38384KVW8 2054-03-20 0.04681 N/A 28199701.00 77386.88 Agency Collateralized Mortgage Obligation GNMA_12-H12 N/A 38375BSB9 2062-05-20 1.04614 N/A 143015.00 189.44 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HCB2 2053-12-20 0.34681 N/A 100080.00 5264.80 Agency Collateralized Mortgage Obligation GNMA_24-51G N/A 38384KTS0 2054-03-20 0.05 N/A 20000000.00 22863.44 Agency Collateralized Mortgage Obligation FHLMC_5389G N/A 3137HBWD2 2054-03-25 0 N/A 25000000.00 985875.73 Agency Collateralized Mortgage Obligation GNMA_19-99 N/A 38381XTX4 2049-08-20 0.59984 N/A 27108294.00 878734.24 Agency Collateralized Mortgage Obligation FNMA_23-59C N/A 3136BQXG9 2051-04-25 3.5 N/A 24890512.00 5074521.81 Agency Collateralized Mortgage Obligation GNMA_20-H13F N/A 38380QGT3 2070-07-20 0.78639 N/A 13978053.00 441745.09 Agency Collateralized Mortgage Obligation FNMA_24-11A N/A 3136BRDE4 2054-03-25 6.5 N/A 2307692.00 433944.33 Agency Collateralized Mortgage Obligation GNMA_22-18H N/A 38383GE31 2052-01-20 2.5 N/A 350000.00 25324.36 Agency Collateralized Mortgage Obligation GNMA_16-H07D N/A 38376RRM0 2066-03-20 0.52065 N/A 110462842.00 1140946.17 Agency Collateralized Mortgage Obligation FHLMC_5330B N/A 3137HAG59 2053-08-25 0.60116 N/A 2624352.00 139763.86 Agency Collateralized Mortgage Obligation GNMA_24-4B N/A 38384HD54 2054-01-20 7 N/A 602992.00 103635.85 Agency Collateralized Mortgage Obligation GNMA_24-79G N/A 38384PCD0 2054-05-20 0 N/A 70000000.00 3823702.29 Agency Collateralized Mortgage Obligation GNMA_20-H19G N/A 38380QQA3 2070-10-20 0.16124 N/A 300000.00 3920.07 Agency Collateralized Mortgage Obligation GNMA_21-116N N/A 38382WSD0 2051-06-20 3.5 N/A 11705062.00 1171850.90 Agency Collateralized Mortgage Obligation GNMA_22-112E N/A 38383TTH6 2052-06-20 0 N/A 65000000.00 1546610.36 Agency Collateralized Mortgage Obligation GNMA_24-4S N/A 38384HZX9 2053-02-20 5 N/A 3069364.00 474949.00 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCF6 2026-05-31 0.75 N/A 100.00 94.76 U.S. Treasuries (including strips) FHLMC_4900H N/A 3137FMZA3 2049-07-25 0.58668 N/A 38732096.00 905234.61 Agency Collateralized Mortgage Obligation FNMA_21-94E N/A 3136BK2P6 2052-01-25 2 N/A 2562500.00 156996.10 Agency Collateralized Mortgage Obligation FHLMC_4624C N/A 3137BSMP5 2038-12-15 0.69124 N/A 17536230.00 157398.04 Agency Collateralized Mortgage Obligation FHLMC_5397E N/A 3137HCGB2 2054-04-25 0.05 N/A 5000000.00 4029.84 Agency Collateralized Mortgage Obligation GNMA_21-H09J N/A 38380Q5B4 2071-06-20 0.01753 N/A 56804590.00 1171687.01 Agency Collateralized Mortgage Obligation GNMA_21-H09K N/A 38380Q5D0 2071-06-20 0.02564 N/A 44177162.00 888236.16 Agency Collateralized Mortgage Obligation FNMA_24-17A N/A 3136BRMT1 2054-04-25 1.75116 N/A 35002434.00 2509646.14 Agency Collateralized Mortgage Obligation GNMA_24-79C N/A 38384PFY1 2053-07-20 7 N/A 100001.00 15875.79 Agency Collateralized Mortgage Obligation FHLMC_5103L N/A 3137H0BU1 2051-05-25 1.5 N/A 1433333.00 41511.96 Agency Collateralized Mortgage Obligation FHLMC_5389B N/A 3137HBWC4 2054-03-25 0.35116 N/A 59474698.00 2703092.87 Agency Collateralized Mortgage Obligation FHLMC_5445C N/A 3137HDWK2 2054-08-25 3.656815 N/A 8778291.00 10217654.00 Agency Collateralized Mortgage Obligation FNMA_21-75J N/A 3136BJ5A9 2051-11-25 2 N/A 378125.00 27840.87 Agency Collateralized Mortgage Obligation FHLMC_5389F N/A 3137HBWE0 2054-03-25 1.65116 N/A 58137982.00 3730024.10 Agency Collateralized Mortgage Obligation GNMA_22-H07 N/A 38382YQL0 2072-02-20 1.79933 N/A 200028.00 4632.65 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_W5FX N/A 3137FG6Q3 2028-04-25 3.336117 N/A 1000.00 964.34 Agency Collateralized Mortgage Obligation GNMA_24-51G N/A 38384KTW1 2054-03-20 0.1 N/A 1728211.00 4113.55 Agency Collateralized Mortgage Obligation GNMA_15-H05B N/A 38375UUS7 2065-02-20 0.49593 N/A 41833825.00 487359.26 Agency Collateralized Mortgage Obligation GNMA_21-H03K N/A 38380QB43 2071-02-20 0.73609 N/A 100000.00 3602.06 Agency Collateralized Mortgage Obligation GNMA_19-32 N/A 38380M2B6 2061-05-16 0.60477 N/A 240957365.00 4363645.06 Agency Collateralized Mortgage Obligation GNMA_23-H16B N/A 38383KAP7 2072-04-20 0.31663 N/A 70000000.00 2199211.94 Agency Collateralized Mortgage Obligation GNMA_24-30F N/A 38384JKR4 2054-02-20 1.09681 N/A 11597737.00 1093270.23 Agency Collateralized Mortgage Obligation GNMA_24-110D N/A 38384QUJ5 2054-07-20 0.29681 N/A 30000000.00 1841300.30 Agency Collateralized Mortgage Obligation FNMA_22-4B N/A 3136BLB82 2052-02-25 2 N/A 5514000.00 249024.83 Agency Collateralized Mortgage Obligation GNMA_12-123 N/A 38378BQ77 2051-12-16 0.61747 N/A 30180000.00 76838.08 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_14-50 N/A 3136AKXK4 2044-08-25 0.844657 N/A 2027835.00 8289.26 Agency Collateralized Mortgage Obligation GNMA_21-58D N/A 38382RBK3 2051-04-20 3.5 N/A 100017.00 6334.11 Agency Collateralized Mortgage Obligation GNMA_24-51J N/A 38384KUL3 2054-03-20 0.19681 N/A 10000000.00 646336.05 Agency Collateralized Mortgage Obligation GNMA_24-30D N/A 38384JJH8 2064-02-20 1.49681 N/A 60398016.00 4166236.15 Agency Collateralized Mortgage Obligation FNMA_21-87D N/A 3136BKNV0 2051-11-25 2 N/A 6818750.00 311878.90 Agency Collateralized Mortgage Obligation GNMA_22-H24C N/A 38382YF32 2072-11-20 0.53804 N/A 64311453.00 2975009.98 Agency Collateralized Mortgage Obligation FHLMC_5376C N/A 3137HBE67 2054-01-25 7.5 N/A 100777.00 11377.09 Agency Collateralized Mortgage Obligation GNMA_24-30Q N/A 38384JNB6 2054-02-20 1.04681 N/A 28511350.00 2220779.04 Agency Collateralized Mortgage Obligation GNMA_24-79G N/A 38384PCS7 2054-05-20 0 N/A 100000000.00 5348886.78 Agency Collateralized Mortgage Obligation GNMA_20-46H N/A 38382C5A5 2050-04-20 4 N/A 13145000.00 783801.69 Agency Collateralized Mortgage Obligation FNMA_21-87D N/A 3136BKPF3 2051-11-25 2 N/A 4153750.00 188422.66 Agency Collateralized Mortgage Obligation GNMA_24-30V N/A 38384JPN8 2054-02-20 1.64681 N/A 380434.00 41092.80 Agency Collateralized Mortgage Obligation GNMA_21-H05H N/A 38380QF80 2071-01-20 0.0345 N/A 17157604.00 812082.38 Agency Collateralized Mortgage Obligation FNMA_17-M7 N/A 3136AV7H6 2027-02-25 0.139 N/A 630831895.00 609626.11 Agency Collateralized Mortgage Obligation GNMA_23-183C N/A 38384HBU1 2053-12-20 7 N/A 716488.00 124765.23 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_07-7 N/A 31396PSZ5 2037-02-25 0.93668 N/A 147875.00 31.45 Agency Collateralized Mortgage Obligation GNMA_19-78L N/A 38381WUN6 2049-06-20 0.59984 N/A 46600275.00 904364.86 Agency Collateralized Mortgage Obligation GNMA_17-H22D N/A 38375UU99 2067-10-20 0.56988 N/A 21963420.00 945851.15 Agency Collateralized Mortgage Obligation GNMA_24-110U N/A 38384QXA1 2054-07-20 0 N/A 100056.00 2313.04 Agency Collateralized Mortgage Obligation GNMA_24-H09A N/A 38384PNM8 2074-06-20 0.9221 N/A 21993203.00 1582956.63 Agency Collateralized Mortgage Obligation GNMA_18-65H N/A 38380WP78 2048-05-20 5.5 N/A 2186345.00 53396.72 Agency Collateralized Mortgage Obligation GNMA_24-79F N/A 38384PBS8 2054-05-20 1.89681 N/A 2320073.00 269307.72 Agency Collateralized Mortgage Obligation GNMA_21-214N N/A 38383FGK3 2051-12-20 2.5 N/A 9434144.00 1231354.59 Agency Collateralized Mortgage Obligation FANNIEMAE-ACES FNMA_21-M3 N/A 3136BDXR4 2033-11-25 2.03 N/A 4675000.00 279278.08 Agency Collateralized Mortgage Obligation GNMA_22-93L N/A 38383R3X3 2052-05-20 0 N/A 50000000.00 1316712.40 Agency Collateralized Mortgage Obligation GNMA_22-H11D N/A 38382YTY9 2072-05-20 0.69245 N/A 82606745.00 4089471.36 Agency Collateralized Mortgage Obligation GNMA_20-H02C N/A 38380LT86 2070-01-20 0.92186 N/A 34503909.00 633938.36 Agency Collateralized Mortgage Obligation FHLMC_5240C N/A 3137H8ET4 2050-07-25 0.53668 N/A 18122987.00 1688331.38 Agency Collateralized Mortgage Obligation GNMA_19-4B N/A 38381BTG9 2049-01-20 0.54984 N/A 115772153.00 2864983.01 Agency Collateralized Mortgage Obligation GNMA_20-190 N/A 38380RJM3 2062-11-16 1.05006 N/A 43435136.00 2799298.45 Agency Collateralized Mortgage Obligation GNMA_24-79E N/A 38384PBQ2 2054-05-20 0 N/A 50000000.00 1471788.92 Agency Collateralized Mortgage Obligation GNMA_21-203 N/A 38381EEL8 2063-07-16 0.86945 N/A 1500000.00 91364.13 Agency Collateralized Mortgage Obligation FNMA_20-87C N/A 3136BC3S7 2050-12-25 3.5 N/A 15318176.00 2210077.00 Agency Collateralized Mortgage Obligation GNMA_24-64K N/A 38384MMH7 2054-04-20 0 N/A 79019658.00 4816540.74 Agency Collateralized Mortgage Obligation GNMA_21-225G N/A 38383FXU2 2051-12-20 2 N/A 16896000.00 1229423.70 Agency Collateralized Mortgage Obligation GNMA_24-51D N/A 38384KSH5 2064-03-20 0.09 N/A 5000000.00 8481.79 Agency Collateralized Mortgage Obligation GNMA_19-H15G N/A 38380LA86 2069-09-20 0.03959 N/A 40629121.00 1149713.91 Agency Collateralized Mortgage Obligation GNMA_23-173K N/A 38384GDB3 2053-11-20 0 N/A 31000000.00 1951123.02 Agency Collateralized Mortgage Obligation FHLMC_5385C N/A 3137HBJA3 2046-12-15 0.244563 N/A 10879751.00 404252.20 Agency Collateralized Mortgage Obligation GNMA_24-90 N/A 38381LFW7 2066-07-16 0 N/A 66500000.00 4086850.26 Agency Collateralized Mortgage Obligation GNMA_19-H15D N/A 38380LZZ9 2069-07-20 0.68808 N/A 33141814.00 749578.17 Agency Collateralized Mortgage Obligation FHLMC_5389H N/A 3137HBWF7 2054-03-25 1.00116 N/A 30254955.00 1551533.45 Agency Collateralized Mortgage Obligation GNMA_21-209F N/A 38383DU30 2051-11-20 2 N/A 18539500.00 688296.48 Agency Collateralized Mortgage Obligation GNMA_20-107B N/A 38382GVM1 2050-07-20 3.5 N/A 26428571.00 1831807.03 Agency Collateralized Mortgage Obligation GNMA_21-116K N/A 38382WRK5 2047-11-20 3.5 N/A 200005.00 20816.84 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_20-M10 N/A 3136B9EN3 2027-12-25 0.86 N/A 63466602.00 371629.73 Agency Collateralized Mortgage Obligation GNMA_14-H16A N/A 38375UMW7 2064-07-20 1.59509 N/A 100701.00 215.37 Agency Collateralized Mortgage Obligation GNMA_23-183B N/A 38384HBD9 2053-12-20 0.04681 N/A 200002.00 6495.24 Agency Collateralized Mortgage Obligation GNMA_24-79T N/A 38384PEJ5 2051-11-20 3 N/A 9676380.00 2061500.67 Agency Collateralized Mortgage Obligation GNMA_15-13 N/A 38379H3J2 2045-01-20 0.14984 N/A 59403599.00 486891.58 Agency Collateralized Mortgage Obligation GNMA_20-H09G N/A 38380QBM3 2070-05-20 0.4592 N/A 100023.00 3101.83 Agency Collateralized Mortgage Obligation GNMA_18-155D N/A 38381A3Z7 2048-11-20 0.64984 N/A 678000.00 12957.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_16-026 N/A 38379UEH5 2058-02-16 0.53843 N/A 54321299.00 268448.90 Agency Collateralized Mortgage Obligation FNMA_21-28B N/A 3136BHKD0 2051-04-25 1.5 N/A 9875259.00 354050.17 Agency Collateralized Mortgage Obligation GNMA_24-51F N/A 38384KTA9 2054-03-20 0 N/A 50000000.00 152073.33 Agency Collateralized Mortgage Obligation GNMA_21-117 N/A 38382WDX2 2051-07-20 3.5 N/A 21428571.00 1469720.98 Agency Collateralized Mortgage Obligation FNMA_21-94E N/A 3136BK2Y7 2052-01-25 2 N/A 437500.00 27165.19 Agency Collateralized Mortgage Obligation GNMA_21-2 N/A 38380RNM8 2063-06-16 0.87677 N/A 3439000.00 189521.49 Agency Collateralized Mortgage Obligation FHLMC_5420J N/A 3137HDJB7 2054-06-25 1.70116 N/A 46170123.00 4259049.98 Agency Collateralized Mortgage Obligation GNMA_23-H10C N/A 38382Y4B6 2073-04-20 0.85627 N/A 58133135.00 2099306.79 Agency Collateralized Mortgage Obligation GNMA_23-5F N/A 38383HRQ4 2053-01-20 0.89681 N/A 50000000.00 1443487.25 Agency Collateralized Mortgage Obligation GNMA_21-H12E N/A 38382YCJ0 2071-08-20 0.03226 N/A 227388936.00 3961168.93 Agency Collateralized Mortgage Obligation GNMA_21-H02F N/A 38380QWL2 2070-05-20 2.17284 N/A 5049054.00 59755.22 Agency Collateralized Mortgage Obligation FNMA_20-73D N/A 3136BCFT2 2049-11-25 0.828209 N/A 1106.00 424.62 Agency Collateralized Mortgage Obligation GNMA_22-159S N/A 38383YQV7 2052-09-20 5.5 N/A 9234390.00 588273.24 Agency Collateralized Mortgage Obligation FHLMC_5335C N/A 3137HALE4 2053-09-25 0.35116 N/A 20266828.00 903152.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSICATION GNMA_15-048 N/A 38379KHJ0 2050-02-16 0.74069 N/A 102154.00 67.54 Agency Collateralized Mortgage Obligation FHLMC_4645 N/A 3137BUHC5 2044-03-15 4.5 N/A 35033489.00 1437136.23 Agency Collateralized Mortgage Obligation FHLMC_4572 N/A 3137BNZ56 2046-04-15 0.58199 N/A 54849381.00 1606397.48 Agency 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Citigroup Global Markets, Inc. 5.32000000 N/A MBNUM2BPBDO7JBLYG310 BYD7T1QG9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810FR4 2025-01-15 2.375 N/A 146648441.00 242760034.02 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-09-03 2024-09-03 2024-09-03 N N N 0.0532 238000000.00 238000000.00 0.0014 N Y Y N Fixed Income Clearing Corporation - WF Fixed Income Clearing Corporation - WF 5.41000000 N/A N/A BYD7MALD8 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 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 N/A 1000.00 1011.02 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 N/A 845700.00 773976.25 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 88600.00 89800.03 U.S. Treasuries (including 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Securities LLC 5.33000000 N/A VYVVCKR63DVZZN70PB21 BYD7T1RZ6 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNPL PN CZ2402 N/A 3618GDU32 2059-07-15 6.5 N/A 13480900.00 14880290.20 Agency Mortgage-Backed Securities GNPL PN DA0297 N/A 3618GPKJ1 2059-06-15 5.98 N/A 9840000.00 10583716.57 Agency Mortgage-Backed Securities GNII SF 002548 M N/A 36202CZM8 2028-02-20 7 N/A 186402739.00 177647.54 Agency Mortgage-Backed Securities GNCL CL CR5660 N/A 3618ALJD1 2065-03-15 5.64 N/A 4090559.00 4292846.69 Agency Mortgage-Backed Securities GNCL CL CG6830 N/A 3617WLST4 2064-11-15 5.4 N/A 1761132.00 1765172.04 Agency Mortgage-Backed Securities GNPL PN CV3943 N/A 3618F0LY3 2058-10-15 6 N/A 1556667.00 1659066.30 Agency Mortgage-Backed Securities GNII SF CZ3601 C N/A 3618GFAA3 2053-12-20 7.5 N/A 1409415.00 1339753.08 Agency Mortgage-Backed Securities GNPL PN CV1032 N/A 3618BWED1 2058-08-15 5.47 N/A 1012519.00 1048164.03 Agency Mortgage-Backed Securities GNCL CL CS6533 N/A 3618B0HJ5 2065-02-15 5.23 N/A 5820318.00 5938837.46 Agency Mortgage-Backed Securities GNII SF CZ3714 C N/A 3618GFDT9 2054-01-20 7.5 N/A 1081322.00 1129370.47 Agency Mortgage-Backed Securities GNII SF MA9015 M N/A 36179YAQ7 2053-04-20 4.5 N/A 33908966.00 32034391.76 Agency Mortgage-Backed Securities GNPL PN DA8487 N/A 3618GYNC4 2059-06-15 6.05 N/A 13000000.00 14137147.75 Agency Mortgage-Backed Securities GNPL PN DA3197 N/A 3618GSRS8 2059-06-15 6 N/A 9352000.00 10066704.23 Agency Mortgage-Backed Securities GNCL CL CP3649 N/A 3617FTBS6 2065-01-15 4.35 N/A 3075311.00 2923707.91 Agency Mortgage-Backed Securities GNII SF CJ8587 C N/A 3617XRRG9 2051-12-20 2.5 N/A 1897522.00 1217704.96 Agency Mortgage-Backed Securities GNPL PN CW2329 N/A 3618FASS7 2059-06-15 5.55 N/A 29316950.00 31066066.58 Agency Mortgage-Backed Securities GNII SF MA9852 M N/A 36179Y5M2 2054-07-20 6 N/A 324099586.00 330738225.75 Agency Mortgage-Backed Securities GNII SF AQ3551 C N/A 36189S5L5 2046-03-20 3.5 N/A 1466028.00 399478.62 Agency Mortgage-Backed Securities GNCL CL CS3801 N/A 3618AWGJ7 2065-08-15 4.94 N/A 13771800.00 13645739.06 Agency Mortgage-Backed Securities GNCL CL CS2706 N/A 3618AVAF3 2065-06-15 5.54 N/A 3484586.00 3643437.05 Agency Mortgage-Backed Securities GNII SF DA7154 C N/A 3618GW5P9 2054-05-20 6 N/A 8394854.00 8569111.14 Agency Mortgage-Backed Securities GNII SF MA5880 M N/A 36179UQ96 2049-04-20 6 N/A 92336.00 14257.87 Agency Mortgage-Backed Securities GNPL PN CZ7785 N/A 3618GKUJ1 2059-06-15 6.2 N/A 9810668.00 10598023.97 Agency Mortgage-Backed Securities GNPL PN CU2417 N/A 3618BKVJ5 2058-09-15 5.73 N/A 1145100.00 1202045.50 Agency Mortgage-Backed Securities GNII SF 003306 M N/A 36202DU74 2032-11-20 5.5 N/A 114000.00 710.78 Agency Mortgage-Backed Securities GNPL PN DA0296 N/A 3618GPKH5 2059-08-15 5.47 N/A 9076800.00 9583906.19 Agency Mortgage-Backed Securities GNII SF MA5821 M N/A 36179UPE6 2049-03-20 6 N/A 25000.00 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Agency Mortgage-Backed Securities GNPL PN CR4173 N/A 3618AJT60 2059-08-15 5.55 N/A 6107900.00 6471880.96 Agency Mortgage-Backed Securities GNII SF MA8269 M N/A 36179XFJ0 2052-09-20 5 N/A 6024667.00 5250009.78 Agency Mortgage-Backed Securities GNII SF MA4126 M N/A 36179SSP3 2046-11-20 3 N/A 21601501.00 3400939.99 Agency Mortgage-Backed Securities GNCL CS CQ7222 N/A 3618AAAX0 2064-12-15 6.35 N/A 2625765.00 2447019.40 Agency Mortgage-Backed Securities GNCL CL CU4605 N/A 3618BNDJ9 2065-12-15 5.5 N/A 6993684.00 7043692.73 Agency Mortgage-Backed Securities GNCL CL CP1215 N/A 3617FQK45 2066-03-15 6.48 N/A 1253639.00 1364120.95 Agency Mortgage-Backed Securities GNPL PN CJ3158 N/A 3617XKQK6 2057-03-15 1.94 N/A 10440000.00 8145115.25 Agency Mortgage-Backed Securities GNPL PN CY1381 N/A 3618G0RA8 2059-03-15 5.34 N/A 2260000.00 2355448.29 Agency Mortgage-Backed Securities Y Fitch NR Standard & Poor's A-1 Moody's NR 2024-09-03 2024-09-03 2024-09-03 N N N 0.0533 625000000.00 625000000.00 0.0038 N Y 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254900HROIFWPRGM1V77 91282CHS3 2025-07-31 5.169195799 N/A 200.00 200.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKF7 2031-03-31 4.125 N/A 116269000.00 120704795.83 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834PB8 2044-11-15 0 N/A 10486954.56 4234328.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834JH2 2040-11-15 0 N/A 24081032.00 11884109.70 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCM1 2031-07-15 0.125 N/A 800.00 849.23 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 17279200.00 18420796.50 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803GM9 2052-11-15 0 N/A 6415000.00 2029552.04 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912803DM2 2040-05-15 0 N/A 3034000.00 1617337.41 U.S. Treasuries 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2030-08-15 0 N/A 2568184.66 2042544.03 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-09-03 2024-09-06 2025-05-01 Y BNP PARIBAS SA 1.0000 7 N Moody's Aa3 Standard & Poor's A+ Fitch A+ N N 0.0545 1800000000.00 1800000000.00 0.0108 N N Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385BC9 2549001DPIFGXC1TOL40 US313385BC98 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Standard & Poor's A-1+ Moody's Agency 2025-01-27 2025-01-27 2025-01-27 N N N 0.0487 1037863209.63 1037863209.63 0.0062 N N N N Barclays Capital, Inc. 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