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3 N/A 150595666.00 13487544.09 Agency Collateralized Mortgage Obligation GNMA_23-70H N/A 38384AFR9 2053-05-20 1.54918 N/A 8333334.00 6379822.00 Agency Collateralized Mortgage Obligation GNMA_22-60K N/A 38383PBJ9 2051-02-20 3 N/A 91619203.00 11517535.19 Agency Collateralized Mortgage Obligation GNMA_23-141C N/A 38384ED93 2048-05-20 0.97466 N/A 97582703.00 11654118.03 Agency Collateralized Mortgage Obligation FHLMC_5355A N/A 3137HATQ9 2053-11-25 0 N/A 19230770.00 13977493.79 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5155 N/A 3137H37F3 2051-10-25 3 N/A 86569995.00 8438649.42 Agency Collateralized Mortgage Obligation GNMA_22-105B N/A 38383TKA0 2051-06-20 2.5 N/A 62219008.00 7081194.38 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX41 2051-12-20 3 N/A 50030784.00 7639732.37 Agency Collateralized Mortgage Obligation GNMA_17-137 N/A 38380GWL4 2047-09-20 3 N/A 22792000.00 9763920.10 Agency Collateralized Mortgage Obligation FHLMC_5364A N/A 3137HBAY0 2053-12-25 0 N/A 7692308.00 5894167.94 Agency Collateralized Mortgage Obligation FHLMC_5129C N/A 3137H1NP7 2050-08-25 3 N/A 116831333.00 10370018.00 Agency Collateralized Mortgage Obligation GNMA_24-23A N/A 38384J5M2 2051-05-20 0.85459 N/A 104318398.00 15143317.55 Agency Collateralized Mortgage Obligation GNMA_10-98 N/A 38377JPV9 2040-08-20 4.5 N/A 29426005.00 9549735.74 Agency Collateralized Mortgage Obligation GNMA_22-9H N/A 38383FQ63 2052-01-20 3 N/A 133333333.00 8498131.89 Agency Collateralized Mortgage Obligation FHLMC_4312B N/A 3137B7Q36 2043-08-15 3.5 N/A 6605652.00 6771864.01 Agency Collateralized Mortgage Obligation GNMA_20-126B N/A 38382HVK3 2050-08-20 3 N/A 68833333.00 6556041.51 Agency Collateralized Mortgage Obligation GNMA_21-140A N/A 38382XYK5 2051-08-20 2.5 N/A 192635000.00 14340424.45 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JW83 2051-08-20 2.5 N/A 68463353.00 6811148.78 Agency Collateralized Mortgage Obligation GNMA_19-129 N/A 38381Y7M0 2049-10-20 4 N/A 99902625.00 5925192.72 Agency Collateralized Mortgage Obligation FNMA_21-93A N/A 3136BK5S7 2051-08-25 3 N/A 68266308.00 6118405.66 Agency Collateralized Mortgage Obligation GNMA_22-137A N/A 38383UVR8 2052-01-20 3 N/A 156162319.00 17232569.54 Agency Collateralized Mortgage Obligation FHLMC_5195 N/A 3137H5R25 2052-02-25 2.5 N/A 13153000.00 9375743.30 Agency Collateralized Mortgage Obligation GNMA_21-140 N/A 38382XYL3 2051-08-20 2.5 N/A 50553.00 21029.70 Agency Collateralized Mortgage Obligation GNMA_23-75F N/A 38384AXB4 2048-04-20 1.12466 N/A 101971319.00 13000628.12 Agency Collateralized Mortgage Obligation FHLMC_5051B N/A 3137F7YM1 2050-12-25 3 N/A 119166666.00 11422020.10 Agency Collateralized Mortgage Obligation GNMA_23-89B N/A 38384BMF5 2053-06-20 1.38191 N/A 12114983.00 10487895.21 Agency Collateralized Mortgage Obligation FNMA_22-20C N/A 3136BL7M6 2048-04-25 4.5 N/A 56886493.00 7658901.71 Agency Collateralized Mortgage Obligation GNMA_21-73B N/A 38382RP36 2051-04-20 3 N/A 122499999.00 10061146.40 Agency Collateralized Mortgage Obligation GNMA_10-165 N/A 38377RZ32 2040-12-16 4.5 N/A 35241929.00 10566888.32 Agency Collateralized Mortgage Obligation GNMA_23-75 N/A 38384AWW9 2050-07-20 3.5 N/A 54841130.00 8368173.21 Agency Collateralized Mortgage Obligation GNMA_23-101A N/A 38384CAL3 2053-07-20 1.20918 N/A 7860426.00 6694634.50 Agency Collateralized Mortgage Obligation GNMA_21-119A N/A 38382UU66 2051-07-20 1.22466 N/A 126622035.00 10793910.84 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHA8 2050-03-25 0.6054 N/A 82901889.00 10532337.18 Agency Collateralized Mortgage Obligation FNMA_24-50A N/A 3136BSPQ2 2054-08-25 1.81988 N/A 75000000.00 6079311.34 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JW91 2050-02-20 0.97466 N/A 73151725.00 9490500.07 Agency Collateralized Mortgage Obligation GNMA_24-117E N/A 38384Q3B2 2054-07-20 0 N/A 300000000.00 7653451.33 Agency Collateralized Mortgage Obligation FHLMC_5129H N/A 3137H1PC4 2050-08-25 3 N/A 75593750.00 8614505.36 Agency Collateralized Mortgage Obligation FHLMC_5153A N/A 3137H34D1 2051-10-25 3 N/A 65994666.00 5807986.86 Agency Collateralized Mortgage Obligation GNMA_23-151A N/A 38384DKG1 2053-10-20 6.5 N/A 5929947.00 6701409.47 Agency Collateralized Mortgage Obligation FHLMC_5147 N/A 3137H2QY3 2046-10-25 3 N/A 108440666.00 11671824.30 Agency Collateralized Mortgage Obligation FNMA_21-43B N/A 3136BH6Q7 2051-07-25 3 N/A 165881263.00 17313772.69 Agency Collateralized Mortgage Obligation GNMA_21-161 N/A 38383A3M4 2051-09-20 3 N/A 127866666.00 16460918.39 Agency Collateralized Mortgage Obligation FHLMC_5131E N/A 3137H1TY2 2051-08-25 3 N/A 111364000.00 12545023.10 Agency Collateralized Mortgage Obligation GNMA_23-141C N/A 38384ED85 2049-03-20 0.97466 N/A 87954727.00 10872314.33 Agency Collateralized Mortgage Obligation GNMA_20-173H N/A 38382LPN5 2050-11-20 2.5 N/A 82800000.00 7025072.11 Agency Collateralized Mortgage Obligation GNMA_19-151 N/A 38382BBL6 2049-12-20 4 N/A 110207694.00 6024672.10 Agency Collateralized Mortgage Obligation GNMA_21-177M N/A 38383CJB7 2051-10-20 3.5 N/A 64957500.00 5873267.06 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VLQ0 2050-08-20 3 N/A 80286656.00 6504270.05 Agency Collateralized Mortgage Obligation FHLMC_47-45 N/A 3137FDBX9 2048-01-15 3 N/A 6828490.00 7201203.73 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCJC5 2050-11-25 2.5 N/A 133000000.00 14039927.12 Agency Collateralized Mortgage Obligation GNMA_23-23A N/A 38383V7Y8 2053-02-20 0.90459 N/A 200000000.00 14768415.46 Agency Collateralized Mortgage Obligation GNMA_23-70F N/A 38384AFP3 2053-05-20 1.60918 N/A 11538462.00 7391246.38 Agency Collateralized Mortgage Obligation GNMA_21-154H N/A 38383AGZ1 2051-09-20 3 N/A 130351500.00 11085408.01 Agency Collateralized Mortgage Obligation GNMA_23-122C N/A 38384CT82 2053-08-20 2.20918 N/A 20000000.00 15063522.61 Agency Collateralized Mortgage Obligation FHLMC_5366 N/A 3137HB4A9 2053-12-25 0.91988 N/A 141356296.00 6870992.66 Agency Collateralized Mortgage Obligation GNMA_22-172D N/A 38383YW65 2052-10-20 0 N/A 10000000.00 8578737.33 Agency Collateralized Mortgage Obligation FHLMC_5414A N/A 3137HCR20 2054-05-25 6.5 N/A 39919303.00 5704156.60 Agency Collateralized Mortgage Obligation GNMA_24-4C N/A 38384HW38 2054-01-20 1.60459 N/A 125000000.00 8338870.32 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHC4 2049-11-25 0.6054 N/A 69606673.00 7795585.70 Agency Collateralized Mortgage Obligation GNMA_21-196F N/A 38383DAV0 2051-11-20 3 N/A 10750000.00 6683190.46 Agency Collateralized Mortgage Obligation GNMA_23-85C N/A 38384BLG4 2053-06-20 1.69102 N/A 7158736.00 6612857.16 Agency Collateralized Mortgage Obligation GNMA_23-141C N/A 38384EE27 2050-05-20 0.97466 N/A 113975590.00 13575348.36 Agency Collateralized Mortgage Obligation FHLMC_5104F N/A 3137H0GJ1 2049-06-25 3.5 N/A 98370798.00 9407492.75 Agency Collateralized Mortgage Obligation GNMA_23-141B N/A 38384ED69 2046-10-20 0.94466 N/A 50308129.00 6508148.79 Agency Collateralized Mortgage Obligation GNMA_20-142A N/A 38382JPQ3 2050-09-20 1.22466 N/A 18882064.00 1655682.25 Agency Collateralized Mortgage Obligation GNMA_22-207D N/A 38383HFW4 2048-04-20 1.12466 N/A 53766308.00 6399851.12 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGW1 2051-11-25 3 N/A 68710432.00 11450679.67 Agency Collateralized Mortgage Obligation GNMA_20-96J N/A 38382GS60 2050-07-20 3 N/A 113088094.00 8669085.77 Agency Collateralized Mortgage Obligation FHLMC_5355A N/A 3137HATP1 2053-11-25 0 N/A 19230770.00 13758590.56 Agency Collateralized Mortgage Obligation GNMA_23-69B N/A 38384AB77 2053-05-20 1.78619 N/A 6540434.00 5633348.13 Agency Collateralized Mortgage Obligation GNMA_23-149E N/A 38384DGH4 2053-10-20 1.05459 N/A 250000000.00 12498310.65 Agency Collateralized Mortgage Obligation GNMA_20-115C N/A 38382HB66 2050-08-20 3.5 N/A 66784000.00 7225067.88 Agency Collateralized Mortgage Obligation GNMA_23-181A N/A 38384FBP6 2053-11-20 5.5 N/A 9486732.00 10253518.53 Agency Collateralized Mortgage Obligation GNMA_24-76A N/A 38384NTE5 2054-05-20 0.65459 N/A 90000000.00 5848075.60 Agency Collateralized Mortgage Obligation GNMA_21-114F N/A 38382URT0 2051-06-20 3 N/A 75000000.00 6545339.12 Agency Collateralized Mortgage Obligation GNMA_19-158B N/A 38382BFR9 2049-12-20 3.5 N/A 145412142.00 9801435.29 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4M7 2047-05-20 0.97466 N/A 151753785.00 17627578.88 Agency Collateralized Mortgage Obligation GNMA_23-65G N/A 38384APV9 2053-05-20 1.50921 N/A 12484344.00 11042033.11 Agency Collateralized Mortgage Obligation FHLMC_5392D N/A 3137HBWT7 2051-10-25 4.5 N/A 37026969.00 7873149.35 Agency Collateralized Mortgage Obligation FHLMC_4937 N/A 3137FQAD5 2049-12-25 0.6554 N/A 345612857.00 14641453.69 Agency Collateralized Mortgage Obligation GNMA_24-60B N/A 38384NHW8 2054-04-20 5.5 N/A 13276911.00 13985633.94 Agency Collateralized Mortgage Obligation FNMA_21-94D N/A 3136BKV25 2052-01-25 3 N/A 47919538.00 6182169.24 Agency Collateralized Mortgage Obligation GNMA_21-77C N/A 38382Q3F5 2050-08-20 3 N/A 210467936.00 18963682.24 Agency Collateralized Mortgage Obligation GNMA_23-123E N/A 38384CRU5 2051-02-20 4 N/A 45264805.00 8512559.94 Agency Collateralized Mortgage Obligation GNMA_19-137G N/A 38382AYS8 2049-11-20 4 N/A 119603500.00 7468628.24 Agency Collateralized Mortgage Obligation GNMA_22-9G N/A 38383FQ30 2052-01-20 3.5 N/A 227000000.00 17472530.09 Agency Collateralized Mortgage Obligation FNMA_24-46C N/A 3136BSJR7 2054-07-25 0.56988 N/A 75870163.00 5780282.46 Agency Collateralized Mortgage Obligation FHLMC_4851 N/A 3137FKAT3 2057-08-15 0 N/A 66255645.00 19771255.15 Agency Collateralized Mortgage Obligation FHLMC_5077 N/A 3137F9A68 2051-02-25 3.5 N/A 118980645.00 11394626.73 Agency Collateralized Mortgage Obligation FHLMC_5162B N/A 3137H46Q8 2050-09-25 3 N/A 64890986.00 7271028.85 Agency Collateralized Mortgage Obligation GNMA_24-59C N/A 38384ME60 2054-04-20 5.5 N/A 17569958.00 18468799.72 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX90 2049-04-20 0.97466 N/A 87633904.00 10824608.98 Agency Collateralized Mortgage Obligation GNMA_21-176P N/A 38383CEA4 2051-10-20 3 N/A 17556093.00 9432444.13 Agency Collateralized Mortgage Obligation GNMA_20-151 N/A 38382J3S3 2050-10-20 3 N/A 103333333.00 9896164.09 Agency Collateralized Mortgage Obligation GNMA_20-189H N/A 38382MFJ3 2049-12-20 4 N/A 208774265.00 14194841.96 Agency Collateralized Mortgage Obligation GNMA_23-75D N/A 38384AWZ2 2050-06-20 4 N/A 56718489.00 10087359.44 Agency Collateralized Mortgage Obligation FNMA_22-18C N/A 3136BMGW2 2046-07-25 3.5 N/A 67785714.00 5653017.67 Agency Collateralized Mortgage Obligation FHLMC_5072H N/A 3137F9A27 2051-01-25 3.5 N/A 53698571.00 5751985.93 Agency Collateralized Mortgage Obligation GNMA_21-51 N/A 38380RL57 2062-10-16 1.0129 N/A 132482259.00 7791528.82 Agency Collateralized Mortgage Obligation GNMA_21-161E N/A 38383A2M5 2051-09-20 3 N/A 117603750.00 9681355.45 Agency Collateralized Mortgage Obligation FHLMC_4954B N/A 3137FRE31 2050-02-25 0.6554 N/A 118078268.00 6458535.97 Agency Collateralized Mortgage Obligation FHLMC_5018 N/A 3137FXAJ7 2050-10-25 4 N/A 79857336.00 6614376.13 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRHB6 2048-05-25 0.7054 N/A 82712887.00 10973434.94 Agency Collateralized Mortgage Obligation FNMA_23-39H N/A 3136BQFV6 2052-07-25 2 N/A 145000000.00 16836255.02 Agency Collateralized Mortgage Obligation GNMA_21-031 N/A 38380RVN7 2061-01-16 0.94034 N/A 127685000.00 8317539.81 Agency Collateralized Mortgage Obligation GNMA_24-109A N/A 38384QM21 2054-07-20 1.10459 N/A 150000000.00 8503796.22 Agency Collateralized Mortgage Obligation GNMA_20-101B N/A 38382F5Q3 2050-07-20 1.12466 N/A 75209809.00 6046901.62 Agency Collateralized Mortgage Obligation GNMA_24-130B N/A 38384VLA3 2054-08-20 0.60459 N/A 99999998.00 6419094.29 Agency Collateralized Mortgage Obligation GNMA_23-89A N/A 38384BLM1 2053-06-20 2.14768 N/A 8714286.00 8231086.89 Agency Collateralized Mortgage Obligation GNMA_21-154C N/A 38383AEP5 2051-09-20 4.5 N/A 106849019.00 12577439.37 Agency Collateralized Mortgage Obligation Y Moody's P-1 Standard & Poor's A-1 Fitch F1 2024-10-01 2024-10-01 2024-10-01 N N N 0.0491 1200000000.00 1200000000.00 0.0070 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 3.87500000 91282CGU9 254900HROIFWPRGM1V77 US91282CGU99 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Govt Fitch AA+ 2025-03-31 2025-03-31 2025-03-31 N N N 0.0437 33538313.82 33538313.82 0.0002 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.84499880 3130B12X4 2549001DPIFGXC1TOL40 US3130B12X45 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2024-10-01 2024-10-22 2024-10-22 N N N 0.0490 510600142.97 510600142.97 0.0030 N N N N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.83999840 3130B2DP7 2549001DPIFGXC1TOL40 US3130B2DP76 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Standard & Poor's AA+ Fitch AA+ 2024-10-01 2024-11-19 2024-11-19 N N N 0.0488 752679857.75 752679857.75 0.0044 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797KT3 254900HROIFWPRGM1V77 US912797KT32 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2024-10-10 2024-10-10 2024-10-10 N N N 0.0425 2132785423.52 2132785423.52 0.0125 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 2.75000000 9128283Z1 254900HROIFWPRGM1V77 US9128283Z13 U.S. Treasury Debt Y Standard & Poor's AA+ Moody's Govt Fitch AA+ 2025-02-28 2025-02-28 2025-02-28 N N N 0.0439 108398479.65 108398479.65 0.0006 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.87000000 N/A X574KRZ6V5A7UBU45C31 BYD976KF6 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912810RM2 2045-05-15 3 N/A 80000000.00 67736982.44 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2024-10-01 2024-10-01 2024-10-01 N N N 0.0487 66400000.00 66400000.00 0.0004 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 0.0445 799883060.13 799883060.13 0.0047 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.86000000 3130B2J55 2549001DPIFGXC1TOL40 US3130B2J556 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2024-10-01 2025-01-27 2025-01-27 N N N 0.0495 319326000.60 319326000.60 0.0019 N N N N Natixis SA Natixis SA 4.88000000 N/A KX1WK48MPD4Y2NCUIZ63 BYD97CED5 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CDY4 2032-02-15 1.875 N/A 100.00 88.80 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBB6 2027-12-31 0.625 N/A 2242800.00 2049447.10 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKQ3 2034-05-15 4.375 N/A 100.00 106.69 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CBS9 2028-03-31 1.25 N/A 1000.00 926.13 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKU4 2031-05-31 4.625 N/A 2836200.00 3049197.67 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912828ZV5 2027-06-30 0.5 N/A 100.00 92.31 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912833WR7 2028-11-15 0 N/A 39.28 33.88 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFR7 2027-10-15 1.625 N/A 100.00 107.80 U.S. Treasuries (including strips) Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 5000000.00 5000000.00 0.0000 N Y Y N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.88000000 N/A 549300HN4UKV1E2R3U73 BYD97CDQ7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA_09-79 N/A 38376CM30 2039-08-20 6 N/A 67659000.00 116011.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376RJK3 2065-10-20 1.87987 N/A 1670000.00 13489.56 Agency Collateralized Mortgage Obligation GNMA_11-H15 N/A 38375BMD1 2061-06-20 1.55077 N/A 1783939.00 4465.54 Agency Collateralized Mortgage Obligation GNMA_22-19B N/A 38383GMM0 2052-01-20 0 N/A 110118911.00 2472225.55 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38375UQW3 2064-10-20 1.36442 N/A 8624999.00 46790.64 Agency Collateralized Mortgage Obligation GNMA_18-H04C N/A 38380VPD7 2068-02-20 1.96287 N/A 3435000.00 22460.37 Agency Collateralized Mortgage Obligation GNMA_21-78E N/A 38382QG87 2051-05-20 4.5 N/A 10856693.00 955696.83 Agency Collateralized Mortgage Obligation FREDDIEMAC STRIP FHSTR_304 N/A 31325UPE0 2041-10-15 4 N/A 32397183.00 389226.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38376LMB2 2041-06-20 1.04466 N/A 20000000.00 173437.51 Agency Collateralized Mortgage Obligation FANNIEMAE WHOLE LOAN FNMA FNMA_06-43 N/A 31395DE88 2036-06-25 1.3054 N/A 52690697.00 168635.51 Agency Collateralized Mortgage Obligation GNMA_23-19A N/A 38383V4B1 2053-02-20 0.90459 N/A 12999999.00 539476.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_16-167 N/A 38380CDJ9 2043-07-20 0 N/A 54969408.00 287172.07 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_08-68 N/A 31397MKE6 2038-08-25 0.7054 N/A 56809000.00 60912.28 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Moody's NR Fitch F1+ 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 5000000.00 5000000.00 0.0000 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797HE0 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2054-06-01 6.5 N/A 8780.00 9035.26 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6996 N/A 3140MYX23 2052-08-01 5 N/A 4003.00 2140.10 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5530 N/A 3140X9EC5 2050-11-01 4 N/A 1000.00 344.27 Agency Mortgage-Backed Securities FEPC 05.500 CLQH4318 N/A 3133CGYP6 2053-10-01 5.5 N/A 647999.00 651507.06 Agency Mortgage-Backed Securities 03.500 FGPC Q48725 G N/A 3132WNVT6 2047-06-01 3.5 N/A 2000.00 462.29 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7472 N/A 3140NQJS8 2053-08-01 5.5 N/A 4001.00 3692.82 Agency Mortgage-Backed Securities FNMS 07.000 CL928603 N/A 31412LU40 2037-08-01 7 N/A 38249929.00 1300826.65 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3676 N/A 3132E0CM2 2053-08-01 6 N/A 1000.00 1001.90 Agency Mortgage-Backed Securities 05.500 FGPC H09089 G N/A 3128UNC26 2037-09-01 5.5 N/A 1024.00 10.95 Agency Mortgage-Backed Securities FNMS 06.500 CLDB9531 N/A 3140AKSV8 2054-08-01 6.5 N/A 1000.00 1048.16 Agency Mortgage-Backed 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1000.00 164.33 Agency Mortgage-Backed Securities FNMS 04.500 CLAL5064 N/A 3138EMTW1 2044-02-01 4.5 N/A 1024.00 120.48 Agency Mortgage-Backed Securities FNMS 03.500 CLBV5162 N/A 3140MJWY7 2052-03-01 3.5 N/A 5000.00 4214.27 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4930 N/A 3140XLPQ5 2050-07-01 3 N/A 1000.00 851.45 Agency Mortgage-Backed Securities 03.500 FGPC Q50914 G N/A 3132XTAQ1 2047-09-01 3.5 N/A 1000.00 336.80 Agency Mortgage-Backed Securities FNMS 04.500 CLBH4281 N/A 3140GSXK3 2047-06-01 4.5 N/A 1000.00 483.76 Agency Mortgage-Backed Securities FNMS 06.500 NP995218 N/A 31416BSF6 2038-10-01 6.5 N/A 1000.00 0.34 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3579 N/A 31329L6Q0 2042-06-01 4 N/A 2032.00 193.75 Agency Mortgage-Backed Securities FNMS 06.000 NP891423 N/A 31410MLC2 2036-03-01 6 N/A 1024.00 1.41 Agency Mortgage-Backed Securities 04.000 FGPC Q03146 G N/A 3132GJET2 2041-09-01 4 N/A 2000.00 212.40 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0267 N/A 3140QKJM1 2051-04-01 2 N/A 1000.00 638.85 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2777 N/A 3140NKCP4 2053-06-01 5.5 N/A 1477163.00 1345999.00 Agency Mortgage-Backed Securities FNMS 04.500 CLAE8360 N/A 31419KJE6 2040-11-01 4.5 N/A 500000.00 50784.71 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9434 N/A 3133KRPT5 2053-07-01 5.5 N/A 1000.00 886.33 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1397 N/A 3140ANRT8 2054-08-01 5.5 N/A 1330223.00 1359166.14 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4713 N/A 3131XYGW3 2047-11-01 4.5 N/A 1000.00 317.75 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8680 N/A 3133C9UD3 2053-08-01 6.5 N/A 1000.00 1047.61 Agency Mortgage-Backed Securities FNMS 06.500 CL940537 N/A 31413BLS8 2037-07-01 6.5 N/A 2080.00 17.78 Agency Mortgage-Backed Securities FEPC 06.000 CLQG9236 N/A 3133CAHM5 2053-08-01 6 N/A 2000.00 2037.02 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9748 N/A 3140NSZN7 2053-09-01 6.5 N/A 2001.00 1473.43 Agency Mortgage-Backed Securities 04.500 FGPC Q62283 G N/A 3132VNRD7 2049-03-01 4.5 N/A 4003.00 1221.66 Agency Mortgage-Backed Securities 04.500 FGPC A96200 G N/A 3129443H2 2041-01-01 4.5 N/A 3096.00 171.79 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6337 N/A 3133KNBE2 2051-11-01 2.5 N/A 1000.00 686.73 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6634 N/A 3140QSLQ2 2053-06-01 5.5 N/A 1000.00 985.02 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7794 N/A 3140K3UU4 2049-12-01 3.5 N/A 1000.00 428.61 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9939 N/A 3140MQBH1 2052-06-01 3.5 N/A 1000.00 708.03 Agency Mortgage-Backed Securities 07.000 FGPC G04876 G N/A 3128M6XD5 2038-10-01 7 N/A 2023.00 32.28 Agency Mortgage-Backed Securities FNMS 06.500 CLDC0670 N/A 3140AMW80 2054-08-01 6.5 N/A 1000.00 1042.16 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4624 N/A 31418ED64 2052-06-01 3 N/A 1000.00 803.16 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6691 N/A 3140HLNH5 2048-11-01 4.5 N/A 1000.00 469.98 Agency Mortgage-Backed Securities 04.500 FGPC Q62997 G N/A 3132VPKK3 2049-04-01 4.5 N/A 1724000.00 401166.06 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8113 N/A 3140K4AP5 2049-11-01 3.5 N/A 2000.00 778.20 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7586 N/A 3140A8NC2 2054-04-01 6.5 N/A 1086072.00 1154185.99 Agency Mortgage-Backed Securities 03.500 FGPC Q06248 G N/A 3132GRHZ7 2042-02-01 3.5 N/A 3025.00 338.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBN4860 N/A 3140JMMJ8 2049-01-01 5 N/A 1000.00 388.10 Agency Mortgage-Backed Securities FEPC 03.500 CLQA2564 N/A 31334YZ59 2049-09-01 3.5 N/A 3001.00 1090.58 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6449 N/A 3140AGEX8 2054-06-01 5.5 N/A 1148123.00 1173611.83 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0921 N/A 3133C1AW0 2053-04-01 5 N/A 2000.00 1464.12 Agency Mortgage-Backed Securities FNMS 06.000 CLDA4284 N/A 3140A4XN6 2053-11-01 6 N/A 1000.00 968.50 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0495 N/A 3131Y6RQ4 2042-10-01 4 N/A 3000.00 396.60 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4777 N/A 3131YBJW9 2049-04-01 4.5 N/A 1000.00 501.09 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7301 N/A 3131Y2DE5 2048-07-01 4.5 N/A 1386508.00 568842.96 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6126 N/A 3131YCYX8 2049-05-01 4.5 N/A 2048.00 451.48 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3288 N/A 3131XWUM3 2047-05-01 4.5 N/A 1000.00 196.89 Agency Mortgage-Backed Securities FEPC 06.000 CLQG0612 N/A 3133C0VD1 2053-04-01 6 N/A 2001.00 1906.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0352 N/A 3140QKMA3 2051-05-01 2 N/A 1008.00 644.38 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6542 N/A 3133BGHT8 2052-07-01 5 N/A 2000.00 1591.19 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5015 N/A 3133C5SC6 2053-06-01 6.5 N/A 2000.00 2098.39 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5302 N/A 3132DS3K6 2054-04-01 5.5 N/A 1000.00 1004.89 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2089 N/A 3140XHKB2 2052-06-01 3.5 N/A 195439.00 157301.37 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4142 N/A 3133KKS75 2050-12-01 2.5 N/A 1000.00 584.86 Agency Mortgage-Backed Securities FNMS 04.000 CLBC4754 N/A 3140F0H80 2046-10-01 4 N/A 240138.00 68575.68 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5192 N/A 3140XLXW3 2053-06-01 5.5 N/A 1000.00 916.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8831 N/A 3140MNY59 2052-06-01 5 N/A 2000.00 1501.27 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9702 N/A 3133BKX79 2052-09-01 4.5 N/A 3000.00 2516.84 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4032 N/A 3131YAPR5 2049-03-01 4.5 N/A 3388456.00 1186494.31 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0699 N/A 3142GQX56 2054-01-01 6 N/A 3001.00 3072.22 Agency Mortgage-Backed Securities 05.000 FGPC Q63082 G N/A 3132VPM88 2049-04-01 5 N/A 2000.00 649.88 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2054 N/A 3140QMH80 2051-11-01 2 N/A 1000.00 693.52 Agency Mortgage-Backed Securities FNMS 06.000 NP900174 N/A 31410XCK0 2036-08-01 6 N/A 81391617.00 282826.69 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3405 N/A 3140XJYB3 2052-12-01 5.5 N/A 82000.00 71272.90 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4750 N/A 3131YBH35 2049-04-01 4.5 N/A 1000.00 202.00 Agency Mortgage-Backed Securities FNMS 06.500 CLBY0243 N/A 3140NGHV5 2053-04-01 6.5 N/A 4000.00 3528.12 Agency Mortgage-Backed Securities FNMS 03.500 CTFS8289 N/A 3140XQF77 2037-12-01 3.5 N/A 1024.00 961.56 Agency Mortgage-Backed Securities FEPC 04.500 CLQF9073 N/A 3133BXCJ8 2053-02-01 4.5 N/A 2000.00 1871.87 Agency Mortgage-Backed Securities FNMS 06.500 CLBX8714 N/A 3140NDVG9 2053-03-01 6.5 N/A 1430742.00 1082519.45 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3861 N/A 3140JLJF2 2049-03-01 4 N/A 2006.00 483.24 Agency Mortgage-Backed Securities 03.500 FGPC U91393 G N/A 3132HBNJ0 2043-05-01 3.5 N/A 1000.00 25.94 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8173 N/A 3140NDCK1 2053-04-01 5.5 N/A 1384989.00 1275766.51 Agency Mortgage-Backed Securities FNMS 06.000 CLDC1404 N/A 3140ANR27 2054-08-01 6 N/A 1000.00 1033.41 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8357 N/A 3140QUJB3 2054-04-01 6.5 N/A 1024.00 1010.75 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2634 N/A 3140Q94U4 2048-11-01 4.5 N/A 1024.00 270.59 Agency Mortgage-Backed Securities FNMS 03.000 CLAS4982 N/A 3138WERC5 2045-05-01 3 N/A 1024.00 153.37 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8327 N/A 3140QUHD1 2054-04-01 5.5 N/A 1000.00 987.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5511 N/A 3133BFDQ0 2052-07-01 5 N/A 1000.00 882.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBV9710 N/A 3140MPYG0 2052-06-01 4.5 N/A 3000.00 2893.97 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6733 N/A 3133BGPS1 2052-07-01 5 N/A 3001.00 2937.41 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2160 N/A 3140QMMJ0 2051-11-01 3 N/A 49537219.00 37045116.85 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4679 N/A 3140QQFV2 2052-09-01 5 N/A 1000.00 869.47 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1569 N/A 3132DNW66 2052-09-01 4.5 N/A 2048.00 1748.29 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9026 N/A 3140NEA47 2053-04-01 5 N/A 1000.00 941.02 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8341 N/A 3140XQHT7 2053-09-01 5 N/A 56452950.00 56707263.69 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1247 N/A 3140N5L51 2052-10-01 5 N/A 1000.00 779.90 Agency Mortgage-Backed Securities FNMS 04.000 CRAQ6972 N/A 3138MNXA3 2043-01-01 4 N/A 1000.00 280.81 Agency Mortgage-Backed Securities 04.500 FGPC D98375 G N/A 3128E5JU4 2030-07-01 4.5 N/A 3079.00 109.79 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8013 N/A 3140QF3X5 2050-12-01 2 N/A 1000.00 618.90 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3903 N/A 3140MVKR8 2052-08-01 5 N/A 2000.00 1982.14 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8694 N/A 3140N1UU5 2052-09-01 5 N/A 1000.00 868.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8651 N/A 3140N1TH6 2052-08-01 5 N/A 4001.00 3290.20 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6169 N/A 3140HK2B3 2048-09-01 4.5 N/A 2476756.00 1244408.24 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ7047 N/A 3138MNZM5 2042-12-01 3.5 N/A 1000.00 280.04 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7762 N/A 3140H9TU7 2049-04-01 4.5 N/A 1000.00 385.92 Agency Mortgage-Backed Securities FEPC 02.500 CTRB5149 N/A 3133KYWJ4 2042-03-01 2.5 N/A 1000.00 741.01 Agency Mortgage-Backed Securities FNMS 06.000 CL879177 N/A 31409UXE0 2036-01-01 6 N/A 42963816.00 1010854.13 Agency Mortgage-Backed Securities 06.500 FGPC K39030 G N/A 31303AA71 2047-12-01 6.5 N/A 1024.00 3.22 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8321 N/A 3140QUG75 2054-04-01 5 N/A 19484041.00 18821163.83 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4129 N/A 3131YASS0 2049-03-01 4.5 N/A 2000.00 711.55 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7012 N/A 31417DYJ6 2042-11-01 3.5 N/A 3000.00 377.37 Agency Mortgage-Backed Securities 04.000 FGPC V81946 G N/A 3132L7ET2 2045-09-01 4 N/A 2000.00 600.47 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7386 N/A 3140QFF46 2050-10-01 3 N/A 5001.00 2981.80 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2018 N/A 3140XHG43 2050-03-01 4.5 N/A 500000.00 358111.28 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5864 N/A 3140QRQS5 2053-03-01 6.5 N/A 2712576.00 2368454.85 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8028 N/A 3140XP4N6 2054-05-01 5 N/A 1000.00 995.84 Agency Mortgage-Backed Securities FNMS 06.000 CTFS6980 N/A 3140XNXJ8 2044-01-01 6 N/A 1702977.00 1685898.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0722 N/A 3140NGYU8 2053-05-01 5 N/A 4001.00 3983.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQI3800 N/A 3133WAGH5 2054-04-01 5.5 N/A 1024.00 1044.85 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7150 N/A 3140QS5L1 2053-09-01 7 N/A 1008.00 889.37 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4137 N/A 3140J8S38 2047-06-01 4 N/A 2480000.00 725458.53 Agency Mortgage-Backed Securities FEPC 06.000 CLQF3354 N/A 3133BQWP7 2052-11-01 6 N/A 389495.00 361424.24 Agency Mortgage-Backed Securities FNMS 06.500 CLFS6303 N/A 3140XNAD6 2053-11-01 6.5 N/A 27621113.00 27325387.63 Agency Mortgage-Backed Securities 06.000 FGPC H09062 G N/A 3128UNB76 2037-08-01 6 N/A 1023.00 2.40 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2074 N/A 3133C2JT6 2053-05-01 5.5 N/A 1001.00 1015.16 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2995 N/A 31418CKH6 2047-05-01 4 N/A 1000.00 112.52 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8512 N/A 3140XQN60 2054-05-01 6 N/A 1024.00 1039.97 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4598 N/A 3140QQDC6 2052-09-01 3.5 N/A 1000.00 824.84 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6738 N/A 3140QEPY2 2050-08-01 3 N/A 1000.00 437.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8275 N/A 3140XCFR4 2049-06-01 3.5 N/A 1000.00 509.32 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ1226 N/A 3140KLLG5 2050-09-01 2 N/A 1024.00 589.38 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0121 N/A 31334WD24 2049-06-01 3.5 N/A 1862018.00 667530.38 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5882 N/A 3140X9RC1 2049-11-01 3.5 N/A 250000.00 118714.64 Agency Mortgage-Backed Securities FNMS 04.500 CLBO0306 N/A 3140JUKU7 2049-04-01 4.5 N/A 2000.00 908.44 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7860 N/A 3133BVWV3 2053-02-01 6 N/A 1000.00 853.38 Agency Mortgage-Backed Securities FEPC 04.000 CLQA4810 N/A 31346YKX0 2049-11-01 4 N/A 2000.00 633.85 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3154 N/A 3140XJQG1 2052-07-01 4.5 N/A 1000.00 885.88 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5684 N/A 3140XMJ64 2053-04-01 4 N/A 1000.00 886.77 Agency Mortgage-Backed Securities 04.000 FGPC Q46150 G N/A 3132WKZQ4 2047-02-01 4 N/A 2008.00 645.22 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0630 N/A 3140NGVY3 2053-04-01 5.5 N/A 1000.00 1004.62 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8338 N/A 3140QUHQ2 2054-04-01 6 N/A 51853178.00 51376057.85 Agency Mortgage-Backed Securities FNMS 03.500 CLBA6389 N/A 3140EBC33 2045-11-01 3.5 N/A 3950276.00 383632.65 Agency Mortgage-Backed Securities 03.500 FGPC Q18598 G N/A 3132J97L6 2043-05-01 3.5 N/A 1000.00 235.02 Agency Mortgage-Backed Securities 04.000 FGPC Q48210 G N/A 3132WNDQ2 2047-05-01 4 N/A 1000.00 276.81 Agency Mortgage-Backed Securities FNMS 06.000 NP897411 N/A 31410UAL6 2036-07-01 6 N/A 1024.00 1.86 Agency Mortgage-Backed Securities 04.500 FGPC Q62759 G N/A 3132VPB56 2049-04-01 4.5 N/A 4003.00 1402.20 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3834 N/A 31418DHL9 2049-11-01 3 N/A 3999.00 700.17 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0735 N/A 3133CCY83 2053-09-01 6.5 N/A 1000.00 899.24 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4213 N/A 3132E0VE9 2053-11-01 6.5 N/A 1000.00 922.86 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7302 N/A 3140QTDG1 2053-10-01 5.5 N/A 1000.00 979.91 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6915 N/A 3140QSVH1 2053-08-01 5.5 N/A 2028.00 1925.49 Agency Mortgage-Backed Securities FEPC 05.000 CLQG8791 N/A 3133C9XU2 2053-08-01 5 N/A 1000.00 991.29 Agency Mortgage-Backed Securities FNMS 06.000 CIBY3150 N/A 3140NKQC8 2038-05-01 6 N/A 1000.00 770.00 Agency Mortgage-Backed Securities FNMS 02.500 CIAS7696 N/A 3138WHRS3 2031-08-01 2.5 N/A 225000.00 43813.17 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2147 N/A 3140N6L59 2053-01-01 5.5 N/A 4000.00 3641.52 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7909 N/A 3140N0YF6 2052-08-01 5 N/A 8000.00 7839.08 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6481 N/A 3140QSFX4 2053-06-01 5.5 N/A 10813898.00 10491639.95 Agency Mortgage-Backed Securities 04.000 FGPC Q17118 G N/A 3132J8K82 2043-04-01 4 N/A 1001.00 201.04 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2138 N/A 3140NJLU6 2053-06-01 6.5 N/A 4000.00 3746.21 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7925 N/A 3140QTYX1 2054-01-01 5 N/A 1023.00 1002.25 Agency Mortgage-Backed Securities FEPC 04.000 CLRA5803 N/A 3133KMNU5 2051-09-01 4 N/A 2048.00 1021.37 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6336 N/A 3132DUBD8 2054-09-01 6 N/A 23365372.00 24061924.89 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5222 N/A 31346YYT4 2049-12-01 3.5 N/A 1000.00 122.53 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5138 N/A 3140QQV85 2052-11-01 5.5 N/A 1024.00 914.39 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4685 N/A 3132DSF23 2054-01-01 6 N/A 40698531.00 40309918.91 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5308 N/A 3131XY3R8 2047-12-01 4.5 N/A 1000.00 341.25 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0188 N/A 3133CCF50 2053-09-01 6.5 N/A 1673945.00 1536315.23 Agency Mortgage-Backed Securities FEPC 03.000 CLQA4352 N/A 31339UZR4 2049-11-01 3 N/A 1000.00 438.07 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7596 N/A 3140NQNN4 2053-08-01 6.5 N/A 1006560.00 905706.17 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0731 N/A 3133BMY41 2052-10-01 5 N/A 1000.00 795.59 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0434 N/A 3133BMPT6 2052-09-01 5 N/A 3001.00 2700.41 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0800 N/A 3133BM3H6 2052-09-01 5 N/A 4001.00 3333.69 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8100 N/A 3133C87M1 2053-07-01 5.5 N/A 1000.00 954.77 Agency Mortgage-Backed Securities FNMS 04.000 CTBA4545 N/A 3140E9BP0 2035-11-01 4 N/A 5247070.00 1327196.77 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6720 N/A 3133C7PD3 2053-07-01 5.5 N/A 2000.00 1974.37 Agency Mortgage-Backed Securities 04.000 FGPC Q48209 G N/A 3132WNDP4 2047-05-01 4 N/A 2000.00 792.22 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9672 N/A 3133KRW91 2053-08-01 6.5 N/A 2000.00 2017.16 Agency Mortgage-Backed Securities FNMS 04.500 CLBX2509 N/A 3140N6YF3 2052-11-01 4.5 N/A 2001.00 1932.20 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1631 N/A 3140XGY52 2051-02-01 2.5 N/A 1000.00 730.47 Agency Mortgage-Backed Securities 04.500 FGPC Q56865 G N/A 3132Y0TX8 2048-06-01 4.5 N/A 3000.00 1355.94 Agency Mortgage-Backed Securities FNMS 04.000 CLCA4626 N/A 3140QCD86 2049-11-01 4 N/A 1000.00 368.22 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7497 N/A 3138EQKK7 2040-09-01 3.5 N/A 1000.00 124.85 Agency Mortgage-Backed Securities FEPC 04.500 CLZL8773 N/A 3131XQXA9 2044-11-01 4.5 N/A 1000.00 105.31 Agency Mortgage-Backed Securities FNMS 03.500 CLFM2189 N/A 3140X5NF6 2048-02-01 3.5 N/A 1000.00 215.61 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7199 N/A 3140HL7M2 2048-09-01 4.5 N/A 1000.00 511.48 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6043 N/A 3133A0WC4 2050-01-01 3.5 N/A 2263574.00 1090828.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3822 N/A 3132E0G71 2053-09-01 5.5 N/A 1000.00 966.05 Agency Mortgage-Backed Securities 06.500 FGPC H09184 G N/A 3128UNFZ0 2038-09-01 6.5 N/A 1024.00 3.10 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5079 N/A 3140QQUD5 2052-11-01 4.5 N/A 1000.00 896.35 Agency Mortgage-Backed Securities 04.500 FGPC Q63742 G N/A 3132VQEQ5 2049-05-01 4.5 N/A 3000.00 191.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1714 N/A 3140MS3Y9 2052-08-01 5 N/A 3001.00 2980.49 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6490 N/A 3140QEF80 2050-07-01 2 N/A 1024.00 533.70 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0848 N/A 3133C05H1 2053-04-01 5 N/A 3000.00 3003.89 Agency Mortgage-Backed Securities FNMS 04.000 CLBA4782 N/A 3140E9J49 2046-01-01 4 N/A 8540862.00 1500654.98 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4963 N/A 3131XYQQ5 2047-11-01 4.5 N/A 2000.00 823.41 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7829 N/A 3131Y2VW5 2048-08-01 4.5 N/A 1000.00 390.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1976 N/A 3140MTFS7 2052-07-01 5 N/A 10460.00 9620.77 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0565 N/A 3131Y6TW9 2042-12-01 4 N/A 1000.00 102.23 Agency Mortgage-Backed Securities FNMS 05.000 CLBV9112 N/A 3140MPDS7 2052-08-01 5 N/A 2001.00 1966.82 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9388 N/A 3140N2NE7 2052-09-01 5 N/A 1000.00 885.45 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8064 N/A 3132DV5Z4 2050-05-01 4 N/A 1000.00 250.99 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0486 N/A 3131Y6RF8 2042-10-01 3.5 N/A 1000.00 144.74 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9380 N/A 3140QHM69 2051-03-01 2 N/A 2001.00 1281.77 Agency Mortgage-Backed Securities FNMS 06.000 CLDA2949 N/A 3140A3H30 2053-10-01 6 N/A 7686350.00 7196863.45 Agency Mortgage-Backed Securities 05.500 FGPC P51363 G N/A 3128C6QQ5 2036-09-01 5.5 N/A 2014.00 54.23 Agency Mortgage-Backed Securities FNMS 02.500 U6BF0498 N/A 3140FXRU8 2053-09-01 2.5 N/A 1228996.00 811449.00 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7243 N/A 3140NQBM9 2053-07-01 6.5 N/A 5001.00 5037.92 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0599 N/A 3140XFUZ2 2051-04-01 2 N/A 282000.00 179044.87 Agency Mortgage-Backed Securities 04.500 FGPC Q35715 G N/A 3132QSK56 2045-09-01 4.5 N/A 1000.00 191.17 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6196 N/A 3140MX3E2 2052-08-01 5 N/A 4000.00 3700.05 Agency Mortgage-Backed Securities FNMS 04.000 CLBP1033 N/A 3140K8EF4 2050-01-01 4 N/A 3000.00 828.43 Agency Mortgage-Backed Securities FNMS 04.500 CLAL7384 N/A 3138EQF23 2045-09-01 4.5 N/A 3863000.00 536620.71 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4366 N/A 3131XXZ79 2047-10-01 4.5 N/A 2000.00 956.71 Agency Mortgage-Backed Securities FNMS 04.000 CLAW7429 N/A 3138XXHF6 2042-02-01 4 N/A 1000.00 92.29 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7256 N/A 3131Y2BZ0 2048-07-01 4.5 N/A 2000.00 544.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8523 N/A 3140K4PH7 2050-01-01 3.5 N/A 1000.00 498.38 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7501 N/A 3133BHKN5 2052-08-01 4.5 N/A 3001.00 2328.87 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8943 N/A 3138WJ5D6 2047-03-01 3 N/A 1027.00 247.75 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6519 N/A 3140XAG55 2036-03-01 2 N/A 1000.00 521.23 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7093 N/A 3140XN3B8 2053-12-01 6 N/A 1008.00 971.61 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6087 N/A 3133A0XQ2 2049-12-01 3.5 N/A 1000.00 549.96 Agency Mortgage-Backed Securities FNMS 03.500 CLAO5942 N/A 3138LWS85 2042-06-01 3.5 N/A 2000.00 255.61 Agency Mortgage-Backed Securities FNMS 06.000 CLDA8815 N/A 3140YWYM9 2054-04-01 6 N/A 899113.00 933397.53 Agency Mortgage-Backed Securities FNMS 05.500 CLBW1850 N/A 3140MTBU6 2053-02-01 5.5 N/A 2000.00 1806.35 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7553 N/A 3133BHMA1 2052-08-01 5 N/A 1000.00 980.21 Agency Mortgage-Backed Securities FNMS 04.000 CLBN3871 N/A 3140JLJR6 2049-04-01 4 N/A 2000.00 266.76 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4641 N/A 3140XLEP9 2053-05-01 6 N/A 91208.00 85611.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4541 N/A 3131XYBJ7 2047-10-01 4.5 N/A 1000.00 352.34 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0897 N/A 31418M7K2 2040-04-01 5.5 N/A 6564360.00 216495.13 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6907 N/A 3140QEU91 2050-09-01 2 N/A 5373568.00 3010310.87 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7454 N/A 3133BVH73 2053-02-01 6 N/A 1000.00 948.42 Agency Mortgage-Backed Securities FEPC 04.500 CLQA1129 N/A 31334XHE2 2049-07-01 4.5 N/A 1000.00 225.47 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8027 N/A 3131Y24L9 2048-09-01 4.5 N/A 1000.00 277.77 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0186 N/A 3133CCF35 2053-09-01 6.5 N/A 2000.00 1469.18 Agency Mortgage-Backed Securities FNMS 03.500 CLAB9774 N/A 31417G2G0 2043-07-01 3.5 N/A 1024.00 141.45 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7518 N/A 3140QFK81 2050-11-01 2 N/A 1000.00 619.74 Agency Mortgage-Backed Securities FNMS 05.500 CLDA4692 N/A 3140A5GA0 2053-12-01 5.5 N/A 1346447.00 713973.20 Agency Mortgage-Backed Securities FNMS 03.500 CRAR9224 N/A 3138W7HA5 2043-03-01 3.5 N/A 1000.00 141.61 Agency Mortgage-Backed Securities FNMS 04.000 CLBH2333 N/A 3140GQSX5 2047-05-01 4 N/A 1000.00 271.02 Agency Mortgage-Backed Securities 03.500 FGPC U99186 G N/A 3132H7F41 2047-01-01 3.5 N/A 2000.00 456.34 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8807 N/A 3140QGYD3 2051-01-01 2 N/A 1000.00 607.46 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9702 N/A 3140YXX89 2054-02-01 7 N/A 1000.00 1008.62 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0124 N/A 3140Q7D61 2047-08-01 4 N/A 6177.00 1382.14 Agency Mortgage-Backed Securities FEPC 04.500 CLQA4360 N/A 31339UZZ6 2049-10-01 4.5 N/A 1000.00 445.49 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3155 N/A 3140JKQH2 2049-05-01 4.5 N/A 3000.00 632.53 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7287 N/A 3140NCCZ0 2053-06-01 6.5 N/A 1000.00 874.16 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1934 N/A 3133C2EF1 2053-05-01 5.5 N/A 3000.00 3046.12 Agency Mortgage-Backed Securities FNMS 03.000 U6BF0500 N/A 3140FXRW4 2054-12-01 3 N/A 2001.00 1213.90 Agency Mortgage-Backed Securities 04.000 FGPC Q57334 G N/A 3132Y1EG9 2048-05-01 4 N/A 4001.00 1336.03 Agency Mortgage-Backed Securities FNMS 05.000 CTAL6317 N/A 3138EPAT1 2030-09-01 5 N/A 1550963.00 29627.44 Agency Mortgage-Backed Securities FNMS 04.000 CLBW5132 N/A 3140MWV29 2053-02-01 4 N/A 1671.00 1529.69 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4611 N/A 3140N9DR4 2052-12-01 5.5 N/A 2000.00 2000.35 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2943 N/A 3131XJHU9 2042-04-01 4 N/A 1000.00 72.91 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6539 N/A 3133C7HQ3 2053-07-01 6.5 N/A 1000.00 905.08 Agency Mortgage-Backed Securities 03.500 FGPC U90049 G N/A 3132H3BS1 2042-08-01 3.5 N/A 1000.00 238.37 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1305 N/A 3132DNNW9 2052-07-01 5 N/A 1000.00 860.27 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7424 N/A 3133BHG91 2052-08-01 5 N/A 1047840.00 899379.92 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 N/A 1024.00 336.25 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6172 N/A 3140HK2E7 2048-09-01 4.5 N/A 1000.00 327.69 Agency Mortgage-Backed Securities FNMS 05.500 CLAD3135 N/A 31418QPV9 2040-04-01 5.5 N/A 2071.00 108.80 Agency Mortgage-Backed Securities 04.500 FGPC Q62386 G N/A 3132VNUL5 2049-04-01 4.5 N/A 2000.00 304.90 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4666 N/A 3140QQFG5 2052-09-01 4 N/A 1000.00 834.66 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8756 N/A 3140K4WS5 2050-01-01 3.5 N/A 1000.00 242.47 Agency Mortgage-Backed Securities FNMS 03.500 CLAR2586 N/A 3138NY2U8 2043-02-01 3.5 N/A 1023.00 152.63 Agency Mortgage-Backed Securities 04.000 FGPC Q52072 G N/A 3132XUJS5 2047-11-01 4 N/A 2000.00 436.04 Agency Mortgage-Backed Securities 03.500 FGPC U91343 G N/A 3132HBLY9 2043-03-01 3.5 N/A 1000.00 131.37 Agency Mortgage-Backed Securities FNMS 06.000 CL982357 N/A 31415BZW2 2038-05-01 6 N/A 1024.00 28.50 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0225 N/A 3133C0HA3 2053-04-01 5.5 N/A 1000.00 934.24 Agency Mortgage-Backed Securities FNMS 07.000 CLDA3463 N/A 3140A3Z55 2053-11-01 7 N/A 1000.00 814.24 Agency Mortgage-Backed Securities FNMS 02.500 CIFS8236 N/A 3140XQEJ2 2031-03-01 2.5 N/A 1000.00 885.77 Agency Mortgage-Backed Securities FNMS 03.000 CTFS9156 N/A 3140XRE68 2041-08-01 3 N/A 1024.00 966.58 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1135 N/A 3140K8HM6 2050-01-01 3.5 N/A 3000.00 1955.43 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8775 N/A 3133BWXC2 2053-03-01 5.5 N/A 1000.00 636.75 Agency Mortgage-Backed Securities 04.000 FGPC Q63189 G N/A 3132VPRK6 2049-04-01 4 N/A 3000.00 1380.45 Agency Mortgage-Backed Securities 05.000 FGPC Q59262 G N/A 3132Y3JG0 2048-10-01 5 N/A 5150.00 2453.16 Agency Mortgage-Backed Securities FNMS 07.000 CLDB0214 N/A 3140A9GY0 2054-01-01 7 N/A 1276493.00 1276423.41 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5850 N/A 3140QDQC1 2048-03-01 3.5 N/A 2755593.00 1374054.74 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3658 N/A 3140N8B49 2052-12-01 5.5 N/A 2002.00 2014.52 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4802 N/A 31346YKP7 2049-11-01 3.5 N/A 2000.00 974.87 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0962 N/A 3133BNB77 2052-09-01 5 N/A 3000.00 2661.97 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7446 N/A 3140A8HY1 2054-01-01 7 N/A 959154.00 1014161.25 Agency Mortgage-Backed Securities 03.500 FGPC G07175 G N/A 3128M9JU7 2041-12-01 3.5 N/A 1000.00 163.21 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4807 N/A 31418EKV1 2052-11-01 5.5 N/A 41034822.00 35559380.09 Agency Mortgage-Backed Securities FNMS 04.000 CLBC5201 N/A 3140F0X74 2046-01-01 4 N/A 1466671.00 352314.30 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4839 N/A 3140JMLV2 2049-02-01 4.5 N/A 1000.00 241.82 Agency Mortgage-Backed Securities FEPC 04.000 CLQA6203 N/A 3133A03L6 2050-01-01 4 N/A 1000.00 690.83 Agency Mortgage-Backed Securities FNMS 05.500 CKAE0978 N/A 31419BCQ6 2040-06-01 5.5 N/A 4362.00 137.12 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0278 N/A 31334WJX0 2049-05-01 5 N/A 1592028.00 419811.99 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3813 N/A 3140MHGX1 2052-04-01 3 N/A 2000.00 1572.22 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8335 N/A 3140QUHM1 2054-04-01 5.5 N/A 31288936.00 31703218.23 Agency Mortgage-Backed Securities FNMS 05.500 CLDA2597 N/A 3140A23F0 2053-09-01 5.5 N/A 1073747.00 1091725.57 Agency Mortgage-Backed Securities 04.000 FGPC Q51218 G N/A 3132XTK80 2047-10-01 4 N/A 3214616.00 1005595.84 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1173 N/A 3133BNJS3 2052-10-01 5 N/A 1029158.00 1017901.02 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3385 N/A 31418CXP4 2048-06-01 4.5 N/A 1000.00 106.95 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1169 N/A 3140N5JP0 2052-11-01 5.5 N/A 4001.00 2776.62 Agency Mortgage-Backed Securities FNMS 03.500 CLAK3106 N/A 3138E7NY6 2042-02-01 3.5 N/A 1000.00 176.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQF9810 N/A 3133BX3T6 2053-02-01 5.5 N/A 1000.00 977.80 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3320 N/A 3140QNVN9 2052-04-01 4 N/A 1008.00 822.44 Agency Mortgage-Backed Securities FNMS 04.000 CLAU7307 N/A 3138X7DM2 2043-08-01 4 N/A 1000.00 117.51 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2698 N/A 3138WP7L2 2043-05-01 3 N/A 1000.00 402.83 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8284 N/A 3140K4F21 2049-11-01 3.5 N/A 2000.00 1188.37 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7990 N/A 3133C82X2 2053-07-01 6.5 N/A 1000.00 934.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0477 N/A 3140N4Q75 2052-09-01 5 N/A 3000.00 2965.62 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7162 N/A 3140MY5Y4 2052-08-01 5 N/A 2000.00 1785.96 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6186 N/A 3133BT2T6 2052-12-01 5.5 N/A 1000.00 962.59 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7538 N/A 3140XPLU1 2054-03-01 6 N/A 1216.00 1229.59 Agency Mortgage-Backed Securities FNMS 07.500 CLDA5605 N/A 3140A6GP5 2053-12-01 7.5 N/A 1000.00 858.20 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7402 N/A 3131Y2GK8 2048-07-01 4.5 N/A 2000.00 777.33 Agency Mortgage-Backed Securities FNMS 02.500 CIFS6135 N/A 3140XMY91 2037-01-01 2.5 N/A 96016484.00 80246766.07 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1689 N/A 3140MS2X2 2052-07-01 5 N/A 199515.00 175896.70 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4521 N/A 3140NMAX5 2053-08-01 6 N/A 6000.00 6259.06 Agency Mortgage-Backed Securities FNMS 03.500 CRAS5221 N/A 3138WEYT0 2045-06-01 3.5 N/A 3730134.00 1447627.61 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5591 N/A 3133BFF88 2052-07-01 4 N/A 1000.00 898.81 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1882 N/A 3140MTCU5 2053-06-01 4.5 N/A 3001.00 2915.21 Agency Mortgage-Backed Securities FNMS 07.000 CLDA1095 N/A 3140A1GD3 2053-12-01 7 N/A 9003.00 9586.84 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7227 N/A 3133BVA47 2053-01-01 5.5 N/A 1000.00 986.62 Agency Mortgage-Backed Securities 04.000 FGPC Q61920 G N/A 3132VND26 2049-03-01 4 N/A 1005674.00 223192.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBA6919 N/A 3140EBVM0 2046-02-01 4 N/A 996000.00 168692.86 Agency Mortgage-Backed Securities 05.000 FGPC Q58535 G N/A 3132Y2PV2 2048-09-01 5 N/A 2000.00 613.07 Agency Mortgage-Backed Securities FNMS 01.500 CIBU3729 N/A 3140M5EB7 2036-11-01 1.5 N/A 3983232.00 2704033.51 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3259 N/A 3140QNTR3 2052-04-01 3.5 N/A 19953427.00 16210162.30 Agency Mortgage-Backed Securities FNMS 05.500 CLFM3041 N/A 3140X6LX7 2049-08-01 5.5 N/A 424000.00 125326.71 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4069 N/A 3140NLQX0 2053-06-01 5 N/A 1000.00 829.84 Agency Mortgage-Backed Securities 04.500 FGPC Q63996 G N/A 3132VQNN2 2049-05-01 4.5 N/A 3000.00 1999.84 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4222 N/A 3140NLVQ9 2053-06-01 5 N/A 1002.00 872.67 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4224 N/A 31339UVR8 2049-11-01 3.5 N/A 1000.00 494.47 Agency Mortgage-Backed Securities FNMS 04.000 I3BF0155 N/A 3140FXE57 2046-10-01 4 N/A 1024.00 311.42 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5903 N/A 3140QRRZ8 2053-03-01 5.5 N/A 1000.00 925.33 Agency Mortgage-Backed Securities FNMS 06.000 CLBX2166 N/A 3140N6MQ2 2052-12-01 6 N/A 2001.00 1627.98 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5879 N/A 3133A0Q80 2049-12-01 3.5 N/A 1000.00 520.71 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3872 N/A 31418DJS2 2049-12-01 3.5 N/A 1000.00 155.46 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1750 N/A 3132DN5K5 2052-04-01 2.5 N/A 1000.00 765.59 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7022 N/A 3140MYYU0 2052-08-01 5 N/A 4001.00 2574.53 Agency Mortgage-Backed Securities FNMS 05.500 CLBY1068 N/A 3140NHFJ2 2053-04-01 5.5 N/A 2000.00 1727.89 Agency Mortgage-Backed Securities FEPC 03.500 CLQA3343 N/A 31339SWC5 2049-09-01 3.5 N/A 3162481.00 540713.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0974 N/A 3140N5CL6 2052-10-01 5 N/A 5000.00 4420.38 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8599 N/A 3140JRRV5 2049-05-01 3.5 N/A 3026.00 545.83 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8716 N/A 3140QGVJ3 2051-01-01 2 N/A 81815039.00 52051356.39 Agency Mortgage-Backed Securities FNMS 03.500 CIAS6172 N/A 3138WF2E5 2030-11-01 3.5 N/A 1001242.00 120810.52 Agency Mortgage-Backed Securities 04.500 FGPC A97236 G N/A 312946BD7 2041-03-01 4.5 N/A 1000.00 64.23 Agency Mortgage-Backed Securities FNMS 03.500 CRMA2734 N/A 31418CBC7 2046-08-01 3.5 N/A 1000.00 324.64 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0112 N/A 3140A9DS6 2054-03-01 5 N/A 1017830.00 1011282.34 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5906 N/A 3140QRR47 2053-03-01 5.5 N/A 1000.00 919.74 Agency Mortgage-Backed Securities FNMS 06.500 NP940520 N/A 31413BK91 2037-07-01 6.5 N/A 2048.00 16.45 Agency Mortgage-Backed Securities FNMS 03.000 CLBM5076 N/A 3140J9UA7 2047-02-01 3 N/A 594769.00 235409.25 Agency Mortgage-Backed Securities FNMS 04.000 CLAU0304 N/A 3138WZKS0 2043-07-01 4 N/A 2000.00 248.72 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6140 N/A 3140MXZE7 2052-08-01 5 N/A 2010.00 1254.85 Agency Mortgage-Backed Securities FEPC 06.500 CLQF6513 N/A 3133BUGW1 2053-01-01 6.5 N/A 1000.00 709.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0696 N/A 3140JGX26 2048-09-01 4.5 N/A 1000.00 314.87 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9274 N/A 3133KRJT2 2053-06-01 5.5 N/A 1024.00 891.56 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5053 N/A 3131YBTJ7 2049-04-01 4.5 N/A 1000.00 286.36 Agency Mortgage-Backed Securities FEPC 03.000 CLQE0395 N/A 3133B9NL4 2052-04-01 3 N/A 1000.00 747.62 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2995 N/A 3140JKKH8 2048-11-01 4.5 N/A 1000.00 318.51 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3337 N/A 3140QAV72 2049-03-01 4 N/A 2000.00 1393.04 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0740 N/A 3133BMZD0 2052-09-01 5 N/A 2000.00 1781.13 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8896 N/A 3133C93D3 2053-08-01 6 N/A 1000.00 1040.47 Agency Mortgage-Backed Securities 04.000 FGPC Q62733 G N/A 3132VPBB3 2049-04-01 4 N/A 1000.00 279.80 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1403 N/A 3133BNRY1 2052-10-01 5 N/A 1000.00 913.30 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8697 N/A 3140QUUX2 2054-06-01 6 N/A 47086233.00 48148718.90 Agency Mortgage-Backed Securities FNMS 02.500 CLBV7698 N/A 3140MMRU4 2052-04-01 2.5 N/A 1000.00 781.99 Agency Mortgage-Backed Securities FEPC 04.000 CLQE8679 N/A 3133BJUC4 2052-08-01 4 N/A 1000.00 566.63 Agency Mortgage-Backed Securities FNMS 06.500 CLDB6255 N/A 3140AF5R3 2054-07-01 6.5 N/A 1000.00 1048.30 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6913 N/A 3140QEVF6 2050-09-01 2.5 N/A 2026.00 1008.91 Agency Mortgage-Backed Securities 03.500 FGPC Q44496 G N/A 3132WH7J8 2046-11-01 3.5 N/A 1024.00 289.81 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9102 N/A 3140NEDG7 2053-03-01 6 N/A 3000.00 3038.72 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4334 N/A 3140QPY84 2052-08-01 4 N/A 1024.00 861.24 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2275 N/A 3140MTQ55 2052-08-01 5 N/A 1288127.00 943221.96 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7555 N/A 3140QFMD8 2050-11-01 2 N/A 1024.00 615.92 Agency Mortgage-Backed Securities 04.000 FGPC Q52358 G N/A 3132XUTQ8 2047-11-01 4 N/A 2000.00 731.40 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1257 N/A 31334XME6 2049-07-01 3.5 N/A 2107185.00 503773.40 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0108 N/A 3140NGDN7 2053-05-01 5 N/A 1482934.00 1302419.29 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8193 N/A 3133BJC67 2052-08-01 5 N/A 1000.00 877.93 Agency Mortgage-Backed Securities FNMS 05.500 CL826966 N/A 31407CW37 2035-06-01 5.5 N/A 19579979.00 288402.88 Agency Mortgage-Backed Securities FNMS 04.500 CLBN1457 N/A 3140JHTP8 2048-11-01 4.5 N/A 2000.00 645.33 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8243 N/A 3140K4ER7 2049-11-01 3.5 N/A 1000.00 487.53 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9710 N/A 3133BKYF0 2052-09-01 5 N/A 1000.00 858.05 Agency Mortgage-Backed Securities FEPC 03.000 3PQU7440 N/A 3133JLHR3 2050-06-01 3 N/A 1000.00 173.06 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8824 N/A 3133C9YV9 2053-08-01 6 N/A 2000.00 2032.73 Agency Mortgage-Backed Securities FNMS 06.000 CLAC1509 N/A 31417KVB0 2039-08-01 6 N/A 2000.00 94.49 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4255 N/A 31418DWR9 2051-02-01 2 N/A 1000.00 613.68 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6349 N/A 3140MYBT8 2052-08-01 5 N/A 1000.00 634.39 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1609 N/A 3140X4YF7 2049-09-01 3.5 N/A 393367.00 137038.52 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1280 N/A 3133C1M56 2053-04-01 6 N/A 1255420.00 1177204.34 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5914 N/A 3140NASC8 2053-01-01 6 N/A 3000.00 2735.66 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7097 N/A 3140XN3F9 2054-01-01 6.5 N/A 1027.00 987.72 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0777 N/A 31417Y2K2 2031-06-01 5 N/A 2000.00 105.45 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6638 N/A 3140XNLU6 2053-07-01 4 N/A 2001.00 1845.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7312 N/A 3140N0DS1 2052-08-01 4.5 N/A 1008.00 829.31 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6256 N/A 3140XM5S1 2052-08-01 3.5 N/A 44917.00 39994.63 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5498 N/A 3140QRDC4 2053-01-01 6.5 N/A 1008.00 810.19 Agency Mortgage-Backed Securities FEPC 03.000 CLQD2809 N/A 3133B0DN0 2051-11-01 3 N/A 1080191.00 544424.67 Agency Mortgage-Backed Securities FNMS 04.000 CLCB6504 N/A 3140QSGN5 2053-06-01 4 N/A 5001.00 4474.37 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2735 N/A 3140XJBD4 2051-02-01 3.5 N/A 1000.00 769.53 Agency Mortgage-Backed Securities 06.000 FGPC A48582 G N/A 3128K9RB2 2036-04-01 6 N/A 2047.00 8.08 Agency Mortgage-Backed Securities 04.500 FGPC A97806 G N/A 312946U79 2041-03-01 4.5 N/A 2001.00 316.78 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0834 N/A 3140XF4U2 2052-02-01 2.5 N/A 1000.00 770.02 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8538 N/A 3140QUPY6 2054-05-01 5.5 N/A 55184282.00 55383792.08 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6746 N/A 3140QSP88 2053-07-01 5.5 N/A 41579984.00 39248515.50 Agency Mortgage-Backed Securities 03.500 FGPC U91618 G N/A 3132HBVK8 2043-06-01 3.5 N/A 1065263.00 262448.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1060 N/A 3140K8FA4 2050-02-01 3.5 N/A 1000.00 538.81 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5318 N/A 3133BS4B5 2052-12-01 6 N/A 5860.00 4512.26 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0944 N/A 31418NBN9 2040-04-01 5.5 N/A 4096.00 217.40 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5959 N/A 3131YCTQ9 2049-05-01 4.5 N/A 2000.00 891.07 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2644 N/A 3140QM5E0 2052-01-01 2.5 N/A 32120.00 24852.65 Agency Mortgage-Backed Securities FNMS 05.000 CLFM9193 N/A 3140XDGB6 2050-06-01 5 N/A 813000.00 386900.60 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0571 N/A 3140JUT53 2049-06-01 3.5 N/A 1000.00 501.76 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5455 N/A 3131Y0BY7 2048-01-01 4.5 N/A 1000.00 387.98 Agency Mortgage-Backed Securities FNMS 06.000 NP901421 N/A 31410YPE8 2036-10-01 6 N/A 1024.00 5.92 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5097 N/A 3140NMUX3 2053-07-01 5.5 N/A 2000.00 2009.57 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6664 N/A 3133BGMM7 2052-07-01 5 N/A 1000.00 790.19 Agency Mortgage-Backed Securities FNMS 06.500 CLBY7296 N/A 3140NQDA3 2053-08-01 6.5 N/A 1000.00 1004.07 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1232 N/A 3133CDLM4 2053-09-01 6.5 N/A 1000.00 887.96 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4198 N/A 3133BRUX0 2052-12-01 6 N/A 4000.00 4099.67 Agency Mortgage-Backed Securities FNMS 07.000 CLFS6923 N/A 3140XNVR2 2053-12-01 7 N/A 1000.00 950.22 Agency Mortgage-Backed Securities 05.000 FGPC H01001 G N/A 3128MTDE5 2037-07-01 5 N/A 1008.00 13.74 Agency Mortgage-Backed Securities FNMS 06.500 CLDB2623 N/A 3140AB4H5 2054-03-01 6.5 N/A 564191.00 584843.27 Agency Mortgage-Backed Securities 07.000 FGPC A82013 G N/A 312928GW8 2038-09-01 7 N/A 1008.00 32.81 Agency Mortgage-Backed Securities FNMS 03.000 CTAT2390 N/A 3138WPUQ5 2033-05-01 3 N/A 1000.00 70.42 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8032 N/A 3133BH4R4 2052-08-01 5 N/A 3243521.00 2503979.81 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6334 N/A 3132DUBB2 2054-10-01 6.5 N/A 1000.00 1039.23 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2997 N/A 3140JKKK1 2048-11-01 4.5 N/A 3000.00 779.78 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1111 N/A 3140N5GV0 2052-10-01 5 N/A 1000.00 899.44 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8952 N/A 3140N15N9 2052-09-01 5 N/A 1008.00 951.28 Agency Mortgage-Backed Securities FNMS 06.000 CL880212 N/A 31409V3V3 2036-02-01 6 N/A 3072.00 50.43 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4978 N/A 3131YBQ76 2049-04-01 4.5 N/A 1000.00 274.86 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7150 N/A 3138WG5L4 2046-05-01 3 N/A 1000.00 262.31 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4627 N/A 3140QQD93 2052-09-01 5 N/A 1093544.00 864356.63 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7508 N/A 3133BHKV7 2052-08-01 4.5 N/A 1001.00 844.16 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3832 N/A 3140N8HJ0 2053-03-01 6 N/A 1000.00 1033.02 Agency Mortgage-Backed Securities FEPC 06.500 CLRA9580 N/A 3133KRUD4 2053-08-01 6.5 N/A 1000.00 1012.19 Agency Mortgage-Backed Securities FNMS 05.000 CLBX2199 N/A 3140N6NR9 2052-11-01 5 N/A 1001.00 992.60 Agency Mortgage-Backed Securities 06.000 FGPC P51360 G N/A 3128C6QM4 2036-09-01 6 N/A 9966806.00 583361.57 Agency Mortgage-Backed Securities 07.000 FGPC A82560 G N/A 312928ZZ0 2038-10-01 7 N/A 1000.00 18.31 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6730 N/A 3133BGPP7 2052-07-01 5 N/A 4000.00 3919.48 Agency Mortgage-Backed Securities FEPC 06.000 CLQG5014 N/A 3133C5SB8 2053-06-01 6 N/A 1000.00 1032.06 Agency Mortgage-Backed Securities FNMS 05.000 CLCB7969 N/A 3140QT2B4 2054-02-01 5 N/A 1008.00 976.90 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5668 N/A 3133CWJM5 2054-10-01 5.5 N/A 1000.00 1031.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3134 N/A 3140X6PU9 2048-11-01 3.5 N/A 1369000.00 260292.75 Agency Mortgage-Backed Securities 04.000 FGPC Q49260 G N/A 3132WPJE8 2047-07-01 4 N/A 4002.00 1617.83 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4387 N/A 3131XX2U4 2047-10-01 4.5 N/A 1523466.00 513859.84 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ5477 N/A 3133CWCN0 2054-10-01 6 N/A 1000.00 1037.07 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7272 N/A 3131Y2CH9 2048-07-01 4.5 N/A 2000.00 491.70 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4852 N/A 3140JMMA7 2049-01-01 4.5 N/A 2000.00 948.99 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1459 N/A 3132DNTQ6 2052-01-01 3 N/A 56801567.00 41860137.69 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1409 N/A 3140X4R73 2034-08-01 3.5 N/A 1000.00 240.84 Agency Mortgage-Backed Securities 03.500 FGPC Q48850 G N/A 3132WNZQ8 2047-06-01 3.5 N/A 1000.00 211.46 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2180 N/A 3133C2M54 2053-05-01 5.5 N/A 1000.00 892.62 Agency Mortgage-Backed Securities 04.500 FGPC Q56730 G N/A 3132Y0PQ7 2048-06-01 4.5 N/A 1000.00 303.66 Agency Mortgage-Backed Securities FNMS 04.000 CTCA2073 N/A 3140Q9JT1 2038-07-01 4 N/A 1023.00 273.46 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6091 N/A 3133C6XU8 2053-07-01 5.5 N/A 1033000.00 996408.95 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9237 N/A 3140NEHP3 2053-04-01 6 N/A 1000.00 839.65 Agency Mortgage-Backed Securities 04.000 FGPC V81252 G N/A 3132L6L90 2044-07-01 4 N/A 2000.00 242.39 Agency Mortgage-Backed Securities 04.000 FGPC Q62961 G N/A 3132VPJF6 2049-04-01 4 N/A 1000.00 330.95 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9452 N/A 3133KRQD9 2053-07-01 6 N/A 71664.00 68350.34 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1643 N/A 3133C1ZG8 2053-04-01 6 N/A 5000.00 4284.34 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4626 N/A 31418ED80 2052-06-01 4 N/A 1000.00 830.59 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0451 N/A 31334WQC8 2049-06-01 3.5 N/A 1000.00 281.92 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5944 N/A 3140XMTA4 2052-01-01 2.5 N/A 1000.00 827.69 Agency Mortgage-Backed Securities FNMS 04.000 CQMA1169 N/A 31418AJP4 2042-08-01 4 N/A 935000.00 108024.56 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4436 N/A 31418D4W9 2051-10-01 1.5 N/A 159280.00 108352.02 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ0432 N/A 3133CQPR0 2054-08-01 6 N/A 2270471.00 2376277.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8279 N/A 3140JRFV8 2049-05-01 4.5 N/A 1000.00 228.10 Agency Mortgage-Backed Securities 04.000 FGPC Q63007 G N/A 3132VPKV9 2049-04-01 4 N/A 2000.00 624.97 Agency Mortgage-Backed Securities FNMS 03.500 CLBN7929 N/A 3140JQY31 2049-07-01 3.5 N/A 1000.00 538.09 Agency Mortgage-Backed Securities 05.500 FGPC H19026 G N/A 3128NAA32 2037-06-01 5.5 N/A 1024.00 10.83 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1420 N/A 3140X4SJ6 2047-12-01 3.5 N/A 94000.00 30018.24 Agency Mortgage-Backed Securities FNMS 07.000 CLDB0435 N/A 3140A9PV6 2054-03-01 7 N/A 1097726.00 1147335.35 Agency Mortgage-Backed Securities 06.000 FGPC G04303 G N/A 3128M6DG0 2038-04-01 6 N/A 3203.00 40.54 Agency Mortgage-Backed Securities FNMS 02.000 CIFM4075 N/A 3140X7Q51 2035-09-01 2 N/A 1008.00 556.05 Agency Mortgage-Backed Securities FEPC 05.500 CLQF4183 N/A 3133BRUG7 2052-12-01 5.5 N/A 2001.00 1676.70 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 03.500 CLFM9416 N/A 3140XDPA8 2045-07-01 3.5 N/A 59517120.00 35829826.49 Agency Mortgage-Backed Securities FNMS 06.000 CLBY1966 N/A 3140NJFG4 2053-05-01 6 N/A 2001.00 1320.79 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0555 N/A 31334WTL5 2049-06-01 4.5 N/A 1000.00 184.82 Agency Mortgage-Backed Securities 05.000 FGPC Q59602 G N/A 3132Y3U44 2048-11-01 5 N/A 1001.00 411.01 Agency Mortgage-Backed Securities FNMS 06.500 CLBX9789 N/A 3140NE2X2 2053-04-01 6.5 N/A 4000.00 3729.74 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7203 N/A 3131Y2AC2 2048-07-01 4.5 N/A 6003.00 2010.98 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8782 N/A 3140N1XL2 2052-09-01 5 N/A 1000.00 738.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCA8021 N/A 3140QF4F3 2050-12-01 2.5 N/A 69000.00 40258.93 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1101 N/A 31334XGJ2 2049-07-01 3.5 N/A 2701752.00 1045999.12 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3109 N/A 3140QNN32 2052-03-01 2.5 N/A 1000.00 737.75 Agency Mortgage-Backed Securities FNMS 04.000 CTFS8947 N/A 3140XQ5H6 2044-10-01 4 N/A 5516841.00 5483035.02 Agency Mortgage-Backed Securities FEPC 06.500 CLQF6337 N/A 3133BUBE6 2053-01-01 6.5 N/A 2000.00 1880.64 Agency Mortgage-Backed Securities 04.000 FGPC Q06696 G N/A 3132GRXZ9 2042-03-01 4 N/A 1638110.00 207965.43 Agency Mortgage-Backed Securities FNMS 04.500 CLBN4887 N/A 3140JMND0 2049-04-01 4.5 N/A 2000.00 554.74 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8436 N/A 3140FULS5 2047-04-01 4.5 N/A 8418319.00 1369409.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8751 N/A 3140N1WM1 2052-10-01 5 N/A 1000.00 933.85 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7352 N/A 3140NCE21 2053-09-01 6.5 N/A 4001.00 3855.49 Agency Mortgage-Backed Securities 04.500 FGPC G61410 G N/A 31335BR73 2048-05-01 4.5 N/A 1024.00 196.40 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6181 N/A 3140NA2P7 2053-02-01 5.5 N/A 1000.00 824.07 Agency Mortgage-Backed Securities 04.000 FGPC Q48678 G N/A 3132WNUC4 2047-06-01 4 N/A 1314138.00 442983.34 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0173 N/A 3140N4FP7 2053-02-01 5.5 N/A 4001.00 4037.13 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5314 N/A 3140QQ3Y9 2052-12-01 6 N/A 1000.00 957.40 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0919 N/A 3140NHAV0 2053-04-01 6 N/A 1001.00 1029.59 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4271 N/A 3131XXW80 2047-09-01 4.5 N/A 1000.00 659.90 Agency Mortgage-Backed Securities FEPC 06.500 CLQF7800 N/A 3133BVUZ6 2053-02-01 6.5 N/A 2000.00 1859.59 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1538 N/A 3142GRV80 2054-05-01 6.5 N/A 1000.00 964.19 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4028 N/A 3140QPPN1 2052-07-01 4.5 N/A 1000.00 849.07 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1510 N/A 31418AVC9 2043-07-01 4 N/A 2000.00 335.87 Agency Mortgage-Backed Securities FNMS 04.500 CL890587 N/A 31410LNC2 2042-05-01 4.5 N/A 1000.00 112.40 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1486 N/A 3140ANUL1 2054-08-01 5.5 N/A 1000.00 1033.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3598 N/A 3140MU7L8 2052-07-01 5 N/A 1163668.00 1022701.67 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8300 N/A 3140JRGJ4 2049-07-01 3.5 N/A 1000.00 485.42 Agency Mortgage-Backed Securities FNMS 04.000 GLCA0079 N/A 3140Q7CR6 2047-07-01 4 N/A 1000.00 337.86 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9435 N/A 3133KRPU2 2053-07-01 5.5 N/A 35047382.00 33204127.60 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3972 N/A 3140XKMW7 2051-04-01 3 N/A 1000.00 793.13 Agency Mortgage-Backed Securities 03.500 FGPC U90024 G N/A 3132H3AZ6 2042-08-01 3.5 N/A 2024.00 253.20 Agency Mortgage-Backed Securities FNMS 02.000 CLFS5444 N/A 3140XMBN5 2051-11-01 2 N/A 1000.00 786.43 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9277 N/A 3140QHJX4 2051-02-01 2 N/A 81734734.00 53452188.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9626 N/A 3140JSVU0 2049-04-01 4.5 N/A 1000.00 327.36 Agency Mortgage-Backed Securities FNMS 03.000 CNMA3250 N/A 31418CTG9 2028-01-01 3 N/A 1000.00 90.85 Agency Mortgage-Backed Securities FEPC 04.500 CLSD0984 N/A 3132DNCV3 2052-04-01 4.5 N/A 1024.00 557.17 Agency Mortgage-Backed Securities FEPC 04.000 3VZN0624 N/A 3131Y6VR7 2043-02-01 4 N/A 2006.00 564.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3952 N/A 3133BDL94 2052-06-01 5 N/A 1000.00 796.81 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4869 N/A 3140NMMT1 2053-06-01 5.5 N/A 1035168.00 893673.80 Agency Mortgage-Backed Securities 03.500 FGPC C91944 G N/A 3128P8ER8 2037-07-01 3.5 N/A 677183.00 102508.35 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2409 N/A 3140XHVB0 2052-07-01 5 N/A 1000.00 813.26 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3503 N/A 3140J73M5 2032-04-01 3.5 N/A 111755.00 27442.63 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ7029 N/A 3140H8Y33 2048-08-01 4 N/A 1008.00 229.77 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3206 N/A 3131Y9R39 2049-02-01 4.5 N/A 2000.00 768.13 Agency Mortgage-Backed Securities FNMS 05.000 CLBN0714 N/A 3140JGYL3 2048-09-01 5 N/A 2000.00 1362.37 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4373 N/A 3132E02E1 2053-11-01 6.5 N/A 1024.00 1051.04 Agency Mortgage-Backed Securities FNMS 02.000 CIFS6622 N/A 3140XNLC6 2038-02-01 2 N/A 94175.00 79664.12 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0693 N/A 3131Y6XW4 2043-04-01 3.5 N/A 1000.00 135.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBK9601 N/A 3140HPU39 2048-06-01 4 N/A 2000.00 900.56 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6769 N/A 3133C7QW0 2053-07-01 6.5 N/A 1000.00 903.62 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0423 N/A 3140N4PH4 2052-11-01 5.5 N/A 1000.00 809.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6756 N/A 3140QSQJ3 2053-07-01 6 N/A 33718995.00 31588098.36 Agency Mortgage-Backed Securities FNMS 05.000 CLDB0113 N/A 3140A9DT4 2054-03-01 5 N/A 1000.00 998.00 Agency Mortgage-Backed Securities FNMS 05.500 NP995509 N/A 31416B3S5 2039-01-01 5.5 N/A 4226.00 20.41 Agency Mortgage-Backed Securities FEPC 02.500 CLQB4847 N/A 3133ABL40 2050-10-01 2.5 N/A 347000.00 177609.67 Agency Mortgage-Backed Securities FNMS 06.000 CLCB4926 N/A 3140QQPL3 2052-10-01 6 N/A 1000.00 872.51 Agency Mortgage-Backed Securities FNMS 05.500 CLBW7479 N/A 3140N0JZ9 2052-11-01 5.5 N/A 1000.00 842.48 Agency Mortgage-Backed Securities FEPC 04.000 CLZL2698 N/A 3131XH7K6 2042-02-01 4 N/A 2000.00 526.05 Agency Mortgage-Backed Securities 04.500 FGPC Q54960 G N/A 3132XXQN2 2048-03-01 4.5 N/A 1000.00 299.04 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1112 N/A 3140M2GW6 2051-10-01 2.5 N/A 1000.00 571.25 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8372 N/A 3140N1JS3 2052-08-01 5 N/A 1000.00 874.63 Agency Mortgage-Backed Securities 05.500 FGPC H10115 G N/A 3128N0DU1 2037-04-01 5.5 N/A 24686222.00 683980.95 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5799 N/A 3140XMNR3 2050-09-01 2.5 N/A 1008.00 822.40 Agency Mortgage-Backed Securities FNMS 04.000 CLBP1134 N/A 3140K8HL8 2050-01-01 4 N/A 2000.00 981.36 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4629 N/A 3140N9EB8 2053-01-01 6 N/A 5001.00 4645.59 Agency Mortgage-Backed Securities FNMS 07.000 CLDB2673 N/A 3140AB6K6 2054-04-01 7 N/A 1189327.00 1249549.09 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0745 N/A 3140NGZK9 2053-05-01 6 N/A 1909943.00 1677626.95 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6432 N/A 3133BUED5 2053-01-01 5.5 N/A 1000.00 799.44 Agency Mortgage-Backed Securities FNMS 02.500 CLBR6523 N/A 3140L5G91 2051-03-01 2.5 N/A 1000.00 623.27 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4322 N/A 3140NLYU7 2053-06-01 6.5 N/A 2000.00 1535.57 Agency Mortgage-Backed Securities FNMS 03.500 CRAU6940 N/A 3138X6WA9 2043-10-01 3.5 N/A 4887.00 1133.50 Agency Mortgage-Backed Securities FNMS 03.000 CLCB4106 N/A 3140QPR41 2052-07-01 3 N/A 1000.00 787.29 Agency Mortgage-Backed Securities FEPC 04.500 CLQE9651 N/A 3133BKWL9 2052-09-01 4.5 N/A 3000.00 1649.21 Agency Mortgage-Backed Securities FEPC 06.000 CLQF9924 N/A 3133BYAZ2 2053-03-01 6 N/A 4000.00 4068.12 Agency Mortgage-Backed Securities FNMS 05.000 CLBN6064 N/A 3140JNW22 2049-05-01 5 N/A 2569585.00 447189.94 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0239 N/A 3133BMHQ1 2052-09-01 5 N/A 1000.00 961.44 Agency Mortgage-Backed Securities 03.500 FGPC Q42043 G N/A 3132WFHV4 2046-07-01 3.5 N/A 2000.00 336.48 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7110 N/A 3140QS3U3 2053-09-01 5.5 N/A 43548970.00 42199983.04 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0081 N/A 31334WCS8 2049-06-01 4.5 N/A 1144742.00 354116.04 Agency Mortgage-Backed Securities 03.500 FGPC G67703 G N/A 3132XCRY3 2047-04-01 3.5 N/A 2000.00 533.40 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2025 N/A 3140XHHB6 2052-06-01 4 N/A 574000.00 482850.93 Agency Mortgage-Backed Securities FEPC 03.000 CLQD3323 N/A 3133B0VQ3 2051-12-01 3 N/A 5000.00 3668.00 Agency Mortgage-Backed Securities FEPC 04.500 CLQA1980 N/A 31334YFV4 2049-08-01 4.5 N/A 1000.00 583.72 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8374 N/A 3140QUJU1 2054-04-01 7 N/A 39627449.00 37943946.98 Agency Mortgage-Backed Securities FNMS 04.000 CLAL2932 N/A 3138EKHJ7 2042-07-01 4 N/A 5966000.00 743222.44 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4067 N/A 3140QPQV2 2052-07-01 4.5 N/A 1000.00 903.44 Agency Mortgage-Backed Securities FNMS 04.500 CLAI2822 N/A 3138AGD47 2041-06-01 4.5 N/A 10088339.00 876815.57 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3160 N/A 3131Y9QM8 2049-02-01 4.5 N/A 1018796.00 453177.24 Agency Mortgage-Backed Securities FNMS 03.500 CLBN8289 N/A 3140JRF71 2049-06-01 3.5 N/A 1000.00 575.40 Agency Mortgage-Backed Securities FNMS 04.000 CLBO1430 N/A 3140JVSU7 2049-09-01 4 N/A 5512634.00 916448.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7890 N/A 3140N0XU4 2052-08-01 4.5 N/A 5000.00 4640.62 Agency Mortgage-Backed Securities FEPC 06.500 CLQF9069 N/A 3133BXCE9 2053-03-01 6.5 N/A 1249681.00 1072325.04 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4873 N/A 3140NMMX2 2053-06-01 5.5 N/A 4000.00 4015.94 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6190 N/A 3133A02X1 2050-01-01 4.5 N/A 2000.00 1023.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8578 N/A 3140N1Q89 2052-10-01 5 N/A 1000.00 789.63 Agency Mortgage-Backed Securities FEPC 03.500 CLZM2976 N/A 3131XWJV6 2047-02-01 3.5 N/A 5735690.00 1639761.38 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7983 N/A 3140QF2R9 2050-12-01 2 N/A 3032.00 1854.61 Agency Mortgage-Backed Securities FNMS 04.000 CLFS3392 N/A 3140XJXW8 2052-09-01 4 N/A 90000.00 75905.31 Agency Mortgage-Backed Securities 04.000 FGPC Q11101 G N/A 3132HMGJ4 2042-09-01 4 N/A 2942492.00 754601.75 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7244 N/A 3140HMBN3 2048-10-01 4.5 N/A 2000.00 927.52 Agency Mortgage-Backed Securities FNMS 04.000 CTBC3651 N/A 3140EYBV2 2035-12-01 4 N/A 1953928.00 379781.91 Agency Mortgage-Backed Securities FEPC 02.500 CLQD1136 N/A 3133AXHM7 2051-11-01 2.5 N/A 1000.00 656.78 Agency Mortgage-Backed Securities FNMS 06.000 CL940767 N/A 31413BTY7 2037-06-01 6 N/A 1040.00 6.20 Agency Mortgage-Backed Securities 04.000 FGPC Q17688 G N/A 3132J87A2 2043-04-01 4 N/A 1000.00 50.14 Agency Mortgage-Backed Securities FNMS 04.500 CQBM6970 N/A 3140JBW85 2044-10-01 4.5 N/A 1008.00 753.76 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8186 N/A 3132DWCX9 2051-11-01 3.5 N/A 30000.00 18011.98 Agency Mortgage-Backed Securities FNMS 05.000 CLBH9225 N/A 3140GYHB8 2048-01-01 5 N/A 1790859.00 425292.84 Agency Mortgage-Backed Securities FNMS 03.000 CTFS9149 N/A 3140XREX9 2039-08-01 3 N/A 1008.00 959.82 Agency Mortgage-Backed Securities FEPC 06.500 CLQF4791 N/A 3133BSKC5 2052-12-01 6.5 N/A 2000.00 1873.48 Agency Mortgage-Backed Securities 04.500 FGPC Q01903 G N/A 3132GFDG9 2041-07-01 4.5 N/A 2056.00 131.59 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8411 N/A 3133BWKY8 2053-02-01 6 N/A 3000.00 2986.00 Agency Mortgage-Backed Securities FNMS 03.000 CIBV5617 N/A 3140MKG30 2037-06-01 3 N/A 1000.00 710.24 Agency Mortgage-Backed Securities FNMS 02.500 CLBT3273 N/A 3140LRT73 2051-08-01 2.5 N/A 1000.00 710.14 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8319 N/A 3140XQG50 2054-06-01 5.5 N/A 1000.00 1030.64 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7025 N/A 3140QEYX4 2050-09-01 2.5 N/A 1024.00 578.08 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0730 N/A 3133BMY33 2052-10-01 5 N/A 2000.00 1967.97 Agency Mortgage-Backed Securities FNMS 02.000 CLBR3256 N/A 3140L1TN5 2051-02-01 2 N/A 200000.00 108819.91 Agency Mortgage-Backed Securities 04.000 FGPC G07801 G N/A 3128MAAA7 2044-10-01 4 N/A 1000.00 127.82 Agency Mortgage-Backed Securities FNMS 06.000 CLAD0223 N/A 31418MG97 2039-05-01 6 N/A 2048.00 22.69 Agency Mortgage-Backed Securities FEPC 04.500 CLQA6444 N/A 3133A1ER9 2050-01-01 4.5 N/A 318692.00 218582.86 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9731 N/A 3140YXY54 2054-03-01 5.5 N/A 1000.00 960.63 Agency Mortgage-Backed Securities FNMS 06.500 CL190371 N/A 31368HMU4 2036-07-01 6.5 N/A 126563.00 1003.41 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3671 N/A 3133BDCG8 2052-06-01 5 N/A 1369358.00 1069320.23 Agency Mortgage-Backed Securities 04.500 FGPC G07630 G N/A 3128M9Y30 2044-02-01 4.5 N/A 2000.00 211.76 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1236 N/A 31334XLR8 2049-07-01 3.5 N/A 2000.00 464.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8410 N/A 3140N1KY8 2052-09-01 5 N/A 1021656.00 720222.65 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7936 N/A 3140XBZA1 2036-07-01 2 N/A 1001.00 660.67 Agency Mortgage-Backed Securities FNMS 06.000 CL940768 N/A 31413BTZ4 2037-06-01 6 N/A 1024.00 5.69 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3665 N/A 3133BDCA1 2052-06-01 5 N/A 1076698.00 870217.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAY8420 N/A 3138YNLA3 2045-08-01 3.5 N/A 1120.00 201.31 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1976 N/A 3140XHFS1 2051-08-01 4 N/A 1000.00 750.05 Agency Mortgage-Backed Securities FNMS 01.500 CIBT4381 N/A 3140LS2P0 2036-08-01 1.5 N/A 2000.00 1319.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBE8750 N/A 3140FUWL8 2047-05-01 4.5 N/A 3000.00 1141.79 Agency Mortgage-Backed Securities FNMS 04.000 CIFS9158 N/A 3140XRE84 2035-07-01 4 N/A 1000.00 1006.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7218 N/A 3140QFAU3 2050-10-01 2 N/A 1007.00 573.52 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ7353 N/A 3140E0E35 2045-11-01 3.5 N/A 6932533.00 851091.30 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2792 N/A 3133BQC53 2052-11-01 5.5 N/A 1143715.00 1096013.98 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1378 N/A 3140Q8Q81 2048-03-01 4 N/A 1000.00 165.73 Agency Mortgage-Backed Securities 06.000 FGPC P51367 G N/A 3128C6QU6 2036-11-01 6 N/A 36818885.00 789399.37 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2767 N/A 3133C3CC8 2053-05-01 5.5 N/A 2000.00 2034.47 Agency Mortgage-Backed Securities 05.500 FGPC A90953 G N/A 312939BW0 2040-02-01 5.5 N/A 2048.00 80.59 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6032 N/A 3140HKV21 2048-11-01 4.5 N/A 902482.00 461299.82 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0791 N/A 3133BM2Y0 2052-09-01 5 N/A 1000.00 802.50 Agency Mortgage-Backed Securities 04.000 FGPC Q05155 G N/A 3132GLMC5 2041-12-01 4 N/A 6487800.00 724960.36 Agency Mortgage-Backed Securities FNMS 04.000 CLBD4420 N/A 3140FB4E7 2046-07-01 4 N/A 2880534.00 469642.35 Agency Mortgage-Backed Securities FNMS 06.000 CLBY3475 N/A 3140NK2H3 2053-06-01 6 N/A 4001.00 3592.68 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6779 N/A 3140NBQ95 2053-03-01 5.5 N/A 1061700.00 790482.08 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0443 N/A 3131Y6P45 2042-08-01 3.5 N/A 4040.00 566.56 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0729 N/A 3133BMY25 2052-10-01 5 N/A 1077.00 744.54 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4183 N/A 3131XXUG4 2047-09-01 4.5 N/A 2000.00 583.95 Agency Mortgage-Backed Securities FNMS 02.000 CTFM9886 N/A 3140XD6Y7 2041-12-01 2 N/A 200000.00 139698.60 Agency Mortgage-Backed Securities 06.000 FGPC H01482 G N/A 3128MTUF3 2036-06-01 6 N/A 33177792.00 366032.85 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7537 N/A 3138WHLT7 2046-07-01 3 N/A 2996000.00 1031095.74 Agency Mortgage-Backed Securities FNMS 02.000 CICB2788 N/A 3140QNC26 2037-01-01 2 N/A 1000.00 671.64 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7775 N/A 3140N0T96 2052-09-01 5 N/A 4000.00 3453.72 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8865 N/A 3140QUZ74 2054-07-01 6.5 N/A 1000.00 1049.17 Agency Mortgage-Backed Securities FNMS 03.500 CRAO4163 N/A 3138LUTV7 2042-06-01 3.5 N/A 1000.00 117.85 Agency Mortgage-Backed Securities 07.000 FGPC G03442 G N/A 3128M5EP1 2037-10-01 7 N/A 2080.00 25.34 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8969 N/A 3133BJ6E7 2052-07-01 5 N/A 1000.00 924.56 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8645 N/A 3133BJTA0 2052-08-01 5 N/A 2000.00 1447.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4922 N/A 3138WEPG8 2045-05-01 3.5 N/A 1024.00 188.90 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8721 N/A 3133BJVN9 2052-09-01 5 N/A 4000.00 3208.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBE3605 N/A 3140FPAF6 2049-02-01 4.5 N/A 1000.00 838.75 Agency Mortgage-Backed Securities FEPC 04.000 CLZL3231 N/A 3131XJSU7 2042-06-01 4 N/A 1023.00 218.68 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2139 N/A 3140NJLV4 2053-06-01 6.5 N/A 1080371.00 1120054.19 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7945 N/A 3133BHZJ8 2052-08-01 5 N/A 3001.00 2943.16 Agency Mortgage-Backed Securities FEPC 04.000 CLQA6187 N/A 3133A02U7 2050-01-01 4 N/A 1000.00 144.91 Agency Mortgage-Backed Securities 04.500 FGPC Q63957 G N/A 3132VQMF0 2049-05-01 4.5 N/A 1000.00 202.76 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2443 N/A 3140XHWD5 2052-08-01 4 N/A 1008.00 856.82 Agency Mortgage-Backed Securities FNMS 04.000 CLBD5044 N/A 3140FCTA6 2047-02-01 4 N/A 1000.00 306.15 Agency Mortgage-Backed Securities FNMS 04.000 CKBK1766 N/A 3140HE6C1 2048-06-01 4 N/A 1520000.00 398304.56 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5954 N/A 3140XMTL0 2053-10-01 6 N/A 1000.00 919.41 Agency Mortgage-Backed Securities FEPC 03.000 CLZT0028 N/A 3132ACA59 2047-01-01 3 N/A 19846984.00 6890095.58 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8722 N/A 3133BJVP4 2052-08-01 5 N/A 1000.00 994.81 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3385 N/A 3140XJXP3 2052-12-01 5.5 N/A 1036000.00 903656.89 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4486 N/A 3140M56Y6 2054-03-01 6 N/A 59217.00 59061.13 Agency Mortgage-Backed Securities FNMS 07.000 CLDA3497 N/A 3140A33F8 2053-10-01 7 N/A 2724512.00 2422470.82 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5888 N/A 3133BTRH5 2053-01-01 5.5 N/A 1000.00 621.51 Agency Mortgage-Backed Securities FNMS 04.500 CLBV9544 N/A 3140MPTA9 2052-07-01 4.5 N/A 1197683.00 1151070.45 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5698 N/A 3140XMKL9 2053-08-01 5.5 N/A 1008.00 983.76 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5367 N/A 3131XY6C8 2048-01-01 4.5 N/A 1000.00 400.26 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9852 N/A 3133KR5M2 2053-09-01 6 N/A 38607228.00 37117689.49 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5745 N/A 3133A0L28 2049-12-01 3.5 N/A 1000.00 455.24 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ0613 N/A 3140H1VF4 2048-02-01 3.5 N/A 7242990.00 948555.33 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8781 N/A 3138WJXK9 2047-02-01 3 N/A 1906000.00 630045.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8230 N/A 3133BJEB4 2052-08-01 5 N/A 1000.00 850.16 Agency Mortgage-Backed Securities 04.000 FGPC V83232 G N/A 3132L8SV0 2047-06-01 4 N/A 1024.00 239.71 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4626 N/A 31346YD75 2049-11-01 3.5 N/A 1000.00 459.00 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8753 N/A 3140QUWP7 2054-06-01 5.5 N/A 1000.00 994.37 Agency Mortgage-Backed Securities FEPC 05.500 CLQI9383 N/A 3133WGM85 2054-07-01 5.5 N/A 1000.00 1017.69 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0798 N/A 3133BM3F0 2052-10-01 5 N/A 3001.00 2958.04 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3040 N/A 3140XJLW1 2051-12-01 3 N/A 1008.00 786.57 Agency Mortgage-Backed Securities FNMS 06.000 CLBX9785 N/A 3140NE2T1 2053-04-01 6 N/A 1000.00 732.43 Agency Mortgage-Backed Securities 04.000 FGPC Q29156 G N/A 3132M9ZV9 2044-10-01 4 N/A 1150050.00 387633.36 Agency Mortgage-Backed Securities FNMS 04.000 CIAY4658 N/A 3138YJE85 2031-04-01 4 N/A 1069593.00 40741.20 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7603 N/A 3140QTNV7 2053-12-01 6 N/A 91114720.00 83882698.84 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0494 N/A 3131Y6RP6 2042-10-01 3.5 N/A 1000.00 197.81 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7443 N/A 3140QTHV4 2053-11-01 6 N/A 1000.00 1000.42 Agency Mortgage-Backed Securities FEPC 03.000 CLQD4867 N/A 3133B2MQ9 2052-01-01 3 N/A 297319.00 219201.80 Agency Mortgage-Backed Securities FNMS 05.500 CLDA1212 N/A 3140A1K22 2053-08-01 5.5 N/A 2000.00 2012.10 Agency Mortgage-Backed Securities FNMS 02.000 CIBN7425 N/A 3140JQHB2 2034-12-01 2 N/A 192576.00 90956.64 Agency Mortgage-Backed Securities 04.000 FGPC Q44618 G N/A 3132WJDY4 2046-11-01 4 N/A 1000.00 272.32 Agency Mortgage-Backed Securities FNMS 07.000 CLDB2406 N/A 3140ABU86 2054-06-01 7 N/A 1228006.00 1286698.57 Agency Mortgage-Backed Securities 04.000 FGPC Q47946 G N/A 3132WMZL1 2047-05-01 4 N/A 2050609.00 470225.17 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9246 N/A 3140XRHY4 2054-10-01 5.5 N/A 1000.00 1034.48 Agency Mortgage-Backed Securities FEPC 03.500 CLQB0075 N/A 3133A6CL3 2050-06-01 3.5 N/A 3097564.00 1550579.35 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7864 N/A 3140QTW21 2054-01-01 6 N/A 1000.00 979.15 Agency Mortgage-Backed Securities FNMS 03.500 CRMA2633 N/A 31418B4T0 2046-04-01 3.5 N/A 467513.00 148731.35 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7821 N/A 3140H9VP5 2049-05-01 4.5 N/A 1000.00 292.44 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7563 N/A 3140QFMM8 2050-11-01 2 N/A 1008.00 609.57 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0500 N/A 3131Y6RV3 2042-10-01 3.5 N/A 2000.00 385.26 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2789 N/A 3140XJC35 2042-05-01 5 N/A 1000.00 746.18 Agency Mortgage-Backed Securities 04.000 FGPC Q20119 G N/A 3132JMDY2 2043-07-01 4 N/A 1000.00 47.49 Agency Mortgage-Backed Securities FNMS 06.500 CL904672 N/A 31411DCH0 2036-12-01 6.5 N/A 23332270.00 369522.87 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8729 N/A 3133C9VW0 2053-08-01 6.5 N/A 1053880.00 991328.14 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3408 N/A 3131XWYD9 2047-06-01 4.5 N/A 1000.00 370.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3118 N/A 3140MUPC8 2052-06-01 5 N/A 1000.00 774.99 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7054 N/A 3140QSZU8 2053-09-01 6 N/A 1024.00 983.39 Agency Mortgage-Backed Securities 05.000 FGPC Q62009 G N/A 3132VNGT4 2049-03-01 5 N/A 2000.00 957.42 Agency Mortgage-Backed Securities 04.000 FGPC Q38970 G N/A 3132QV6G1 2046-02-01 4 N/A 4032.00 825.15 Agency Mortgage-Backed Securities FNMS 03.500 CLAL7481 N/A 3138EQJ37 2044-07-01 3.5 N/A 1000.00 239.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBX9024 N/A 3140NEA21 2053-04-01 5 N/A 1125336.00 855967.37 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1211 N/A 3132DNKY8 2049-06-01 3.5 N/A 39979612.00 29790753.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAQ7022 N/A 3138MNYU8 2042-12-01 3.5 N/A 1019.00 228.99 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4304 N/A 31418DYA4 2051-04-01 1.5 N/A 2174319.00 1396359.18 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9765 N/A 3140XDZ74 2051-11-01 3 N/A 70955.00 58681.24 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0438 N/A 3140QKPY8 2051-05-01 2.5 N/A 54034608.00 32542339.07 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5558 N/A 3140XME85 2051-09-01 3.5 N/A 1000.00 872.24 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4154 N/A 3131XXTK7 2047-09-01 4.5 N/A 1000.00 312.19 Agency Mortgage-Backed Securities FNMS 05.500 CLBX4604 N/A 3140N9DJ2 2052-12-01 5.5 N/A 1000.00 814.63 Agency Mortgage-Backed Securities FNMS 05.500 CLCA9574 N/A 3140QHT88 2052-10-01 5.5 N/A 1000.00 977.28 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9051 N/A 3140HPBV8 2048-11-01 4.5 N/A 1000.00 411.08 Agency Mortgage-Backed Securities FEPC 05.000 CLQG1633 N/A 3133C1Y61 2053-04-01 5 N/A 1001.00 989.44 Agency Mortgage-Backed Securities FEPC 03.000 CLQC8654 N/A 3133ATTK7 2051-10-01 3 N/A 1000.00 565.40 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5508 N/A 3133BFDM9 2052-07-01 5 N/A 1000.00 942.80 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0455 N/A 31334WQG9 2049-06-01 3.5 N/A 1000.00 479.39 Agency Mortgage-Backed Securities FNMS 06.000 NP256327 N/A 31371MVU8 2036-06-01 6 N/A 461731.00 877.54 Agency Mortgage-Backed Securities FNMS 06.000 NP897064 N/A 31410TTV7 2036-07-01 6 N/A 1040.00 3.96 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4916 N/A 31418EPA2 2053-02-01 4 N/A 1000.00 880.42 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6209 N/A 3140NN3T0 2053-08-01 5.5 N/A 4001.00 4099.30 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7899 N/A 3140N0X59 2052-08-01 4.5 N/A 1699846.00 1471429.92 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7696 N/A 3140NQRS9 2053-07-01 5.5 N/A 5001.00 4669.15 Agency Mortgage-Backed Securities FNMS 05.000 CLBK0116 N/A 3140HDDW1 2048-06-01 5 N/A 1000.00 90.78 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9045 N/A 3140XDBP0 2051-09-01 3 N/A 1024.00 721.00 Agency Mortgage-Backed Securities FNMS 04.000 CTBA6566 N/A 3140EBJL6 2036-01-01 4 N/A 1519429.00 249651.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQE8006 N/A 3133BH3P9 2052-08-01 5.5 N/A 1000.00 913.04 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1394 N/A 31334XRP6 2049-07-01 3.5 N/A 2058000.00 1080789.19 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6648 N/A 3133BUL54 2053-01-01 6 N/A 2000.00 2051.41 Agency Mortgage-Backed Securities FNMS 05.500 CTFS2101 N/A 3140XHKP1 2038-10-01 5.5 N/A 292295.00 50508.83 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8368 N/A 3133C9JM6 2053-08-01 6.5 N/A 2000.00 1988.83 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5204 N/A 3140MWYA8 2052-12-01 4.5 N/A 1013386.00 983987.55 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5269 N/A 3133BE2A0 2052-07-01 5 N/A 350651.00 327793.49 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6083 N/A 3140HKXM5 2048-09-01 4.5 N/A 4000.00 2240.79 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1381 N/A 31334XRA9 2049-07-01 3.5 N/A 2834050.00 1085590.27 Agency Mortgage-Backed Securities 04.500 FGPC Q61909 G N/A 3132VNDP5 2049-02-01 4.5 N/A 2000.00 441.01 Agency Mortgage-Backed Securities FNMS 06.500 CLBY6746 N/A 3140NPP87 2053-07-01 6.5 N/A 1000.00 833.55 Agency Mortgage-Backed Securities 06.000 FGPC H02644 G N/A 3128MU5D3 2038-05-01 6 N/A 1024.00 10.79 Agency Mortgage-Backed Securities FEPC 02.500 CLQC8222 N/A 3133ATD32 2051-10-01 2.5 N/A 1000.00 601.05 Agency Mortgage-Backed Securities FNMS 03.500 CICB6834 N/A 3140QSSY8 2038-06-01 3.5 N/A 1000.00 830.53 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7905 N/A 3140QTYB9 2053-10-01 5.5 N/A 1000.00 932.04 Agency Mortgage-Backed Securities FEPC 03.500 CLQA7038 N/A 3133A1ZB1 2050-02-01 3.5 N/A 1000.00 513.08 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6562 N/A 3133KNJF1 2052-01-01 2.5 N/A 15237.00 10441.60 Agency Mortgage-Backed Securities 04.000 FGPC Q19955 G N/A 3132JBQH9 2043-07-01 4 N/A 1000.00 108.83 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1145 N/A 3140K8HX2 2050-01-01 3.5 N/A 3000.00 1582.63 Agency Mortgage-Backed Securities FEPC 03.500 CLQA9986 N/A 3133A5CX9 2050-05-01 3.5 N/A 2000.00 1091.08 Agency Mortgage-Backed Securities FNMS 05.500 CZ994095 N/A 31416AKG4 2048-11-01 5.5 N/A 1024.00 11.18 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5134 N/A 3140N9V45 2053-01-01 6 N/A 1000.00 535.75 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 FNMS 05.500 CLBY3468 N/A 3140NK2A8 2053-06-01 5.5 N/A 1007100.00 1017565.93 Agency Mortgage-Backed Securities FEPC 06.000 CLQI3709 N/A 3133WADN5 2054-04-01 6 N/A 1000.00 1000.84 Agency Mortgage-Backed Securities FNMS 06.500 CL928224 N/A 31412LG95 2037-04-01 6.5 N/A 3072.00 53.75 Agency Mortgage-Backed Securities FNMS 05.500 CLBW1859 N/A 3140MTB51 2053-03-01 5.5 N/A 3000.00 2990.50 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1359 N/A 3140N5QM9 2052-11-01 5.5 N/A 1000.00 1005.29 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8905 N/A 3133KQ3N4 2053-04-01 6.5 N/A 5090980.00 4423038.93 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7272 N/A 3140NQCJ5 2053-08-01 5.5 N/A 1019918.00 957465.34 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0560 N/A 3140FXTS1 2061-09-01 2.5 N/A 1000.00 674.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6497 N/A 3140MYGF3 2052-09-01 5 N/A 3000.00 2430.09 Agency Mortgage-Backed Securities 04.000 FGPC Q48899 G N/A 3132WN3H3 2047-06-01 4 N/A 1000.00 333.45 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8165 N/A 3133BJCA8 2052-08-01 5 N/A 4000.00 3555.57 Agency Mortgage-Backed Securities FNMS 03.500 CLAB5366 N/A 31417B6C6 2042-06-01 3.5 N/A 2000.00 388.82 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5097 N/A 3140MJUX1 2052-08-01 5 N/A 1113220.00 969042.70 Agency Mortgage-Backed Securities FNMS 04.500 CLBV8388 N/A 3140MNKA3 2052-05-01 4.5 N/A 1000.00 958.81 Agency Mortgage-Backed Securities FNMS 07.500 CLDA5606 N/A 3140A6GQ3 2054-01-01 7.5 N/A 1000.00 1053.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6129 N/A 3140HKY36 2048-07-01 4.5 N/A 738486.00 294652.36 Agency Mortgage-Backed Securities FNMS 06.500 CLFS4661 N/A 3140XLFB9 2053-05-01 6.5 N/A 34054079.00 30940486.53 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ1041 N/A 3140KLEP3 2050-08-01 3.5 N/A 1129760.00 719501.18 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2046 N/A 3140Q9HY2 2048-07-01 4.5 N/A 1000.00 204.59 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 06.000 CL995301 N/A 31416BU22 2038-11-01 6 N/A 1120.00 17.94 Agency Mortgage-Backed Securities FNMS 02.000 CLFS4270 N/A 3140XKW89 2052-03-01 2 N/A 1000.00 758.81 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4982 N/A 3140XLRC4 2048-12-01 4.5 N/A 1008.00 891.77 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8789 N/A 3133BJXS6 2052-08-01 5 N/A 2001.00 2000.26 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3660 N/A 3131XXB59 2047-07-01 4.5 N/A 1000.00 319.73 Agency Mortgage-Backed Securities FNMS 03.000 CTAB8422 N/A 31417FLC0 2033-02-01 3 N/A 2553540.00 218352.63 Agency Mortgage-Backed Securities 03.000 FGPC G18684 G N/A 3128MMXN8 2033-04-01 3 N/A 1000.00 143.61 Agency Mortgage-Backed Securities FNMS 04.000 CLFS8708 N/A 3140XQVA2 2051-08-01 4 N/A 1000.00 966.09 Agency Mortgage-Backed Securities FNMS 03.500 CLAJ9198 N/A 3138E2GG4 2042-01-01 3.5 N/A 482412.00 36477.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7385 N/A 3140N0F34 2052-08-01 5 N/A 2001.00 1965.66 Agency Mortgage-Backed Securities FNMS 04.000 CLAX5210 N/A 3138Y6YG3 2044-10-01 4 N/A 1000.00 169.39 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4633 N/A 3140X8EF0 2050-10-01 2 N/A 2000.00 1217.10 Agency Mortgage-Backed Securities 04.000 FGPC Q62038 G N/A 3132VNHQ9 2049-03-01 4 N/A 1000.00 114.02 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7903 N/A 3140N0X91 2052-08-01 5 N/A 1000.00 987.90 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1373 N/A 31418AQ35 2043-03-01 3.5 N/A 1000.00 183.48 Agency Mortgage-Backed Securities FEPC 03.500 3VZA3583 N/A 31329L6U1 2042-07-01 3.5 N/A 4007.00 530.39 Agency Mortgage-Backed Securities FNMS 04.000 CZAL0723 N/A 3138EGYV0 2051-09-01 4 N/A 1024.00 71.28 Agency Mortgage-Backed Securities FEPC 04.000 CLRA3586 N/A 3133KJ6X5 2050-09-01 4 N/A 1000.00 296.16 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1057 N/A 3140N5E75 2052-12-01 5.5 N/A 4000.00 3827.21 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8343 N/A 3132DWHU0 2053-07-01 6 N/A 1008.00 927.10 Agency Mortgage-Backed Securities FEPC 03.000 CLQE2559 N/A 3133BBZY8 2047-05-01 3 N/A 1000.00 823.06 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ1152 N/A 3133CRH55 2054-08-01 7 N/A 1000.00 1069.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5868 N/A 3140XMQW9 2052-05-01 3 N/A 3055.00 2594.11 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1159 N/A 3140N5JD7 2052-11-01 5.5 N/A 2000.00 1652.61 Agency Mortgage-Backed Securities FNMS 04.500 CLBV8890 N/A 3140MN2Y1 2052-06-01 4.5 N/A 1000.00 958.36 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7198 N/A 3140QS7L9 2053-07-01 6 N/A 791560.00 759131.80 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3576 N/A 31329L6M9 2042-06-01 4 N/A 2016.00 247.21 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7934 N/A 3140N0Y82 2052-08-01 5 N/A 5000.00 4968.77 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7620 N/A 3140QTPE3 2053-12-01 6 N/A 1000.00 1020.42 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8632 N/A 3133BJSV5 2052-08-01 5 N/A 2000.00 1747.39 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8935 N/A 3133BW4U4 2053-03-01 6 N/A 1000.00 914.56 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8280 N/A 3133BJFV9 2052-06-01 5 N/A 2000.00 1159.95 Agency Mortgage-Backed Securities 04.500 FGPC A94284 G N/A 312942XM2 2040-10-01 4.5 N/A 1008.00 32.60 Agency Mortgage-Backed Securities FNMS 05.000 CLBX0486 N/A 3140N4RG4 2052-10-01 5 N/A 3000.00 2639.46 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3472 N/A 3131Y92D4 2049-02-01 4.5 N/A 996172.00 496402.89 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8911 N/A 3140N13V3 2052-10-01 5 N/A 1000.00 765.57 Agency Mortgage-Backed Securities 05.000 FGPC Q58538 G N/A 3132Y2PY6 2048-09-01 5 N/A 1000.00 500.92 Agency Mortgage-Backed Securities FNMS 04.000 CLAS4168 N/A 3138WDT27 2044-12-01 4 N/A 1001.00 135.83 Agency Mortgage-Backed Securities FNMS 03.000 CVMA1557 N/A 31418AWT1 2028-07-01 3 N/A 500000.00 32489.43 Agency Mortgage-Backed Securities FNMS 03.500 CLBO9991 N/A 3140K6C52 2049-12-01 3.5 N/A 1000.00 414.18 Agency Mortgage-Backed Securities FNMS 06.000 CLBY5604 N/A 3140NNGN9 2053-07-01 6 N/A 1000.00 812.39 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7703 N/A 3140QFRZ4 2050-11-01 2 N/A 1024.00 629.26 Agency Mortgage-Backed Securities FNMS 03.000 CLBV2674 N/A 3140MF6L2 2052-03-01 3 N/A 964864.00 644851.98 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7760 N/A 3133BHTR7 2052-07-01 5 N/A 2001.00 1917.20 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0260 N/A 3140A0JE0 2053-11-01 6 N/A 1572069.00 1571052.57 Agency Mortgage-Backed Securities 05.000 FGPC Q58718 G N/A 3132Y2VL7 2048-09-01 5 N/A 2858290.00 1032642.24 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9168 N/A 3133KRFH2 2053-06-01 5.5 N/A 1000.00 917.53 Agency Mortgage-Backed Securities FNMS 05.500 CLDB1973 N/A 3140ABFP5 2054-09-01 5.5 N/A 1000.00 1023.00 Agency Mortgage-Backed Securities FNMS 05.500 CLAD0933 N/A 31418NBB5 2040-04-01 5.5 N/A 5121.00 317.50 Agency Mortgage-Backed Securities FNMS 04.000 CLCA3664 N/A 3140QBCA4 2049-06-01 4 N/A 138151.00 46415.88 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1405 N/A 3133BNR21 2052-10-01 5 N/A 2000.00 1526.07 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7956 N/A 3133BVZV0 2053-02-01 6 N/A 1001.00 1034.10 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1124 N/A 31334XG94 2049-07-01 3.5 N/A 3000.00 1129.21 Agency Mortgage-Backed Securities FNMS 04.500 CLAB2479 N/A 31416XXH8 2041-03-01 4.5 N/A 7961730.00 578225.04 Agency Mortgage-Backed Securities FNMS 02.500 CLBV4656 N/A 3140MJE68 2052-04-01 2.5 N/A 1000.00 733.75 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5077 N/A 3133KLUA3 2051-05-01 2.5 N/A 1000.00 658.12 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8410 N/A 3131Y3KX3 2048-09-01 4.5 N/A 2000.00 182.35 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7761 N/A 3133BHTS5 2052-07-01 5 N/A 4001.00 2496.71 Agency Mortgage-Backed Securities 06.000 FGPC A48686 G N/A 3128K9UK8 2036-05-01 6 N/A 2210.00 23.34 Agency Mortgage-Backed Securities FNMS 06.500 CLFS4733 N/A 3140XLHK7 2053-02-01 6.5 N/A 1024.00 906.35 Agency Mortgage-Backed Securities FNMS 06.000 CLDB1920 N/A 3140ABD28 2054-09-01 6 N/A 1000.00 1035.33 Agency Mortgage-Backed Securities 04.000 FGPC Q16722 G N/A 3132J74G4 2043-03-01 4 N/A 1000.00 54.40 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5085 N/A 3140AEUK3 2054-07-01 6.5 N/A 2008.00 2092.82 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4222 N/A 3140M5VQ5 2053-10-01 5.5 N/A 1000.00 941.49 Agency Mortgage-Backed Securities FNMS 03.000 CLBQ4234 N/A 3140KPV42 2050-10-01 3 N/A 2001.00 1194.29 Agency Mortgage-Backed Securities FNMS 03.500 CLAK6732 N/A 3138EBPS8 2042-03-01 3.5 N/A 9993440.00 887332.87 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8730 N/A 3140QGVY0 2051-01-01 2 N/A 204406744.00 123476192.98 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1971 N/A 3140MTFM0 2052-07-01 5 N/A 1000.00 816.68 Agency Mortgage-Backed Securities FNMS 04.000 R3BF0570 N/A 3140FXT44 2050-02-01 4 N/A 1008.00 667.65 Agency Mortgage-Backed Securities 04.000 FGPC Q16986 G N/A 3132J8F47 2043-04-01 4 N/A 5841952.00 794205.14 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2167 N/A 3140Q9MR1 2048-08-01 4.5 N/A 1008.00 359.42 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7350 N/A 3140NCEY1 2053-09-01 6.5 N/A 1000.00 905.90 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9184 N/A 3133BKFZ7 2052-09-01 5 N/A 1000.00 757.64 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8032 N/A 3140XP4S5 2054-05-01 6 N/A 1024.00 1056.66 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8012 N/A 3140QF3W7 2050-12-01 2 N/A 1000.00 605.18 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6726 N/A 3140NBPL9 2053-02-01 6 N/A 2000.00 1852.00 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0552 N/A 3133C0TH5 2053-04-01 5 N/A 1050098.00 1052650.60 Agency Mortgage-Backed Securities FNMS 05.500 CTFS2490 N/A 3140XHXU6 2038-10-01 5.5 N/A 114000.00 30852.04 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8328 N/A 3132DWHD8 2053-06-01 4.5 N/A 865229.00 795605.62 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7988 N/A 3133C82V6 2053-08-01 6.5 N/A 2000.00 2094.88 Agency Mortgage-Backed Securities FNMS 03.500 CLBO6102 N/A 3140K1X84 2049-11-01 3.5 N/A 1000.00 289.40 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3278 N/A 3140X6UC3 2048-11-01 3.5 N/A 302831.00 63830.31 Agency Mortgage-Backed Securities FEPC 06.000 CLQG4192 N/A 3133C4UR3 2053-06-01 6 N/A 3000.00 3047.20 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9016 N/A 3140NSAS3 2053-08-01 6.5 N/A 2000.00 2096.92 Agency Mortgage-Backed Securities FNMS 03.500 CLFM1567 N/A 3140X4W51 2049-08-01 3.5 N/A 1000.00 151.78 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6331 N/A 3131YDA87 2049-05-01 4.5 N/A 6302.00 2592.12 Agency Mortgage-Backed Securities FNMS 03.500 CLFM4101 N/A 3140X7RX9 2047-11-01 3.5 N/A 1024.00 491.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0006 N/A 3133BMAF2 2052-08-01 5 N/A 4000.00 3929.03 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6063 N/A 3133A0WY6 2050-01-01 3.5 N/A 2000.00 1415.45 Agency Mortgage-Backed Securities 04.000 FGPC Q62244 G N/A 3132VNP64 2049-03-01 4 N/A 2000.00 474.42 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2906 N/A 3140XJGQ0 2052-09-01 5 N/A 1000.00 841.71 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5143 N/A 3140QQWD3 2052-11-01 6 N/A 2000.00 1790.05 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3348 N/A 3140QNWJ7 2052-04-01 2 N/A 1000.00 736.89 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3111 N/A 3140XJN58 2052-09-01 5 N/A 567074.00 491857.54 Agency Mortgage-Backed Securities FNMS 03.500 CLAO5619 N/A 3138LWG54 2042-06-01 3.5 N/A 326210.00 42157.78 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8871 N/A 3133BJ2C5 2052-08-01 5 N/A 4000.00 3932.58 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8965 N/A 3133BJ6A5 2052-08-01 5 N/A 2000.00 1990.40 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1286 N/A 3140LPNC2 2051-07-01 2.5 N/A 1000.00 623.13 Agency Mortgage-Backed Securities FNMS 04.000 CLBW3665 N/A 3140MVCB2 2052-07-01 4 N/A 3000.00 2618.84 Agency Mortgage-Backed Securities FNMS 05.000 CLBW2054 N/A 3140MTH89 2052-09-01 5 N/A 4000.00 3654.53 Agency Mortgage-Backed Securities FNMS 05.500 CL890125 N/A 31410K4J0 2039-04-01 5.5 N/A 13367408.00 251252.91 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7619 N/A 3133C8PC3 2053-07-01 6.5 N/A 1000.00 1037.22 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8902 N/A 3133C93K7 2053-08-01 6 N/A 2000.00 2069.25 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1041 N/A 3133CDEN0 2053-09-01 6.5 N/A 2000.00 2013.63 Agency Mortgage-Backed Securities FNMS 06.000 CLDA1055 N/A 3140A1E52 2053-10-01 6 N/A 1000.00 993.66 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9017 N/A 3140NSAT1 2053-08-01 6.5 N/A 3000.00 3147.40 Agency Mortgage-Backed Securities FEPC 06.500 CLQH6143 N/A 3133CJZG9 2053-12-01 6.5 N/A 1000.00 1045.53 Agency Mortgage-Backed Securities FEPC 06.500 CLQF5227 N/A 3133BSYY2 2052-12-01 6.5 N/A 3000.00 2319.76 Agency Mortgage-Backed Securities 05.500 FGPC K39033 G N/A 31303ABA3 2047-04-01 5.5 N/A 33861846.00 571145.71 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6698 N/A 3140XNNQ3 2051-11-01 2.5 N/A 1000.00 831.93 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7051 N/A 3140QSZR5 2053-09-01 6 N/A 31256795.00 30400685.48 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8519 N/A 3140QGPD3 2051-01-01 2 N/A 4098.00 2473.47 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8784 N/A 3140N1XN8 2052-09-01 5 N/A 2000.00 1984.31 Agency Mortgage-Backed Securities 03.500 FGPC U93034 G N/A 3132QDBB6 2045-07-01 3.5 N/A 1000.00 166.38 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2688 N/A 3140JW7A2 2049-07-01 3.5 N/A 1000.00 414.49 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0676 N/A 3140FXXE7 2062-09-01 3.5 N/A 144427696.00 117970857.98 Agency Mortgage-Backed Securities FNMS 06.000 CLBY2041 N/A 3140NJHT4 2053-05-01 6 N/A 1000.00 1031.73 Agency Mortgage-Backed Securities FNMS 03.500 CLCB1155 N/A 3140QLH90 2051-07-01 3.5 N/A 1008.00 686.69 Agency Mortgage-Backed Securities FEPC 05.500 CLQH1440 N/A 3133CDS54 2053-09-01 5.5 N/A 1000.00 927.17 Agency Mortgage-Backed Securities FEPC 04.000 3VZA3582 N/A 31329L6T4 2042-06-01 4 N/A 2094.00 213.71 Agency Mortgage-Backed Securities 04.000 FGPC Q48174 G N/A 3132WNCL4 2047-05-01 4 N/A 1000.00 273.00 Agency Mortgage-Backed Securities FEPC 06.000 CLQI9458 N/A 3133WGQK4 2054-07-01 6 N/A 1008.00 1033.24 Agency Mortgage-Backed Securities FNMS 04.500 CLAB3701 N/A 31417ADF3 2041-10-01 4.5 N/A 1000.00 51.89 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1122 N/A 31334XG78 2049-07-01 3.5 N/A 1000.00 441.71 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2838 N/A 3140QNEL2 2052-02-01 2 N/A 1002.00 716.01 Agency Mortgage-Backed Securities FNMS 02.500 CICB0744 N/A 3140QKZJ0 2036-06-01 2.5 N/A 1000.00 625.96 Agency Mortgage-Backed Securities FNMS 03.500 CRAT6319 N/A 3138WUAV5 2043-06-01 3.5 N/A 4598997.00 982285.45 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4936 N/A 3140XLPW2 2052-01-01 2.5 N/A 1000.00 797.95 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3458 N/A 3140XJZY2 2050-08-01 3.5 N/A 1000.00 810.23 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4303 N/A 3140NLX95 2053-06-01 6.5 N/A 2001.00 1896.05 Agency Mortgage-Backed Securities 04.000 FGPC Q07066 G N/A 3132GSFF1 2042-03-01 4 N/A 1000.00 161.33 Agency Mortgage-Backed Securities FNMS 05.500 CLDB0929 N/A 3140AAA72 2054-04-01 5.5 N/A 706358.00 668080.13 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8190 N/A 3133BWC35 2053-02-01 6 N/A 1000.00 830.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQF4276 N/A 3133BRXD1 2052-12-01 5.5 N/A 1121236.00 874045.04 Agency Mortgage-Backed Securities FNMS 03.500 CQMA1372 N/A 31418AQ27 2043-02-01 3.5 N/A 3000.00 493.57 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6470 N/A 3140MYFL1 2052-09-01 5 N/A 2000.00 1981.29 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1580 N/A 3140X4XJ0 2049-09-01 4 N/A 1000.00 176.15 Agency Mortgage-Backed Securities FEPC 06.000 CLQF8347 N/A 3133BWHY2 2053-02-01 6 N/A 3001.00 1526.62 Agency Mortgage-Backed Securities FNMS 04.000 CQAK0765 N/A 3138E4Z79 2042-03-01 4 N/A 1000.00 108.17 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7656 N/A 3133BHQH2 2052-08-01 5 N/A 1115508.00 1103286.48 Agency Mortgage-Backed Securities FNMS 03.500 CLBO1161 N/A 3140JVJF0 2049-07-01 3.5 N/A 2000.00 687.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQG1183 N/A 3133C1J43 2053-04-01 5 N/A 1000.00 1004.61 Agency Mortgage-Backed Securities 03.500 FGPC U90675 G N/A 3132H3XC2 2042-12-01 3.5 N/A 1000.00 158.36 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5419 N/A 3133BTAU4 2053-01-01 6 N/A 1043750.00 886585.70 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2283 N/A 3140QMRD8 2051-12-01 2 N/A 1000.00 727.93 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4442 N/A 31418D5C2 2036-10-01 2 N/A 1000.00 652.11 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4208 N/A 3140NLVA4 2053-07-01 6 N/A 1000.00 979.03 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0573 N/A 3140QKT73 2046-05-01 2.5 N/A 126000.00 90155.17 Agency Mortgage-Backed Securities 03.500 FGPC Q15748 G N/A 3132J6ZN7 2043-02-01 3.5 N/A 2000.00 471.65 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5430 N/A 3133BTA75 2053-01-01 6 N/A 1117038.00 975348.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7624 N/A 3140HMPJ7 2048-09-01 4.5 N/A 1000.00 236.01 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7224 N/A 3140XPA25 2054-02-01 6 N/A 45447803.00 44958157.30 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5522 N/A 3132DTD31 2054-05-01 6 N/A 42515.00 43617.25 Agency Mortgage-Backed Securities 04.000 FGPC Q47410 G N/A 3132WMGU2 2047-04-01 4 N/A 1008.00 298.90 Agency Mortgage-Backed Securities 06.000 FGPC G03878 G N/A 3128M5UB4 2038-02-01 6 N/A 2240.00 23.96 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8917 N/A 3140ND4B0 2053-05-01 6 N/A 2000.00 1897.47 Agency Mortgage-Backed Securities FNMS 04.500 CLBN8266 N/A 3140JRFG1 2049-05-01 4.5 N/A 1000.00 254.86 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8189 N/A 3140XQC39 2054-06-01 5.5 N/A 34071131.00 34609628.47 Agency Mortgage-Backed Securities FNMS 07.500 CLCB7876 N/A 3140QTXE4 2054-01-01 7.5 N/A 1000.00 914.24 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6946 N/A 3140QSWG2 2053-06-01 5.5 N/A 1000.00 957.36 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 05.000 I4BF0136 N/A 3140FXEJ7 2056-08-01 5 N/A 8252000.00 2335723.75 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6873 N/A 3140QST76 2053-08-01 6 N/A 1000.00 948.68 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6398 N/A 3133WDDB5 2054-06-01 5.5 N/A 2008.00 2035.32 Agency Mortgage-Backed Securities FNMS 03.000 CIFS4568 N/A 3140XLCE6 2037-09-01 3 N/A 439000.00 350925.09 Agency Mortgage-Backed Securities FNMS 06.000 CLBW5298 N/A 3140MW3G9 2053-05-01 6 N/A 1496192.00 1517551.72 Agency Mortgage-Backed Securities FNMS 04.500 CLBN3154 N/A 3140JKQG4 2049-05-01 4.5 N/A 1000.00 310.87 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8939 N/A 3140N14Z3 2052-09-01 5 N/A 1000.00 824.10 Agency Mortgage-Backed Securities FNMS 06.500 CLDA4633 N/A 3140A5EF1 2053-12-01 6.5 N/A 1000.00 1018.19 Agency Mortgage-Backed Securities FNMS 04.500 NPAE0290 N/A 31419AKC0 2040-03-01 4.5 N/A 1024.00 30.23 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6040 N/A 3133A0V92 2050-01-01 3.5 N/A 1000.00 554.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBV8001 N/A 3140MM3K2 2052-08-01 5 N/A 784977.00 624480.12 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6270 N/A 3140X96G5 2051-03-01 2 N/A 226000.00 136248.89 Agency Mortgage-Backed Securities FEPC 03.500 3VZA3585 N/A 31329L6W7 2042-08-01 3.5 N/A 8445129.00 1015274.21 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7732 N/A 3140XPSW0 2050-01-01 5 N/A 1000.00 976.07 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5286 N/A 3140QQ2U8 2052-12-01 5.5 N/A 48997472.00 41687957.53 Agency Mortgage-Backed Securities FEPC 04.500 CLZN1509 N/A 3131Y7VA2 2048-11-01 4.5 N/A 2000.00 659.58 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1778 N/A 3132DN6P3 2052-11-01 5.5 N/A 1011.00 895.83 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0908 N/A 31334XAH2 2049-07-01 3.5 N/A 1004063.00 341152.49 Agency Mortgage-Backed Securities FEPC 02.000 CLQC2061 N/A 3133ALJE9 2051-05-01 2 N/A 1000.00 661.62 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3390 N/A 3140QAXU9 2049-04-01 4.5 N/A 1024.00 353.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9632 N/A 3140JSV22 2049-04-01 4.5 N/A 2000.00 610.34 Agency Mortgage-Backed Securities FNMS 02.000 CLBR1035 N/A 3140KYEH3 2051-05-01 2 N/A 1024.00 695.01 Agency Mortgage-Backed Securities FNMS 05.000 CLBM5508 N/A 3140JADN5 2049-02-01 5 N/A 1001.00 250.91 Agency Mortgage-Backed Securities FNMS 03.000 CJBT7991 N/A 3140LW2Z9 2037-10-01 3 N/A 1000.00 409.14 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3548 N/A 3140XJ5J8 2052-12-01 6 N/A 1008.00 862.79 Agency Mortgage-Backed Securities FNMS 05.000 CL735676 N/A 31402RJV2 2035-07-01 5 N/A 2293.00 27.74 Agency Mortgage-Backed Securities FNMS 04.000 CLFS7386 N/A 3140XPF46 2050-04-01 4 N/A 1010.00 940.23 Agency Mortgage-Backed Securities 05.000 FGPC Q59887 G N/A 3132Y36Z2 2048-11-01 5 N/A 1000.00 418.39 Agency Mortgage-Backed Securities FEPC 03.500 ZLZT2387 N/A 3132AEUL8 2046-06-01 3.5 N/A 1008.00 834.06 Agency Mortgage-Backed Securities FNMS 05.500 CLBY0849 N/A 3140NG5K2 2053-05-01 5.5 N/A 1000.00 872.23 Agency Mortgage-Backed Securities 04.500 FGPC Q24959 G N/A 3132M5E81 2044-02-01 4.5 N/A 4114.00 373.89 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4680 N/A 3140XLFW3 2053-05-01 5.5 N/A 52000.00 48056.41 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5025 N/A 3140N9SP2 2052-12-01 6 N/A 3000.00 2577.03 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9291 N/A 3133BKKC2 2052-09-01 5 N/A 3000.00 2356.53 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4932 N/A 3131YBPR3 2049-04-01 4.5 N/A 2000.00 763.97 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5072 N/A 3140MJT62 2052-07-01 5 N/A 1200705.00 1017651.44 Agency Mortgage-Backed Securities FNMS 06.000 CLBT7961 N/A 3140LWZ34 2052-11-01 6 N/A 1000.00 704.45 Agency Mortgage-Backed Securities 05.000 FGPC Q59889 G N/A 3132Y37B4 2048-11-01 5 N/A 1000.00 212.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0922 N/A 3133C1AX8 2053-04-01 5 N/A 3001.00 3005.11 Agency Mortgage-Backed Securities FNMS 04.500 CLBN2148 N/A 3140JJL64 2048-11-01 4.5 N/A 1000.00 211.30 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8892 N/A 3133BW2Z5 2053-03-01 5.5 N/A 3000.00 2410.81 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4378 N/A 3140N82L1 2053-05-01 6 N/A 1008.00 958.50 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1494 N/A 3140XGUU1 2052-04-01 4 N/A 1008.00 844.59 Agency Mortgage-Backed Securities FEPC 05.500 CLQF7754 N/A 3133BVTK1 2053-02-01 5.5 N/A 1000.00 763.50 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3676 N/A 3140MVCN6 2052-07-01 5 N/A 1002.00 785.69 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8281 N/A 3140K4FX3 2049-11-01 3.5 N/A 3002.00 1236.65 Agency Mortgage-Backed Securities 05.000 FGPC L10307 G N/A 3128DHKU7 2040-09-01 5 N/A 1024.00 15.24 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3156 N/A 3131Y9QH9 2049-02-01 4.5 N/A 2000.00 484.83 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5094 N/A 3140AEUU1 2054-07-01 6 N/A 1532044.00 1594849.44 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0238 N/A 3131XTHP8 2045-10-01 4 N/A 1008.00 230.74 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9074 N/A 3133BKCK3 2052-09-01 5 N/A 4001.00 3841.23 Agency Mortgage-Backed Securities FNMS 03.500 CRAB6282 N/A 31417C6U4 2042-09-01 3.5 N/A 5000.00 464.77 Agency Mortgage-Backed Securities 05.000 FGPC Q59601 G N/A 3132Y3U36 2048-11-01 5 N/A 1460034.00 265174.27 Agency Mortgage-Backed Securities 03.500 FGPC Q63560 G N/A 3132VP5W4 2049-05-01 3.5 N/A 3157158.00 1130969.91 Agency Mortgage-Backed Securities 06.000 FGPC H02223 G N/A 3128MUPG4 2038-01-01 6 N/A 2047.00 8.24 Agency Mortgage-Backed Securities 04.000 FGPC Q20299 G N/A 3132JMKL2 2043-07-01 4 N/A 1000.00 146.42 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 05.000 CLQE5506 N/A 3133BFDK3 2052-07-01 5 N/A 1011330.00 941382.46 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8724 N/A 3140QUVS2 2054-06-01 6.5 N/A 1000.00 990.00 Agency Mortgage-Backed Securities 04.500 FGPC Q58621 G N/A 3132Y2SK3 2048-09-01 4.5 N/A 1000.00 320.88 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7059 N/A 3140QSZZ7 2053-09-01 6.5 N/A 1024.00 984.87 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0189 N/A 3140QKF78 2051-04-01 3 N/A 1000.00 598.46 Agency Mortgage-Backed Securities FEPC 05.500 CLQH4693 N/A 3133CHGA7 2053-11-01 5.5 N/A 1462226.00 1490064.83 Agency Mortgage-Backed Securities 06.500 FGPC G03344 G N/A 3128M5BM1 2037-10-01 6.5 N/A 8425.00 104.28 Agency Mortgage-Backed Securities 04.000 FGPC Q47338 G N/A 3132WMEL4 2047-04-01 4 N/A 4002.00 1204.63 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7785 N/A 3140QTUK3 2054-01-01 6 N/A 849787.00 848618.77 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6545 N/A 3140XNHX5 2053-12-01 6 N/A 3261.00 3261.61 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2880 N/A 3140XJFW8 2050-04-01 3.5 N/A 1000.00 784.87 Agency Mortgage-Backed Securities FNMS 06.000 CL872293 N/A 31409JC65 2036-05-01 6 N/A 1024.00 10.38 Agency Mortgage-Backed Securities FNMS 04.500 CLBV8807 N/A 3140MNYD2 2052-05-01 4.5 N/A 1000.00 758.42 Agency Mortgage-Backed Securities FEPC 06.000 CLQH4320 N/A 3133CGYR2 2053-11-01 6 N/A 1000.00 998.69 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8393 N/A 3140NDKF3 2053-04-01 6 N/A 1000.00 861.81 Agency Mortgage-Backed Securities 06.500 FGPC H09173 G N/A 3128UNFN7 2037-10-01 6.5 N/A 2144.00 13.26 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7786 N/A 3140K3UL4 2049-12-01 3.5 N/A 3000.00 1479.70 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6072 N/A 3133C6W96 2053-07-01 5 N/A 1024.00 1012.05 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0312 N/A 31334WKZ3 2049-06-01 4.5 N/A 1000.00 481.59 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5570 N/A 3133A0FK5 2049-12-01 3.5 N/A 1008.00 301.32 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2276 N/A 3140QMQ64 2051-11-01 2.5 N/A 1000.00 719.95 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7822 N/A 3133BVVP7 2053-02-01 6 N/A 6891.00 5992.98 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5197 N/A 3140X8X36 2050-03-01 3.5 N/A 136811.00 43433.74 Agency Mortgage-Backed Securities FNMS 06.000 CLBX7290 N/A 3140NCC49 2053-06-01 6 N/A 2001.00 2069.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7170 N/A 3140HL6G6 2048-07-01 4.5 N/A 3000.00 1237.50 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2174 N/A 3140NJMY7 2053-07-01 6.5 N/A 2000.00 2088.70 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8004 N/A 3140XP3N7 2053-10-01 6 N/A 50590359.00 51161115.94 Agency Mortgage-Backed Securities FEPC 06.500 CLQH7736 N/A 3133CLSZ0 2054-01-01 6.5 N/A 3000.00 2674.20 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8221 N/A 3140QUD37 2054-03-01 5.5 N/A 1054.00 1056.76 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0981 N/A 3140XGCT4 2052-03-01 3 N/A 1000.00 772.23 Agency Mortgage-Backed Securities FNMS 04.000 CLBO2375 N/A 3140JWT91 2049-11-01 4 N/A 1000.00 159.66 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ2999 N/A 3140KNKM9 2050-10-01 2.5 N/A 1000.00 554.63 Agency Mortgage-Backed Securities 04.000 FGPC Q51255 G N/A 3132XTMD7 2047-10-01 4 N/A 3413293.00 1022025.27 Agency Mortgage-Backed Securities FEPC 06.500 CLQG7427 N/A 3133C8HC2 2053-07-01 6.5 N/A 2000.00 1497.37 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1705 N/A 3133C13N8 2053-04-01 5.5 N/A 1000.00 997.26 Agency Mortgage-Backed Securities FNMS 05.500 CLBY7695 N/A 3140NQRR1 2053-07-01 5.5 N/A 4001.00 4028.81 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7997 N/A 3140XP3F4 2054-05-01 6 N/A 299999.00 300669.60 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 1024.00 334.41 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9618 N/A 3140JSVL0 2049-04-01 4.5 N/A 1000.00 234.14 Agency Mortgage-Backed Securities FEPC 02.500 CLQC6551 N/A 3133ARH40 2051-09-01 2.5 N/A 1000.00 679.38 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3468 N/A 3140XJ2A0 2052-12-01 5.5 N/A 1024.00 959.60 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 34032829.00 32395117.52 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3740 N/A 3132E0EM0 2053-09-01 6 N/A 15427941.00 14980052.85 Agency Mortgage-Backed Securities 04.000 FGPC Q29169 G N/A 3132M92A1 2044-10-01 4 N/A 2000.00 273.82 Agency Mortgage-Backed Securities FNMS 04.000 CLAR8634 N/A 3138W6SY3 2043-03-01 4 N/A 1000.00 243.16 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8899 N/A 3133BJ3G5 2052-09-01 5 N/A 3002.00 1902.88 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8848 N/A 3140QGZN0 2051-02-01 2 N/A 46945082.00 29549146.36 Agency Mortgage-Backed Securities FNMS 03.500 CLBJ8363 N/A 3140HAJH4 2049-07-01 3.5 N/A 1000.00 338.85 Agency Mortgage-Backed Securities FNMS 06.000 CLDC1916 N/A 3140APDW1 2054-09-01 6 N/A 2358760.00 2438580.65 Agency Mortgage-Backed Securities FNMS 02.500 CICB3205 N/A 3140QNR38 2037-03-01 2.5 N/A 43734999.00 30455726.51 Agency Mortgage-Backed Securities FNMS 04.000 CKMA0896 N/A 31417Y7J0 2041-11-01 4 N/A 4499000.00 58507.84 Agency Mortgage-Backed Securities FNMS 02.000 CLFS1977 N/A 3140XHFT9 2051-11-01 2 N/A 1000.00 726.21 Agency Mortgage-Backed Securities FNMS 03.500 CLBO0569 N/A 3140JUT38 2049-06-01 3.5 N/A 2000.00 499.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8415 N/A 3140N1K51 2052-09-01 5 N/A 2000.00 1611.81 Agency Mortgage-Backed Securities 03.000 FGPC G08692 G N/A 3128MJXW5 2046-02-01 3 N/A 1000.00 160.13 Agency Mortgage-Backed Securities FNMS 03.000 CIBT4423 N/A 3140LS4H6 2036-11-01 3 N/A 3000.00 2386.60 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5877 N/A 3133A0Q64 2049-12-01 3.5 N/A 2000.00 870.36 Agency Mortgage-Backed Securities FNMS 06.500 CL934095 N/A 31412TGC1 2038-07-01 6.5 N/A 1024.00 8.98 Agency Mortgage-Backed Securities 04.000 FGPC Q57476 G N/A 3132Y1JW9 2048-07-01 4 N/A 3077019.00 1133718.76 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0465 N/A 31334WQS3 2049-06-01 3.5 N/A 3183080.00 777950.97 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3248 N/A 3140QNTE2 2052-04-01 3.5 N/A 2020.00 1647.05 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9527 N/A 3140N2SR3 2052-10-01 5 N/A 1141766.00 645978.26 Agency Mortgage-Backed Securities FNMS 03.500 CLAO8044 N/A 3138LY5E3 2042-07-01 3.5 N/A 646000.00 100252.81 Agency Mortgage-Backed Securities FNMS 02.500 CLBR6304 N/A 3140L5AE6 2051-04-01 2.5 N/A 1043134.00 768526.98 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6398 N/A 3133BGDB1 2052-07-01 5 N/A 1000.00 801.27 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ4624 N/A 3140H6D63 2048-02-01 4.5 N/A 1000.00 235.21 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7868 N/A 3140AHW65 2054-07-01 6 N/A 1000.00 1023.10 Agency Mortgage-Backed Securities 05.000 FGPC Q61942 G N/A 3132VNEQ2 2049-02-01 5 N/A 1000.00 222.48 Agency Mortgage-Backed Securities FEPC 05.000 CLQF6444 N/A 3133BUER4 2053-01-01 5 N/A 1000.00 991.41 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8080 N/A 3140XP6S3 2054-03-01 5.5 N/A 1024.00 1027.19 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ5109 N/A 3140KQVB4 2050-11-01 2 N/A 141899293.00 87308753.91 Agency Mortgage-Backed Securities FNMS 04.500 CLBV7623 N/A 3140MMPH5 2052-04-01 4.5 N/A 1000.00 848.56 Agency Mortgage-Backed Securities FNMS 04.000 CTCA2074 N/A 3140Q9JU8 2038-07-01 4 N/A 2029.00 511.12 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3713 N/A 3140MVDT2 2052-08-01 5 N/A 4000.00 3928.58 Agency Mortgage-Backed Securities FNMS 07.000 CLDA1479 N/A 3140A1UD7 2053-09-01 7 N/A 1296170.00 1250355.14 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5596 N/A 3138WFGE0 2045-08-01 3.5 N/A 8680000.00 993117.78 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8079 N/A 3140XP6R5 2053-06-01 5 N/A 28382120.00 27681342.74 Agency Mortgage-Backed Securities FNMS 03.500 CLBA3085 N/A 3140E7NB2 2045-12-01 3.5 N/A 3476499.00 1071276.17 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5811 N/A 3140MXN59 2052-08-01 5 N/A 1000.00 763.76 Agency Mortgage-Backed Securities FEPC 06.500 CLQF8910 N/A 3133BW3T8 2053-03-01 6.5 N/A 2000.00 1565.32 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8294 N/A 3133C9GB3 2053-08-01 6.5 N/A 2000.00 1745.59 Agency Mortgage-Backed Securities FEPC 03.000 CLQE4399 N/A 3133BD3G8 2052-06-01 3 N/A 2000.00 1388.03 Agency Mortgage-Backed Securities FNMS 04.500 CLBK9913 N/A 3140HQAP0 2048-09-01 4.5 N/A 2000.00 535.18 Agency Mortgage-Backed Securities FNMS 03.000 CLBR8552 N/A 3140L7QE5 2051-04-01 3 N/A 1004.00 453.65 Agency Mortgage-Backed Securities FEPC 05.000 CLQA0281 N/A 31334WJ28 2049-04-01 5 N/A 2000.00 214.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBX3975 N/A 3140N8MZ8 2052-12-01 5 N/A 1000.00 781.01 Agency Mortgage-Backed Securities FNMS 03.000 CLFM6063 N/A 3140X9WZ4 2051-02-01 3 N/A 1000.00 592.77 Agency Mortgage-Backed Securities FNMS 07.000 CLDB1399 N/A 3140AARV1 2054-04-01 7 N/A 1151440.00 1157212.06 Agency Mortgage-Backed Securities FEPC 06.500 CLQG6973 N/A 3133C7XA0 2053-07-01 6.5 N/A 1000.00 961.52 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5991 N/A 3140NAUR2 2053-03-01 5.5 N/A 1000.00 977.78 Agency Mortgage-Backed Securities FNMS 05.500 CLBT8040 N/A 3140LW5A1 2052-12-01 5.5 N/A 1000.00 994.43 Agency Mortgage-Backed Securities 04.000 FGPC V84373 G N/A 3132L92E4 2048-06-01 4 N/A 1000.00 155.22 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5359 N/A 3131XY5U9 2048-01-01 4.5 N/A 1283890.00 430811.20 Agency Mortgage-Backed Securities FNMS 05.500 CLBX7541 N/A 3140NCLX5 2053-02-01 5.5 N/A 1000.00 946.87 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5777 N/A 3140NAM34 2052-12-01 6 N/A 4000.00 4047.50 Agency Mortgage-Backed Securities FNMS 05.000 CLBX1246 N/A 3140N5L44 2052-10-01 5 N/A 2000.00 1514.27 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8000 N/A 3138WH3J9 2046-09-01 3 N/A 100711296.00 29605195.28 Agency Mortgage-Backed Securities FEPC 06.000 CLQF3362 N/A 3133BQWX0 2052-11-01 6 N/A 1000.00 773.69 Agency Mortgage-Backed Securities FNMS 03.500 U3BF0208 N/A 3140FXGS5 2042-02-01 3.5 N/A 1718184.00 512814.97 Agency Mortgage-Backed Securities FNMS 07.000 CLDA0309 N/A 3140A0KX6 2054-01-01 7 N/A 1077726.00 981257.40 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6180 N/A 3133A02M5 2050-01-01 3.5 N/A 1000.00 455.93 Agency Mortgage-Backed Securities FNMS 04.000 CLCB5414 N/A 3140QRAQ6 2053-01-01 4 N/A 1008.00 908.63 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1074 N/A 3140XGFQ7 2052-03-01 3 N/A 1000.00 737.05 Agency Mortgage-Backed Securities FEPC 05.500 CLQG0181 N/A 3133C0FW7 2053-04-01 5.5 N/A 3001.00 3046.09 Agency Mortgage-Backed Securities FNMS 04.500 CLBK8866 N/A 3140HNZ88 2048-09-01 4.5 N/A 1000.00 230.11 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9271 N/A 3133KRJQ8 2053-06-01 5.5 N/A 2008.00 1861.35 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2620 N/A 3138YT4E1 2045-08-01 3.5 N/A 1000.00 212.90 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9420 N/A 3133KRPD0 2053-07-01 5 N/A 1024.00 1023.58 Agency Mortgage-Backed Securities FNMS 06.000 CLBX5948 N/A 3140NATE3 2053-02-01 6 N/A 3000.00 2474.77 Agency Mortgage-Backed Securities FNMS 05.500 CLDA1444 N/A 3140A1TA5 2053-09-01 5.5 N/A 96643.00 88134.09 Agency Mortgage-Backed Securities FEPC 05.000 CLQE7946 N/A 3133BHZK5 2052-08-01 5 N/A 1023304.00 1000368.13 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5392 N/A 3131XY7D5 2048-01-01 3.5 N/A 1000.00 98.93 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7776 N/A 3140N0UA1 2052-09-01 5 N/A 1000.00 855.20 Agency Mortgage-Backed Securities FNMS 06.000 CLDA4587 N/A 3140A5CZ9 2053-11-01 6 N/A 1517095.00 1377801.13 Agency Mortgage-Backed Securities FNMS 06.500 CLBY2319 N/A 3140NJSH8 2053-07-01 6.5 N/A 879001.00 799414.10 Agency Mortgage-Backed Securities FNMS 04.500 CLBN9736 N/A 3140JSZA0 2049-04-01 4.5 N/A 4001.00 2693.87 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6331 N/A 3140QSA92 2053-05-01 6 N/A 29367687.00 28573400.41 Agency Mortgage-Backed Securities FNMS 05.000 CLBW3694 N/A 3140MVC89 2052-07-01 5 N/A 589695.00 519552.54 Agency Mortgage-Backed Securities FNMS 04.500 CLBN0716 N/A 3140JGYN9 2048-09-01 4.5 N/A 1000.00 324.89 Agency Mortgage-Backed Securities FNMS 03.500 R3BF0592 N/A 3140FXUS9 2050-03-01 3.5 N/A 1008.00 680.20 Agency Mortgage-Backed Securities 04.500 FGPC Q58355 G N/A 3132Y2H90 2048-09-01 4.5 N/A 2000.00 331.77 Agency Mortgage-Backed Securities FNMS 04.500 CLBD3601 N/A 3140FBAB6 2048-05-01 4.5 N/A 12743768.00 953033.60 Agency Mortgage-Backed Securities FEPC 05.000 CLZN4057 N/A 3131YAQJ2 2049-03-01 5 N/A 1000.00 370.31 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7413 N/A 3131Y2GW2 2048-07-01 4.5 N/A 1000.00 189.41 Agency Mortgage-Backed Securities 04.000 FGPC V81158 G N/A 3132L6JB8 2044-05-01 4 N/A 2000.00 510.09 Agency Mortgage-Backed Securities 03.500 FGPC Q48724 G N/A 3132WNVS8 2047-06-01 3.5 N/A 1000.00 543.09 Agency Mortgage-Backed Securities FNMS 03.500 CLBN7933 N/A 3140JQY72 2049-06-01 3.5 N/A 1000.00 432.81 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ1147 N/A 3140KLHZ8 2050-10-01 2.5 N/A 1000.00 584.74 Agency Mortgage-Backed Securities FNMS 04.500 CLCA7087 N/A 3140QE2V3 2050-09-01 4.5 N/A 1000.00 488.69 Agency Mortgage-Backed Securities FNMS 03.000 CICB0653 N/A 3140QKWP9 2036-05-01 3 N/A 1000.00 604.97 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6523 N/A 3140HLG91 2048-06-01 4.5 N/A 1000.00 82.54 Agency Mortgage-Backed Securities FNMS 03.000 CIFS7326 N/A 3140XPD89 2038-11-01 3 N/A 30897799.00 27506965.14 Agency Mortgage-Backed Securities FNMS 06.500 CLBY4515 N/A 3140NMAR8 2053-08-01 6.5 N/A 5001.00 4726.10 Agency Mortgage-Backed Securities 04.500 FGPC G30565 G N/A 3128CUTW6 2031-10-01 4.5 N/A 1000.00 60.63 Agency Mortgage-Backed Securities 05.000 FGPC Q59890 G N/A 3132Y37C2 2048-11-01 5 N/A 1000.00 304.91 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7884 N/A 3133BVXM2 2053-02-01 6 N/A 2000.00 1597.85 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5537 N/A 3140XMEK8 2053-08-01 6.5 N/A 684337.00 629850.28 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7428 N/A 3140XPHE2 2054-03-01 5.5 N/A 2028.00 1971.13 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8311 N/A 3140XQGV3 2054-06-01 6 N/A 1017.00 1036.29 Agency Mortgage-Backed Securities FNMS 04.500 CLBK6081 N/A 3140HKXK9 2048-09-01 4.5 N/A 1000.00 313.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2637 N/A 3140QM4X9 2052-01-01 2.5 N/A 1000.00 707.53 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3912 N/A 3140N8K23 2053-01-01 6 N/A 345553.00 301070.03 Agency Mortgage-Backed Securities FNMS 06.500 CLDA3837 N/A 3140A4HP9 2053-10-01 6.5 N/A 1000.00 791.15 Agency Mortgage-Backed Securities FNMS 05.500 CLBX8148 N/A 3140NDBS5 2053-04-01 5.5 N/A 2000.00 1974.63 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0225 N/A 3133BMHA6 2052-09-01 5 N/A 1000.00 995.29 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6177 N/A 3133A02J2 2050-01-01 3.5 N/A 2000.00 991.27 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9891 N/A 3140MP7D7 2052-06-01 3.5 N/A 858000.00 682630.82 Agency Mortgage-Backed Securities FEPC 04.500 CLQF8888 N/A 3133BW2V4 2053-03-01 4.5 N/A 5001.00 4381.33 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3332 N/A 3140NKV24 2053-06-01 5.5 N/A 1000.00 915.83 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4782 N/A 3140NMJ40 2053-07-01 5 N/A 1000.00 936.27 Agency Mortgage-Backed Securities FNMS 05.500 CLAC6616 N/A 31417TK64 2039-11-01 5.5 N/A 6156.00 175.25 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9194 N/A 3133BKGB9 2052-09-01 5 N/A 5000.00 4896.59 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9275 N/A 3140NSJV7 2053-10-01 6 N/A 1000.00 740.71 Agency Mortgage-Backed Securities FNMS 05.500 NP913248 N/A 31411RTD0 2037-03-01 5.5 N/A 1024.00 1.58 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7025 N/A 3140XNYX6 2052-11-01 5.5 N/A 2000.00 1900.53 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4194 N/A 3140MHUU1 2052-03-01 3 N/A 1000.00 705.27 Agency Mortgage-Backed Securities FNMS 03.000 CIMA3125 N/A 31418CPK4 2032-09-01 3 N/A 1000.00 151.96 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5182 N/A 3140N9XL5 2053-03-01 5.5 N/A 1000.00 866.46 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9294 N/A 3140QHKG9 2051-02-01 2.5 N/A 933031.00 562414.27 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7338 N/A 3140NCEL9 2053-08-01 6.5 N/A 1000.00 978.93 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9025 N/A 3140NSA38 2053-08-01 6.5 N/A 187113.00 150752.54 Agency Mortgage-Backed Securities 04.000 FGPC Q39568 G N/A 3132QWT25 2046-03-01 4 N/A 3000.00 562.23 Agency Mortgage-Backed Securities 04.000 FGPC Q59980 G N/A 3132Y4CS9 2048-11-01 4 N/A 1000.00 217.14 Agency Mortgage-Backed Securities FEPC 06.000 CLQG1644 N/A 3133C1ZH6 2053-04-01 6 N/A 1000.00 791.17 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8076 N/A 3140N06N0 2052-08-01 5 N/A 2001.00 1963.72 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8223 N/A 3140QUD52 2054-03-01 6 N/A 39994.00 40347.39 Agency Mortgage-Backed Securities FNMS 04.000 CLBE2940 N/A 3140FNHS6 2046-12-01 4 N/A 4689848.00 830245.82 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ0538 N/A 3140KKS47 2050-09-01 2.5 N/A 1000.00 552.23 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8831 N/A 3140QUY59 2054-07-01 5.5 N/A 12738286.00 13028059.68 Agency Mortgage-Backed Securities FEPC 03.000 CLQD1893 N/A 3133AYC65 2051-11-01 3 N/A 1000.00 749.92 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8293 N/A 3133KQGA8 2052-12-01 5 N/A 47851578.00 44445148.17 Agency Mortgage-Backed Securities FEPC 04.500 CLZM4959 N/A 3131XYQL6 2047-11-01 4.5 N/A 2000.00 638.47 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1004 N/A 3133BNDH3 2052-10-01 5 N/A 1000.00 751.64 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2368 N/A 3140JWT26 2049-11-01 3.5 N/A 2000.00 767.72 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4967 N/A 3131YBQU5 2049-04-01 4.5 N/A 1000.00 191.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8209 N/A 3133BWDN0 2053-02-01 5.5 N/A 2000.00 1458.89 Agency Mortgage-Backed Securities 04.500 FGPC Q59886 G N/A 3132Y36Y5 2048-11-01 4.5 N/A 6001.00 3578.04 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7331 N/A 3140MMED6 2052-07-01 5 N/A 1148400.00 539322.42 Agency Mortgage-Backed Securities 05.500 FGPC A90326 G N/A 312938LF8 2039-12-01 5.5 N/A 33003200.00 625180.91 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2195 N/A 3140X5NM1 2046-03-01 4 N/A 1000.00 310.18 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8588 N/A 3140N1RJ4 2052-10-01 5 N/A 2001.00 1971.10 Agency Mortgage-Backed Securities FEPC 04.500 CLQE5867 N/A 3133BFQU7 2052-07-01 4.5 N/A 3000.00 1578.58 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6203 N/A 3140NA3M3 2053-02-01 6 N/A 1024.00 878.81 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4361 N/A 31418DZ39 2036-06-01 2.5 N/A 1000.00 578.63 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9698 N/A 3140YXX48 2054-02-01 7 N/A 1000.00 898.36 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3421 N/A 3131XWYS6 2047-06-01 4.5 N/A 1000.00 276.02 Agency Mortgage-Backed Securities FNMS 06.500 CLBX6397 N/A 3140NBDB4 2053-01-01 6.5 N/A 2002.00 1837.12 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1147 N/A 3140K8HZ7 2050-01-01 3.5 N/A 1000.00 378.14 Agency Mortgage-Backed Securities FNMS 05.000 CLBW7680 N/A 3140N0RA5 2052-09-01 5 N/A 4001.00 3889.97 Agency Mortgage-Backed Securities FNMS 05.000 CLBV5727 N/A 3140MKLH3 2052-05-01 5 N/A 1000.00 791.13 Agency Mortgage-Backed Securities FNMS 06.000 CLDA0899 N/A 3140A07M5 2053-09-01 6 N/A 2000.00 2043.98 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9955 N/A 3140N3BZ1 2052-09-01 5 N/A 1000.00 839.17 Agency Mortgage-Backed Securities 04.500 FGPC Q53142 G N/A 3132XVP49 2047-12-01 4.5 N/A 1000.00 361.80 Agency Mortgage-Backed Securities FEPC 03.500 3VZN0638 N/A 3131Y6V71 2043-02-01 3.5 N/A 1000.00 135.23 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6742 N/A 3140QSP47 2053-07-01 5.5 N/A 1024.00 848.06 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4805 N/A 31346YKS1 2049-11-01 3.5 N/A 1000.00 478.56 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2384 N/A 3140JWUJ7 2049-12-01 3.5 N/A 845091.00 213257.07 Agency Mortgage-Backed Securities 06.000 FGPC H02643 G N/A 3128MU5C5 2038-05-01 6 N/A 1024.00 6.23 Agency Mortgage-Backed Securities FNMS 04.000 CKAJ9329 N/A 3138E2LK9 2042-01-01 4 N/A 3126460.00 90015.78 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0578 N/A 3140QKUC0 2051-05-01 2.5 N/A 1000.00 670.60 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9483 N/A 3133BKRC5 2052-09-01 5 N/A 1000.00 809.26 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3361 N/A 3140XJWX7 2052-12-01 5.5 N/A 1024.00 919.13 Agency Mortgage-Backed Securities FNMS 04.000 CLBC2042 N/A 3140EWHU2 2046-03-01 4 N/A 4465482.00 644604.11 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5746 N/A 3133A0L36 2049-12-01 3.5 N/A 3003.00 1383.71 Agency Mortgage-Backed Securities FEPC 05.500 CLQG6022 N/A 3133C6VP1 2053-06-01 5.5 N/A 1000.00 671.89 Agency Mortgage-Backed Securities 04.000 FGPC Q37596 G N/A 3132QUNN9 2045-11-01 4 N/A 1008.00 172.74 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3920 N/A 3140X7LA5 2050-08-01 2.5 N/A 2322240.00 1475819.33 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7876 N/A 3133BVXD2 2053-02-01 6 N/A 1067744.00 730469.99 Agency Mortgage-Backed Securities 05.500 FGPC K30272 G N/A 31302PJR6 2047-08-01 5.5 N/A 18324080.00 146044.16 Agency Mortgage-Backed Securities FNMS 04.500 CLBV8662 N/A 3140MNTU0 2052-06-01 4.5 N/A 13000.00 4904.80 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8625 N/A 3133BJSN3 2052-08-01 5 N/A 3001.00 2915.17 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3269 N/A 3140NKT35 2053-06-01 5.5 N/A 49250.00 49454.00 Agency Mortgage-Backed Securities FNMS 04.000 CLBU8667 N/A 3140MATZ7 2052-05-01 4 N/A 2000.00 1569.76 Agency Mortgage-Backed Securities FEPC 05.500 CLQG1048 N/A 3133C1EV8 2053-04-01 5.5 N/A 1223786.00 1086884.25 Agency Mortgage-Backed Securities FNMS 06.500 CLBY5063 N/A 3140NMTV9 2053-07-01 6.5 N/A 1000.00 910.06 Agency Mortgage-Backed Securities FNMS 04.500 CLBK1971 N/A 3140HFFM6 2048-03-01 4.5 N/A 2000.00 526.63 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0202 N/A 3133CCGK6 2053-09-01 6.5 N/A 1000.00 857.36 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7156 N/A 3131Y15R7 2048-07-01 4.5 N/A 1000.00 188.99 Agency Mortgage-Backed Securities FNMS 04.000 CLBD5353 N/A 3140FC5P9 2047-05-01 4 N/A 1000.00 489.96 Agency Mortgage-Backed Securities FNMS 04.000 CLBX3198 N/A 3140N7RU6 2052-12-01 4 N/A 14971.00 12710.31 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6811 N/A 3133BUR82 2053-01-01 6 N/A 4001.00 3177.43 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1031 N/A 3140XGED7 2048-01-01 3.5 N/A 874863.00 602188.15 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6952 N/A 3140JPWN1 2049-02-01 4.5 N/A 1000.00 312.82 Agency Mortgage-Backed Securities FNMS 02.500 CIMA3955 N/A 31418DMD1 2035-03-01 2.5 N/A 906000.00 192657.73 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0903 N/A 31334XAC3 2049-06-01 4.5 N/A 1000.00 496.36 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4800 N/A 3138WEKN8 2045-04-01 3.5 N/A 1024.00 272.84 Agency Mortgage-Backed Securities FNMS 02.500 CIFS4049 N/A 3140XKQB9 2036-09-01 2.5 N/A 1000.00 746.51 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0396 N/A 3140FXNN8 2059-08-01 2.5 N/A 2048.00 981.44 Agency Mortgage-Backed Securities FNMS 07.000 CLDB0983 N/A 3140AACV7 2054-04-01 7 N/A 1050890.00 1115226.15 Agency Mortgage-Backed Securities FNMS 04.500 CLCB8473 N/A 3140QUMX1 2054-05-01 4.5 N/A 1024.00 1003.86 Agency Mortgage-Backed Securities FEPC 05.000 CLQE3658 N/A 3133BDB38 2052-06-01 5 N/A 1001.00 897.50 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8716 N/A 3140XQVJ3 2050-08-01 3.5 N/A 2024.00 1907.55 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6637 N/A 3140QSLT6 2053-06-01 5.5 N/A 55978380.00 52891314.79 Agency Mortgage-Backed Securities FNMS 06.000 CL781592 N/A 31404XKD5 2034-10-01 6 N/A 12756240.00 624691.64 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3906 N/A 3140XKKU3 2053-01-01 4.5 N/A 290000.00 269653.41 Agency Mortgage-Backed Securities FNMS 06.500 CL942487 N/A 31413DRG4 2037-08-01 6.5 N/A 2043.00 13.35 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8015 N/A 3140XP3Z0 2053-07-01 6 N/A 1025.00 1030.64 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4377 N/A 3140X72K4 2050-10-01 2.5 N/A 105355.00 50956.50 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5615 N/A 3133C6GY9 2053-06-01 6.5 N/A 1000.00 860.18 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6475 N/A 3140QSFR7 2053-06-01 5 N/A 667723.00 635990.71 Agency Mortgage-Backed Securities FNMS 03.000 CLBP7820 N/A 3140KFVN2 2050-07-01 3 N/A 63000.00 26221.27 Agency Mortgage-Backed Securities FNMS 04.000 CTAL4778 N/A 3138EMJY8 2032-10-01 4 N/A 1000.00 71.20 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 N/A 12608100.00 11350050.31 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0175 N/A 3140N4FR3 2053-02-01 5.5 N/A 3000.00 2700.09 Agency Mortgage-Backed Securities FNMS 04.500 CLBN7822 N/A 3140JQVQ3 2049-03-01 4.5 N/A 1000.00 207.90 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6992 N/A 3140NPXW5 2053-07-01 5.5 N/A 1000.00 1025.06 Agency Mortgage-Backed Securities FNMS 02.000 CLBT9555 N/A 3140LYTM5 2051-10-01 2 N/A 1000.00 732.92 Agency Mortgage-Backed Securities FEPC 06.000 CLQF2786 N/A 3133BQCX2 2052-11-01 6 N/A 3000.00 1550.21 Agency Mortgage-Backed Securities FNMS 04.500 CLBO0296 N/A 3140JUKJ2 2049-05-01 4.5 N/A 1000.00 378.58 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5300 N/A 3140QQ3J2 2052-12-01 5.5 N/A 1000.00 901.37 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9846 N/A 3140N25G2 2052-09-01 5 N/A 1000.00 778.60 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0792 N/A 3133BM2Z7 2052-09-01 5 N/A 1000.00 831.38 Agency Mortgage-Backed Securities FEPC 05.000 CLQE4437 N/A 3133BD4W2 2052-06-01 5 N/A 1000.00 814.12 Agency Mortgage-Backed Securities FNMS 05.000 CLBV7941 N/A 3140MMZF8 2052-08-01 5 N/A 2000.00 1729.48 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 FNMS 04.000 CLCB4808 N/A 3140QQKW4 2052-10-01 4 N/A 1000.00 870.29 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2740 N/A 3140XJBJ1 2049-06-01 3.5 N/A 4048.00 3125.41 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8446 N/A 3131Y3L38 2048-09-01 4.5 N/A 1000.00 193.17 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3215 N/A 3140X6SD4 2049-01-01 3.5 N/A 198000.00 59726.13 Agency Mortgage-Backed Securities 04.500 FGPC Q57770 G N/A 3132Y1T40 2048-08-01 4.5 N/A 1000.00 66.23 Agency Mortgage-Backed Securities FNMS 02.500 CLBR7726 N/A 3140L6SQ8 2051-04-01 2.5 N/A 2000.00 1247.77 Agency Mortgage-Backed Securities FNMS 04.000 CLBH0358 N/A 3140GNMG5 2047-04-01 4 N/A 7812118.00 1563454.57 Agency Mortgage-Backed Securities FNMS 02.500 CLBT6823 N/A 3140LVSM2 2051-10-01 2.5 N/A 2000.00 1437.06 Agency Mortgage-Backed Securities FNMS 05.500 CLBY8872 N/A 3140NR2E5 2053-09-01 5.5 N/A 3001.00 3021.85 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1873 N/A 3140X5CK7 2049-11-01 3 N/A 1000.00 318.76 Agency Mortgage-Backed Securities FNMS 03.000 CIAW3052 N/A 3138XSMA2 2029-04-01 3 N/A 441515.00 29238.52 Agency Mortgage-Backed Securities 04.000 FGPC Q37989 G N/A 3132QU2X0 2045-12-01 4 N/A 2000.00 308.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8330 N/A 3133BWHF3 2053-02-01 5.5 N/A 3000.00 3000.73 Agency Mortgage-Backed Securities 04.000 FGPC Q06799 G N/A 3132GR3G4 2042-03-01 4 N/A 1007.00 139.76 Agency Mortgage-Backed Securities FNMS 05.660 ML957499 N/A 31413WGG4 2038-02-01 5.66 N/A 39666304.00 156633.76 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0482 N/A 3140LNRC3 2051-07-01 2.5 N/A 1000.00 669.04 Agency Mortgage-Backed Securities FNMS 03.500 CLAO7141 N/A 3138LX5B1 2042-07-01 3.5 N/A 2203668.00 227046.71 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5869 N/A 3133A0QW7 2049-12-01 3.5 N/A 1000.00 469.18 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2354 N/A 3140JWTL4 2049-11-01 3.5 N/A 1000.00 657.39 Agency Mortgage-Backed Securities 04.000 FGPC Q46970 G N/A 3132WLW85 2047-03-01 4 N/A 1008.00 314.58 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8356 N/A 3140XQJA6 2052-08-01 3.5 N/A 198520.00 182553.76 Agency Mortgage-Backed Securities 05.500 FGPC A41752 G N/A 3128K15M9 2036-01-01 5.5 N/A 78968704.00 729566.46 Agency Mortgage-Backed Securities FNMS 04.500 CLAU8868 N/A 3138X82A8 2043-11-01 4.5 N/A 19998053.00 2313244.89 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0021 N/A 3133BMAW5 2052-09-01 5 N/A 4000.00 3926.07 Agency Mortgage-Backed Securities FNMS 04.000 CRMA1715 N/A 31418A3Z9 2043-11-01 4 N/A 1000.00 216.30 Agency Mortgage-Backed Securities FNMS 05.500 CLBX2837 N/A 3140N7EK2 2052-11-01 5.5 N/A 2000.00 1008.64 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6038 N/A 3140QDV84 2050-06-01 2.5 N/A 1055.00 511.36 Agency Mortgage-Backed Securities FNMS 06.500 CL903793 N/A 31411CC66 2036-10-01 6.5 N/A 1024.00 10.68 Agency Mortgage-Backed Securities FEPC 05.000 CLQF1294 N/A 3133BNNK5 2052-10-01 5 N/A 5000.00 4906.43 Agency Mortgage-Backed Securities FNMS 07.000 CLDB1969 N/A 3140ABFK6 2054-09-01 7 N/A 1000.00 1052.33 Agency Mortgage-Backed Securities FNMS 04.000 CLBH8165 N/A 3140GXCB5 2047-07-01 4 N/A 1000.00 623.94 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5122 N/A 3140QQVQ5 2052-11-01 4.5 N/A 1000.00 877.66 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1721 N/A 3140MS4F9 2052-08-01 5 N/A 3000.00 2370.81 Agency Mortgage-Backed Securities FNMS 04.500 CLBJ7337 N/A 3140H9EK5 2048-10-01 4.5 N/A 1518611.00 1126380.46 Agency Mortgage-Backed Securities 05.000 FGPC Q57806 G N/A 3132Y1U89 2048-08-01 5 N/A 1000.00 342.79 Agency Mortgage-Backed Securities 05.000 FGPC L10310 G N/A 3128DHKX1 2048-07-01 5 N/A 1000.00 207.73 Agency Mortgage-Backed Securities 06.000 FGPC P51364 G N/A 3128C6QR3 2036-12-01 6 N/A 14974506.00 471506.99 Agency Mortgage-Backed Securities FNMS 06.000 CLDB2984 N/A 3140ACJ61 2054-05-01 6 N/A 1997.00 2069.90 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ1135 N/A 3138YSHM1 2045-05-01 4 N/A 1000.00 315.26 Agency Mortgage-Backed Securities FNMS 04.500 CLBN6633 N/A 3140JPLP8 2049-05-01 4.5 N/A 1000.00 363.52 Agency Mortgage-Backed Securities 03.500 FGPC U90887 G N/A 3132H36Y4 2043-02-01 3.5 N/A 2000.00 355.81 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2431 N/A 3140JWVZ0 2049-07-01 3.5 N/A 3002.00 767.14 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3508 N/A 3140XJ3S0 2048-02-01 3.5 N/A 1008.00 797.69 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5971 N/A 3133KMT47 2051-09-01 3 N/A 3100.00 2211.30 Agency Mortgage-Backed Securities FEPC 05.500 CLQF8141 N/A 3133BWBJ1 2053-02-01 5.5 N/A 1000.00 840.34 Agency Mortgage-Backed Securities FNMS 07.000 CL923447 N/A 31412E5G7 2037-08-01 7 N/A 2048.00 35.49 Agency Mortgage-Backed Securities FNMS 02.000 CLFS4400 N/A 3140XK3J7 2051-07-01 2 N/A 433000.00 328289.24 Agency Mortgage-Backed Securities 04.500 FGPC C91340 G N/A 3128P7PZ0 2030-10-01 4.5 N/A 2000.00 61.91 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5917 N/A 3140QRSF1 2053-03-01 6 N/A 1024.00 992.53 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8787 N/A 3140N1XR9 2052-09-01 5 N/A 3001.00 2959.08 Agency Mortgage-Backed Securities FNMS 04.000 CLFS6910 N/A 3140XNVC5 2051-09-01 4 N/A 60000.00 56460.42 Agency Mortgage-Backed Securities FEPC 01.500 CISB8102 N/A 3132D6AB6 2036-05-01 1.5 N/A 1000.00 600.32 Agency Mortgage-Backed Securities FNMS 03.500 CIFM3297 N/A 3140X6UX7 2035-05-01 3.5 N/A 1000.00 325.11 Agency Mortgage-Backed Securities FEPC 03.000 CLQE0389 N/A 3133B9NE0 2052-04-01 3 N/A 969782.00 669824.06 Agency Mortgage-Backed Securities FNMS 04.500 CLBX8481 N/A 3140NDM79 2053-03-01 4.5 N/A 2000.00 1937.53 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3183 N/A 3131Y9RC9 2049-02-01 4.5 N/A 1000.00 243.00 Agency Mortgage-Backed Securities 07.000 FGPC G04887 G N/A 3128M6XQ6 2038-11-01 7 N/A 2048.00 20.09 Agency Mortgage-Backed Securities FNMS 04.500 CLBK7660 N/A 3140HMQN7 2048-10-01 4.5 N/A 1000.00 75.72 Agency Mortgage-Backed Securities FNMS 05.500 CLCB9141 N/A 3140QVEP5 2054-09-01 5.5 N/A 1001.00 1023.83 Agency Mortgage-Backed Securities 05.000 FGPC Q57805 G N/A 3132Y1U71 2048-08-01 5 N/A 1000.00 151.29 Agency Mortgage-Backed Securities FNMS 04.000 CLFM6699 N/A 3140XANR9 2048-11-01 4 N/A 1000.00 445.09 Agency Mortgage-Backed Securities FNMS 05.000 CLBN1866 N/A 3140JJCC1 2048-10-01 5 N/A 5680169.00 657824.71 Agency Mortgage-Backed Securities FNMS 03.000 CLBO9365 N/A 3140K5MP9 2049-12-01 3 N/A 1000.00 369.78 Agency Mortgage-Backed Securities 05.500 FGPC P51366 G N/A 3128C6QT9 2036-11-01 5.5 N/A 3055.00 80.89 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4756 N/A 3140QCJA5 2049-12-01 3 N/A 1000.00 419.72 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3024 N/A 3138EKLE3 2043-01-01 3.5 N/A 293000.00 44752.98 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7187 N/A 3131Y16Y1 2048-07-01 4.5 N/A 1000.00 424.58 Agency Mortgage-Backed Securities FNMS 06.500 CL995378 N/A 31416BXF0 2039-01-01 6.5 N/A 49992300.00 557020.70 Agency Mortgage-Backed Securities FNMS 05.500 CLBX5245 N/A 3140N9ZK5 2053-01-01 5.5 N/A 1000.00 813.77 Agency Mortgage-Backed Securities FNMS 05.000 CLBX7625 N/A 3140NCPK9 2053-05-01 5 N/A 2001.00 1977.51 Agency Mortgage-Backed Securities 03.500 FGPC Q42622 G N/A 3132WF4G1 2046-08-01 3.5 N/A 2000.00 311.91 Agency Mortgage-Backed Securities FNMS 04.500 CLBX3940 N/A 3140N8LW6 2053-01-01 4.5 N/A 3000.00 2355.06 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9859 N/A 3133KR5U4 2053-09-01 6 N/A 1008.00 941.23 Agency Mortgage-Backed Securities FNMS 02.500 CLBT7263 N/A 3140LWB97 2051-09-01 2.5 N/A 1000.00 726.54 Agency Mortgage-Backed Securities 03.500 FGPC Q48657 G N/A 3132WNTP7 2047-06-01 3.5 N/A 1604592.00 494035.62 Agency Mortgage-Backed Securities FNMS 06.000 CLBX8918 N/A 3140ND4C8 2053-05-01 6 N/A 6001.00 4974.79 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6298 N/A 3133BF7K0 2052-07-01 5 N/A 1092902.00 951278.35 Agency Mortgage-Backed Securities FNMS 02.500 CLBV2360 N/A 3140MFTS2 2052-02-01 2.5 N/A 1000.00 712.46 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7002 N/A 3140XNX82 2054-01-01 6.5 N/A 30346787.00 30095830.98 Agency Mortgage-Backed Securities FNMS 05.500 CLBX3655 N/A 3140N8BZ0 2052-12-01 5.5 N/A 1021788.00 1032320.87 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3450 N/A 3131XWZP1 2047-06-01 4.5 N/A 2003.00 540.77 Agency Mortgage-Backed Securities FNMS 02.500 CLFS9079 N/A 3140XRCR4 2052-02-01 2.5 N/A 1000.00 876.62 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8719 N/A 3140QGVM6 2051-01-01 2 N/A 56831512.00 33666592.82 Agency Mortgage-Backed Securities FNMS 04.000 CLAT1349 N/A 3138WNQB8 2043-03-01 4 N/A 1000.00 273.37 Agency Mortgage-Backed Securities 04.000 FGPC Q05827 G N/A 3132GMD82 2042-02-01 4 N/A 2000.00 435.75 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4356 N/A 31339UZV5 2049-11-01 3.5 N/A 1000.00 575.61 Agency Mortgage-Backed Securities FNMS 04.000 CZAB4026 N/A 31417APL7 2051-12-01 4 N/A 4000.00 1136.43 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1524 N/A 3142GRVS6 2054-05-01 6 N/A 1000.00 978.57 Agency Mortgage-Backed Securities 06.500 FGPC A61350 G N/A 3128KRQB3 2036-11-01 6.5 N/A 1060.00 20.41 Agency Mortgage-Backed Securities FNMS 06.000 CL852448 N/A 31408JBR1 2035-12-01 6 N/A 1907440.00 33882.61 Agency Mortgage-Backed Securities 04.000 FGPC Q50952 G N/A 3132XTBW7 2047-09-01 4 N/A 1000.00 450.13 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2092 N/A 3140Q9KE2 2048-07-01 4.5 N/A 2240.00 500.80 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8546 N/A 3133KQP75 2053-02-01 5.5 N/A 1000.00 915.78 Agency Mortgage-Backed Securities FNMS 03.500 CLBO3076 N/A 3140JXM21 2049-08-01 3.5 N/A 1000.00 567.75 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6588 N/A 3140XAKA9 2036-03-01 2 N/A 1000.00 643.28 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3194 N/A 3131Y9RP0 2049-02-01 4.5 N/A 1000.00 430.23 Agency Mortgage-Backed Securities FNMS 04.500 CLAE4594 N/A 31419FC87 2040-09-01 4.5 N/A 1000.00 79.97 Agency Mortgage-Backed Securities FNMS 06.500 CLBY0913 N/A 3140NHAP3 2053-03-01 6.5 N/A 1000.00 1019.59 Agency Mortgage-Backed Securities 04.500 FGPC Q58671 G N/A 3132Y2T55 2048-09-01 4.5 N/A 1000.00 665.44 Agency Mortgage-Backed Securities FNMS 06.000 CLBY0727 N/A 3140NGYZ7 2053-05-01 6 N/A 1000.00 949.53 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2643 N/A 3140QM5D2 2052-01-01 2.5 N/A 150302.00 109376.40 Agency Mortgage-Backed Securities FEPC 06.500 CLQH5085 N/A 3133CHUJ2 2053-11-01 6.5 N/A 1000.00 1048.03 Agency Mortgage-Backed Securities FEPC 05.500 CLQG3810 N/A 3133C4GT5 2053-04-01 5.5 N/A 1000.00 296.81 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6326 N/A 3131YDA38 2049-05-01 4.5 N/A 2595556.00 593828.33 Agency Mortgage-Backed Securities 04.500 FGPC Q53573 G N/A 3132XV6K4 2048-01-01 4.5 N/A 2171820.00 765184.81 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8019 N/A 3140QF4D8 2050-12-01 2 N/A 1000.00 677.65 Agency Mortgage-Backed Securities FNMS 04.000 CTCA1585 N/A 3140Q8XP5 2038-04-01 4 N/A 1007.00 249.31 Agency Mortgage-Backed Securities FNMS 03.500 CLBO2685 N/A 3140JW6X3 2049-07-01 3.5 N/A 2001.00 641.24 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5631 N/A 3140QRHH9 2053-02-01 4.5 N/A 2349.00 2172.73 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4577 N/A 3132A5CN3 2044-08-01 3.5 N/A 1000.00 86.70 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3508 N/A 3133BQ3R5 2052-11-01 5.5 N/A 2000.00 1577.76 Agency Mortgage-Backed Securities FNMS 06.500 CLDA3971 N/A 3140A4MV0 2053-11-01 6.5 N/A 4001.00 3650.43 Agency Mortgage-Backed Securities FEPC 04.500 CLQA0399 N/A 31334WNQ0 2049-06-01 4.5 N/A 1000.00 454.22 Agency Mortgage-Backed Securities FEPC 05.500 CLQH0566 N/A 3133CCTX4 2053-08-01 5.5 N/A 2000.00 2014.07 Agency Mortgage-Backed Securities FNMS 06.000 CLDC2256 N/A 3140APQJ6 2054-09-01 6 N/A 1000.00 1031.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBW5447 N/A 3140MXBR4 2052-07-01 5 N/A 3000.00 2296.06 Agency Mortgage-Backed Securities 04.000 FGPC Q57312 G N/A 3132Y1DS4 2048-05-01 4 N/A 1000.00 166.29 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8493 N/A 3140XCNK0 2051-08-01 2.5 N/A 1024.00 723.94 Agency Mortgage-Backed Securities FEPC 05.500 CLQG8811 N/A 3133C9YG2 2053-07-01 5.5 N/A 1000.00 681.91 Agency Mortgage-Backed Securities FNMS 06.500 CL900928 N/A 31410X4M5 2037-02-01 6.5 N/A 2080.00 22.97 Agency Mortgage-Backed Securities FNMS 04.500 CLBX5100 N/A 3140N9U20 2053-02-01 4.5 N/A 1000.00 729.11 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0893 N/A 3140XF7F2 2052-02-01 3 N/A 1000.00 752.37 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3987 N/A 3131YANC0 2049-03-01 4.5 N/A 1000.00 323.97 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5668 N/A 3133C6JM2 2053-06-01 6.5 N/A 1000.00 774.20 Agency Mortgage-Backed Securities FNMS 03.500 CLAB8231 N/A 31417FED6 2042-06-01 3.5 N/A 1000.00 130.98 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9013 N/A 3140NSAP9 2053-08-01 6 N/A 1000.00 738.70 Agency Mortgage-Backed Securities FEPC 04.500 CLZM5724 N/A 3131Y0LD2 2048-02-01 4.5 N/A 3000.00 812.86 Agency Mortgage-Backed Securities FNMS 04.000 CLDA2514 N/A 3140A2YL3 2053-12-01 4 N/A 2031940.00 1845090.01 Agency Mortgage-Backed Securities FNMS 03.500 CLBO8242 N/A 3140K4EQ9 2049-11-01 3.5 N/A 1000.00 618.52 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5973 N/A 3133A0T61 2050-01-01 3.5 N/A 1000.00 677.45 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9145 N/A 3133BKES4 2052-09-01 5 N/A 3000.00 2186.61 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8776 N/A 3140XQXE2 2050-08-01 3.5 N/A 1000.00 943.17 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8684 N/A 3133C9UH4 2053-08-01 6.5 N/A 3000.00 2806.91 Agency Mortgage-Backed Securities FNMS 03.500 CLCA8624 N/A 3140QGSN8 2051-01-01 3.5 N/A 1000.00 649.04 Agency Mortgage-Backed Securities 03.500 FGPC G08702 G N/A 3128MJX88 2046-04-01 3.5 N/A 1000.00 117.92 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0974 N/A 3140QLCL8 2051-07-01 2.5 N/A 1000.00 685.20 Agency Mortgage-Backed Securities FEPC 03.500 CLQA7048 N/A 3133A1ZM7 2050-02-01 3.5 N/A 2000.00 1036.76 Agency Mortgage-Backed Securities 05.000 FGPC K30411 G N/A 31302PN42 2048-07-01 5 N/A 3039.00 244.04 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8370 N/A 3140N1JQ7 2052-08-01 5 N/A 3000.00 2610.85 Agency Mortgage-Backed Securities 04.000 FGPC Q05105 G N/A 3132GLKS2 2041-12-01 4 N/A 1000.00 122.04 Agency Mortgage-Backed Securities 04.500 FGPC Q48714 G N/A 3132WNVG4 2047-06-01 4.5 N/A 4222024.00 1323234.29 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3339 N/A 3140XJV91 2052-06-01 3.5 N/A 1000.00 814.48 Agency Mortgage-Backed Securities FNMS 06.000 CLBX3442 N/A 3140N7ZG8 2052-11-01 6 N/A 2000.00 1490.24 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 1008.00 235.37 Agency Mortgage-Backed Securities 04.000 FGPC Q53147 G N/A 3132XVP98 2047-12-01 4 N/A 2002.00 772.94 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6910 N/A 3133A1VB5 2050-02-01 3.5 N/A 1079963.00 463955.82 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4529 N/A 3140XLA73 2053-03-01 5.5 N/A 1008.00 954.93 Agency Mortgage-Backed Securities FEPC 03.500 CLQA1250 N/A 31334XL72 2049-07-01 3.5 N/A 1000.00 348.02 Agency Mortgage-Backed Securities FEPC 03.500 CLQA5220 N/A 31346YYR8 2049-12-01 3.5 N/A 1000.00 512.25 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8794 N/A 3140N1XY4 2052-09-01 5 N/A 1182857.00 987021.65 Agency Mortgage-Backed Securities FEPC 03.000 CLSD2431 N/A 3132DPVY1 2050-06-01 3 N/A 40099322.00 32540651.90 Agency Mortgage-Backed Securities FEPC 04.000 CLQA6204 N/A 3133A03M4 2050-01-01 4 N/A 2000.00 783.84 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6179 N/A 3133A02L7 2050-01-01 3.5 N/A 3003.00 1063.44 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3896 N/A 3140X7KJ7 2050-08-01 2.5 N/A 1000.00 503.28 Agency Mortgage-Backed Securities FNMS 04.500 CTAD9639 N/A 31418XV96 2030-08-01 4.5 N/A 50441787.00 2322395.91 Agency Mortgage-Backed Securities FNMS 03.500 CLBN5944 N/A 3140JNTA8 2049-06-01 3.5 N/A 2018336.00 477803.70 Agency Mortgage-Backed Securities FNMS 02.000 CIFM9786 N/A 3140XD2U9 2036-11-01 2 N/A 1008.00 686.68 Agency Mortgage-Backed Securities FEPC 05.000 CLQG0923 N/A 3133C1AY6 2053-04-01 5 N/A 1000.00 881.63 Agency Mortgage-Backed Securities FEPC 05.000 CLQF0512 N/A 3133BMR98 2052-09-01 5 N/A 1210000.00 1071209.02 Agency Mortgage-Backed Securities 05.000 FGPC Q63051 G N/A 3132VPL97 2049-04-01 5 N/A 3000.00 1538.99 Agency Mortgage-Backed Securities FEPC 03.500 CLQA6062 N/A 3133A0WX8 2050-01-01 3.5 N/A 1000.00 453.72 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6362 N/A 3140NBB83 2053-02-01 5.5 N/A 5000.00 4720.45 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8578 N/A 3140QGQ83 2051-01-01 2 N/A 89081856.00 52377606.94 Agency Mortgage-Backed Securities FEPC 03.500 CLQA0721 N/A 31334WYS4 2049-06-01 3.5 N/A 2000.00 993.35 Agency Mortgage-Backed Securities FEPC 06.000 CLQG4952 N/A 3133C5QD6 2053-06-01 6 N/A 1000.00 890.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5293 N/A 3140QQ3B9 2052-12-01 5.5 N/A 2001.00 1711.31 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6723 N/A 3140NBPH8 2053-02-01 5.5 N/A 1000.00 844.15 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5133 N/A 3140XLV39 2051-09-01 3 N/A 1000.00 841.00 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0855 N/A 3142GQ5R9 2054-02-01 6.5 N/A 2024.00 1993.37 Agency Mortgage-Backed Securities FEPC 06.500 CLQH0987 N/A 3133CDCY8 2053-09-01 6.5 N/A 1000.00 857.42 Agency Mortgage-Backed Securities FNMS 04.500 CLCA3052 N/A 3140QAMA5 2049-02-01 4.5 N/A 1920.00 158.32 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9066 N/A 3133KRCB8 2053-05-01 5.5 N/A 2048.00 1796.72 Agency Mortgage-Backed Securities FNMS 03.500 CLBP1133 N/A 3140K8HK0 2050-01-01 3.5 N/A 1000.00 491.51 Agency Mortgage-Backed Securities 04.000 FGPC Q62126 G N/A 3132VNLG6 2049-03-01 4 N/A 1000.00 204.29 Agency Mortgage-Backed Securities FNMS 06.500 NP944054 N/A 31413FH70 2037-07-01 6.5 N/A 1023.00 3.21 Agency Mortgage-Backed Securities 05.000 FGPC Q58368 G N/A 3132Y2JN7 2048-09-01 5 N/A 1000.00 254.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8909 N/A 3140XQ3T2 2054-10-01 2.5 N/A 46091279.00 40466662.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8143 N/A 3133BJBL5 2052-08-01 5 N/A 4000.00 3211.87 Agency Mortgage-Backed Securities FNMS 05.500 CLBX1536 N/A 3140N5V68 2052-10-01 5.5 N/A 1000.00 621.73 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8799 N/A 3133BJX49 2052-09-01 5 N/A 2000.00 1901.99 Agency Mortgage-Backed Securities FEPC 05.500 CLQE7859 N/A 3133BHWU6 2052-08-01 5.5 N/A 1000.00 678.03 Agency Mortgage-Backed Securities FNMS 04.000 CLCA8676 N/A 3140QGUA3 2050-08-01 4 N/A 1000.00 397.43 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3180 N/A 3131XWQ97 2047-05-01 4.5 N/A 3007.00 871.90 Agency Mortgage-Backed Securities FNMS 06.500 CL889711 N/A 31410KN42 2038-07-01 6.5 N/A 1000.00 9.63 Agency Mortgage-Backed Securities FEPC 06.500 CLQG8728 N/A 3133C9VV2 2053-08-01 6.5 N/A 1000.00 1019.58 Agency Mortgage-Backed Securities FNMS 06.500 CLDA7162 N/A 3140A75Y6 2054-01-01 6.5 N/A 1092160.00 1006753.33 Agency Mortgage-Backed Securities FNMS 06.500 CLFS5749 N/A 3140XML79 2053-09-01 6.5 N/A 959548.00 861622.50 Agency Mortgage-Backed Securities 06.500 FGPC A67429 G N/A 3128KYHE2 2037-11-01 6.5 N/A 1008.00 17.32 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G N/A 3132XCR72 2048-03-01 3.5 N/A 2840.00 684.50 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0299 N/A 3140FXKM3 2058-08-01 3.5 N/A 2000.00 681.08 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6569 N/A 3140NBJP7 2053-03-01 5.5 N/A 1000.00 854.30 Agency Mortgage-Backed Securities FNMS 06.500 CLBY9391 N/A 3140NSNH3 2053-08-01 6.5 N/A 1002.00 1043.57 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4658 N/A 3140QQE84 2052-09-01 3.5 N/A 139000.00 112630.54 Agency Mortgage-Backed Securities FNMS 04.000 CLAQ9096 N/A 3138MRDA6 2042-12-01 4 N/A 1000.00 102.27 Agency Mortgage-Backed Securities FNMS 05.500 CL995867 N/A 31416CJL1 2039-06-01 5.5 N/A 1024.00 21.76 Agency Mortgage-Backed Securities 05.000 FGPC Q62208 G N/A 3132VNN25 2049-03-01 5 N/A 1000.00 374.15 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4632 N/A 3140XLEE4 2053-05-01 5.5 N/A 21468720.00 19525060.94 Agency Mortgage-Backed Securities FNMS 05.000 CLBR1736 N/A 3140KY4W1 2050-11-01 5 N/A 1000.00 283.48 Agency Mortgage-Backed Securities FEPC 06.000 CLQF7798 N/A 3133BVUX1 2053-02-01 6 N/A 1714012.00 1487532.60 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8521 N/A 3140N1PF4 2052-10-01 4.5 N/A 2000.00 1519.86 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2442 N/A 3140XHWC7 2052-07-01 4 N/A 1223000.00 1028926.84 Agency Mortgage-Backed Securities FNMS 06.000 NP887660 N/A 31410FE92 2036-08-01 6 N/A 1024.00 6.50 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8026 N/A 3131Y24K1 2048-09-01 4.5 N/A 2001.00 673.08 Agency Mortgage-Backed Securities FNMS 03.500 CLBQ1208 N/A 3140KLKW1 2050-08-01 3.5 N/A 1132350.00 830136.44 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0710 N/A 3142GQYG1 2054-01-01 6.5 N/A 2245760.00 2290502.47 Agency Mortgage-Backed Securities FEPC 04.500 CLQF0422 N/A 3133BMPF6 2052-09-01 4.5 N/A 282781.00 230352.75 Agency Mortgage-Backed Securities FNMS 03.000 I4BF0332 N/A 3140FXLN0 2059-01-01 3 N/A 749000.00 303361.89 Agency Mortgage-Backed Securities FNMS 02.500 CLBV9700 N/A 3140MPX63 2052-06-01 2.5 N/A 1000.00 758.02 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8749 N/A 3140QGWK9 2051-01-01 2 N/A 64618334.00 40180934.56 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9622 N/A 3133KRVP6 2053-08-01 5.5 N/A 8978480.00 8501297.30 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7470 N/A 31417EJQ5 2043-01-01 3.5 N/A 2000.00 236.33 Agency Mortgage-Backed Securities FEPC 06.500 CLQH5054 N/A 3133CHTK1 2053-11-01 6.5 N/A 1000.00 1048.10 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 N/A 9972521.00 9831981.83 Agency Mortgage-Backed Securities FEPC 05.500 CLQF2934 N/A 3133BQHK5 2052-11-01 5.5 N/A 3001.00 2710.94 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3963 N/A 3131YAML1 2049-03-01 4.5 N/A 5016624.00 1327715.89 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8024 N/A 3140XP4J5 2054-05-01 6 N/A 1000.00 1002.90 Agency Mortgage-Backed Securities 04.000 FGPC Q48791 G N/A 3132WNXV9 2047-06-01 4 N/A 1000.00 428.06 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2870 N/A 3140QNFL1 2052-02-01 2.5 N/A 1000.00 759.62 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7250 N/A 3131Y2BT4 2048-07-01 4.5 N/A 4001.00 1210.98 Agency Mortgage-Backed Securities FEPC 06.500 CLRA8733 N/A 3133KQV29 2053-03-01 6.5 N/A 1000.00 864.15 Agency Mortgage-Backed Securities 04.000 FGPC Q50946 G N/A 3132XTBQ0 2047-09-01 4 N/A 829662.00 223994.23 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6918 N/A 3140XNVL5 2053-12-01 6 N/A 1024.00 965.29 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7684 N/A 3140XPRE1 2054-04-01 5.5 N/A 10874529.00 10600587.98 Agency Mortgage-Backed Securities 03.500 FGPC U91914 G N/A 3132HCAP8 2043-08-01 3.5 N/A 1000.00 185.43 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 5374653.00 4992900.63 Agency Mortgage-Backed Securities FEPC 04.500 CLZN5232 N/A 3131YBY51 2049-04-01 4.5 N/A 1000.00 308.99 Agency Mortgage-Backed Securities FNMS 04.000 CLAS6211 N/A 3138WF3V6 2045-11-01 4 N/A 7030000.00 736483.98 Agency Mortgage-Backed Securities FNMS 03.500 CRMA1356 N/A 31418AQJ0 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N/A 38381JB30 2065-05-16 4 N/A 872325.00 728625.35 Agency Collateralized Mortgage Obligation GNMA_18-154K N/A 38381AWV4 2048-11-20 1.12466 N/A 38751442.00 865359.73 Agency Collateralized Mortgage Obligation FNMA_10-136 N/A 31398STD5 2040-12-25 0.6054 N/A 50000000.00 443823.04 Agency Collateralized Mortgage Obligation FHLMC_5112A N/A 3137H0R34 2041-06-25 3.5 N/A 28182144.00 1528435.41 Agency Collateralized Mortgage Obligation GNMA_21-66 N/A 38382RXW3 2051-04-20 0 N/A 8000000.00 92787.65 Agency Collateralized Mortgage Obligation GNMA_13-150 N/A 38378UFY8 2043-10-16 2.75 N/A 934098.00 758945.26 Agency Collateralized Mortgage Obligation FHLMC_4898A N/A 3137FMPL0 2049-07-15 0.64345 N/A 56459014.00 1758373.54 Agency Collateralized Mortgage Obligation FNMA_17-1C N/A 3136AVAV1 2047-02-25 0.6554 N/A 52372278.00 1448540.07 Agency Collateralized Mortgage Obligation FNMA_17-99D N/A 3136AY3M3 2047-12-25 0.8054 N/A 20000000.00 416967.15 Agency Collateralized Mortgage Obligation FHLMC_45-41 N/A 3137BMCT1 2045-12-15 3.5 N/A 3242000.00 3735725.66 Agency Collateralized Mortgage Obligation GNMA_18-27B N/A 38380VFY2 2048-02-20 4.5 N/A 17217275.00 878153.54 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-76 N/A 31396KBZ4 2036-08-25 5.7946 N/A 244000.00 6292.10 Agency Collateralized Mortgage Obligation FHLMC_4975D N/A 3137FT2T3 2050-05-25 0.6054 N/A 16666666.00 1143575.35 Agency Collateralized Mortgage Obligation FNMA_19-79A N/A 3136B72K6 2050-01-25 5.8946 N/A 165000.00 51231.31 Agency Collateralized Mortgage Obligation GNMA_19-85K N/A 38381XSJ6 2049-07-20 1.02466 N/A 23769858.00 409321.12 Agency Collateralized Mortgage Obligation GNMA_21-83H N/A 38382QSA9 2051-05-20 2.5 N/A 5000000.00 420974.12 Agency Collateralized Mortgage Obligation FHLMC_4886B N/A 3137FM3U4 2042-03-15 0.54345 N/A 49937809.00 1769773.64 Agency Collateralized Mortgage Obligation FHLMC_4923K N/A 3137FPZS7 2049-11-25 0.6054 N/A 24148291.00 1644223.80 Agency Collateralized Mortgage Obligation GNMA_20-181F N/A 38382LWE7 2050-12-20 1.22466 N/A 3481000.00 354500.16 Agency Collateralized Mortgage Obligation FNMA_11-126 N/A 3136A2WU3 2041-12-25 0.5554 N/A 107252046.00 673756.31 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4548 N/A 3137BMTN6 2046-01-15 3.5 N/A 5200000.00 4620073.32 Agency Collateralized Mortgage Obligation FHLMC_5000AA N/A 3137FVN65 2050-08-25 2 N/A 20000000.00 1539763.56 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_11-131 N/A 3136A2P64 2041-12-25 4.5 N/A 19500000.00 2345551.89 Agency Collateralized Mortgage Obligation FHLMC_5459A N/A 3137HFZA6 2054-10-25 0.6651238 N/A 250888040.00 18751121.22 Agency Collateralized Mortgage Obligation GNMA_20-61 N/A 38382ET80 2046-01-20 0.12332 N/A 63634638.00 103482.32 Agency Collateralized Mortgage Obligation FNMA_20-89 N/A 3136BCD80 2050-12-25 2.5 N/A 100976528.00 10794605.51 Agency Collateralized Mortgage Obligation GNMA_19-92E N/A 38381WS33 2049-07-20 3.5 N/A 650000.00 189575.58 Agency Collateralized Mortgage Obligation FNMA_10-1 N/A 31398GN47 2040-02-25 0 N/A 150000000.00 130259.90 Agency Collateralized Mortgage Obligation GNMA_24-76B N/A 38384NTJ4 2054-05-20 6.5 N/A 11655011.00 1080412.71 Agency Collateralized Mortgage Obligation GNMA_19-128 N/A 38382AGA7 2043-08-20 1.05466 N/A 64086538.00 2470889.88 Agency Collateralized Mortgage Obligation GNMA_22-42 N/A 38381EZM3 2063-02-16 2.5 N/A 1800000.00 1229113.60 Agency Collateralized Mortgage Obligation GNMA_18-11E N/A 38380UXH1 2046-07-20 3.5 N/A 50860570.00 635126.74 Agency Collateralized Mortgage Obligation FHLMC_4961A N/A 3137FRK75 2042-12-15 2.5 N/A 1753720.00 701013.58 Agency Collateralized Mortgage Obligation FHLMC_4912C N/A 3137FNP61 2045-06-25 4 N/A 17880356.00 935848.61 Agency Collateralized Mortgage Obligation GNMA_15-62 N/A 38379LR73 2045-05-20 4.5 N/A 17715754.00 568856.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-147 N/A 38381AGL4 2048-10-20 3.5 N/A 10660000.00 11139070.74 Agency Collateralized Mortgage Obligation FNMA_16-40 N/A 3136ASF76 2046-07-25 0.4554 N/A 39453154.00 1219873.17 Agency Collateralized Mortgage Obligation GNMA_15-35 N/A 38379JR37 2045-03-20 6 N/A 33925144.00 680888.03 Agency Collateralized Mortgage Obligation FNMA_22-12F N/A 3136BMCM8 2049-05-25 0.6554 N/A 30588407.00 2620399.33 Agency Collateralized Mortgage Obligation GNMA_12-68 N/A 38378ETA1 2042-05-20 0.42466 N/A 19775642.00 357752.62 Agency Collateralized Mortgage Obligation FHLMC_5211 N/A 3137H6M93 2052-04-25 3.5 N/A 29142857.00 3404005.41 Agency Collateralized Mortgage Obligation FNMA_19-49L N/A 3136B55D3 2049-09-25 0.6554 N/A 34088624.00 1383764.31 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-153 N/A 38382BUQ4 2049-12-20 4 N/A 5810000.00 473427.13 Agency Collateralized Mortgage Obligation FNMA_16-82C N/A 3136AUAK7 2046-11-25 0.7054 N/A 67082366.00 768725.10 Agency Collateralized Mortgage Obligation GNMA_21-214N N/A 38383FDT7 2051-12-20 3 N/A 26024872.00 3783678.53 Agency Collateralized Mortgage Obligation FNMA_24-11B N/A 3136BRAJ6 2054-03-25 1.06988 N/A 4000000.00 251375.52 Agency Collateralized Mortgage Obligation FNMA_21-12D N/A 3136BFKM4 2051-03-25 2.5 N/A 22431052.00 2626488.44 Agency Collateralized Mortgage Obligation GNMA_24-130C N/A 38384VLE5 2054-08-20 0.05459 N/A 20000000.00 561009.71 Agency Collateralized Mortgage Obligation GNMA_19-6E N/A 38381BJ70 2048-12-20 1.02466 N/A 1915098.00 84498.81 Agency Collateralized Mortgage Obligation FHLMC_5115N N/A 3137H0X45 2050-12-25 4.5 N/A 8869000.00 1177328.30 Agency Collateralized Mortgage Obligation FNMA_15-27C N/A 3136ANWP8 2045-05-25 0.2054 N/A 85000000.00 1525026.08 Agency Collateralized Mortgage Obligation FHLMC_4906C N/A 3137FNWF3 2049-08-25 0.6554 N/A 75806978.00 3615937.98 Agency Collateralized Mortgage Obligation GNMA_21-78J N/A 38382QK25 2051-05-20 3.5 N/A 3418652.00 274476.65 Agency Collateralized Mortgage Obligation FHLMC_4493 N/A 3137BKLA6 2045-07-15 6 N/A 39759166.00 673103.79 Agency Collateralized Mortgage Obligation GNMA_19-121E N/A 38382ABZ7 2049-08-20 1.02466 N/A 6500000.00 157831.49 Agency Collateralized Mortgage Obligation FNMA_13-107 N/A 3136AGXB3 2043-02-25 0.5554 N/A 123256386.00 3384644.18 Agency Collateralized Mortgage Obligation FHLMC_4938C N/A 3137FQEW9 2048-04-25 2.5 N/A 11500000.00 1919341.32 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3689 N/A 3137A0AH8 2040-07-15 0 N/A 37686621.00 162110.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-75 N/A 38376UK81 2047-03-20 3 N/A 1269000.00 1021339.00 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_06-82 N/A 31396KYS5 2036-09-25 5.9646 N/A 18691166.00 29128.68 Agency Collateralized Mortgage Obligation FNMA_14-52 N/A 3136AKJ95 2034-09-25 4 N/A 22635675.00 475390.62 Agency Collateralized Mortgage Obligation GNMA_15-60 N/A 38379LST4 2045-04-20 1.12466 N/A 22170667.00 500878.79 Agency Collateralized Mortgage Obligation FHLMC_5206 N/A 3137H6QY4 2051-08-25 3.5 N/A 29109570.00 2660320.16 Agency Collateralized Mortgage Obligation FNMA_22-49A N/A 3136BNA48 2052-02-25 3 N/A 13141938.00 11517259.69 Agency Collateralized Mortgage Obligation GNMA_23-110 N/A 38384B6C0 2058-07-16 4 N/A 850000.00 752934.44 Agency Collateralized Mortgage Obligation GNMA_18-122H N/A 38380YS97 2048-09-20 1.12466 N/A 47757526.00 1023249.60 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-35B N/A 3136ANM46 2045-06-25 0.13902 N/A 53140421.00 766014.40 Agency Collateralized Mortgage Obligation GNMA_04-72D N/A 38374HL24 2034-07-20 5.47534 N/A 17850000.00 294213.80 Agency Collateralized Mortgage Obligation FNMA_19-18D N/A 3136B4PS1 2049-05-25 3.5 N/A 1375929.00 1467713.38 Agency Collateralized Mortgage Obligation GNMA_20-160 N/A 38382KL76 2050-10-20 2.5 N/A 4888000.00 487917.54 Agency Collateralized Mortgage Obligation FNMA_14-70 N/A 3136ALUV1 2041-05-25 3 N/A 600000.00 289899.06 Agency Collateralized Mortgage Obligation GNMA_19-18 N/A 38381BX25 2049-02-20 4.5 N/A 17410888.00 78828.50 Agency Collateralized Mortgage Obligation GNMA_19-108A N/A 38381XXE1 2049-07-20 4.5 N/A 5630608.00 308049.52 Agency Collateralized Mortgage Obligation GNMA_22-220 N/A 38381HN49 2064-10-16 3 N/A 200000.00 153012.53 Agency Collateralized Mortgage Obligation GNMA_19-151G N/A 38382BDB6 2049-10-20 3.5 N/A 9371000.00 386257.67 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7L5 2066-02-16 4 N/A 1166809.00 966731.85 Agency Collateralized Mortgage Obligation FNMA_12-15 N/A 3136A4JZ3 2042-03-25 0.5554 N/A 85000000.00 1036070.28 Agency Collateralized Mortgage Obligation GNMA_18-115A N/A 38380XR25 2048-08-20 5.37534 N/A 100000.00 23475.74 Agency Collateralized Mortgage Obligation FHLMC_5050A N/A 3137F7Q24 2050-10-25 3.5 N/A 76637000.00 8923627.26 Agency Collateralized Mortgage Obligation GNMA_21-146E N/A 38382WZH3 2051-08-20 4.5 N/A 2234261.00 229293.87 Agency Collateralized Mortgage Obligation FHLMC_4933E N/A 3137FQJT1 2049-12-25 0.6054 N/A 40777284.00 1676224.49 Agency Collateralized Mortgage Obligation GNMA_22-205K N/A 38383HBT5 2052-12-20 0.85459 N/A 12000000.00 338927.85 Agency Collateralized Mortgage Obligation GNMA_20-7D N/A 38382DBD0 2050-01-20 0.97466 N/A 16686252.00 618862.01 Agency Collateralized Mortgage Obligation GNMA_16-75 N/A 38379YFD5 2045-08-20 3.5 N/A 25312449.00 190846.16 Agency Collateralized Mortgage Obligation GNMA_24-117C N/A 38384Q4K1 2054-07-20 5 N/A 592032.00 593194.62 Agency Collateralized Mortgage Obligation FHLMC_5086K N/A 3137FFHE0 2051-03-25 2.5 N/A 15000000.00 1802030.11 Agency Collateralized Mortgage Obligation GNMA_18-21E N/A 38380K3B9 2048-02-16 1.03901 N/A 11651606.00 447152.98 Agency Collateralized Mortgage Obligation FNMA_12-20D N/A 3136A4GQ6 2042-03-25 1.0554 N/A 91164018.00 898116.25 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-153 N/A 38382KQK2 2050-10-20 2.5 N/A 13046820.00 853400.81 Agency Collateralized Mortgage Obligation FHLMC_4741B N/A 3137FCBP8 2047-12-15 3 N/A 440000.00 384500.45 Agency Collateralized Mortgage Obligation FHLMC_4680 N/A 3137BYAF7 2046-03-15 3 N/A 2400000.00 547005.57 Agency Collateralized Mortgage Obligation FHLMC_4701A N/A 3137F1N46 2047-07-15 0 N/A 100864805.00 1425339.37 Agency Collateralized Mortgage Obligation FNMA_21-45B N/A 3136BHV71 2041-07-25 3 N/A 54828428.00 2968425.97 Agency Collateralized Mortgage Obligation GNMA_22-213N N/A 38383LA91 2052-12-20 1.50459 N/A 11000000.00 556237.30 Agency Collateralized Mortgage Obligation FNMA_20-10B N/A 3136B9BW6 2060-03-25 4 N/A 15293881.00 1124681.24 Agency Collateralized Mortgage Obligation FHLMC_37-43 N/A 3137GAHX8 2040-10-15 0 N/A 50000000.00 157792.28 Agency Collateralized Mortgage Obligation GNMA_13-39 N/A 38378JUG5 2043-03-20 2.5 N/A 500000.00 397395.44 Agency Collateralized Mortgage Obligation FHLMC_4136E N/A 3137AWPP4 2042-11-15 3 N/A 4028286.00 5122882.06 Agency Collateralized Mortgage Obligation GNMA_17-75A N/A 38376UK40 2047-05-20 5 N/A 30000000.00 595565.36 Agency Collateralized Mortgage Obligation FNMA_16-88C N/A 3136AUTB7 2046-12-25 0.6054 N/A 52449471.00 1594886.32 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4734 N/A 3137FBXR2 2047-12-15 4 N/A 28494102.00 1475658.11 Agency Collateralized Mortgage Obligation FHLMC_4668C N/A 3137BWD84 2047-03-15 3.5 N/A 6700000.00 702669.08 Agency Collateralized Mortgage Obligation FNMA_19-31 N/A 3136B5MY8 2049-07-25 0.6554 N/A 20000000.00 552575.33 Agency Collateralized Mortgage Obligation FNMA_21-25C N/A 3136BHEL9 2051-05-25 3.5 N/A 33200000.00 2780970.51 Agency Collateralized Mortgage Obligation FNMA_21-69F N/A 3136BJPS8 2051-10-25 2 N/A 11000000.00 7172364.22 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_13-33 N/A 38378B7E3 2046-05-16 1.744 N/A 500000.00 104391.24 Agency Collateralized Mortgage Obligation FHLMC_5092 N/A 3137FYEX0 2041-01-15 1 N/A 1699889.00 790741.60 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-125 N/A 38380T3M6 2047-08-20 3 N/A 1899000.00 1535209.84 Agency Collateralized Mortgage Obligation GNMA_23-88 N/A 38381JLC9 2065-10-16 0.9228 N/A 8840000.00 644091.38 Agency Collateralized Mortgage Obligation FNMA_24-42B N/A 3136BSHG3 2051-12-25 5.5 N/A 10295210.00 8625892.62 Agency Collateralized Mortgage Obligation FHLMC_2490 N/A 31392RTM3 2032-08-15 6.5 N/A 21250000.00 501226.46 Agency Collateralized Mortgage Obligation FHLMC_4639E N/A 3137BTEC1 2045-11-15 4 N/A 4570795.00 5929778.55 Agency Collateralized Mortgage Obligation FNMA_14-44 N/A 3136AKSC8 2034-08-25 2.5 N/A 2000000.00 1384186.44 Agency Collateralized Mortgage Obligation GNMA_18-49 N/A 38380WSD2 2048-04-20 4 N/A 8400000.00 368561.88 Agency Collateralized Mortgage Obligation FHLMC_5113B N/A 3137H0HX9 2041-06-25 3.5 N/A 27497232.00 1714770.13 Agency Collateralized Mortgage Obligation FNMA_12-123 N/A 3136A9YT9 2042-11-25 0.2254 N/A 101482346.00 255640.03 Agency Collateralized Mortgage Obligation FNMA_18-1A N/A 3136B0XB7 2048-02-25 0.7554 N/A 50000000.00 938313.91 Agency Collateralized Mortgage Obligation FNMA_19-74A N/A 3136B7WD9 2049-12-25 0.6054 N/A 76321911.00 2476691.02 Agency Collateralized Mortgage Obligation FHLMC_4385 N/A 3137BDSS6 2044-09-15 4.5 N/A 54151458.00 999741.75 Agency Collateralized Mortgage Obligation FNMA_24-42A N/A 3136BSGW9 2036-02-25 6 N/A 1000000.00 1022117.94 Agency Collateralized Mortgage Obligation GNMA_19-111S N/A 38381YNG5 2049-09-20 0.97466 N/A 18795312.00 620758.93 Agency Collateralized Mortgage Obligation FNMA_10-141F N/A 31398SYK3 2040-12-25 4.5 N/A 16600000.00 2662954.88 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_13-136 N/A 3136AHVZ0 2044-01-25 3 N/A 15734700.00 18323932.40 Agency Collateralized Mortgage Obligation FHLMC_3842 N/A 3137A9QW9 2041-04-15 1.14345 N/A 74504333.00 272722.53 Agency Collateralized Mortgage Obligation GNMA_16-126E N/A 38380BAZ8 2046-09-20 1.02466 N/A 20257571.00 817569.04 Agency Collateralized Mortgage Obligation FNMA_19-42J N/A 3136B5WL5 2049-08-25 0.6554 N/A 46541818.00 1844409.60 Agency Collateralized Mortgage Obligation FNMA_19-72E N/A 3136B7JL6 2049-12-25 4 N/A 16662375.00 295332.66 Agency Collateralized Mortgage Obligation FHLMC_4312B N/A 3137B7Q36 2043-08-15 3.5 N/A 3300000.00 3383034.89 Agency Collateralized Mortgage Obligation FNMA_21-51A N/A 3136BGUD1 2051-08-25 3 N/A 25750500.00 2744551.06 Agency Collateralized Mortgage Obligation FHLMC_5459A N/A 3137HFZB4 2054-10-25 0 N/A 250888040.00 78277.07 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_19-25 N/A 3136B4ZB7 2049-06-25 0.6554 N/A 118240000.00 5453184.02 Agency Collateralized Mortgage Obligation GNMA_20-83B N/A 38382GDK5 2039-06-20 5.47534 N/A 10000.00 4270.14 Agency Collateralized Mortgage Obligation FHLMC_4400S N/A 3137BEJS4 2041-02-15 0.64345 N/A 131500000.00 1314441.21 Agency Collateralized Mortgage Obligation FHLMC_44-25B N/A 3137BG4U0 2045-01-15 0.59345 N/A 52600000.00 1199515.93 Agency Collateralized Mortgage Obligation FNMA_15-37 N/A 3136ANZT7 2045-06-25 0.2254 N/A 59885082.00 1104061.64 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4825 N/A 3137FH7M9 2048-09-15 3.5 N/A 4735000.00 5374409.24 Agency Collateralized Mortgage Obligation FNMA_13-7 N/A 3136ABUG6 2043-02-25 0.7054 N/A 25798149.00 690273.39 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38379WHL9 2046-04-20 3.5 N/A 2846000.00 2554915.61 Agency Collateralized Mortgage Obligation FNMA_14-39 N/A 3136AKMP5 2044-07-25 3 N/A 52000000.00 23558997.94 Agency Collateralized Mortgage Obligation GNMA_23-120C N/A 38384CTD1 2053-08-20 0.54459 N/A 30000000.00 934573.19 Agency Collateralized Mortgage Obligation GNMA_19-20A N/A 38381RCK3 2049-02-20 5.5 N/A 63392483.00 1812364.27 Agency Collateralized Mortgage Obligation FNMA_16-24 N/A 3136ASHK5 2046-05-25 0.7554 N/A 124428476.00 2273005.74 Agency Collateralized Mortgage Obligation FNMA_13-130 N/A 3136AHZU7 2044-01-25 1.2054 N/A 43960572.00 479859.08 Agency Collateralized Mortgage Obligation FNMA_18-38B N/A 3136B1R63 2048-06-25 0.8054 N/A 80378666.00 1870942.61 Agency Collateralized Mortgage Obligation FNMA_18-27D N/A 3136B1M68 2047-12-25 0.8054 N/A 23544613.00 475038.88 Agency Collateralized Mortgage Obligation GNMA_09-94D N/A 38376K2H3 2039-10-16 5.91099 N/A 11543539.00 305436.04 Agency Collateralized Mortgage Obligation GNMA_21-98M N/A 38382TH98 2051-06-20 1.22466 N/A 15458459.00 994948.62 Agency Collateralized Mortgage Obligation FNMA_17-34A N/A 3136AWUD7 2047-05-25 0.7054 N/A 141990914.00 3931968.39 Agency Collateralized Mortgage Obligation GNMA_21-66 N/A 38382RXV5 2051-04-20 0 N/A 9000000.00 98484.63 Agency Collateralized Mortgage Obligation FNMA_21-82D N/A 3136BKFQ0 2051-11-25 3 N/A 21374999.00 2226388.26 Agency Collateralized Mortgage Obligation GNMA_23-113 N/A 38384CUA5 2053-08-20 6.5 N/A 150000.00 132715.61 Agency Collateralized Mortgage Obligation FNMA_19-13E N/A 3136B4HD3 2049-04-25 0.7054 N/A 7185388.00 239279.51 Agency Collateralized Mortgage Obligation GNMA_21-214Q N/A 38383FHC0 2051-12-20 3.5 N/A 8405000.00 927265.57 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-137 N/A 38381AQP4 2048-10-20 3.5 N/A 8290000.00 9209594.68 Agency Collateralized Mortgage Obligation FNMA_15-30D N/A 3136ANRY5 2045-05-25 0.2054 N/A 41575000.00 571501.18 Agency Collateralized Mortgage Obligation GNMA_10-113 N/A 38377J3E1 2040-09-16 1.38901 N/A 54710960.00 502608.26 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4830 N/A 3137FHT60 2048-07-15 4 N/A 2905000.00 3465316.39 Agency Collateralized Mortgage Obligation FNMA_13-10 N/A 3136ACEQ0 2043-02-25 0.7554 N/A 26615896.00 375143.73 Agency Collateralized Mortgage Obligation GNMA_16-149C N/A 38380BUY9 2046-11-16 5.5 N/A 20049826.00 784340.40 Agency Collateralized Mortgage Obligation GNMA_15-186C N/A 38379TKW8 2045-12-20 4 N/A 20431000.00 510872.72 Agency Collateralized Mortgage Obligation FHLMC_4903F N/A 3137FN5S5 2049-08-25 0.6554 N/A 44070264.00 2107556.95 Agency Collateralized Mortgage Obligation FHLMC_4999G N/A 3137FV3L4 2048-10-15 0.59345 N/A 14317301.00 765856.18 Agency Collateralized Mortgage Obligation FHLMC_4834 N/A 3137FHR21 2048-10-15 0.69345 N/A 54226997.00 1231324.71 Agency Collateralized Mortgage Obligation GNMA_23-47A N/A 38383WP34 2042-06-20 5.25 N/A 1500000.00 1017891.27 Agency Collateralized Mortgage Obligation FNMA_16-88D N/A 3136AUTH4 2046-12-25 0.6554 N/A 83467352.00 1715614.06 Agency Collateralized Mortgage Obligation FHLMC_5344 N/A 3137HAMW3 2053-10-25 6.58012 N/A 9278283.00 7918878.98 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-72 N/A 38380WF87 2048-05-20 3.5 N/A 5009000.00 5585740.11 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_4835 N/A 3137FHRM7 2048-10-15 3.5 N/A 5140000.00 5614958.33 Agency Collateralized Mortgage Obligation GNMA_23-155A N/A 38384DTL1 2053-10-20 0 N/A 50000000.00 855255.04 Agency Collateralized Mortgage Obligation GNMA_18-12D N/A 38380UQ89 2048-01-20 1.12466 N/A 24520731.00 836127.57 Agency Collateralized Mortgage Obligation FNMA_20-52G N/A 3136BBFJ6 2050-08-25 4.5 N/A 14950008.00 1353854.03 Agency Collateralized Mortgage Obligation FNMA_20-65 N/A 3136BBTV4 2050-09-25 4 N/A 72732422.00 5542589.23 Agency Collateralized Mortgage Obligation GNMA_19-38D N/A 38381RX95 2049-02-20 0.97466 N/A 13589393.00 425628.42 Agency Collateralized Mortgage Obligation FNMA_17-90C N/A 3136AYQL0 2047-11-25 6.5 N/A 22956744.00 1268338.14 Agency Collateralized Mortgage Obligation FHLMC_4998F N/A 3137FVDC3 2050-08-25 0.86988 N/A 25942664.00 2014069.58 Agency Collateralized Mortgage Obligation FNMA_21-28D N/A 3136BHGN3 2051-05-25 0 N/A 25000000.00 1242123.46 Agency Collateralized Mortgage Obligation FHLMC_5202L N/A 3137H62N4 2049-06-25 2.5 N/A 350000.00 245867.61 Agency Collateralized Mortgage Obligation FNMA_14-90 N/A 3136AMCR8 2045-01-25 0.7554 N/A 188839821.00 4452510.83 Agency Collateralized Mortgage Obligation FNMA_13-72 N/A 3136AFBZ6 2043-07-25 0.7554 N/A 40697000.00 856752.85 Agency Collateralized Mortgage Obligation FHLMC_5105 N/A 3137H0B56 2037-02-25 3 N/A 41666666.00 2209087.80 Agency Collateralized Mortgage Obligation GNMA_20-129 N/A 38382JYJ9 2050-09-20 2.5 N/A 4350000.00 358348.92 Agency Collateralized Mortgage Obligation FNMA_17-12D N/A 3136AVUB3 2047-03-25 0.7054 N/A 76362933.00 1642608.93 Agency Collateralized Mortgage Obligation GNMA_24-147A N/A 38384WW68 2054-09-20 0 N/A 100000000.00 5492300.00 Agency Collateralized Mortgage Obligation FNMA_20-12B N/A 3136B8H51 2050-03-25 0.6554 N/A 110398000.00 6109909.01 Agency Collateralized Mortgage Obligation GNMA_21-86L N/A 38382QPD6 2051-05-20 4.5 N/A 12569647.00 792480.13 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4821 N/A 3137FHHM8 2048-05-15 4 N/A 7000000.00 3676140.19 Agency Collateralized Mortgage Obligation FNMA_19-57E N/A 3136B6QK2 2049-10-25 0.6554 N/A 55888578.00 1542435.04 Agency Collateralized Mortgage Obligation GNMA_24-147B N/A 38384WW84 2054-09-20 5 N/A 7800217.00 7982404.93 Agency Collateralized Mortgage Obligation FNMA_12-114 N/A 3136A9LP1 2042-10-25 0.6554 N/A 21000000.00 376312.55 Agency Collateralized Mortgage Obligation FNMA_11-63 N/A 31397UTU3 2041-07-25 1.1554 N/A 330000000.00 1154715.42 Agency Collateralized Mortgage Obligation GNMA_21-98 N/A 38382TG81 2051-06-20 3 N/A 3915939.00 284717.11 Agency Collateralized Mortgage Obligation GNMA_22-160A N/A 38383YQY1 2051-11-20 4 N/A 555000.00 430160.39 Agency Collateralized Mortgage Obligation FHLMC_4481B N/A 3137BJSF1 2045-06-15 3 N/A 800000.00 901767.35 Agency Collateralized Mortgage Obligation GNMA_15-96C N/A 38379MCJ1 2045-07-20 3.5 N/A 77028571.00 556886.18 Agency Collateralized Mortgage Obligation FHLMC_4945A N/A 3137FQLN1 2050-01-15 0.54345 N/A 91750028.00 2905509.93 Agency Collateralized Mortgage Obligation FHLMC_4057 N/A 3137ARJP2 2042-06-15 1.09345 N/A 88571428.00 948334.60 Agency Collateralized Mortgage Obligation GNMA_17-38A N/A 38376MVF1 2047-03-20 4 N/A 1056000.00 1273400.10 Agency Collateralized Mortgage Obligation GNMA_19-86F N/A 38381WC71 2049-03-20 2.5 N/A 1475000.00 221439.78 Agency Collateralized Mortgage Obligation FHLMC_4077 N/A 3137ASB37 2042-07-15 0.64345 N/A 110603899.00 709557.38 Agency Collateralized Mortgage Obligation FHLMC_5159Q N/A 3137H3US9 2048-12-25 2.5 N/A 7896372.00 5669692.36 Agency Collateralized Mortgage Obligation GNMA_16-8A N/A 38379TMH9 2046-01-20 1.07466 N/A 17510080.00 642171.37 Agency Collateralized Mortgage Obligation GNMA_21-97 N/A 38382VER6 2051-06-20 3 N/A 2704600.00 1693948.39 Agency Collateralized Mortgage Obligation FNMA_22-3C N/A 3136BLFL9 2052-02-25 2 N/A 1723000.00 1144789.30 Agency Collateralized Mortgage Obligation GNMA_13-38 N/A 38378JKM3 2040-12-16 4.5 N/A 30913676.00 218346.08 Agency Collateralized Mortgage Obligation GNMA_18-70A N/A 38380WA66 2048-05-20 0 N/A 60000000.00 509943.26 Agency Collateralized Mortgage Obligation FHLMC_4103D N/A 3137AUBD0 2042-07-15 3.5 N/A 700000.00 858216.78 Agency Collateralized Mortgage Obligation FHLMC_4297A N/A 3137B7ME6 2034-01-15 3 N/A 600000.00 513311.92 Agency Collateralized Mortgage Obligation FREDDIE MAC REMICS FHR_4901 N/A 3137FMKD3 2049-07-25 0.7054 N/A 45949463.00 1655059.88 Agency Collateralized Mortgage Obligation FHLMC_4616A N/A 3137BS3L5 2046-09-15 0.54345 N/A 51499650.00 1502964.43 Agency Collateralized Mortgage Obligation FHLMC_5132 N/A 3137H1RR9 2051-08-25 3 N/A 21525173.00 2303848.54 Agency Collateralized Mortgage Obligation FNMA_12-123 N/A 3136A9YQ5 2032-11-25 3.5 N/A 50000000.00 389006.68 Agency Collateralized Mortgage Obligation GNMA_19-78B N/A 38381WSR0 2049-06-20 1.02466 N/A 19160664.00 672160.23 Agency Collateralized Mortgage Obligation FHLMC_5142H N/A 3137H2CD4 2051-09-25 3.5 N/A 30539367.00 3346378.38 Agency Collateralized Mortgage Obligation FNMA_16-33D N/A 3136AR6F0 2046-06-25 0.6054 N/A 49314751.00 2414038.34 Agency Collateralized Mortgage Obligation GNMA_22-205A N/A 38383HAE9 2052-12-20 0.82459 N/A 12000000.00 335315.20 Agency Collateralized Mortgage Obligation FNMA_13-18 N/A 3136ACYT2 2043-03-25 0.7054 N/A 42736404.00 819679.08 Agency Collateralized Mortgage Obligation FNMA_10-100 N/A 31398NKD5 2040-09-25 1.1854 N/A 122239306.00 703415.08 Agency Collateralized Mortgage Obligation GNMA_18-64A N/A 38380WYJ2 2048-05-20 1.12466 N/A 28398898.00 886964.18 Agency Collateralized Mortgage Obligation GNMA_17-179F N/A 38380ULB7 2047-12-20 1.12466 N/A 23428571.00 894810.55 Agency Collateralized Mortgage Obligation FNMA_12-110 N/A 3136A9HT8 2042-10-25 3 N/A 3858000.00 342777.27 Agency Collateralized Mortgage Obligation FHLMC_4882B N/A 3137FLVY7 2049-05-15 0.59345 N/A 9396431.00 314876.64 Agency Collateralized Mortgage Obligation GNMA_18-122J N/A 38380YU45 2048-08-20 1.02466 N/A 24689850.00 1217992.05 Agency Collateralized Mortgage Obligation FNMA_11-123 N/A 3136A2QE6 2041-10-25 1.1554 N/A 71827400.00 113493.82 Agency Collateralized Mortgage Obligation FHLMC_5050E N/A 3137F7RY3 2050-10-25 3 N/A 5368180.00 546620.15 Agency Collateralized Mortgage Obligation GNMA_21-96K N/A 38382UG62 2051-06-20 3.5 N/A 6595000.00 4330750.98 Agency Collateralized Mortgage Obligation FHLMC_4738E N/A 3137FC5M2 2047-12-15 0.74345 N/A 45000000.00 1352970.41 Agency Collateralized Mortgage Obligation FNMA_15-16C N/A 3136ANAH0 2045-04-25 4.5 N/A 50000000.00 1154246.15 Agency Collateralized Mortgage Obligation FHLMC_3942 N/A 3137AFV25 2041-10-15 1.06345 N/A 40600000.00 342038.28 Agency Collateralized Mortgage Obligation GNMA_20-7F N/A 38382DBP3 2050-01-20 3.5 N/A 8442765.00 217468.26 Agency Collateralized Mortgage Obligation FHLMC_4666D N/A 3137BWN42 2047-03-15 3 N/A 1900000.00 1438460.01 Agency Collateralized Mortgage Obligation FHLMC_4999N N/A 3137FV4P4 2044-03-25 0.5554 N/A 43898226.00 1553525.64 Agency Collateralized Mortgage Obligation GNMA_20-47R N/A 38382EDK0 2050-04-20 4 N/A 11556689.00 540961.72 Agency Collateralized Mortgage Obligation FNMA_17-111C N/A 3136B0KV7 2048-01-25 0.8554 N/A 55174514.00 1515137.89 Agency Collateralized Mortgage Obligation FNMA_18-9D N/A 3136B0P26 2048-02-25 0.8054 N/A 47510177.00 1548282.98 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-134 N/A 31398SND1 2040-12-25 4.5 N/A 33120000.00 1891531.81 Agency Collateralized Mortgage Obligation GNMA_23-152B N/A 38384DUU9 2053-10-20 0.26459 N/A 50396561.00 3666601.48 Agency Collateralized Mortgage Obligation FHLMC_5094C N/A 3137FYPN0 2041-04-25 3 N/A 37666666.00 2338200.63 Agency Collateralized Mortgage Obligation GNMA_21-135F N/A 38382XAQ8 2051-08-20 0 N/A 32416186.00 401278.71 Agency Collateralized Mortgage Obligation GNMA_21-206A N/A 38383DWN4 2051-11-20 3.5 N/A 9825019.00 1063077.07 Agency Collateralized Mortgage Obligation FNMA_19-81C N/A 3136B8EC9 2050-01-25 0.6054 N/A 33705506.00 1015475.10 Agency Collateralized Mortgage Obligation FHLMC_5076D N/A 3137F9M57 2051-02-25 3 N/A 19310978.00 2191472.60 Agency Collateralized Mortgage Obligation FHLMC_5142L N/A 3137H2EQ3 2051-09-25 0.56988 N/A 17311159.00 1671503.46 Agency Collateralized Mortgage Obligation FHLMC_41-20 N/A 3137AVGW1 2042-10-15 0.69345 N/A 44708220.00 673552.33 Agency Collateralized Mortgage Obligation FNMA_13-130 N/A 3136AHB41 2044-01-25 0.6554 N/A 51882666.00 715184.25 Agency Collateralized Mortgage Obligation FNMA_23-1A N/A 3136BPVJ7 2052-06-25 4.5 N/A 4230000.00 4153394.70 Agency Collateralized Mortgage Obligation FHLMC_41-50 N/A 3137AYAQ4 2043-01-15 0.69345 N/A 73493365.00 1370900.75 Agency Collateralized Mortgage Obligation GNMA_21-107 N/A 38382UEZ0 2051-06-20 3 N/A 3100000.00 374850.56 Agency Collateralized Mortgage Obligation FNMA_19-59H N/A 3136B6NN9 2049-10-25 0.6554 N/A 36516371.00 1327637.99 Agency Collateralized Mortgage Obligation FNMA_19-67J N/A 3136B65N9 2044-04-25 0.482266 N/A 108516201.00 436313.46 Agency Collateralized Mortgage Obligation FHLMC_4956B N/A 3137FRKM2 2040-03-25 3.5 N/A 29399211.00 961770.48 Agency Collateralized Mortgage Obligation FHLMC_40-30 N/A 3137APKN9 2042-04-15 0.99345 N/A 62000000.00 347630.68 Agency Collateralized Mortgage Obligation FHLMC_4958A N/A 3137FRPP0 2050-03-25 3.5 N/A 24192432.00 966563.80 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JC88 2065-05-16 4 N/A 1165197.00 985350.26 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-122 N/A 38380YR80 2048-09-20 3.5 N/A 5600000.00 6157224.92 Agency Collateralized Mortgage Obligation FHLMC_4319A N/A 3137B8MJ3 2044-03-15 3 N/A 16133753.00 19473893.58 Agency Collateralized Mortgage Obligation FHLMC_4281 N/A 3137B6N23 2043-12-15 0.54345 N/A 14600000.00 127145.77 Agency Collateralized Mortgage Obligation GNMA_24-107 N/A 38384PH45 2054-06-20 6.5 N/A 7624517.00 691737.78 Agency Collateralized Mortgage Obligation GNMA_16-136 N/A 38380BTD7 2046-08-20 0.97466 N/A 74114624.00 879097.52 Agency Collateralized Mortgage Obligation FNMA_15-35A N/A 3136ANL88 2045-06-25 0.2054 N/A 160000000.00 1963844.02 Agency Collateralized Mortgage Obligation FHLMC_4938D N/A 3137FQFY4 2049-12-25 0.6054 N/A 46553866.00 2456951.65 Agency Collateralized Mortgage Obligation GNMA_24-145 N/A 38381LVB5 2066-02-16 5 N/A 3531686.00 3519560.94 Agency Collateralized Mortgage Obligation FNMA_24-9E N/A 3136BRHJ9 2054-03-25 0.56988 N/A 6000000.00 316372.31 Agency Collateralized Mortgage Obligation FHLMC_5005B N/A 3137FVCJ9 2040-08-25 4 N/A 35713338.00 1456586.31 Agency Collateralized Mortgage Obligation FHLMC_5413E N/A 3137HCPE6 2051-08-25 1 N/A 8562215.00 5529663.06 Agency Collateralized Mortgage Obligation FHLMC-5119 N/A 3137H0SA7 2041-06-25 3 N/A 25777000.00 1402200.18 Agency Collateralized Mortgage Obligation GNMA_16-153D N/A 38380BP58 2046-11-20 3.5 N/A 8370000.00 325332.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-151 N/A 38382BBF9 2049-12-20 3.5 N/A 8400000.00 458427.28 Agency Collateralized Mortgage Obligation GNMA_20-122Q N/A 38382HQZ6 2050-08-20 2.5 N/A 10000000.00 597346.57 Agency Collateralized Mortgage Obligation FNMA_24-9F N/A 3136BRHY6 2054-03-25 1.71988 N/A 3000000.00 227918.60 Agency Collateralized Mortgage Obligation GNMA_14-19 N/A 38379AGE4 2044-02-16 0.88901 N/A 38181818.00 414275.40 Agency Collateralized Mortgage Obligation FNMA_15-18C N/A 3136AM3K3 2045-04-25 3 N/A 8316322.00 9709836.36 Agency Collateralized Mortgage Obligation FHLMC_5042F N/A 3137F6AG2 2050-11-25 3.5 N/A 27747726.00 2378146.10 Agency Collateralized Mortgage Obligation FHLMC_4048F N/A 3137AQTV0 2042-05-15 1.09345 N/A 35333333.00 441142.26 Agency Collateralized Mortgage Obligation GNMA_24-31 N/A 38381J7R2 2065-03-16 0.5 N/A 3000000.00 75925.29 Agency Collateralized Mortgage Obligation FHLMC_4906C N/A 3137FNV80 2049-08-25 2 N/A 2500000.00 838727.38 Agency Collateralized Mortgage Obligation GNMA_24-147B N/A 38384WX26 2054-09-20 5 N/A 712845.00 728874.59 Agency Collateralized Mortgage Obligation FNMA_21-88E N/A 3136BKRP9 2050-03-25 2.5 N/A 935000.00 660301.62 Agency Collateralized Mortgage Obligation FNMA_18-14A N/A 3136B1FN9 2048-03-25 6 N/A 14080263.00 735646.98 Agency Collateralized Mortgage Obligation FNMA_12-80 N/A 3136A7TZ5 2042-08-25 5.8946 N/A 150000.00 17770.27 Agency Collateralized Mortgage Obligation FHLMC_4617 N/A 3137BRXR1 2046-05-15 3.5 N/A 33920285.00 398933.53 Agency Collateralized Mortgage Obligation GNMA_20-146E N/A 38382KVY6 2050-10-20 1.22466 N/A 10000000.00 948465.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-125 N/A 38380Y5T8 2048-09-20 3.5 N/A 11906000.00 12974566.74 Agency Collateralized Mortgage Obligation FNMA_19-71D N/A 3136B6B69 2049-11-25 0.6554 N/A 33282680.00 1481930.26 Agency Collateralized Mortgage Obligation FNMA_19-28B N/A 3136B4VC9 2049-06-25 0.6554 N/A 25240919.00 869634.19 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_00-32 N/A 31358SNY3 2030-10-18 5.90585 N/A 200000.00 128.99 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-30 N/A 3136B1K60 2048-05-25 4 N/A 4640000.00 5324533.96 Agency Collateralized Mortgage Obligation FHLMC_4473 N/A 3137BJAS2 2045-05-15 0.14345 N/A 36726000.00 518223.86 Agency Collateralized Mortgage Obligation FHLMC_5459B N/A 3137HFZ73 2048-07-25 5 N/A 47880471.00 6758844.53 Agency Collateralized Mortgage Obligation FHLMC_4461 N/A 3137BHL70 2045-04-15 0.74345 N/A 51428571.00 1422487.46 Agency Collateralized Mortgage Obligation FHLMC_4274D N/A 3137B5UM3 2043-09-15 0.69345 N/A 49962285.00 516658.80 Agency Collateralized Mortgage Obligation GNMA_21-96E N/A 38382UUS8 2051-06-20 1.22466 N/A 19218007.00 956461.03 Agency Collateralized Mortgage Obligation FHLMC_4999H N/A 3137FV3U4 2049-12-25 0.6554 N/A 10565204.00 619911.38 Agency Collateralized Mortgage Obligation GNMA_19-23M N/A 38381RVN6 2049-02-20 0.97466 N/A 68614000.00 940204.80 Agency Collateralized Mortgage Obligation FNMA_21-41C N/A 3136BHR76 2051-07-25 3.5 N/A 25361907.00 2619147.07 Agency Collateralized Mortgage Obligation FHLMC_4704 N/A 3137F1HT8 2047-07-15 3.5 N/A 6800000.00 775870.77 Agency Collateralized Mortgage Obligation GNMA_19-128P N/A 38382AGC3 2043-07-16 0.78901 N/A 39134126.00 1640783.99 Agency Collateralized Mortgage Obligation FHLMC_5386G N/A 3137HBYC2 2049-06-15 0.59345 N/A 23750082.00 2748316.41 Agency Collateralized Mortgage Obligation GNMA_18-126B N/A 38380YM69 2048-09-20 0.07466 N/A 50000000.00 1047570.47 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-103 N/A 3136A8C57 2042-09-25 5.7946 N/A 226474.00 26320.87 Agency Collateralized Mortgage Obligation FHR_4924 N/A 3137FPEA9 2049-10-25 0.6554 N/A 45076729.00 1661369.96 Agency Collateralized Mortgage Obligation GNMA_15-170A N/A 38379FXC8 2045-11-20 0.62466 N/A 25515746.00 726908.21 Agency Collateralized Mortgage Obligation GNMA_17-189B N/A 38380UHP1 2047-12-20 1.12466 N/A 28034081.00 1322648.19 Agency Collateralized Mortgage Obligation FNMA_15-88A N/A 3136AQZR4 2043-04-25 3 N/A 123221000.00 5603440.06 Agency Collateralized Mortgage Obligation GNMA_18-13B N/A 38380UUY7 2048-01-20 1.17466 N/A 63902853.00 1536293.33 Agency Collateralized Mortgage Obligation FNMA_13-132B N/A 3136AHY38 2044-01-25 3 N/A 3561400.00 4521325.32 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_4596 N/A 3137BQPF8 2046-06-15 3 N/A 3175000.00 3621168.71 Agency Collateralized Mortgage Obligation FHLMC_4793C N/A 3137FEZD5 2048-06-15 0.74345 N/A 56250000.00 752139.17 Agency Collateralized Mortgage Obligation FHLMC_3338 N/A 31397HSA7 2037-06-15 6 N/A 10453818.00 670145.45 Agency Collateralized Mortgage Obligation FNMA_12-3 N/A 3136A3T76 2042-02-25 0.5554 N/A 84000000.00 666787.00 Agency Collateralized Mortgage Obligation FNMA_15-29 N/A 3136ANUF2 2045-05-25 0.2554 N/A 61902119.00 1205531.75 Agency Collateralized Mortgage Obligation GNMA_15-162 N/A 38379FTL3 2045-11-20 1.67466 N/A 29059825.00 929191.64 Agency Collateralized Mortgage Obligation FNMA_19-69C N/A 3136B7C66 2049-12-25 0.6054 N/A 20217000.00 834162.65 Agency Collateralized Mortgage Obligation GNMA_22-68J N/A 38383PG96 2052-04-20 3.5 N/A 800000.00 700608.36 Agency Collateralized Mortgage Obligation FHLMC_4979 N/A 3137FTXU6 2050-06-25 0.6554 N/A 14447000.00 632077.15 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSO N/A 38379YHH4 2046-06-20 3 N/A 3330000.00 2131331.93 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_12-70 N/A 3136A7FD9 2042-07-25 0.6054 N/A 5900000.00 120940.58 Agency Collateralized Mortgage Obligation FHLMC_4706A N/A 3137FAP51 2047-08-15 4 N/A 24905135.00 1069455.61 Agency Collateralized Mortgage Obligation FHLMC_4120G N/A 3137AVGN1 2042-10-15 0.74345 N/A 17786009.00 399167.85 Agency Collateralized Mortgage Obligation GNMA_17-155A N/A 38380HF72 2047-10-16 6 N/A 16765698.00 653088.01 Agency Collateralized Mortgage Obligation FHSTR_30-4 N/A 31325UPC4 2042-02-15 3.5 N/A 47477457.00 605658.46 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-110 N/A 38381YXT6 2049-09-20 1.02466 N/A 34167000.00 1195209.78 Agency Collateralized Mortgage Obligation FHLMC_5416C N/A 3137HD6D7 2054-06-25 5.5 N/A 1069699.00 1115611.20 Agency Collateralized Mortgage Obligation FHLMC_4573A N/A 3137BP6Q7 2045-03-15 3 N/A 69147957.00 6529380.34 Agency Collateralized Mortgage Obligation FHLMC_4994H N/A 3137FUFL3 2050-04-25 4 N/A 13897710.00 966930.93 Agency Collateralized Mortgage Obligation GNMA_19-98E N/A 38381YED2 2049-08-20 5.52534 N/A 100000.00 25660.83 Agency Collateralized Mortgage Obligation FHLMC_5150 N/A 3137H32U5 2051-10-25 2 N/A 560000.00 328477.83 Agency Collateralized Mortgage Obligation FHLMC_5103E N/A 3137H0BF4 2051-05-25 4 N/A 18000000.00 2397609.58 Agency Collateralized Mortgage Obligation FNMA_17-39A N/A 3136AWGZ4 2047-05-25 0.7554 N/A 37969077.00 967493.13 Agency Collateralized Mortgage Obligation FNMA_24-9C N/A 3136BRHP5 2054-03-25 1.06988 N/A 6000000.00 377764.51 Agency Collateralized Mortgage Obligation FNMA_16-77A N/A 3136ATT46 2046-10-25 0.6054 N/A 23365799.00 856575.42 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5196 N/A 3137H5WD5 2052-02-25 3 N/A 176330824.00 21479860.73 Agency Collateralized Mortgage Obligation FHLMC_5138A N/A 3137H2JM7 2050-03-25 3.5 N/A 18863683.00 1661104.78 Agency Collateralized Mortgage Obligation FNMA_13-67 N/A 3136AFFY5 2043-05-25 3.5 N/A 9100000.00 10141641.81 Agency Collateralized Mortgage Obligation FNMA_17-94D N/A 3136AYXT5 2047-11-25 0.7954 N/A 46035907.00 1119042.55 Agency Collateralized Mortgage Obligation GNMA_15-111 N/A 38379MNM2 2045-08-20 1.12466 N/A 22237939.00 330684.54 Agency Collateralized Mortgage Obligation GNMA_19-36B N/A 38381RP52 2049-03-20 0.97466 N/A 43490980.00 1089684.17 Agency Collateralized Mortgage Obligation GNMA_21-78F N/A 38382QH29 2051-05-20 4 N/A 3992973.00 369647.65 Agency Collateralized Mortgage Obligation FNMA_14-74 N/A 3136ALXU0 2044-11-25 0.7054 N/A 100000000.00 1087698.00 Agency Collateralized Mortgage Obligation GNMA_24-14B N/A 38384HY51 2054-01-20 5.19865 N/A 1133333.00 116394.79 Agency Collateralized Mortgage Obligation GNMA_22-159G N/A 38383YLW0 2052-09-20 0 N/A 15500000.00 583980.19 Agency Collateralized Mortgage Obligation FNMA_19-43B N/A 3136B5ZL2 2049-08-25 0.6554 N/A 69947268.00 1783931.77 Agency Collateralized Mortgage Obligation FNMA_17-32B N/A 3136AWLE5 2047-05-25 0.7554 N/A 114000000.00 2661338.89 Agency Collateralized Mortgage Obligation FHLMC_5055E N/A 3137F7GL3 2050-12-25 1.5 N/A 1528748.00 647376.42 Agency Collateralized Mortgage Obligation GNMA_18-154Q N/A 38381AXN1 2048-11-20 1.12466 N/A 52186722.00 1790747.19 Agency Collateralized Mortgage Obligation GNMA_23-134E N/A 38384ELE3 2053-08-20 6.34541 N/A 225000.00 161068.48 Agency Collateralized Mortgage Obligation GNMA_16-141B N/A 38380CAC7 2046-10-20 2.5 N/A 390000.00 272252.33 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASS N/A 38380BEV3 2046-10-20 3 N/A 1471000.00 1552823.08 Agency Collateralized Mortgage Obligation GNMA_23-167D N/A 38384FAT9 2053-11-20 0.15459 N/A 30000000.00 627223.46 Agency Collateralized Mortgage Obligation FNMA_19-60 N/A 3136B6UQ4 2049-10-25 0.6554 N/A 12591070.00 583478.20 Agency Collateralized Mortgage Obligation GNMA_20-21A N/A 38382DJV2 2050-02-20 0.97466 N/A 6953000.00 372994.03 Agency Collateralized Mortgage Obligation GNMA_16-79 N/A 38379XPB0 2046-06-20 3.5 N/A 60441196.00 536696.34 Agency Collateralized Mortgage Obligation GNMA_19-29R N/A 38381TNB7 2049-03-20 0.97466 N/A 79855394.00 1059144.59 Agency Collateralized Mortgage Obligation FHLMC_4820C N/A 3137FHHV8 2048-03-15 0.74345 N/A 25941382.00 488516.90 Agency Collateralized Mortgage Obligation FHLMC_5416B N/A 3137HD6M7 2054-06-25 0.51988 N/A 50000000.00 2111310.25 Agency Collateralized Mortgage Obligation FHLMC_2995 N/A 31395VMY2 2035-06-15 1.29345 N/A 71188000.00 194077.45 Agency Collateralized Mortgage Obligation FHLMC_4508 N/A 3137BLDG0 2045-09-15 0.64345 N/A 185693955.00 2918906.10 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_15-83 N/A 3136AQKE9 2045-11-25 3.5 N/A 7869000.00 9788892.20 Agency Collateralized Mortgage Obligation GNMA_19-119F N/A 38381YD92 2049-09-16 0.83901 N/A 6702116.00 556237.25 Agency Collateralized Mortgage Obligation GNMA_18-104A N/A 38380X4U8 2048-08-20 1.12466 N/A 13710983.00 504985.71 Agency Collateralized Mortgage Obligation FHLMC_5170 N/A 3137H4FG0 2050-07-25 2 N/A 1030000.00 636115.92 Agency Collateralized Mortgage Obligation FNMA_19-8A N/A 3136B3V64 2049-03-25 0.6554 N/A 47557683.00 1774920.11 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_18-75 N/A 3136B3CZ1 2048-10-25 4 N/A 7700000.00 4408317.46 Agency Collateralized Mortgage Obligation FNMA_15-81D N/A 3136AQPK0 2035-10-25 3 N/A 2400000.00 2867335.71 Agency Collateralized Mortgage Obligation FNMA_17-67C N/A 3136AXK46 2047-09-25 4 N/A 915275.00 1109516.53 Agency Collateralized Mortgage Obligation FNMA_24-9E N/A 3136BRHG5 2054-03-25 1.06988 N/A 6000000.00 377764.51 Agency Collateralized Mortgage Obligation GNMA_19-43G N/A 38381TR49 2049-02-20 4.5 N/A 18153405.00 68688.12 Agency Collateralized Mortgage Obligation FHLMC_44-19 N/A 3137BFTY7 2044-12-15 0.69345 N/A 41275994.00 711088.65 Agency Collateralized Mortgage Obligation GNMA_19-128A N/A 38382AGG4 2049-10-20 3.5 N/A 50000.00 20970.74 Agency Collateralized Mortgage Obligation GNMA_21-175G N/A 38383CQ60 2051-10-20 3 N/A 3125000.00 404761.03 Agency Collateralized Mortgage Obligation FHLMC_4954A N/A 3137FR3C3 2050-02-25 0.6554 N/A 136016008.00 5686472.63 Agency Collateralized Mortgage Obligation FHLMC_4142 N/A 3137AX4Z3 2032-12-15 3 N/A 68758661.00 718900.59 Agency Collateralized Mortgage Obligation FHLMC_4136 N/A 3137AWH65 2042-11-15 0 N/A 1661735.00 183317.98 Agency Collateralized Mortgage Obligation FHLMC_5027H N/A 3137FX5A2 2050-10-25 3.5 N/A 30243535.00 2781828.82 Agency Collateralized Mortgage Obligation Y Standard & Poor's A-1 Moody's NR Fitch F1 2024-10-01 2024-11-04 2024-11-04 Y BARCLAYS CAPITAL INC 1.0000 35 N Fitch A+ Moody's NR Standard & Poor's A+ N N 0.0498 799000000.00 799000000.00 0.0047 N N N Y Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.84499880 3130B1XE2 2549001DPIFGXC1TOL40 US3130B1XE27 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-10-01 2025-01-13 2025-01-13 N N N 0.0507 1243541943.26 1243541943.26 0.0073 N N N N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385AF3 2549001DPIFGXC1TOL40 US313385AF39 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's Agency Standard & Poor's A-1+ 2025-01-06 2025-01-06 2025-01-06 N N N 0.0448 9881175.00 9881175.00 0.0001 N N N N U.S. Treasury Notes U.S. Treasury Notes 4.76170560 91282CGY1 254900HROIFWPRGM1V77 US91282CGY12 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2024-10-01 2025-04-30 2025-04-30 N N N 0.0486 5368247679.58 5368247679.58 0.0314 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.84499880 3130B1PH4 2549001DPIFGXC1TOL40 US3130B1PH40 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-10-01 2024-11-07 2024-11-07 N N N 0.0502 214001206.96 214001206.96 0.0013 N N N N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.87000000 N/A X574KRZ6V5A7UBU45C31 BYD976JR2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N UNITED STATES TREASURY N/A 912810TL2 2052-11-15 4 N/A 50000000.00 49604077.88 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch 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Ltd. Nomura Securities Co. Ltd. 4.87000000 N/A OXTKY6Q8X53C9ILVV871 BYD97CEB9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 2 NOTE B 25 N/A 912828J27 2025-02-15 2 N/A 248900.00 247150.98 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 208142000.00 208078100.41 U.S. Treasuries (including strips) 3 1/4 NOTE M 29 N/A 91282CEV9 2029-06-30 3.25 N/A 2868800.00 2857981.76 U.S. Treasuries (including strips) 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 N/A 9990000.00 9713891.38 U.S. Treasuries (including strips) 2 5/8 NOTE G 26 N/A 9128286A3 2026-01-31 2.625 N/A 9269900.00 9177787.07 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 3903800.00 4162157.15 U.S. Treasuries (including strips) 4 5/8 BOND 44 N/A 912810UB2 2044-05-15 4.625 N/A 4561000.00 4934348.64 U.S. Treasuries (including strips) 2 1/4 NOTE F 25 N/A 912828M56 2025-11-15 2.25 N/A 16062700.00 15918641.68 U.S. Treasuries 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116966000.00 122790088.04 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 9438600.00 8759011.47 U.S. Treasuries (including strips) 4 5/8 NOTE AS 26 N/A 91282CHY0 2026-09-15 4.625 N/A 37050500.00 37808828.74 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 55502400.00 55340304.19 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 N/A 2924100.00 2002486.55 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 4000200.00 3137122.85 U.S. Treasuries (including strips) 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 118866000.00 122709068.41 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 1800.00 1382.10 U.S. Treasuries (including strips) 4 NOTE AA 28 N/A 91282CHK0 2028-06-30 4 N/A 242286000.00 248548366.24 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 77138000.00 60348046.50 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 228646000.00 245317646.95 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 4.774706409 N/A 173527000.00 174804712.79 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 663400.00 681170.27 U.S. Treasuries (including strips) 0 3/8 NOTE Y 25 N/A 912828ZL7 2025-04-30 0.375 N/A 50000.00 48964.76 U.S. Treasuries (including strips) 4 1/8 NOTE N 31 N/A 91282CLD1 2031-07-31 4.125 N/A 40241000.00 41678675.56 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 100000000.00 98293212.50 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 N/A 91282CBT7 2026-03-31 0.75 N/A 74600000.00 71387873.20 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 255029600.00 215077172.92 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 54073600.00 53957990.64 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 147500000.00 143609355.62 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 94148000.00 90258393.06 U.S. Treasuries (including strips) 3 1/2 NOTE U 28 N/A 91282CGH8 2028-01-31 3.5 N/A 155545000.00 156215496.94 U.S. Treasuries (including strips) 3 3/4 NOTE L 30 N/A 91282CHF1 2030-05-31 3.75 N/A 119215000.00 121600134.50 U.S. Treasuries (including strips) TRFR BK 10/31/24 N/A 91282CFS5 2024-10-31 4.732706409 N/A 99228900.00 100082965.72 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 2600.00 2381.07 U.S. Treasuries (including strips) 1 3/8 NOTE U 25 N/A 912828Z52 2025-01-31 1.375 N/A 13700.00 13587.18 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 N/A 234768100.00 234500464.37 U.S. Treasuries (including strips) 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 N/A 252000000.00 268844940.00 U.S. Treasuries (including strips) BILL 03/20/25 N/A 912797KJ5 2025-03-20 0 N/A 792000.00 776028.53 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch NR 2024-10-01 2024-10-01 2024-10-01 N N N 0.0493 2950000000.00 2950000000.00 0.0173 N Y Y N Deutsche Bank AG Deutsche Bank AG 4.90000000 N/A 7LTWFZYICNSX8D621K86 BYD97CE52 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 3142GSVP0 2054-09-01 5.5 N/A 7672770.00 7849608.60 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CKA8 2027-02-15 4.125 N/A 127293400.00 129637412.49 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHZ7 2030-09-30 4.625 N/A 102517500.00 108284109.38 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHJ3 2030-06-30 3.75 N/A 70866600.00 72198112.55 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WR34 2051-11-20 3 N/A 276450502.00 194053378.69 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0R20 2053-10-01 5 N/A 115000000.00 110084225.82 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CCE9 2028-05-31 1.25 N/A 130018100.00 120483179.34 U.S. Treasuries (including strips) FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DS4B5 2054-04-01 6.5 N/A 170692698.00 172237028.23 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CGZ8 2030-04-30 3.5 N/A 3173100.00 3210617.56 U.S. Treasuries (including strips) GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36209XBN9 2028-09-15 6.5 N/A 5020763.00 5270.50 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJN2 2028-11-30 4.375 N/A 100000000.00 104774333.30 U.S. Treasuries (including strips) Y Moody's P-1 Fitch 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33300000.00 1996230.38 Agency Collateralized Mortgage Obligation GNMA_23-175 N/A 38381JD46 2065-05-16 1.29041 N/A 37994480.00 3567813.46 Agency Collateralized Mortgage Obligation GNMA_20-11B N/A 38382B6A6 2050-01-20 1.02466 N/A 117536636.00 4201794.49 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K154 N/A 3137H9UG2 2056-02-25 5.277163 N/A 25767627.00 8383704.82 Agency Collateralized Mortgage Obligation GNMA_20-122L N/A 38382HRV4 2050-08-20 3 N/A 27698155.00 2128574.31 Agency Collateralized Mortgage Obligation GNMA_21-160S N/A 38383AWD2 2051-09-20 1.22466 N/A 26227344.00 3526676.70 Agency Collateralized Mortgage Obligation FRESB_20-SB81 N/A 30317QAA5 2040-10-25 3.06417 N/A 32249902.00 24312239.77 Agency Collateralized Mortgage Obligation FHLMC_5400C N/A 3137HC3Q3 2054-04-25 0.61988 N/A 73405076.00 3541728.67 Agency Collateralized Mortgage Obligation GNMA_22-6E N/A 38383GJW2 2052-01-20 0 N/A 54600000.00 1392026.47 Agency Collateralized Mortgage 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N/A 483883935.00 184570.84 Agency Collateralized Mortgage Obligation FHLMC_5178H N/A 3137H53S4 2052-01-25 3 N/A 24780470.00 3442813.78 Agency Collateralized Mortgage Obligation FHLMC_5398C N/A 3137HCE65 2054-04-25 1.26988 N/A 100000000.00 4575800.47 Agency Collateralized Mortgage Obligation FHR_5040 N/A 3137F6MR5 2050-11-25 2 N/A 42000000.00 4570750.73 Agency Collateralized Mortgage Obligation FHMS_K071 N/A 3137FCLG7 2028-02-25 0 N/A 75137000.00 4429066.77 Agency Collateralized Mortgage Obligation FHMS_KG04 N/A 3137F84U4 2030-11-25 2.7139 N/A 4652256.00 585217.51 Agency Collateralized Mortgage Obligation GNMA_21-5 N/A 38380RSG6 2061-01-16 1.11226 N/A 43800000.00 2879461.98 Agency Mortgage-Backed Securities FHLMC_5364B N/A 3137HBBW3 2053-12-25 1.71988 N/A 50000000.00 2625042.57 Agency Collateralized Mortgage Obligation FHLMC_42-48 N/A 3137B4UN4 2041-05-15 0 N/A 15000000.00 2013580.55 Agency Collateralized Mortgage Obligation GNMA_22-34B N/A 38383MBY3 2051-03-20 3.5 N/A 16923459.00 2293617.68 Agency Collateralized Mortgage Obligation GNMA_16-115E N/A 38379YQ68 2046-08-20 1.02466 N/A 77339507.00 3456212.53 Agency Collateralized Mortgage Obligation GNMA_20-189 N/A 38382MFR5 2050-12-20 3 N/A 25055374.00 2735398.51 Agency Collateralized Mortgage Obligation FRESB_19-SB65 N/A 30298LAF8 2039-06-25 1.06385 N/A 10944000.00 175374.52 Agency Collateralized Mortgage Obligation GNMA_19-20 N/A 38381YJG0 2049-08-20 1.02466 N/A 67457884.00 2110607.37 Agency Collateralized Mortgage Obligation GNMA_21-146 N/A 38382WYP6 2045-12-20 4 N/A 10083352.00 1083866.31 Agency Collateralized Mortgage Obligation FREMF_20-K1518 N/A 30318AAA9 2035-10-25 0.1 N/A 767927000.00 5296568.31 Agency Collateralized Mortgage Obligation FHLMC_5123 N/A 3137H15U6 2051-07-25 3.5 N/A 32253882.00 3434146.36 Agency Collateralized Mortgage Obligation GNMA_23-152L N/A 38384DWJ2 2051-04-20 1.50459 N/A 27543477.00 4666589.01 Agency Collateralized Mortgage Obligation FRESB_22-SB94 N/A 30324QAL2 2041-11-25 0.66584 N/A 133557760.00 1248772.75 Agency Collateralized Mortgage Obligation FRESB_16-SB23 N/A 30295LAK0 2036-10-25 5.3479 N/A 34175491.00 7477632.91 Agency Collateralized Mortgage Obligation FHLMC_5150K N/A 3137H3EH1 2051-10-15 4.5 N/A 17578724.00 2016236.28 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS- N/A 302613AE4 2036-11-25 13.27476 N/A 23273489.00 11068386.35 Agency Collateralized Mortgage Obligation GNMA_21-97C N/A 38382VGA1 2049-12-20 3 N/A 25587625.00 2342403.01 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAQ3 2033-11-25 0.1 N/A 703865000.00 3827250.96 Agency Collateralized Mortgage Obligation GNMA_20-166A N/A 38382LPZ8 2050-11-20 0 N/A 75000000.00 1148335.23 Agency Collateralized Mortgage Obligation GNMA_22-120F N/A 38383TB77 2052-07-20 0.70459 N/A 40000000.00 3003484.90 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX74 2046-05-20 4 N/A 23484380.00 3753209.25 Agency Collateralized Mortgage Obligation GNMA_20-55C N/A 38382EPG6 2050-03-20 4.5 N/A 60644299.00 4256470.74 Agency Collateralized Mortgage Obligation GNMA_23-164H N/A 38384D3G0 2053-11-20 0.05459 N/A 85000000.00 2747423.79 Agency Collateralized Mortgage Obligation GNMA_21-139L N/A 38382XKM6 2051-08-20 3 N/A 18522432.00 2536538.40 Agency Collateralized Mortgage Obligation FHMS_K057 N/A 3137BRQM0 2044-08-25 2.134975 N/A 61024401.00 2085255.93 Agency Collateralized Mortgage Obligation GNMA_24-65J N/A 38384NKX2 2051-04-20 1.75459 N/A 12475179.00 2260100.21 Agency Collateralized Mortgage Obligation GNMA_20-146F N/A 38382KWN9 2050-10-20 2.5 N/A 27282148.00 2707990.67 Agency Collateralized Mortgage Obligation GNMA_20-122D N/A 38382HNJ5 2050-08-20 3 N/A 78768405.00 3463211.67 Agency Collateralized Mortgage Obligation GNMA_21-154K N/A 38383AHH0 2051-09-20 3 N/A 44710131.00 4250478.40 Agency Collateralized Mortgage Obligation FHLMC_5037 N/A 3137FXMB1 2050-03-25 3.5 N/A 55816380.00 3987551.43 Agency Collateralized Mortgage Obligation GNMA_23-70L N/A 38384AFS7 2053-05-20 0.01377 N/A 4166667.00 3223860.50 Agency Collateralized Mortgage Obligation FREMF_K-082 N/A 3137FJKH1 2028-10-25 2.287756 N/A 13923482.00 1145581.14 Agency Collateralized Mortgage Obligation GNMA_20-173C N/A 38382LNZ0 2050-11-20 2.5 N/A 44954644.00 4560390.27 Agency Collateralized Mortgage Obligation GNMA_21-46A N/A 38382P3E0 2051-03-20 0 N/A 30000000.00 374872.53 Agency Collateralized Mortgage Obligation FHLKC_05 N/A 3137FPJQ9 2027-06-25 1.361868 N/A 34741836.00 756831.20 Agency Collateralized Mortgage Obligation FREMF_22_K747 N/A 35562DAQ0 2028-12-25 0.1 N/A 212159495.00 741191.08 Agency Collateralized Mortgage Obligation GNMA_21-58C N/A 38382RBB3 2051-04-20 1.22466 N/A 34456356.00 2864368.48 Agency Collateralized Mortgage Obligation GNMA_20-148J N/A 38382KZW6 2050-10-20 1.22466 N/A 21538000.00 2219368.49 Agency Collateralized Mortgage Obligation FHLMC_5004B N/A 3137FVBK7 2050-08-25 0.7554 N/A 25000000.00 2149275.29 Agency Collateralized Mortgage Obligation FHMS_KS07 N/A 3137BS6G3 2025-09-25 0.724243 N/A 8175773.00 47405.37 Agency Collateralized Mortgage Obligation FHMS_K063 N/A 3137BVZB5 2027-02-25 0 N/A 25736894.00 1215528.87 Agency Collateralized Mortgage Obligation GNMA_12-84 N/A 38375GHE4 2042-07-16 2.5 N/A 18402207.00 3732757.08 Agency Collateralized Mortgage Obligation FHLMC_5416A N/A 3137HD6K1 2054-06-25 1.76988 N/A 80601636.00 5357872.92 Agency Collateralized Mortgage Obligation GNMA_15-162A N/A 38379FRN1 2045-11-20 1.12466 N/A 54871344.00 2045793.87 Agency Collateralized Mortgage Obligation GNMA_21-147 N/A 38381DF96 2061-06-16 0.9855 N/A 53425000.00 3672419.14 Agency Collateralized Mortgage Obligation FHMS_K162 N/A 3137HBPA6 2056-02-25 6.092726 N/A 17380976.00 7148170.21 Agency Collateralized Mortgage Obligation GNMA_24-61P N/A 38384MGB7 2053-10-20 0 N/A 71381618.00 1755769.67 Agency Collateralized Mortgage Obligation FREMF_16-SB20 N/A 30289VAA8 2036-07-25 13.27476 N/A 29308711.00 13949152.29 Agency Collateralized Mortgage Obligation GNMA_20-164Q N/A 38382LEZ0 2050-11-20 2.5 N/A 48120146.00 3154369.75 Agency Collateralized Mortgage Obligation GNMA_23-188A N/A 38384HRA8 2053-12-20 1.70459 N/A 50000000.00 1821565.98 Agency Collateralized Mortgage Obligation FHMS_K740 N/A 3137F72E4 2047-11-25 2.563 N/A 12091660.00 789786.59 Agency Collateralized Mortgage Obligation FHSTR_404 N/A 3142G5UT3 2053-04-25 4.997688 N/A 401343.00 64429.54 Agency Collateralized Mortgage Obligation GNMA_20-129G N/A 38382JYC4 2050-09-20 2.5 N/A 54105631.00 4660280.41 Agency Collateralized Mortgage Obligation GNMA_23-173J N/A 38384GHA1 2053-11-20 0.15459 N/A 100000000.00 3252103.13 Agency Collateralized Mortgage Obligation GNMA_22-215F N/A 38383LSK7 2047-08-20 1.02466 N/A 16980859.00 1884856.73 Agency Collateralized Mortgage Obligation FHMS_K727 N/A 3137FARH3 2044-10-25 3.50977 N/A 21600565.00 21011.82 Agency Mortgage-Backed Securities GNMA_20-74B N/A 38382E4X2 2050-05-20 3.5 N/A 29290500.00 2552437.85 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_17-KW02 N/A 3137BWFY5 2027-01-25 2.914627 N/A 10784595.00 653211.00 Agency Collateralized Mortgage Obligation FREMF_18-K158 N/A 30308PAS9 2033-11-25 0.1 N/A 78207261.00 533182.38 Agency Collateralized Mortgage Obligation GNMA_21-46L N/A 38382P4R0 2051-03-20 1.22466 N/A 35803935.00 2172575.45 Agency Collateralized Mortgage Obligation FHLMC_5159Z N/A 3137H3T44 2050-11-25 3.5 N/A 20169517.00 2659697.61 Agency Collateralized Mortgage Obligation FHMS_K084 N/A 3137FJZC6 2028-11-25 2.311174 N/A 30930260.00 2544471.00 Agency Collateralized Mortgage Obligation GNMA_21-27G N/A 38382NFX0 2051-02-20 3 N/A 40010996.00 2466149.12 Agency Collateralized Mortgage Obligation FRESB_16-SB14 N/A 30288KAE5 2036-03-25 13.27476 N/A 30978622.00 9342713.07 Agency Collateralized Mortgage Obligation GNMA_20-142K N/A 38382JQR0 2050-09-20 3.5 N/A 24566517.00 1987635.64 Agency Collateralized Mortgage Obligation FHLMC_5181A N/A 3137H4U32 2046-12-15 3 N/A 22368673.00 2662424.15 Agency Collateralized Mortgage Obligation GNMA_23-57F N/A 38383XKW3 2053-04-20 0.82459 N/A 58536982.00 4496605.30 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-146 N/A 38382KVX8 2050-10-20 2.5 N/A 15643609.00 1342141.98 Agency Collateralized Mortgage Obligation GNMA_20-134S N/A 38382JME3 2050-09-20 3 N/A 32166905.00 3354164.09 Agency Collateralized Mortgage Obligation GNMA_24-60C N/A 38384NHY4 2054-04-20 0 N/A 30000000.00 1540176.74 Agency Collateralized Mortgage Obligation FREMF_K-164 N/A 3137HDUY4 2062-05-25 5.861457 N/A 27950000.00 11599270.38 Agency Collateralized Mortgage Obligation FRESB_22-S100 N/A 30327XAL4 2032-05-25 7.5 N/A 45395652.00 41102593.82 Agency Collateralized Mortgage Obligation GNMA_23-105 N/A 38381JMD6 2065-07-16 0.97777 N/A 33296039.00 2521898.74 Agency Collateralized Mortgage Obligation FREMF_22-K144 N/A 30327WAN2 2032-04-25 0.1 N/A 1045045000.00 5943612.03 Agency Collateralized Mortgage Obligation GNMA_23-70M N/A 38384AEV1 2048-10-20 0.52466 N/A 20573726.00 1987111.99 Agency Collateralized Mortgage Obligation FREMF_K-142 N/A 3137H73S0 2032-03-25 3.203131 N/A 18504000.00 3364513.85 Agency Collateralized Mortgage Obligation GNMA_24-60B N/A 38384NHT5 2054-04-20 0 N/A 150000000.00 4779510.97 Agency Collateralized Mortgage Obligation GNMA_20-84K N/A 38382FU44 2050-06-20 1.07466 N/A 39216666.00 2273269.88 Agency Collateralized Mortgage Obligation FREMF_20-K121 N/A 30318JAA0 2053-11-25 0.1 N/A 1146002000.00 5212544.70 Agency Collateralized Mortgage Obligation GNMA_21-83A N/A 38382QQK9 2051-05-20 0 N/A 191853621.00 3617010.30 Agency Collateralized Mortgage Obligation GNMA_10-31 N/A 38376XF24 2040-03-20 0.67466 N/A 473125000.00 1922938.78 Agency Collateralized Mortgage Obligation GNMA_22-81F N/A 38383RWU7 2047-03-20 1.02466 N/A 50920532.00 5347491.36 Agency Collateralized Mortgage Obligation FNMA_13-51 N/A 3136AECS4 2043-04-25 0 N/A 24400000.00 4925262.47 Agency Collateralized Mortgage Obligation GNMA_20-176B N/A 38382LJQ5 2050-11-20 2 N/A 73340000.00 5600271.65 Agency Collateralized Mortgage Obligation GNMA_16-146F N/A 38380AT72 2046-10-20 1.02466 N/A 50000000.00 2416314.93 Agency Collateralized Mortgage Obligation GNMA_24-21E N/A 38384JCC6 2054-02-20 0 N/A 50000000.00 1345212.56 Agency Collateralized Mortgage Obligation FHLMC_5191B N/A 3137H5N52 2052-02-25 3 N/A 61709582.00 5599880.79 Agency Collateralized Mortgage Obligation FREMF_21-K132 N/A 30322WAE7 2031-12-25 0 N/A 26991666.00 18740772.56 Agency Collateralized Mortgage Obligation GNMA_24-24D N/A 38384JV84 2054-02-20 0.60459 N/A 50000000.00 2565398.66 Agency Collateralized Mortgage Obligation FHMS_K754 N/A 3137HBCB8 2055-12-25 5.550266 N/A 8555000.00 2256441.55 Agency Collateralized Mortgage Obligation GNMA_19-59A N/A 38381VG20 2048-02-20 1.02466 N/A 96097941.00 3534187.70 Agency Collateralized Mortgage Obligation GNMA_23-84Q N/A 38384AM67 2053-06-20 0 N/A 4166667.00 3078912.04 Agency Collateralized Mortgage Obligation FHMS_KG03 N/A 3137FVEF5 2033-07-25 3.069147 N/A 21909170.00 2915811.86 Agency Collateralized Mortgage Obligation FRESB_19-SB63 N/A 30298BAK9 2039-04-25 0.83785 N/A 17964000.00 349987.71 Agency Collateralized Mortgage Obligation GNMA_21-17 N/A 38380RNX4 2061-01-16 1.05119 N/A 71213976.00 4958533.40 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-69 N/A 38373MM31 2049-03-16 4.5 N/A 3310000.00 1428611.13 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K133 N/A 3137H4BS8 2049-09-25 2.888196 N/A 9816207.00 1538490.22 Agency Collateralized Mortgage Obligation GNMA_24-51K N/A 38384KUR0 2051-01-20 2.5 N/A 35397733.00 4714020.39 Agency Collateralized Mortgage Obligation FRESB _20-SB76 N/A 30315EAF3 2030-05-25 3.18135 N/A 42587285.00 34558386.86 Agency Collateralized Mortgage Obligation FHLMC_5196C N/A 3137H5WJ2 2052-02-25 3.5 N/A 23202878.00 3799076.53 Agency Collateralized Mortgage Obligation FHLMC_4096 N/A 3137ATB76 2042-08-15 0 N/A 4224830.00 1856278.73 Agency Collateralized Mortgage Obligation FHLMC_5146H N/A 3137H2FG4 2049-02-25 4 N/A 5849928.00 717540.26 Agency Collateralized Mortgage Obligation GNMA_22-10K N/A 38383GBR1 2052-01-20 0 N/A 200000000.00 322549.32 Agency Collateralized Mortgage Obligation FRESB_21-SB84 N/A 30320WAA7 2041-01-25 7.5 N/A 40261842.00 28655116.88 Agency Collateralized Mortgage Obligation GNMA_22-161F N/A 38383YTJ1 2052-09-20 0.63459 N/A 30000000.00 1884244.19 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 N/A 3137H5XX0 2032-01-25 3.082642 N/A 5775000.00 993584.36 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K130 N/A 3137H1YY6 2048-08-25 3.203187 N/A 3123590.00 532279.56 Agency Collateralized Mortgage Obligation FHMS_KW10 N/A 3137FQ3J0 2029-10-25 2.816162 N/A 7359088.00 810364.92 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4995A N/A 3137FUW83 2050-06-25 4.5 N/A 53714422.00 3847715.35 Agency Collateralized Mortgage Obligation GNMA_24-23L N/A 38384J4A9 2050-10-20 3 N/A 27300757.00 3441154.87 Agency Collateralized Mortgage Obligation GNMA_22-172F N/A 38383YT77 2052-10-20 1.86918 N/A 3726693.00 3300820.15 Agency Collateralized Mortgage Obligation GNMA_21-226C N/A 38383FAE3 2051-12-20 0 N/A 111124000.00 1102144.88 Agency Collateralized Mortgage Obligation FREMF_18-K80 N/A 30307RAC1 2050-08-25 0.1 N/A 132838590.00 412936.06 Agency Collateralized Mortgage Obligation FNR_22-52 N/A 3136BNZK5 2045-12-25 4 N/A 37889063.00 4914438.12 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BUX94 2045-01-25 2.147966 N/A 3357000.00 149651.50 Agency Collateralized Mortgage Obligation FHMS_K163 N/A 3137HCXN7 2034-03-25 5.880066 N/A 21582195.00 8564089.50 Agency Collateralized Mortgage Obligation GNMA_23-189E N/A 38384GMN7 2053-12-20 0.65459 N/A 42880594.00 3144814.19 Agency Collateralized Mortgage Obligation GNMA_20-84K N/A 38382FT95 2050-06-20 1.07466 N/A 37458332.00 2880227.09 Agency Collateralized Mortgage Obligation GNMA_23-114E N/A 38384EAS4 2053-08-20 0.65459 N/A 150000000.00 2951822.83 Agency Collateralized Mortgage Obligation GNMA_21-98G N/A 38382TQ80 2051-06-20 3 N/A 41950213.00 3472905.46 Agency Collateralized Mortgage Obligation GNMA_23-1 N/A 38383VAM0 2047-11-20 4 N/A 30811165.00 3863434.88 Agency Collateralized Mortgage Obligation GNMA_21-223C N/A 38383FHQ9 2051-12-20 3 N/A 32876786.00 4591647.12 Agency Collateralized Mortgage Obligation FHLMC_5156C N/A 3137H2V92 2050-02-25 3 N/A 38941887.00 5109447.17 Agency Collateralized Mortgage Obligation GNMA_22-24A N/A 38383FW58 2052-02-20 0 N/A 250000000.00 2187764.67 Agency Collateralized Mortgage Obligation FREMF_20-K112 N/A 30317JAN3 2053-07-25 0 N/A 96344399.00 52520607.60 Agency Collateralized Mortgage Obligation FREMF_21-K132 N/A 30322WAA5 2031-08-25 0.1 N/A 939216000.00 5003107.80 Agency Collateralized Mortgage Obligation GNMA_23-53K N/A 38383XYW8 2048-09-20 1.12466 N/A 22003174.00 2717433.45 Agency Collateralized Mortgage Obligation GNMA_20-112 N/A 38382HLM0 2050-08-20 1.22466 N/A 53398000.00 4879261.18 Agency Collateralized Mortgage Obligation GNMA_21-69F N/A 38382RVJ4 2051-04-20 1.59966 N/A 29969276.00 1865700.65 Agency Collateralized Mortgage Obligation FREMF_K-161 N/A 3137HB3A0 2033-11-25 5.662359 N/A 20738000.00 7650524.95 Agency Collateralized Mortgage Obligation FRESB MULTIFAMILY MORTGAGE PASS-THROUGH FRESB_20-SB78 N/A 30316KAE1 2040-06-25 1.74027 N/A 61500000.00 1888685.97 Agency Collateralized Mortgage Obligation FREMF_18-KW06 N/A 3137FGZK4 2031-06-25 3.299877 N/A 13076482.00 1343336.98 Agency Collateralized Mortgage Obligation GNMA_21-97G N/A 38382VET2 2051-06-20 0 N/A 293394414.00 2082559.35 Agency Collateralized Mortgage Obligation GNMA_21-57C N/A 38382QAM2 2051-03-20 1.22466 N/A 81131426.00 4434385.42 Agency Collateralized Mortgage Obligation GNMA_20-162C N/A 38382KNC3 2050-10-20 2.5 N/A 39138895.00 2421241.35 Agency Collateralized Mortgage Obligation FNMA_20-95A N/A 3136BDNB0 2047-12-25 4 N/A 40026590.00 4351297.81 Agency Collateralized Mortgage Obligation FREMF_18-KW04 N/A 30296MAJ0 2028-09-25 0.1 N/A 301231035.00 594714.53 Agency Collateralized Mortgage Obligation GNMA_22-136 N/A 38383UQL7 2050-10-20 3 N/A 39920014.00 5259225.23 Agency Collateralized Mortgage Obligation FHMS-K144 N/A 3137H7MC4 2032-05-25 3.324486 N/A 21396000.00 4136489.92 Agency Collateralized Mortgage Obligation FREMF_KW07 N/A 3137FJYK9 2031-10-25 3.167578 N/A 13417851.00 1441622.76 Agency Collateralized Mortgage Obligation FHLMC_5124B N/A 3137H1GP5 2051-07-25 3 N/A 50883763.00 5269849.49 Agency Collateralized Mortgage Obligation GNMA_20-96A N/A 38382GK35 2050-07-20 1.07466 N/A 62646394.00 3483867.61 Agency Collateralized Mortgage Obligation GNMA_20-184 N/A 38380RKU3 2060-11-16 0.91251 N/A 45596000.00 2778567.75 Agency Collateralized Mortgage Obligation FHMS_K053 N/A 3137BN6J8 2044-03-25 1.698512 N/A 7000673.00 152651.39 Agency Collateralized Mortgage Obligation GNMA_24-130A N/A 38384VKX4 2054-08-20 1.30459 N/A 59747227.00 4334804.60 Agency Collateralized Mortgage Obligation FHLMC_5432 N/A 3137HDNA4 2054-07-25 1.79988 N/A 51679498.00 4441509.02 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-78A N/A 38382TBX1 2051-05-20 3 N/A 40803000.00 3508909.36 Agency Collateralized Mortgage Obligation GNMA_19-108A N/A 38381XXG6 2049-08-20 0.97466 N/A 41424000.00 1505734.71 Agency Collateralized Mortgage Obligation GNMA_21-46L N/A 38382P4S8 2051-03-20 1.22466 N/A 36599141.00 2147445.09 Agency Collateralized Mortgage Obligation GNMA_16-57A N/A 38379WRN4 2046-04-20 0.97466 N/A 42805266.00 1455389.08 Agency Collateralized Mortgage Obligation GNMA_23-185C N/A 38384GTW0 2051-01-20 2.5 N/A 35549830.00 4356164.95 Agency Collateralized Mortgage Obligation GNMA_19-119A N/A 38381YYQ1 2049-09-20 0.97466 N/A 74202080.00 3859700.67 Agency 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Collateralized Mortgage Obligation GNMA_23-192F N/A 38384GD72 2053-12-20 7 N/A 10665013.00 1515547.34 Agency Collateralized Mortgage Obligation FHSTR_406 N/A 3142G5WZ7 2053-10-25 0.76988 N/A 75000000.00 3610663.22 Agency Collateralized Mortgage Obligation FHSTR_404 N/A 3142G5US5 2038-04-25 4.520572 N/A 702965.00 68038.32 Agency Collateralized Mortgage Obligation FHSTR_413 N/A 3142G9J76 2054-05-25 0.51988 N/A 135500000.00 4992745.07 Agency Collateralized Mortgage Obligation FHMS_KF70 N/A 3137FQ2Q5 2029-09-25 5.98564 N/A 19225000.00 5076086.57 Agency Collateralized Mortgage Obligation GNMA_20-78A N/A 38382FU69 2050-06-20 4.5 N/A 66278947.00 4865944.85 Agency Collateralized Mortgage Obligation GNMA_20-185L N/A 38382LS85 2050-07-20 3.5 N/A 37247719.00 3142495.77 Agency Collateralized Mortgage Obligation GNMA_23-137B N/A 38384EVF9 2051-06-20 0.90459 N/A 33162715.00 4665361.61 Agency Collateralized Mortgage Obligation GNMA_24-65F N/A 38384NKQ7 2051-06-20 1.75459 N/A 26962927.00 4875398.00 Agency Collateralized Mortgage Obligation FNMA_24-26F N/A 3136BRWN3 2054-05-25 1.16988 N/A 109913370.00 5260811.46 Agency Collateralized Mortgage Obligation FHMS_K086 N/A 3137FKSL1 2046-11-25 2.377111 N/A 31623689.00 2698477.68 Agency Collateralized Mortgage Obligation GNMA_23-123F N/A 38384CSP5 2049-07-20 0.97466 N/A 33283888.00 4294185.59 Agency Collateralized Mortgage Obligation FNMA_19-45B N/A 3136B5PP4 2049-08-25 0.6554 N/A 104126044.00 4996349.77 Agency Collateralized Mortgage Obligation FNMA_21-68C N/A 3136BJFC4 2051-10-25 0 N/A 141714000.00 1714421.39 Agency Collateralized Mortgage Obligation GNMA_24-65G N/A 38384NKS3 2050-09-20 1.75459 N/A 12935418.00 2327345.58 Agency Collateralized Mortgage Obligation GNMA_24-23C N/A 38384J2G8 2054-02-20 1.20459 N/A 100000000.00 4036378.01 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-134 N/A 38382JFH4 2050-09-20 2.5 N/A 27715031.00 1822003.88 Agency Collateralized Mortgage Obligation FNMA_24-9D N/A 3136BRGY7 2049-10-25 3.5 N/A 40807750.00 5426331.35 Agency Collateralized Mortgage Obligation GNMA_20-36 N/A 38382DT41 2050-03-20 0.97466 N/A 58333333.00 3436212.19 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K129 N/A 3137H13S3 2031-05-25 3.27102 N/A 10999504.00 1888834.69 Agency Collateralized Mortgage Obligation GNMA_21-146E N/A 38382WZH3 2051-08-20 4.5 N/A 8082783.00 829505.86 Agency Collateralized Mortgage Obligation GNMA_21-140K N/A 38382XVB8 2051-08-20 1.22466 N/A 25000000.00 2958925.25 Agency Collateralized Mortgage Obligation FNMA_20-84E N/A 3136BC2V1 2050-12-25 3 N/A 24405333.00 2846784.32 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-104 N/A 38380X4H7 2044-07-20 0.52466 N/A 56774729.00 1450958.82 Agency Collateralized Mortgage Obligation FNR_24-15 N/A 3136BRMF1 2054-04-25 0.41988 N/A 60000000.00 3446757.13 Agency Collateralized Mortgage Obligation FREMF_22-K144 N/A 30327WAQ5 2032-05-25 0.1 N/A 260266034.00 1548467.34 Agency Collateralized Mortgage Obligation FHLK_12 N/A 3137F72S3 2030-10-25 2.835185 N/A 2357000.00 320702.61 Agency Collateralized Mortgage Obligation FNMA_24-46A N/A 3136BSJU0 2054-07-25 0.46988 N/A 73500000.00 3381285.63 Agency Collateralized Mortgage Obligation GNMA_21-97D N/A 38382VCD9 2051-06-20 1.22466 N/A 31827550.00 3615165.58 Agency Collateralized Mortgage Obligation GNMA_22-218G N/A 38383L7F1 2050-07-20 3 N/A 23550497.00 3108468.17 Agency Collateralized Mortgage Obligation FREMF_21-K135 N/A 30325HAQ0 2054-10-25 0.1 N/A 253227997.00 1424548.27 Agency Collateralized Mortgage Obligation FREMF_K-756 N/A 3137HDVD9 2062-07-25 5.80533 N/A 8442400.00 2540786.85 Agency Collateralized Mortgage Obligation GNMA_24-117A N/A 38384Q2H0 2054-07-20 1.09626 N/A 120000000.00 4584655.26 Agency Collateralized Mortgage Obligation GNMA_22-76B N/A 38383RQK6 2052-04-20 4 N/A 2000000.00 1653915.12 Agency Collateralized Mortgage Obligation FHLMC_5392C N/A 3137HBWS9 2051-05-25 3.5 N/A 26716189.00 4839781.24 Agency Collateralized Mortgage Obligation GNMA_21-97 N/A 38382VGL7 2050-07-20 3 N/A 53247092.00 4801288.88 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K123 N/A 3137F8ZY2 2049-02-25 2.718242 N/A 655000.00 87228.77 Agency Collateralized Mortgage Obligation GNMA_22-22D N/A 38383MSA7 2052-02-20 0 N/A 50000000.00 253134.39 Agency Collateralized Mortgage Obligation GNMA_20-142A N/A 38382JPQ3 2050-09-20 1.22466 N/A 45343618.00 3975975.49 Agency Collateralized Mortgage Obligation GNMA_22-189B N/A 38383LDN7 2052-09-20 1.80918 N/A 2387140.00 1955165.81 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX82 2052-03-20 4 N/A 36632300.00 5540331.54 Agency Collateralized Mortgage Obligation FHLMC_5358A N/A 3137HAWE2 2053-11-25 1.06988 N/A 63461538.00 4073284.40 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K076 N/A 3137FEZX1 2046-06-25 2.331103 N/A 64578830.00 4625512.49 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PAS N/A 3137BSPA5 2044-09-25 2.070643 N/A 5174721.00 187283.60 Agency Collateralized Mortgage Obligation FHLMC_5367 N/A 3137HB7F5 2053-12-25 1.18988 N/A 62302519.00 3202205.63 Agency Collateralized Mortgage Obligation GNMA_23-185B N/A 38384GTV2 2053-12-20 0.35459 N/A 100000000.00 2352502.95 Agency Collateralized Mortgage Obligation GNMA_23-188B N/A 38384HRE0 2053-12-20 1.70459 N/A 30000000.00 1474166.32 Agency Collateralized Mortgage Obligation GNMA_20-32F N/A 38382DRV3 2050-03-20 1.02466 N/A 66840187.00 2853429.88 Agency Collateralized Mortgage Obligation FNMA_16-75 N/A 3136AT2D5 2046-10-25 0.7054 N/A 186086160.00 3618108.75 Agency Collateralized Mortgage Obligation GNMA_21-76C N/A 38382RNV6 2050-08-20 3 N/A 46408000.00 3727155.68 Agency Collateralized Mortgage Obligation GNMA_23-23A N/A 38383V7X0 2053-02-20 0.35459 N/A 100000000.00 4926594.96 Agency Collateralized Mortgage Obligation FNMA_24-26B N/A 3136BRVK0 2054-05-25 0.46988 N/A 65000000.00 3873587.57 Agency Collateralized Mortgage Obligation GNMA_16-77G N/A 38379YLB2 2046-06-20 1.02466 N/A 66122517.00 2139151.92 Agency Collateralized Mortgage Obligation FHLMC_5393E N/A 3137HBQB3 2051-03-25 4 N/A 22430225.00 3977186.57 Agency Collateralized Mortgage Obligation GNMA_24-117F N/A 38384Q3D8 2054-07-20 0 N/A 100000000.00 2096944.46 Agency Collateralized Mortgage Obligation GNMA_23-58A N/A 38383XTC8 2053-04-20 0.21459 N/A 100000000.00 4558971.35 Agency Collateralized Mortgage Obligation FHLMC_KW03 N/A 3137FAQG6 2030-08-25 3.159933 N/A 14853933.00 1121093.20 Agency Collateralized Mortgage Obligation FHMS_K117 N/A 3137FX3U0 2048-10-25 2.96835 N/A 33917073.00 4781465.16 Agency Collateralized Mortgage Obligation FR_20-SB72 N/A 30296SAA6 2040-02-25 7.5 N/A 38060467.00 23293004.72 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K077 N/A 3137FG7A7 2028-05-25 2.30491 N/A 25391556.00 1822015.10 Agency Collateralized Mortgage Obligation GNMA_24-117G N/A 38384Q4N5 2047-05-20 4 N/A 6943298.00 1152706.16 Agency Collateralized Mortgage Obligation GNMA_17-38A N/A 38376MVF1 2047-03-20 4 N/A 1884000.00 2271861.54 Agency Collateralized Mortgage Obligation FREMF_21-K135 N/A 30325HAN7 2054-10-25 0.1 N/A 1011328000.00 5355512.27 Agency Collateralized Mortgage Obligation FREMF_18-K732 N/A 30307NAW6 2025-09-25 0 N/A 81182764.00 69596359.92 Agency Collateralized Mortgage Obligation GNMA_21-94 N/A 38381DHV5 2063-02-16 0.83237 N/A 103600000.00 5468261.33 Agency Collateralized Mortgage Obligation GNMA_21-159D N/A 38382XH57 2051-09-20 2.5 N/A 34505500.00 2720686.13 Agency Collateralized Mortgage Obligation GNMA_23-1A N/A 38383VAH1 2053-01-20 1.80459 N/A 55620961.00 3767901.92 Agency Collateralized Mortgage Obligation FREMF_20-K112 N/A 30317JAS2 2053-07-25 0.1 N/A 234436399.00 1114406.55 Agency Collateralized Mortgage Obligation GNMA_20-30G N/A 38382DZM4 2050-03-20 0.97466 N/A 41545861.00 2025359.10 Agency Collateralized Mortgage Obligation Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-10-01 2024-10-07 2024-10-07 Y BARCLAYS BANK PLC 1.0000 7 N Standard & Poor's A+ Fitch A+ Moody's A1 N N 0.0491 1450000000.00 1450000000.00 0.0085 N N Y N U.S. Treasury Notes U.S. Treasury Notes 1.12500000 912828ZC7 254900HROIFWPRGM1V77 US912828ZC78 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2025-02-28 2025-02-28 2025-02-28 N N N 0.0442 86527763.44 86527763.44 0.0005 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.84499880 3130B25V3 2549001DPIFGXC1TOL40 US3130B25V34 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-10-01 2025-02-27 2025-02-27 N N N 0.0499 372288711.86 372288711.86 0.0022 N N N N TD Securities USA LLC TD Securities USA LLC 4.88000000 N/A SUVUFHICNZMP2WKHG940 BYD97CEK9 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CJA0 2028-09-30 4.625 N/A 42120700.00 43861211.57 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CFJ5 2029-08-31 3.125 N/A 50492200.00 49706025.29 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CEB3 2029-02-28 1.875 N/A 1382700.00 1292785.60 U.S. Treasuries (including strips) Y Moody's NR Standard & Poor's A-1+ Fitch NR 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 93000000.00 93000000.00 0.0005 N Y Y N Citigroup Global Markets, Inc. Citigroup Global Markets, Inc. 4.91000000 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_22-128E N/A 38383UAJ9 2052-07-20 2.34863 N/A 9133322.00 8439919.06 Agency Collateralized Mortgage Obligation GNMA_23-32G N/A 38383VRG5 2053-02-20 0.35459 N/A 150000000.00 8786284.13 Agency Collateralized Mortgage Obligation GNMA_24-135A N/A 38381LRV6 2065-10-16 0.73967 N/A 133665665.00 9139599.57 Agency Collateralized Mortgage Obligation GNMA_21-204 N/A 38381ECX4 2064-01-16 0.87859 N/A 175032440.00 11911117.50 Agency Collateralized Mortgage Obligation GNMA_21-57H N/A 38382QFJ4 2051-03-20 3 N/A 133333333.00 10423710.43 Agency Collateralized Mortgage Obligation GNMA_23-130L N/A 38384ERH0 2053-09-20 1.08459 N/A 100000000.00 7538484.42 Agency Collateralized Mortgage Obligation GNMA_23-151K N/A 38384DME4 2053-10-20 11.58213 N/A 9705967.00 14405962.51 Agency Collateralized Mortgage Obligation GNMA_21-27R N/A 38382NLA3 2051-02-20 3.5 N/A 72836094.00 9156988.06 Agency Collateralized Mortgage Obligation GNMA_24-131G N/A 38384U6S3 2054-08-20 7 N/A 58229187.00 9073120.62 Agency Collateralized Mortgage Obligation GNMA_24-64G N/A 38384MLQ8 2064-04-20 0 N/A 85408734.00 58205242.87 Agency Collateralized Mortgage Obligation GNMA_20-121 N/A 38380PW83 2060-08-16 0.89307 N/A 150000000.00 7590381.11 Agency Collateralized Mortgage Obligation GNMA_21-28 N/A 38380RXW5 2062-10-16 1.03948 N/A 115000000.00 6647272.61 Agency Collateralized Mortgage Obligation GNMA_21-30B N/A 38382NXX0 2051-02-20 2.5 N/A 71092492.00 7751279.34 Agency Collateralized Mortgage Obligation GNMA_24-45H N/A 38384KGU9 2054-03-20 6 N/A 70916666.00 11923208.83 Agency Collateralized Mortgage Obligation GNMA_16-71 N/A 38379UUY0 2057-11-16 0.93785 N/A 680351814.00 8448183.73 Agency Collateralized Mortgage Obligation GNMA_23-56D N/A 38383XM84 2052-07-20 0 N/A 25608935.00 16799510.90 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KG22 2074-08-20 0.83226 N/A 135500000.00 8594442.42 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-012 IO N/A BRYD8NTH8 2065-02-16 0 N/A 130450000.00 7941779.58 Agency Mortgage-Backed Securities GNMA_21-30B N/A 38382NYA9 2051-02-20 2.5 N/A 91634590.00 8464028.65 Agency Collateralized Mortgage Obligation GNMA_22-157 N/A 38381HRY9 2064-03-16 0.62512 N/A 132503865.00 7097581.49 Agency Collateralized Mortgage Obligation GNMA_22-114D N/A 38383TGK3 2052-06-20 0 N/A 11111111.00 7439120.42 Agency Collateralized Mortgage Obligation GNMA_21-217 N/A 38381EMK1 2063-09-16 0.79493 N/A 153007824.00 7992488.78 Agency Collateralized Mortgage Obligation GNMA_24-84N N/A 38384NVK8 2054-05-20 1.90459 N/A 28644507.00 3787226.59 Agency Collateralized Mortgage Obligation GNMA_24-1B N/A 38384H7D4 2054-01-20 0.00459 N/A 300000000.00 8463943.37 Agency Collateralized Mortgage Obligation GNMA GNRA 2023-02O IA N/A BRYD8NR15 2073-01-20 0 N/A 269339702.00 11061674.63 Agency Mortgage-Backed Securities GNMA_23-172 N/A 38381JA72 2066-02-16 1.38592 N/A 67682651.00 6810088.69 Agency Collateralized Mortgage Obligation GNMA_22-13 N/A 38381EUQ9 2063-01-16 0.82612 N/A 150000000.00 8524969.07 Agency Collateralized Mortgage Obligation GNMA_23-48J N/A 38383WUF1 2053-03-20 0.30459 N/A 150000000.00 6768828.72 Agency Collateralized Mortgage Obligation GNMA_24-84H N/A 38384NVP7 2054-05-20 1.90459 N/A 212489012.00 16184083.82 Agency Collateralized Mortgage Obligation GNMA_21-195 N/A 38381ECK2 2063-08-16 1.20151 N/A 191253193.00 14723667.51 Agency Collateralized Mortgage Obligation GNMA_22-88G N/A 38383R4S3 2052-06-20 0 N/A 18287585.00 11666280.34 Agency Collateralized Mortgage Obligation GNMA_23-183A N/A 38384HAT5 2053-12-20 1.00459 N/A 185000000.00 8687068.62 Agency Collateralized Mortgage Obligation GNMA_22-77 N/A 38381E6L7 2063-09-16 0.50891 N/A 195125821.00 9293735.65 Agency Collateralized Mortgage Obligation GNMA_21-108 N/A 38381DPK0 2061-06-16 0.96717 N/A 114000652.00 7599887.07 Agency Collateralized Mortgage Obligation GNMA_24-109C N/A 38384QM96 2054-07-20 1.10459 N/A 150000000.00 13719679.35 Agency Collateralized Mortgage Obligation GNMA_21-4 N/A 38380RSC5 2062-09-16 1.04826 N/A 130329474.00 6735232.26 Agency Collateralized Mortgage Obligation GNMA_20-59 N/A 38382ELQ8 2050-04-20 5 N/A 94674297.00 6969434.45 Agency Collateralized Mortgage Obligation GNMA_24-24G N/A 38384JX58 2051-11-20 3.5 N/A 41115824.00 6763484.71 Agency Collateralized Mortgage Obligation GNMA_23-112A N/A 38384CT90 2053-08-20 0.60459 N/A 150000000.00 8800696.83 Agency Collateralized Mortgage Obligation GNMA_24-58E N/A 38384NEU5 2054-04-20 0.00459 N/A 179000000.00 7925292.48 Agency Collateralized Mortgage Obligation GNMA_24-58D N/A 38384NEL5 2052-01-20 3 N/A 53252809.00 7613217.09 Agency Collateralized Mortgage Obligation GNMA_22-128H N/A 38383T7V9 2052-07-20 0 N/A 11538462.00 7870142.24 Agency Collateralized Mortgage Obligation GNMA_11-72 N/A 38377WHJ6 2041-05-16 0.12461 N/A 45714286.00 7180526.80 Agency Collateralized Mortgage Obligation GNMA_24-39J N/A 38384KLP4 2054-03-20 0.00459 N/A 110000000.00 6919946.23 Agency Collateralized Mortgage Obligation GNMA_24-84J N/A 38384NUY9 2054-05-20 1.85459 N/A 100000000.00 6861215.08 Agency Collateralized Mortgage Obligation GNMA_20-162D N/A 38382KNK5 2050-10-20 2.5 N/A 74800000.00 6688263.38 Agency Collateralized Mortgage Obligation GNMA_24-47D N/A 38381LAV4 2064-06-16 0.75 N/A 756790581.00 37666037.61 Agency Collateralized Mortgage Obligation GNMA_22-109 N/A 38381HJU6 2064-08-16 0.62134 N/A 235934528.00 12297133.73 Agency Collateralized Mortgage Obligation GNMA_22-83 N/A 38383RA23 2051-11-20 2.5 N/A 69490000.00 7844973.71 Agency Collateralized Mortgage Obligation GNMA_23-171D N/A 38384FDR0 2051-02-20 3 N/A 57432966.00 8473211.06 Agency Collateralized Mortgage Obligation GNMA_22-128J N/A 38383UAQ3 2052-07-20 0.61459 N/A 89090908.00 9261269.88 Agency Collateralized Mortgage Obligation 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HSBC Securities USA, Inc. 4.89000000 N/A CYYGQCGNHMHPSMRL3R97 BRSM2LNW8 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y Y N N FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132E0BK7 2053-09-01 6 N/A 800000.00 758350.31 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DHY1 2049-11-01 3 N/A 695000.00 64483.17 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CTVP1 2054-09-01 6 N/A 3107250.00 3217692.02 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DND0 2040-04-01 2.5 N/A 1250000.00 291293.08 Agency Mortgage-Backed Securities FREDDIE MAC GOLD N/A 3128MJYC8 2046-05-01 3.5 N/A 10600000.00 1242594.58 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 31329KWA8 2037-01-01 3 N/A 2050148.00 430389.62 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWGX5 2053-04-01 4.5 N/A 5000000.00 4582990.90 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QGNZ6 2051-01-01 2 N/A 118553600.00 75061629.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D9FB5 2041-07-01 2 N/A 172874.00 112396.38 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XGT66 2050-11-01 3.5 N/A 7567064.00 5245807.73 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133CSX89 2054-08-01 6.5 N/A 2273108.00 2369551.78 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADER8 2054-05-01 6 N/A 1313256.00 1077228.96 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNSF1 2052-07-01 4.5 N/A 2091640.00 1723150.33 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CORPORATION S6XOOCT0IEG5ABCC6L87 3132DNSZ7 2052-08-01 4.5 N/A 206000.00 184536.17 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QR3K7 2053-05-01 6 N/A 60190912.00 56022725.14 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X8DJ3 2050-10-01 3.5 N/A 416250.00 193575.34 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133AQ3S4 2051-08-01 2.5 N/A 425000.00 293869.56 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138YUHS3 2045-09-01 3.5 N/A 61229056.00 7943110.07 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133A4JB3 2050-04-01 5 N/A 308000.00 100589.22 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DQSA5 2053-07-01 5.5 N/A 34000000.00 32177209.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN 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S6XOOCT0IEG5ABCC6L87 3132DSFG2 2054-02-01 6 N/A 560000.00 553965.56 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132D6AK6 2036-07-01 1.5 N/A 250001.00 155562.97 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QCBC9 2049-11-01 3 N/A 800000.00 343222.13 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402AJU1 2033-05-01 4.5 N/A 2000000.00 61474.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418DV74 2051-01-01 2 N/A 300000.00 181990.61 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Fitch NR Moody's NR 2024-10-01 2024-10-01 2024-10-01 N N N 0.0489 286000000.00 286000000.00 0.0017 N Y Y N Societe Generale SA Societe Generale SA 4.88000000 N/A O2RNE8IBXP4R0TD8PU41 BYD97CF93 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y 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Bank of America Securities, Inc. 4.88000000 N/A NQQ6HPCNCCU6TUTQYE16 BYD97CD46 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N 3 3/4 BOND 41 N/A 912810QS0 2041-08-15 3.75 N/A 15775900.00 15339877.79 U.S. Treasuries (including strips) 3 3/4 BOND 43 N/A 912810RD2 2043-11-15 3.75 N/A 14340900.00 13749043.89 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 27919400.00 20035889.76 U.S. Treasuries (including strips) 2 7/8 BOND 46 N/A 912810RU4 2046-11-15 2.875 N/A 21159200.00 17314218.94 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 21091500.00 19081132.04 U.S. Treasuries (including strips) 3 BOND 49 N/A 912810SF6 2049-02-15 3 N/A 22184000.00 18121710.29 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 18687700.00 19682521.02 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 31193800.00 19714723.35 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 13777500.00 9960956.84 U.S. Treasuries (including strips) Y Fitch F1+ Moody's P-1 Standard & Poor's A-1 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 150000000.00 150000000.00 0.0009 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.87000000 N/A X574KRZ6V5A7UBU45C31 BYD976K82 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 23909570.57 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Moody's P-1 Fitch F1+ 2024-10-01 2024-10-01 2024-10-01 N N N 0.0487 23437500.00 23437500.00 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797MG9 254900HROIFWPRGM1V77 US912797MG92 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2025-08-07 2025-08-07 2025-08-07 N N N 0.0403 14693132.74 14693132.74 0.0001 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797MN4 254900HROIFWPRGM1V77 US912797MN44 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-12-10 2024-12-10 2024-12-10 N N N 0.0453 2068092707.53 2068092707.53 0.0121 N Y Y N Goldman Sachs & Co. 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ASSOCIATION 2 N/A 36179TVC6 2033-04-20 3.5 N/A 555601.00 71005.48 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617W1RN2 2049-09-20 5 N/A 3776180.00 1075056.91 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H53W4 2054-06-20 6 N/A 76407.00 79031.54 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617FXAL3 2057-09-15 4.34 N/A 8500000.00 7948049.03 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617AGMQ1 2047-04-20 4.5 N/A 1006066.00 99858.45 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H54L7 2054-04-20 6.5 N/A 1841144.00 1790150.22 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HHHE3 2054-05-20 6 N/A 41196.00 42443.17 Agency Mortgage-Backed Securities UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834XG8 2051-08-15 0 N/A 3738849.83 1171983.61 U.S. Treasuries (including 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N/A 3143360.00 3182227.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5F1 2052-05-20 4.5 N/A 102355000.00 86240482.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36292DN32 2035-09-15 5 N/A 10000000.00 195283.76 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XFH4 2052-09-20 4.5 N/A 735000.00 640607.85 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H53M6 2054-07-20 6.5 N/A 1525332.00 1582340.93 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617XSCW8 2057-05-15 2.43 N/A 4421536.00 3865553.20 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GQTX9 2054-07-20 6 N/A 385368.00 395279.38 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618FJBD9 2054-06-20 6 N/A 46539.00 48193.18 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL 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13547.61 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179QFA4 2029-05-20 3.5 N/A 468000.00 23382.99 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133B74V7 2052-04-01 3.5 N/A 9680.00 7359.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36196PTQ5 2047-10-20 4.5 N/A 1000.00 161.39 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AA4E1 2047-07-20 3 N/A 8275300.00 3522688.69 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617Q9QT0 2050-09-20 3.5 N/A 38900.00 20265.16 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36178DH20 2042-09-15 3 N/A 1000.00 144.92 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3622A2NM0 2044-06-15 5 N/A 204000.00 36253.01 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WH84 2034-06-20 6.5 N/A 110000.00 54632.51 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622AAGJ7 2047-06-20 3.5 N/A 48300.00 11453.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YYK4 2054-06-20 6.5 N/A 43592600.00 42821075.34 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YPG3 2054-01-20 5.5 N/A 1000.00 989.42 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3133KL7C5 2051-06-01 3 N/A 9970.00 7611.32 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36297GYR5 2032-10-15 4.5 N/A 94700.00 28416.53 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179TMB8 2047-11-20 3.625 N/A 1700.00 181.70 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31418CNE0 2047-08-01 4 N/A 60995.00 7262.37 Agency Mortgage-Backed Securities FEDERAL HOME 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Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 36204DX38 2041-07-15 4 N/A 240000.00 17745.78 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3132DWBU6 2051-06-01 2.5 N/A 13000.00 8426.60 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617JQJC5 2049-09-15 2.5 N/A 440600.00 344243.44 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617BKP62 2048-04-20 4 N/A 2442600.00 632167.64 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179XRR9 2053-01-20 7.5 N/A 155700.00 82820.46 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WFG8 2051-05-20 2.5 N/A 66200.00 39543.19 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AXV66 2053-03-20 5 N/A 108800.00 90447.09 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179SSN8 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10850500.00 7125884.13 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 100.00 98.29 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 1174300.00 967054.84 U.S. Treasuries (including strips) 1 1/8 NOTE AF 26 N/A 91282CDG3 2026-10-31 1.125 N/A 100.00 95.51 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TN8 2053-02-15 3.625 N/A 2775700.00 2537801.00 U.S. Treasuries (including strips) 1 7/8 NOTE H 29 N/A 91282CEB3 2029-02-28 1.875 N/A 5000000.00 4666624.34 U.S. Treasuries (including strips) 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 5529500.00 5131255.73 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 100.00 96.19 U.S. Treasuries (including strips) 3 7/8 NOTE T 29 N/A 91282CGB1 2029-12-31 3.875 N/A 900.00 921.11 U.S. Treasuries (including strips) 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 2925800.00 2804924.23 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 400100.00 389462.64 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 50000000.00 46164535.60 U.S. Treasuries (including strips) 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 1650900.00 1478870.85 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 N/A 91282CBH3 2026-01-31 0.375 N/A 9076200.00 8682570.68 U.S. Treasuries (including strips) 3 5/8 BOND 53 N/A 912810TR9 2053-05-15 3.625 N/A 26600.00 24586.72 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810TB4 2051-11-15 1.875 N/A 4014800.00 2529509.68 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TS7 2043-05-15 3.875 N/A 1937500.00 1894875.48 U.S. Treasuries (including strips) 4 1/8 NOTE P 30 N/A 91282CHW4 2030-08-31 4.125 N/A 171800.00 177012.50 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 5694200.00 5929058.28 U.S. Treasuries (including strips) 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 200.00 194.89 U.S. Treasuries (including strips) 1 3/4 NOTE AH 24 N/A 912828YY0 2024-12-31 1.75 N/A 200.00 199.41 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 N/A 9128283P3 2024-12-31 2.25 N/A 670200.00 669842.78 U.S. Treasuries (including strips) TRFR BF 07/31/26 N/A 91282CLA7 2026-07-31 4.774706409 N/A 300.00 302.21 U.S. Treasuries (including strips) 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 N/A 100.00 54.03 U.S. Treasuries (including strips) 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 N/A 300000.00 320177.55 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 N/A 1320300.00 1224069.68 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 N/A 91282CGG0 2025-01-31 4.125 N/A 574400.00 577347.61 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 2650600.00 2454187.89 U.S. Treasuries (including strips) 3 BOND 48 N/A 912810SA7 2048-02-15 3 N/A 10349200.00 8459187.70 U.S. Treasuries (including strips) 2 3/8 NOTE C 27 N/A 912828X88 2027-05-15 2.375 N/A 30699400.00 30057698.12 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 2372700.00 2063523.55 U.S. Treasuries (including strips) 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 N/A 9926600.00 10877742.00 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 100.00 66.56 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 N/A 67534400.00 51556773.98 U.S. Treasuries (including strips) 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 1879900.00 2001285.61 U.S. Treasuries (including strips) 3 BOND 42 N/A 912810QW1 2042-05-15 3 N/A 876100.00 763420.40 U.S. Treasuries (including strips) 2 NOTE E 25 N/A 912828K74 2025-08-15 2 N/A 82200.00 80978.26 U.S. Treasuries (including strips) 1 1/4 NOTE K 28 N/A 91282CBZ3 2028-04-30 1.25 N/A 24684100.00 22906820.39 U.S. Treasuries (including strips) 2 1/2 NOTE G 25 N/A 9128283V0 2025-01-31 2.5 N/A 395100.00 394053.39 U.S. Treasuries (including strips) 4 1/8 NOTE AD 27 N/A 91282CFM8 2027-09-30 4.125 N/A 19807300.00 20139290.16 U.S. Treasuries (including strips) 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 3415600.00 2672156.23 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 23234800.00 20947601.14 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 N/A 1000000.00 1033761.14 U.S. Treasuries (including strips) 1 3/4 NOTE AL 25 N/A 91282CED9 2025-03-15 1.75 N/A 115100.00 113855.21 U.S. Treasuries (including strips) 3 1/8 BOND 48 N/A 912810SC3 2048-05-15 3.125 N/A 32800.00 27637.04 U.S. Treasuries (including strips) 4 NOTE B 34 N/A 91282CJZ5 2034-02-15 4 N/A 8800.00 9001.73 U.S. Treasuries (including strips) 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 28481000.00 18650555.00 U.S. Treasuries (including strips) 4 3/8 NOTE AC 28 N/A 91282CHX2 2028-08-31 4.375 N/A 200.00 206.66 U.S. Treasuries (including strips) 4 1/4 NOTE AA 29 N/A 91282CKX8 2029-06-30 4.25 N/A 1042700.00 1085266.14 U.S. Treasuries (including strips) 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 N/A 11300000.00 12399077.55 U.S. Treasuries (including strips) 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 N/A 2300000.00 2453743.50 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 243862100.00 197034480.25 U.S. Treasuries (including strips) BILL 10/08/24 N/A 912797LS4 2024-10-08 0 N/A 1025500.00 1024571.92 U.S. Treasuries (including strips) BILL 12/05/24 N/A 912797LF2 2024-12-05 0 N/A 100.00 99.18 U.S. Treasuries (including strips) 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 7684600.00 6480745.93 U.S. Treasuries (including strips) 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 15469300.00 12635861.80 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 N/A 91282CFE6 2025-08-15 3.125 N/A 75000000.00 74715843.75 U.S. Treasuries (including strips) 0 3/8 NOTE N 27 N/A 91282CAD3 2027-07-31 0.375 N/A 25000200.00 22895073.23 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 8261700.00 8893744.34 U.S. Treasuries (including strips) 4 1/4 BOND 54 N/A 912810TX6 2054-02-15 4.25 N/A 1491900.00 1529243.00 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 4604600.00 4377832.66 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 N/A 9128284R8 2025-05-31 2.875 N/A 554500.00 555032.50 U.S. Treasuries (including strips) 2 BOND 51 N/A 912810SZ2 2051-08-15 2 N/A 72200.00 46727.12 U.S. Treasuries (including strips) 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 15647500.00 13169737.93 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 944000.00 674798.81 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 48250300.00 48145982.85 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RX8 2047-05-15 3 N/A 14343900.00 11904103.02 U.S. Treasuries (including strips) 4 1/2 NOTE AZ 26 N/A 91282CKH3 2026-03-31 4.5 N/A 8911600.00 9010634.61 U.S. Treasuries (including strips) 4 NOTE AK 26 N/A 91282CGL9 2026-02-15 4 N/A 80349500.00 81007241.01 U.S. Treasuries (including strips) 0 3/4 NOTE AU 24 N/A 91282CDH1 2024-11-15 0.75 N/A 100.00 99.78 U.S. Treasuries (including strips) 1 NOTE N 28 N/A 91282CCR0 2028-07-31 1 N/A 24842600.00 22621438.26 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 5164900.00 5254186.92 U.S. Treasuries (including strips) BILL 02/06/25 N/A 912797MJ3 2025-02-06 0 N/A 4561000.00 4490395.72 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 7959200.00 8147283.86 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 5868700.00 5611741.39 U.S. Treasuries (including strips) 1 1/4 NOTE AG 26 N/A 91282CDK4 2026-11-30 1.25 N/A 399900.00 382157.50 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 643400.00 622471.16 U.S. Treasuries (including strips) 0 7/8 NOTE F 30 N/A 91282CAV3 2030-11-15 0.875 N/A 4367900.00 3733778.11 U.S. Treasuries (including strips) 4 1/4 NOTE BM 25 N/A 91282CJS1 2025-12-31 4.25 N/A 100.00 101.57 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 1267500.00 1439611.29 U.S. Treasuries (including strips) 4 5/8 NOTE BD 25 N/A 91282CHL8 2025-06-30 4.625 N/A 85000.00 86291.62 U.S. Treasuries (including strips) 2 7/8 BOND 49 N/A 912810SH2 2049-05-15 2.875 N/A 208100.00 166588.06 U.S. Treasuries (including strips) 4 3/8 BOND 41 N/A 912810QQ4 2041-05-15 4.375 N/A 1000.00 1060.43 U.S. Treasuries (including strips) 2 5/8 NOTE Z 27 N/A 91282CET4 2027-05-31 2.625 N/A 100.00 98.51 U.S. Treasuries (including strips) TRFR BF 07/31/25 N/A 91282CHS3 2025-07-31 4.717706409 N/A 6630000.00 6681485.99 U.S. Treasuries (including strips) 4 3/8 NOTE AR 26 N/A 91282CHU8 2026-08-15 4.375 N/A 800000.00 814899.80 U.S. Treasuries (including strips) 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 8534500.00 9008696.73 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 100.00 91.45 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 2100.00 2089.38 U.S. Treasuries (including strips) 3 3/8 BOND 42 N/A 912810TK4 2042-08-15 3.375 N/A 11454000.00 10391272.11 U.S. Treasuries (including strips) 1 1/8 NOTE AJ 25 N/A 91282CDS7 2025-01-15 1.125 N/A 500.00 496.18 U.S. Treasuries (including strips) 2 1/8 NOTE C 25 N/A 912828XB1 2025-05-15 2.125 N/A 300.00 298.51 U.S. Treasuries (including strips) 3 7/8 NOTE AJ 26 N/A 91282CGE5 2026-01-15 3.875 N/A 495000.00 499508.47 U.S. Treasuries (including strips) 2 1/2 NOTE H 26 N/A 9128286F2 2026-02-28 2.5 N/A 7255900.00 7145492.94 U.S. Treasuries (including strips) 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 24885100.00 19107625.87 U.S. Treasuries (including strips) 4 1/2 NOTE AM 27 N/A 91282CKJ9 2027-04-15 4.5 N/A 17356800.00 18105168.60 U.S. Treasuries (including strips) 3 5/8 NOTE AN 26 N/A 91282CHB0 2026-05-15 3.625 N/A 767700.00 777233.11 U.S. Treasuries (including strips) 4 1/8 NOTE J 31 N/A 91282CKF7 2031-03-31 4.125 N/A 466500.00 479593.26 U.S. Treasuries (including strips) 2 BOND 41 N/A 912810TC2 2041-11-15 2 N/A 74353600.00 55269038.43 U.S. Treasuries (including strips) 2 7/8 NOTE K 29 N/A 91282CEM9 2029-04-30 2.875 N/A 4601100.00 4522569.00 U.S. Treasuries (including strips) 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 985900.00 964979.94 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 1351300.00 1233063.03 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RQ3 2046-02-15 2.5 N/A 19145500.00 14543993.95 U.S. Treasuries (including strips) 3 NOTE Q 25 N/A 9128285C0 2025-09-30 3 N/A 100.00 99.08 U.S. Treasuries (including strips) 2 3/4 NOTE Y 27 N/A 91282CEN7 2027-04-30 2.75 N/A 49756000.00 49333891.19 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 N/A 8660300.00 8568391.02 U.S. Treasuries (including strips) 2 5/8 NOTE G 26 N/A 9128286A3 2026-01-31 2.625 N/A 11162000.00 11044879.62 U.S. Treasuries (including strips) 5 NOTE BJ 25 N/A 91282CJE2 2025-10-31 5 N/A 500600.00 516728.85 U.S. Treasuries (including strips) BILL 03/13/25 N/A 912797MT1 2025-03-13 0 N/A 100.00 98.07 U.S. Treasuries (including strips) 1 NOTE AV 24 N/A 91282CDN8 2024-12-15 1 N/A 100.00 99.55 U.S. Treasuries (including strips) 4 NOTE R 29 N/A 91282CFT3 2029-10-31 4 N/A 100.00 103.60 U.S. Treasuries (including strips) 4 1/2 NOTE AN 27 N/A 91282CKR1 2027-05-15 4.5 N/A 3750800.00 3901372.12 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 37440700.00 38925410.96 U.S. Treasuries (including strips) 0 1/4 NOTE AF 25 N/A 91282CAT8 2025-10-31 0.25 N/A 3611500.00 3476525.25 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 100050000.00 97903527.30 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 10631100.00 10919953.75 U.S. Treasuries (including strips) 4 5/8 NOTE AY 25 N/A 91282CGN5 2025-02-28 4.625 N/A 53200.00 53443.44 U.S. Treasuries (including strips) TRFR AX 01/31/25 N/A 91282CGF2 2025-01-31 4.792706409 N/A 300.00 302.58 U.S. Treasuries (including strips) 1 3/4 NOTE F 29 N/A 912828YS3 2029-11-15 1.75 N/A 100.00 92.34 U.S. Treasuries (including strips) 4 3/4 BOND 53 N/A 912810TV0 2053-11-15 4.75 N/A 997700.00 1120634.10 U.S. Treasuries (including strips) 1 1/8 NOTE H 27 N/A 912828ZB9 2027-02-28 1.125 N/A 10100.00 9540.76 U.S. Treasuries (including strips) 1 5/8 BOND 50 N/A 912810SS8 2050-11-15 1.625 N/A 105218500.00 62551635.42 U.S. Treasuries (including strips) 4 1/2 NOTE Z 29 N/A 91282CKT7 2029-05-31 4.5 N/A 235700.00 248858.19 U.S. Treasuries (including strips) 4 5/8 NOTE Q 30 N/A 91282CHZ7 2030-09-30 4.625 N/A 200.00 210.81 U.S. Treasuries (including strips) 0 3/4 NOTE W 26 N/A 91282CBT7 2026-03-31 0.75 N/A 11448900.00 10955933.26 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 100.00 92.47 U.S. Treasuries (including strips) 4 3/4 BOND 37 N/A 912810PT9 2037-02-15 4.75 N/A 109600.00 120347.21 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 7777800.00 7581488.33 U.S. Treasuries (including strips) 4 1/4 BOND 39 N/A 912810QB7 2039-05-15 4.25 N/A 23541300.00 24722002.13 U.S. Treasuries (including strips) 1 7/8 BOND 51 N/A 912810SU3 2051-02-15 1.875 N/A 2882200.00 1813404.58 U.S. Treasuries (including strips) 4 5/8 NOTE AL 26 N/A 91282CGR6 2026-03-15 4.625 N/A 2850000.00 2891135.29 U.S. Treasuries (including strips) 4 1/4 NOTE AL 27 N/A 91282CKE0 2027-03-15 4.25 N/A 43764900.00 44546762.13 U.S. Treasuries (including strips) 4 1/8 NOTE AP 26 N/A 91282CHH7 2026-06-15 4.125 N/A 49958000.00 50925308.08 U.S. Treasuries (including strips) 1 7/8 NOTE V 27 N/A 91282CEC1 2027-02-28 1.875 N/A 100.00 96.26 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 13692900.00 12044606.89 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 98200.00 99745.16 U.S. Treasuries (including strips) 1 1/2 NOTE E 26 N/A 9128282A7 2026-08-15 1.5 N/A 11448800.00 11029247.28 U.S. Treasuries (including strips) 0 5/8 NOTE S 27 N/A 91282CAY7 2027-11-30 0.625 N/A 300000.00 274531.00 U.S. Treasuries (including strips) 2 1/4 BOND 52 N/A 912810TD0 2052-02-15 2.25 N/A 6089300.00 4170083.56 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 52281500.00 48237421.41 U.S. Treasuries (including strips) 1 1/8 NOTE B 31 N/A 91282CBL4 2031-02-15 1.125 N/A 121400000.00 104653750.15 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 2000.00 1688.05 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 29912000.00 31401408.22 U.S. Treasuries (including strips) 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 10650100.00 8352250.40 U.S. Treasuries (including strips) 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 N/A 80067100.00 54769039.03 U.S. Treasuries (including strips) 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 98600.00 98312.04 U.S. Treasuries (including strips) 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 41923800.00 30199149.03 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 N/A 10000.00 9301.71 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 100.00 98.26 U.S. Treasuries (including strips) Y Moody's P-1 Standard & Poor's A-1+ Fitch NR 2024-10-04 2024-10-04 2024-10-04 N N N 0.0493 1800000000.00 1800000000.00 0.0105 N N Y N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.98000000 N/A 7TK5RJIZDFROZCA6XF66 BRWXLLU75 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FHLMC_5121B N/A 3137H0N20 2044-03-15 0.02 N/A 9834426.00 2494.21 Agency Collateralized Mortgage Obligation FRESB_19-SB58 N/A 30308MAA5 2038-11-25 4.77051 N/A 62248000.00 28762933.79 Agency Collateralized Mortgage Obligation FNMA_22-42B N/A 3136BNRW8 2050-06-25 0.71988 N/A 26210120.00 1953848.99 Agency Collateralized Mortgage Obligation FHLMC_5331D N/A 3137HAEJ1 2044-08-15 0.05 N/A 11538316.00 20897.90 Agency Collateralized Mortgage Obligation GNMA_24-134B N/A 38384VAJ6 2054-08-20 0.54459 N/A 100000000.00 5073615.60 Agency Collateralized Mortgage Obligation GNMA_23-85A N/A 38384BKC4 2053-06-20 6.5 N/A 100000000.00 83127989.57 Agency Collateralized Mortgage Obligation GNMA_23-151F N/A 38384DKT3 2053-10-20 1.10459 N/A 75000000.00 4985965.46 Agency Collateralized Mortgage Obligation FHLMC_4783B N/A 3137F4Y48 2033-07-15 3.5 N/A 124269272.00 562943.46 Agency Collateralized Mortgage Obligation FNSTR_431 N/A 31423YP60 2037-06-25 1.5 N/A 100663230.00 4553240.88 Agency Collateralized Mortgage Obligation FHLMC_4161B N/A 3137AYNW7 2043-02-15 0.69345 N/A 20500000.00 627541.22 Agency Collateralized Mortgage Obligation FNMA_23-69B N/A 3136BQA66 2057-12-25 0.6054 N/A 149720538.00 19135860.52 Agency Collateralized Mortgage Obligation FNSTR_427 N/A 31423XPH8 2037-02-25 1.5 N/A 196645703.00 8883139.56 Agency Collateralized Mortgage Obligation FNMA_20-73D N/A 3136BCEZ9 2043-08-25 1 N/A 17519071.00 1512987.38 Agency Collateralized Mortgage Obligation GNMA_03-41A N/A 38373QNJ6 2033-05-20 2.62466 N/A 25000000.00 293.10 Agency Collateralized Mortgage Obligation FHLK_11-3 N/A 3137FV5R9 2048-05-25 3.080738 N/A 8643404.00 1255849.49 Agency Collateralized Mortgage Obligation FNMA_21-10 N/A 3136BFMR1 2051-03-25 2 N/A 24177000.00 2517308.40 Agency Collateralized Mortgage Obligation FNMA_20-91C N/A 3136BCX47 2043-11-25 4 N/A 22639231.00 911038.52 Agency Collateralized Mortgage Obligation FHLMC_40-91 N/A 3137ATDJ8 2042-08-15 1.09345 N/A 22372053.00 553023.48 Agency Collateralized Mortgage Obligation FRESB_20-SB75 N/A 30314WAJ6 2040-04-25 1.05396 N/A 444201323.00 16050361.84 Agency Collateralized Mortgage Obligation FHLMC_4351 N/A 3137BBPE4 2044-06-15 0.74345 N/A 50000000.00 363937.26 Agency Collateralized Mortgage Obligation FNMA_23-39H N/A 3136BQFV6 2052-07-25 2 N/A 100000000.00 11611210.36 Agency Collateralized Mortgage Obligation FNMA_12-43 N/A 3136A5YL4 2041-07-25 5.3946 N/A 7000000.00 13129.49 Agency Collateralized Mortgage Obligation FHLMC_3330D N/A 31397JF25 2037-03-15 5 N/A 4800000.00 319031.07 Agency Collateralized Mortgage Obligation FHMS_KX04 N/A 3137FWHN3 2034-01-25 1.776787 N/A 19940000.00 801868.74 Agency Collateralized Mortgage Obligation FNMA_10-45C N/A 31398PMN6 2040-05-25 5 N/A 704000.00 361019.13 Agency Collateralized Mortgage Obligation GNMA_23-59A N/A 38383XUH5 2053-04-20 0.30459 N/A 26500000.00 1061733.52 Agency Collateralized Mortgage Obligation FNMA_24-6E N/A 3136BQ2W8 2043-07-25 1.007025 N/A 6098639.00 1007811.09 Agency Collateralized Mortgage Obligation GNMA_24-46E N/A 38384MAK3 2049-02-20 0.97466 N/A 32705658.00 3915258.26 Agency Collateralized Mortgage Obligation FHLMC_40-10 N/A 3137AMUR6 2042-01-15 4.5 N/A 92501111.00 398740.76 Agency Collateralized Mortgage Obligation GNMA_24-30H N/A 38384JLU6 2054-02-20 0.50459 N/A 31000000.00 1580094.32 Agency Collateralized Mortgage Obligation FNMA_19-68 N/A 3136B6N66 2049-11-25 2.5 N/A 5000000.00 4438608.76 Agency Collateralized Mortgage Obligation FHLMC_4733E N/A 3137FBSK3 2038-07-15 5.5 N/A 6761737.00 268201.84 Agency Collateralized Mortgage Obligation GNMA_20-18A N/A 38382CYR6 2050-02-20 1.02466 N/A 23527000.00 1118491.26 Agency Collateralized Mortgage Obligation FNMA_23-64C N/A 3136BQZR3 2048-07-25 0.05 N/A 5118934.00 9414.32 Agency Collateralized Mortgage Obligation GNMA_23-101A N/A 38384CBQ1 2053-07-20 0.59681 N/A 27061616.00 1842517.64 Agency Collateralized Mortgage Obligation FREMF_18-SB45 N/A 30308AAK9 2037-08-25 0.55045 N/A 66534907.00 238907.32 Agency Collateralized Mortgage Obligation FREMF_18-SB45 N/A 30308AAJ2 2037-11-25 0.61689 N/A 108859383.00 175818.72 Agency Collateralized Mortgage Obligation GNMA_24-22E N/A 38384JF41 2051-07-20 1.22466 N/A 132338141.00 18755588.36 Agency Collateralized Mortgage Obligation FHLMC_Q025 N/A 3137HCKT8 2034-02-25 0.35846 N/A 324636000.00 8429428.91 Agency Collateralized Mortgage Obligation FHLMC_3996 N/A 3137ALVP1 2041-06-15 1.14345 N/A 53899574.00 7361.36 Agency Collateralized Mortgage Obligation FNMA_17-78B N/A 3136AX6Z3 2047-10-25 3.5 N/A 13304714.00 191314.57 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_21-SB92 N/A 30323PAJ0 2041-08-25 0.679673 N/A 101474124.00 2418390.86 Agency Collateralized Mortgage Obligation GINNIE MAE STRIP GNS_1 N/A 37610VAA3 2034-07-20 0 N/A 1671972.00 23852.94 Agency Collateralized Mortgage Obligation GNMA_24-94B N/A 38384PJ43 2054-06-20 0.00459 N/A 67567336.00 3532265.89 Agency Collateralized Mortgage Obligation GNMA_14-27 N/A 38379ALS7 2044-02-16 0.88901 N/A 57270053.00 857814.20 Agency Collateralized Mortgage Obligation FHLMC_4698B N/A 3137F1XH6 2047-07-15 0 N/A 50000000.00 527461.15 Agency Collateralized Mortgage Obligation FHLMC_4046 N/A 3137AQGR3 2042-05-15 4.5 N/A 33346994.00 339240.97 Agency Collateralized Mortgage Obligation GNMA_24-134A N/A 38384VKD8 2054-08-20 0 N/A 148135364.00 3824532.12 Agency Collateralized Mortgage Obligation GNMA_21-194A N/A 38383DCN6 2051-11-20 2.5 N/A 51376000.00 36232370.04 Agency Collateralized Mortgage Obligation FNMA_13-56 N/A 3136AEZB6 2041-08-25 4.5 N/A 30331234.00 970906.98 Agency Collateralized Mortgage Obligation FNMA_16-26 N/A 3136AR4T2 2043-01-25 0 N/A 5220322.00 41970.54 Agency Collateralized Mortgage Obligation GNMA_23-192C N/A 38384GC57 2053-12-20 6.64541 N/A 100000000.00 82876310.01 Agency Collateralized Mortgage Obligation FRESB_19-SB67 N/A 30314KAX1 2039-07-25 0.79099 N/A 529411508.00 10474473.83 Agency Collateralized Mortgage Obligation FREMF_19-60 N/A 30308HAJ7 2026-02-25 11.46098 N/A 75693532.00 16542892.36 Agency Collateralized Mortgage Obligation GNMA_24-46B N/A 38384MAE7 2052-04-20 0 N/A 264071553.00 465516.68 Agency Collateralized Mortgage Obligation FREMF_20-KF81 N/A 30317LAG3 2027-06-25 14.37789 N/A 67165464.00 15767967.66 Agency Collateralized Mortgage Obligation FNMA_24-6C N/A 3136BQ2T5 2042-07-25 0.5 N/A 15645496.00 313859.77 Agency Collateralized Mortgage Obligation FNMA_20-77 N/A 3136BCUU2 2050-11-25 2.5 N/A 117856800.00 10690180.44 Agency Collateralized Mortgage Obligation FNMA_12-24D N/A 3136A4DV8 2042-03-25 1.0554 N/A 13150872.00 285903.66 Agency Collateralized Mortgage Obligation FHLMC_42-99 N/A 3137B74T3 2043-07-15 4 N/A 28735375.00 34765.29 Agency Collateralized Mortgage Obligation FREDDIE MAC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K138 N/A 3137H5XX0 2032-01-25 3.082642 N/A 4493000.00 773017.23 Agency Collateralized Mortgage Obligation GNMA_15-10C N/A 38379JEP2 2039-07-20 6.34433 N/A 6195173.00 942848.61 Agency Collateralized Mortgage Obligation FNMA_12-103 N/A 3136A8A42 2042-09-25 0.6554 N/A 82285920.00 1552132.15 Agency Collateralized Mortgage Obligation FNMA_10-18B N/A 31398MKQ8 2040-03-25 5 N/A 3207750.00 1319717.91 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K114 N/A 3137FVNK4 2048-08-25 2.82987 N/A 10500000.00 1359168.48 Agency Collateralized Mortgage Obligation GNMA_24-34 N/A 38381J3A3 2062-07-16 0.28081 N/A 115942657.00 4136165.90 Agency Collateralized Mortgage Obligation FRESB MORTGAGE TRUST FRESB_21-SB87 N/A 30320VAE1 2041-04-25 0.73602 N/A 209249861.00 5150017.01 Agency Collateralized Mortgage Obligation FNMA_19-61A N/A 3136B66Q1 2059-11-25 0.6554 N/A 14507222.00 864295.73 Agency Collateralized Mortgage Obligation GNMA_22-135E N/A 38383URM4 2052-08-20 0.70459 N/A 66666666.00 6910137.49 Agency Collateralized Mortgage Obligation FHMS_K053 N/A 3137BN6J8 2044-03-25 1.698512 N/A 31894000.00 695456.52 Agency Collateralized Mortgage Obligation FNMA_24-6E N/A 3136BQ2X6 2045-04-25 0 N/A 10816174.00 7306573.51 Agency Collateralized Mortgage Obligation SC_21-MN1 N/A 35563FAC5 2051-01-25 13.03012 N/A 2261000.00 2423361.82 Agency Collateralized Mortgage Obligation FHLMC_4215 N/A 3137B33X4 2032-07-15 3 N/A 62500000.00 199598.12 Agency Collateralized Mortgage Obligation GNMA_23-59B N/A 38383XUJ1 2052-01-20 0 N/A 819363159.00 1008262.27 Agency Collateralized Mortgage Obligation GNMA_23-98F N/A 38384BYD7 2053-07-20 0.65459 N/A 25000000.00 1067366.52 Agency Collateralized Mortgage Obligation FNMA_14-19 N/A 3136AJPD2 2044-04-25 4.5 N/A 4800000.00 5807478.39 Agency Collateralized Mortgage Obligation FNMA_24-62C N/A 3136BSZX6 2054-09-25 0 N/A 92941546.00 34112.31 Agency Collateralized Mortgage Obligation FHLMC_4584 N/A 3137BPUR8 2044-05-15 0 N/A 4814646.00 55343.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION FNMA_20-80 N/A 3136BCZH6 2050-11-25 4 N/A 64192200.00 6698409.27 Agency Collateralized Mortgage Obligation FHLMC_4472F N/A 3137BJ3M3 2045-05-15 5 N/A 45430594.00 742707.49 Agency Collateralized Mortgage Obligation FHLMC_5352E N/A 3137HAWW2 2046-10-15 0.10864 N/A 14260417.00 1736898.27 Agency Collateralized Mortgage Obligation FHMS_KS07 N/A 3137BS6G3 2025-09-25 0.724243 N/A 18401000.00 106694.04 Agency Collateralized Mortgage Obligation FNMA_20-49C N/A 3136BAB45 2050-07-25 2 N/A 2300294.00 1612176.65 Agency Collateralized Mortgage Obligation FNMA_21-55C N/A 3136BGGM7 2061-08-25 0 N/A 184283299.00 3838202.25 Agency Collateralized Mortgage Obligation FREMF_20-KF80 N/A 30315FAG8 2030-06-25 14.46098 N/A 75910000.00 24001767.67 Agency Collateralized Mortgage Obligation GNMA_22-205G N/A 38383HBD0 2052-12-20 0.89681 N/A 41244507.00 3627221.56 Agency Collateralized Mortgage Obligation FNMA_13-15 N/A 3136ACN49 2033-03-25 0 N/A 18391622.00 3573486.53 Agency Collateralized Mortgage Obligation FNMA_21-66K N/A 3136BJRA5 2051-10-25 3 N/A 25000000.00 3928781.28 Agency Collateralized Mortgage Obligation GNMA_24-46G N/A 38384MAR8 2054-03-20 0 N/A 50000000.00 97507.78 Agency Collateralized Mortgage Obligation GNMA_23-111J N/A 38384CJS9 2053-08-20 0.60459 N/A 32006617.00 1340392.42 Agency Collateralized Mortgage Obligation FREMF_17-KF27 N/A 30301BAE8 2026-12-25 15.96098 N/A 52575000.00 13257300.88 Agency Collateralized Mortgage Obligation GNMA_24-116A N/A 38384QFH6 2054-07-20 1.25459 N/A 90000000.00 6453643.83 Agency Collateralized Mortgage Obligation GNMA_24-142B N/A 38384XDR1 2054-09-20 6.5 N/A 200000000.00 202604911.11 Agency Collateralized Mortgage Obligation FRESB_20-SB73 N/A 30314BAK9 2040-02-25 1.78789 N/A 299054265.00 15651954.38 Agency Collateralized Mortgage Obligation FNMA_20-77K N/A 3136BCVE7 2050-11-25 2.5 N/A 45000000.00 4771553.02 Agency Collateralized Mortgage Obligation GNMA_12-134A N/A 38378GBM9 2042-11-20 0 N/A 132412992.00 272172.03 Agency Collateralized Mortgage Obligation FNSTR_438 N/A 31424UVK9 2052-07-25 2 N/A 120509562.00 14956168.41 Agency Collateralized Mortgage Obligation FREMF_17-KF40 N/A 30306JAJ5 2027-12-25 14.37789 N/A 39927982.00 12168871.57 Agency Collateralized Mortgage Obligation FREMF_21-KF97 N/A 30318DAA3 2030-12-25 13.8465 N/A 35116000.00 9498111.33 Agency Collateralized Mortgage Obligation GNMA_10-59H N/A 38377FZV6 2040-05-20 4.5 N/A 4410763.00 1316998.37 Agency Collateralized Mortgage Obligation FREMF_K-G05 N/A 3137FFXP7 2034-01-25 2.702141 N/A 1625000.00 213631.81 Agency Collateralized Mortgage Obligation GNMA_21-197D N/A 38383DQB7 2051-11-20 2.5 N/A 77840000.00 51050906.02 Agency Collateralized Mortgage Obligation GNMA_24-69C N/A 38384MHE0 2054-04-20 0.02459 N/A 30000000.00 1270536.61 Agency Collateralized Mortgage Obligation FNMA_21-75F N/A 3136BJ3N3 2051-11-25 3 N/A 78463000.00 8341921.56 Agency Collateralized Mortgage Obligation FNMA_13-35 N/A 3136ADRQ4 2033-04-25 3 N/A 24015467.00 298527.55 Agency Collateralized Mortgage Obligation FHLMC_5343E N/A 3137HAQA7 2042-10-15 3.5 N/A 13993688.00 1181605.43 Agency Collateralized Mortgage Obligation FHLMC_4104C N/A 3137ATU42 2042-09-15 0.64345 N/A 21428571.00 562097.15 Agency Collateralized Mortgage Obligation FREMF_21-KHG3 N/A 30323AAS3 2028-09-25 7.6465 N/A 8048000.00 6639221.86 Agency Collateralized Mortgage Obligation FREMF_21-F108 N/A 30319WAE2 2031-02-25 7.78911 N/A 76047000.00 16334312.96 Agency Collateralized Mortgage Obligation GNMA_24-134H N/A 38384VBK2 2053-12-20 0.07 N/A 42683741.00 40357.66 Agency Collateralized Mortgage Obligation GNMA_20-101B N/A 38382F5Q3 2050-07-20 1.12466 N/A 75209809.00 6046901.62 Agency Collateralized Mortgage Obligation FREMF_19-KF72 N/A 30314JAC0 2026-11-25 11.46098 N/A 58664060.00 28013509.74 Agency Collateralized Mortgage Obligation FNMA_21-22D N/A 3136BFSG9 2051-04-25 0 N/A 10000000.00 30235.54 Agency Collateralized Mortgage Obligation FHLMC_3636D N/A 31398WFP4 2040-02-15 5 N/A 4486914.00 4176324.13 Agency Collateralized Mortgage Obligation FHLMC_2 N/A 31395VUJ6 2035-06-15 5.5 N/A 15000000.00 1644857.48 Agency Collateralized Mortgage Obligation FREMF MORTGAGE TRUST FREMF_22-K140 N/A 30328BAE7 2029-07-25 7.42272 N/A 70480000.00 62732155.14 Agency Collateralized Mortgage Obligation GNMA_24-134D N/A 38384VAZ0 2054-08-20 0.55459 N/A 100000000.00 6494567.73 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K131 N/A 3137H2N91 2031-09-25 3.048063 N/A 20902000.00 3386111.13 Agency Collateralized Mortgage Obligation FNMA_24-6B N/A 3136BQ2Q1 2054-03-25 1.73988 N/A 63668669.00 5547856.63 Agency Collateralized Mortgage Obligation FREMF_19-K95 N/A 30311MAW2 2030-01-25 0 N/A 5000000.00 3115455.00 Agency Collateralized Mortgage Obligation FHLMC_4335C N/A 3137BAPB2 2044-05-15 4.25 N/A 4500000.00 6120514.08 Agency Collateralized Mortgage Obligation FNMA_21-72H N/A 3136BJAX3 2051-10-25 2.5 N/A 616000.00 323508.03 Agency Collateralized Mortgage Obligation FNMA_23-50C N/A 3136BQLT4 2049-07-25 0.1 N/A 20341106.00 86057.04 Agency Collateralized Mortgage Obligation FNSTR_428 N/A 31423YKB4 2037-11-25 1.5 N/A 150699597.00 6841513.54 Agency Collateralized Mortgage Obligation FNMA_20-59C N/A 3136BBKV3 2044-01-25 0.6 N/A 10176126.00 77873.00 Agency Collateralized Mortgage Obligation FNMA_13-23 N/A 3136ADAK5 2033-03-25 0 N/A 7025000.00 2020045.66 Agency Collateralized Mortgage Obligation FNMA_23-64C N/A 3136BQZQ5 2048-07-25 0.7554 N/A 19429077.00 1958244.60 Agency Collateralized Mortgage Obligation GNMA_24-142F N/A 38384XBB8 2054-09-20 1.35726 N/A 125000000.00 6271377.08 Agency Collateralized Mortgage Obligation FHMS_K748 N/A 3137H5YF8 2050-02-25 2.785192 N/A 14432000.00 1446672.72 Agency Collateralized Mortgage Obligation FRESB_19-SB64 N/A 30298DAA7 2039-06-25 5.1619 N/A 17887264.00 12294070.79 Agency Collateralized Mortgage Obligation FREMF_17-K62 N/A 302949AU6 2027-01-25 0 N/A 108305106.00 80061367.75 Agency Collateralized Mortgage Obligation GNMA_23-59C N/A 38383XUK8 2051-12-20 0 N/A 33039521.00 1062685.92 Agency Collateralized Mortgage Obligation FNMA_12-52E N/A 3136A6AM6 2042-05-25 1.1854 N/A 104663303.00 1324482.38 Agency Collateralized Mortgage Obligation FHLMC_4795G N/A 3137F5S67 2048-03-15 0.69345 N/A 21176438.00 407630.85 Agency Collateralized Mortgage Obligation FRESB_21-SB91 N/A 30322XAE5 2041-08-25 1.16696 N/A 72000000.00 1867174.71 Agency Collateralized Mortgage Obligation GNMA_18-112A N/A 38380YAD7 2048-08-20 1.12466 N/A 10100000.00 164394.75 Agency Collateralized Mortgage Obligation FNMA_20-59C N/A 3136BBKT8 2042-09-25 0.1 N/A 10240264.00 13967.16 Agency Collateralized Mortgage Obligation GNMA_24-158 N/A 38381LVJ8 2065-12-16 1.08892 N/A 150455153.00 12988069.00 Agency Collateralized Mortgage Obligation GNMA_21-130E N/A 38382WLX3 2051-07-20 0 N/A 39142904.00 1199586.43 Agency Collateralized Mortgage Obligation GNMA_24-89A N/A 38384N2G9 2054-05-20 1.85459 N/A 68104006.00 6391673.10 Agency Collateralized Mortgage Obligation FRESB_18-SB57 N/A 30308LAF6 2038-09-25 0.23984 N/A 251299455.00 1168574.99 Agency Collateralized Mortgage Obligation FHMS_K150 N/A 3137H9CC1 2054-10-25 4.57154 N/A 10500000.00 2890257.60 Agency Collateralized Mortgage Obligation FRESB_19-SB64 N/A 30298DAG4 2039-03-25 0.67854 N/A 155000000.00 2423862.79 Agency Collateralized Mortgage Obligation FNMA_10-109 N/A 31398NTR5 2040-10-25 0 N/A 18305750.00 633272.65 Agency Collateralized Mortgage Obligation GNMA_24-46J N/A 38384MAY3 2053-11-20 6 N/A 9376708.00 10244317.58 Agency Collateralized Mortgage Obligation FHLMC_4707C N/A 3137F2MZ6 2047-08-15 0 N/A 103816691.00 936439.65 Agency Collateralized Mortgage Obligation FNSTR_437 N/A 31424UPB6 2052-10-25 2 N/A 220553255.00 27835612.88 Agency Collateralized Mortgage Obligation FNMA_17-96A N/A 3136B0AB2 2057-12-25 0.7054 N/A 48519741.00 2017227.04 Agency Collateralized Mortgage Obligation FHLMC_4935G N/A 3137FQ6G3 2041-08-15 0.53 N/A 8997993.00 60512.97 Agency Collateralized Mortgage Obligation FHLMC_5394A N/A 3137HBQN7 2043-02-15 0 N/A 5454332.00 4019270.12 Agency Collateralized Mortgage Obligation GNMA_24-34 N/A 38381J2Y2 2056-03-16 2.5 N/A 40843000.00 34808394.65 Agency Collateralized Mortgage Obligation FNMA_21-61C N/A 3136BGVN8 2051-09-25 0 N/A 46500000.00 78575.62 Agency Collateralized Mortgage Obligation FHMS_K105 N/A 3137FRUM1 2030-06-25 2.041186 N/A 34625000.00 3168474.51 Agency Collateralized Mortgage Obligation FHLMC_45-44 N/A 3137BMQA7 2044-11-15 4 N/A 10062114.00 2146448.19 Agency Collateralized Mortgage Obligation GNMA_11-80 N/A 38376LRR2 2041-06-20 1.00466 N/A 167610000.00 485234.49 Agency Collateralized Mortgage Obligation GNMA_24-94B N/A 38384PJ50 2054-06-20 0.05 N/A 50000000.00 59917.84 Agency Collateralized Mortgage Obligation FREMF_17-SB42 N/A 30306BAD5 2037-10-25 5.75481 N/A 4027000.00 2139457.51 Agency Collateralized Mortgage Obligation FNMA_11-98C N/A 3136A1GV1 2041-10-25 5 N/A 500000.00 450696.33 Agency Collateralized Mortgage Obligation GNMA_08-54A N/A 3837427W7 2038-06-16 5.96099 N/A 10000000.00 571771.88 Agency Collateralized Mortgage Obligation FREMF_20-K109 N/A 3137FTG35 2048-05-25 3.500369 N/A 20000000.00 3209814.84 Agency Collateralized 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Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K130 N/A 3137H1YY6 2048-08-25 3.203187 N/A 6942158.00 1182987.77 Agency Collateralized Mortgage Obligation GNMA_24-46E N/A 38384MAL1 2048-12-20 0.1 N/A 17641475.00 77585.33 Agency Collateralized Mortgage Obligation FNMA_12-99J N/A 3136A8WB2 2042-09-25 4 N/A 23159229.00 219674.22 Agency Collateralized Mortgage Obligation GNMA_11-69 N/A 38377VE77 2041-05-20 0.30466 N/A 2855000.00 10642.42 Agency Collateralized Mortgage Obligation GNMA_24-22D N/A 38384JF33 2051-08-20 0.25 N/A 31792013.00 405630.89 Agency Collateralized Mortgage Obligation FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K110 N/A 3137FTZT7 2053-06-25 3.520579 N/A 9600000.00 1506960.21 Agency Collateralized Mortgage Obligation FHLMC_5121B N/A 3137H0MZ8 2042-04-15 0.4 N/A 16135008.00 99693.03 Agency Collateralized Mortgage Obligation FHLMC_4364 N/A 3137BCD21 2044-07-15 4 N/A 4000000.00 4061784.19 Agency Collateralized Mortgage Obligation GNMA_24-69B N/A 38384MHA8 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912810RE0 2044-02-15 3.625 N/A 112308200.00 104219566.90 U.S. Treasuries (including strips) 0 1/4 NOTE AC 25 N/A 91282CAJ0 2025-08-31 0.25 N/A 2000.00 1933.38 U.S. Treasuries (including strips) 0 3/4 NOTE AC 26 N/A 91282CCW9 2026-08-31 0.75 N/A 58900.00 55817.09 U.S. Treasuries (including strips) 4 7/8 NOTE BC 26 N/A 91282CKS9 2026-05-31 4.875 N/A 38644400.00 40005107.97 U.S. Treasuries (including strips) 2 3/4 NOTE AB 27 N/A 91282CFB2 2027-07-31 2.75 N/A 44902300.00 44136689.92 U.S. Treasuries (including strips) 2 3/8 NOTE K 26 N/A 9128286S4 2026-04-30 2.375 N/A 13999300.00 13850729.92 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 12901200.00 11903266.38 U.S. Treasuries (including strips) 3 5/8 NOTE W 28 N/A 91282CGT2 2028-03-31 3.625 N/A 143203200.00 143596149.58 U.S. Treasuries (including strips) 6 BOND 26 N/A 912810EW4 2026-02-15 6 N/A 972600.00 1010982.69 U.S. Treasuries (including strips) TRFR AX 01/31/25 N/A 91282CGF2 2025-01-31 4.7927 N/A 17300400.00 17449074.33 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 14183900.00 11460236.60 U.S. Treasuries (including strips) 2 7/8 NOTE AP 25 N/A 91282CEU1 2025-06-15 2.875 N/A 100.00 99.96 U.S. Treasuries (including strips) 4 1/2 NOTE BL 24 N/A 91282CFX4 2024-11-30 4.5 N/A 499900.00 507133.05 U.S. Treasuries (including strips) BILL 10/22/24 N/A 912797LU9 2024-10-22 0 N/A 6467700.00 6450023.78 U.S. Treasuries (including strips) 3 1/2 NOTE B 33 N/A 91282CGM7 2033-02-15 3.5 N/A 5165500.00 5102837.32 U.S. Treasuries (including strips) 4 NOTE AK 26 N/A 91282CGL9 2026-02-15 4 N/A 9993800.00 10075609.25 U.S. Treasuries (including strips) 3 1/4 BOND 42 N/A 912810TH1 2042-05-15 3.25 N/A 12423600.00 11200639.45 U.S. Treasuries (including strips) 4 5/8 NOTE AY 26 N/A 91282CKB6 2026-02-28 4.625 N/A 50453300.00 51247176.27 U.S. Treasuries (including strips) 2 3/4 NOTE L 29 N/A 91282CES6 2029-05-31 2.75 N/A 999300.00 973457.77 U.S. Treasuries (including strips) 3 1/8 NOTE F 28 N/A 9128285M8 2028-11-15 3.125 N/A 31600.00 31440.25 U.S. Treasuries (including strips) 1 3/4 NOTE T 26 N/A 912828YX2 2026-12-31 1.75 N/A 6438000.00 6213577.76 U.S. Treasuries (including strips) 2 1/4 NOTE E 27 N/A 9128282R0 2027-08-15 2.25 N/A 115419200.00 111664786.55 U.S. Treasuries (including strips) 4 5/8 NOTE BD 25 N/A 91282CHL8 2025-06-30 4.625 N/A 9945000.00 10096119.25 U.S. Treasuries (including strips) BILL 10/24/24 N/A 912797KV8 2024-10-24 0 N/A 200.00 199.40 U.S. Treasuries (including strips) 5 BOND 37 N/A 912810PU6 2037-05-15 5 N/A 22633200.00 25706516.96 U.S. Treasuries (including strips) 4 BOND 42 N/A 912810TM0 2042-11-15 4 N/A 175462000.00 175423924.75 U.S. Treasuries (including strips) 4 5/8 NOTE AT 26 N/A 91282CJC6 2026-10-15 4.625 N/A 86625700.00 90154615.15 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 177598400.00 162058774.43 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 146100.00 123312.24 U.S. Treasuries (including strips) 4 5/8 NOTE Y 29 N/A 91282CKP5 2029-04-30 4.625 N/A 243673600.00 259354956.23 U.S. Treasuries (including strips) 3 3/4 NOTE BG 26 N/A 91282CLH2 2026-08-31 3.75 N/A 59427600.00 59738390.60 U.S. Treasuries (including strips) 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 221544800.00 237698665.32 U.S. Treasuries (including strips) 2 1/4 NOTE T 24 N/A 9128283P3 2024-12-31 2.25 N/A 500.00 499.73 U.S. Treasuries (including strips) 0 1/2 NOTE R 27 N/A 91282CAU5 2027-10-31 0.5 N/A 8479700.00 7747120.10 U.S. Treasuries (including strips) 0 3/8 NOTE U 26 N/A 91282CBH3 2026-01-31 0.375 N/A 174071400.00 166522028.35 U.S. Treasuries (including strips) 1 5/8 NOTE C 31 N/A 91282CCB5 2031-05-15 1.625 N/A 32000.00 28425.02 U.S. Treasuries (including strips) 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 N/A 3596300.00 3181126.05 U.S. Treasuries (including strips) 3 1/2 NOTE AS 25 N/A 91282CFK2 2025-09-15 3.5 N/A 11695300.00 11659422.05 U.S. Treasuries (including strips) 1 1/4 NOTE AH 26 N/A 91282CDQ1 2026-12-31 1.25 N/A 300403200.00 286355745.56 U.S. Treasuries (including strips) BILL 11/29/24 N/A 912797HP5 2024-11-29 0 N/A 500.00 496.19 U.S. Treasuries (including strips) 3 7/8 BOND 43 N/A 912810TQ1 2043-02-15 3.875 N/A 249292000.00 241902922.80 U.S. Treasuries (including strips) 4 3/4 BOND 43 N/A 912810TW8 2043-11-15 4.75 N/A 27731000.00 30428214.12 U.S. Treasuries (including strips) 3 7/8 NOTE E 34 N/A 91282CLF6 2034-08-15 3.875 N/A 357279200.00 361743671.56 U.S. Treasuries (including strips) 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 33133200.00 23684580.51 U.S. Treasuries (including strips) 3 3/4 NOTE T 30 N/A 91282CJQ5 2030-12-31 3.75 N/A 134191200.00 136354496.34 U.S. Treasuries (including strips) 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 N/A 33637800.00 26715216.45 U.S. Treasuries (including strips) 2 7/8 NOTE C 32 N/A 91282CEP2 2032-05-15 2.875 N/A 416824800.00 398793897.01 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 100.00 97.85 U.S. Treasuries (including strips) 4 1/8 NOTE AW 25 N/A 91282CGG0 2025-01-31 4.125 N/A 917000.00 921705.71 U.S. Treasuries (including strips) 3 7/8 NOTE AZ 25 N/A 91282CGU9 2025-03-31 3.875 N/A 39600.00 39503.02 U.S. Treasuries (including strips) 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 17253900.00 15005617.62 U.S. Treasuries (including strips) 0 5/8 NOTE J 27 N/A 912828ZE3 2027-03-31 0.625 N/A 100003400.00 93020262.58 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 24813200.00 23726764.29 U.S. Treasuries (including strips) 2 3/8 NOTE J 29 N/A 91282CEE7 2029-03-31 2.375 N/A 263719600.00 250731937.14 U.S. Treasuries (including strips) 4 1/4 NOTE BM 24 N/A 91282CGD7 2024-12-31 4.25 N/A 1000.00 1009.42 U.S. Treasuries (including strips) 4 1/8 NOTE W 29 N/A 91282CKG5 2029-03-31 4.125 N/A 409298400.00 418970530.49 U.S. Treasuries (including strips) 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 7092200.00 7860432.42 U.S. Treasuries (including strips) 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 28437200.00 25014050.72 U.S. Treasuries (including strips) 1 1/4 BOND 50 N/A 912810SN9 2050-05-15 1.25 N/A 657900.00 355433.44 U.S. Treasuries (including strips) 4 5/8 NOTE K 31 N/A 91282CKN0 2031-04-30 4.625 N/A 9805900.00 10556080.18 U.S. Treasuries (including strips) 3 1/8 NOTE P 29 N/A 91282CFJ5 2029-08-31 3.125 N/A 99961800.00 98223042.36 U.S. Treasuries (including strips) Y Standard & Poor's A-1+ Fitch NR Moody's P-1 2024-10-01 2024-10-01 2024-10-01 N N N 0.0485 4500000000.00 4500000000.00 0.0263 N Y Y N BMO Capital Markets Corp. BMO Capital Markets Corp. 4.89000000 N/A RUC0QBLBRPRCU4W1NE59 BYD97CF69 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FEPC 05.000 CLQE8029 N/A 3133BH4N3 2052-08-01 5 N/A 49866000.00 41562070.35 Agency Mortgage-Backed Securities GNCL CL CU4684 N/A 3618BNFZ1 2066-10-15 5.72 N/A 208931.00 221321.40 Agency Mortgage-Backed Securities FEPC 06.500 CLSD3180 N/A 3132DQQ90 2053-06-01 6.5 N/A 23225000.00 21872009.49 Agency Mortgage-Backed Securities BILL 01/21/25 N/A 912797MY0 2025-01-21 0 N/A 1000.00 986.18 U.S. Treasuries (including strips) FEPC 05.000 CLQE7148 N/A 3133BG5H7 2052-08-01 5 N/A 11907000.00 10863050.00 Agency Mortgage-Backed Securities GNCL CL CO1740 N/A 3617FC4Z5 2064-08-15 4.85 N/A 131877.00 129397.57 Agency Mortgage-Backed Securities GNPL PN CZ7785 N/A 3618GKUJ1 2059-06-15 6.2 N/A 50000.00 54302.92 Agency Mortgage-Backed Securities FEPC 05.000 CLQE5820 N/A 3133BFPD6 2052-07-01 5 N/A 454000.00 315350.18 Agency Mortgage-Backed Securities GNPL PN CM3806 N/A 3617YPGP4 2059-07-15 5.6 N/A 50000.00 53300.11 Agency Mortgage-Backed Securities 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 7868000.00 7850989.38 U.S. Treasuries (including strips) GNPL PN CU4669 N/A 3618BNFJ7 2059-06-15 5.51 N/A 50000.00 53036.47 Agency Mortgage-Backed Securities GNII SF MA9906 M N/A 36180AAF0 2054-09-20 5.5 N/A 1044508.00 1060594.00 Agency Mortgage-Backed Securities FNMS 05.500 CLBW9780 N/A 3140N22N0 2053-06-01 5.5 N/A 405530.00 333435.43 Agency Mortgage-Backed Securities FEPC 03.500 CLQA4355 N/A 31339UZU7 2049-11-01 3.5 N/A 941648.00 519218.24 Agency Mortgage-Backed Securities GNPL PN DC4399 N/A 3618HJ3G9 2059-06-15 5.72 N/A 50000.00 53514.76 Agency Mortgage-Backed Securities GNPL PN DA8488 N/A 3618GYND2 2059-05-15 5.8 N/A 50000.00 53689.01 Agency Mortgage-Backed Securities GNPL PN CZ2400 N/A 3618GDUZ1 2059-07-15 6.44 N/A 50000.00 55166.14 Agency Mortgage-Backed Securities GNHA AL CW3885 H N/A 3618FCJ61 2073-08-20 6.555 N/A 719372.00 743634.91 Agency Mortgage-Backed Securities GNCL CL DB6887 N/A 3618H9UL0 2064-08-15 6.14 N/A 47540.00 50238.47 Agency Mortgage-Backed Securities GNPL PN DC4401 N/A 3618HJ3J3 2059-07-15 5.85 N/A 50000.00 53911.28 Agency Mortgage-Backed Securities FNAR XX.XXX XYBM3495 N/A 3140J73D5 2028-02-01 3.269 N/A 609201.00 61059.46 Agency Mortgage-Backed Securities FEPC 04.500 CLQG0327 N/A 3133C0LG5 2053-04-01 4.5 N/A 10360000.00 9504258.51 Agency Mortgage-Backed Securities GNHA AL CZ2266 H N/A 3618GDQT0 2073-11-20 6.499 N/A 4357399.00 4674486.40 Agency Mortgage-Backed Securities GNPL PN CU4681 N/A 3618BNFW8 2059-07-15 5.82 N/A 50000.00 53789.73 Agency Mortgage-Backed Securities MNAR XX.XXX HX109502 N/A 313637RX0 2025-08-01 3.57 N/A 12000.00 11734.64 Agency Mortgage-Backed Securities GNPL PN CK5806 N/A 3617Y1NX2 2059-06-15 5.72 N/A 50000.00 53757.69 Agency Mortgage-Backed Securities MNAR XX.XXX HXBL7140 N/A 3140HY5A2 2025-06-01 1.22 N/A 26760.00 25521.02 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1214 N/A 3132DNK36 2051-11-01 3 N/A 44544381.00 32999791.56 Agency Mortgage-Backed Securities GNHA AL CY1793 H N/A 3618G07E2 2073-09-20 6.552 N/A 5169320.00 5552704.37 Agency Mortgage-Backed Securities GNPL PN DA8487 N/A 3618GYNC4 2059-06-15 6.05 N/A 50000.00 54810.78 Agency Mortgage-Backed Securities GNCL CL CP1217 N/A 3617FQK60 2065-04-15 6.33 N/A 209130.00 228795.37 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2280 N/A 3140Q9RA3 2048-08-01 4.5 N/A 58026090.00 15173944.33 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Fitch NR Moody's NR 2024-10-01 2024-10-01 2024-10-01 N N N 0.0489 150000000.00 150000000.00 0.0009 N Y Y N MUFG Securities Americas, Inc. MUFG Securities Americas, Inc. 4.88000000 N/A K5HU16E3LMSVCCJJJ255 BYD97CES2 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N N BILL 06/12/25 N/A 912797LN5 2025-06-12 0 N/A 2145000.00 2086634.55 U.S. Treasuries (including strips) 2 1/4 NOTE J 26 N/A 9128286L9 2026-03-31 2.25 N/A 874600.00 856374.21 U.S. Treasuries (including strips) 1 5/8 NOTE S 26 N/A 912828YU8 2026-11-30 1.625 N/A 1000.00 965.37 U.S. Treasuries (including strips) 4 1/8 NOTE AB 28 N/A 91282CHQ7 2028-07-31 4.125 N/A 1000.00 1028.81 U.S. Treasuries (including strips) 0 1/4 NOTE AA 25 N/A 912828ZW3 2025-06-30 0.25 N/A 21366600.00 20781582.49 U.S. Treasuries (including strips) 0 1/4 TRIN D 29 N/A 9128287D6 2029-07-15 0.25 N/A 500000.00 584445.22 U.S. Treasuries (including strips) 2 NOTE F 26 N/A 912828U24 2026-11-15 2 N/A 540900.00 527768.57 U.S. Treasuries (including strips) 5 NOTE BJ 25 N/A 91282CJE2 2025-10-31 5 N/A 920700.00 950774.71 U.S. Treasuries (including strips) 1 5/8 NOTE C 26 N/A 912828R36 2026-05-15 1.625 N/A 1709800.00 1665867.97 U.S. Treasuries (including strips) 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 546600.00 303593.53 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 10640000.00 10627072.40 U.S. Treasuries (including strips) 3 3/4 NOTE AM 26 N/A 91282CGV7 2026-04-15 3.75 N/A 5130600.00 5225116.50 U.S. Treasuries (including strips) 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 27700.00 26653.63 U.S. Treasuries (including strips) 4 1/8 NOTE AF 27 N/A 91282CFU0 2027-10-31 4.125 N/A 976000.00 1010355.33 U.S. Treasuries (including strips) 3 1/8 NOTE AR 25 N/A 91282CFE6 2025-08-15 3.125 N/A 5100400.00 5082876.30 U.S. Treasuries (including strips) 1 1/2 NOTE G 27 N/A 912828Z78 2027-01-31 1.5 N/A 7220600.00 6911676.83 U.S. Treasuries (including strips) 2 7/8 NOTE L 25 N/A 9128284R8 2025-05-31 2.875 N/A 466100.00 466617.53 U.S. Treasuries (including strips) 4 5/8 NOTE AD 28 N/A 91282CJA0 2028-09-30 4.625 N/A 892700.00 929588.15 U.S. Treasuries (including strips) 1 1/4 NOTE M 28 N/A 91282CCH2 2028-06-30 1.25 N/A 22499300.00 20789915.68 U.S. Treasuries (including strips) 0 1/8 TRIN D 30 N/A 912828ZZ6 2030-07-15 0.125 N/A 5683800.00 6491800.91 U.S. Treasuries (including strips) 0 1/2 NOTE K 27 N/A 912828ZN3 2027-04-30 0.5 N/A 919100.00 853153.48 U.S. Treasuries (including strips) 1 1/2 NOTE S 28 N/A 91282CDL2 2028-11-30 1.5 N/A 100.00 92.74 U.S. Treasuries (including strips) 1 1/4 NOTE Q 28 N/A 91282CCY5 2028-09-30 1.25 N/A 28200.00 25829.51 U.S. Treasuries (including strips) 1 1/4 NOTE J 28 N/A 91282CBS9 2028-03-31 1.25 N/A 700.00 648.29 U.S. Treasuries (including strips) 1 3/8 NOTE R 28 N/A 91282CDF5 2028-10-31 1.375 N/A 363800.00 336433.77 U.S. Treasuries (including strips) 4 1/2 NOTE AU 25 N/A 91282CFW6 2025-11-15 4.5 N/A 336800.00 344979.86 U.S. Treasuries (including strips) 1 1/8 NOTE V 25 N/A 912828ZC7 2025-02-28 1.125 N/A 600.00 592.36 U.S. Treasuries (including strips) 3 5/8 NOTE AC 29 N/A 91282CLK5 2029-08-31 3.625 N/A 214000.00 215879.81 U.S. Treasuries (including strips) 3 BOND 52 N/A 912810TJ7 2052-08-15 3 N/A 1313200.00 1065325.62 U.S. Treasuries (including strips) 3 5/8 NOTE Z 28 N/A 91282CHE4 2028-05-31 3.625 N/A 775500.00 787933.85 U.S. Treasuries (including strips) 0 5/8 NOTE E 30 N/A 91282CAE1 2030-08-15 0.625 N/A 26992500.00 22831909.79 U.S. Treasuries (including strips) 2 1/8 NOTE S 24 N/A 9128283J7 2024-11-30 2.125 N/A 50400.00 50527.63 U.S. Treasuries (including strips) 0 7/8 TRIN A 29 N/A 9128285W6 2029-01-15 0.875 N/A 300000.00 365989.74 U.S. Treasuries (including strips) Y Moody's NR Fitch F1 Standard & Poor's A-1 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 110000000.00 110000000.00 0.0006 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797MX2 254900HROIFWPRGM1V77 US912797MX26 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2025-01-14 2025-01-14 2025-01-14 N N N 0.0454 1989493176.72 1989493176.72 0.0116 N Y Y N JP Morgan Securities LLC JP Morgan Securities LLC 4.88000000 N/A ZBUT11V806EZRVTWT807 BYD97CFB8 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N N Y UNITED STATES TREASURY 254900HROIFWPRGM1V77 91282CHE4 2028-05-31 3.625 N/A 244301200.00 247860016.93 U.S. Treasuries (including strips) Y Moody's P-1 Fitch F1+ Standard & Poor's A-1 2024-10-01 2024-10-01 2024-10-01 N N N 0.0488 243000000.00 243000000.00 0.0014 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313384Q93 2549001DPIFGXC1TOL40 US313384Q938 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's Agency Standard & Poor's A-1+ 2024-11-26 2024-11-26 2024-11-26 N N N 0.0462 297852999.00 297852999.00 0.0017 N N Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797MW4 254900HROIFWPRGM1V77 US912797MW43 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2025-01-07 2025-01-07 2025-01-07 N N N 0.0453 2327998834.78 2327998834.78 0.0136 N Y Y N Wells Fargo Securities LLC Wells Fargo Securities LLC 4.89000000 N/A VYVVCKR63DVZZN70PB21 BYD97CEC7 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y GNII SF MA3873 M N/A 36179SJS7 2046-08-20 3 N/A 155776748.00 21719709.13 Agency Mortgage-Backed Securities GNPL PN CY1381 N/A 3618G0RA8 2059-03-15 5.34 N/A 1130000.00 1183611.47 Agency Mortgage-Backed Securities GNCL CL CR5660 N/A 3618ALJD1 2065-03-15 5.64 N/A 949729.00 1002916.04 Agency Mortgage-Backed Securities GNPL PN CZ7785 N/A 3618GKUJ1 2059-06-15 6.2 N/A 2452667.00 2663739.72 Agency Mortgage-Backed Securities GNCL CL CN0548 N/A 3617YXTD0 2066-07-15 5.59 N/A 1404675.00 1426573.96 Agency Mortgage-Backed Securities GNII SF MA7420 M N/A 36179WG51 2051-06-20 3.5 N/A 55000.00 31016.51 Agency Mortgage-Backed Securities GNII SF BK5991 C N/A 3617J6UQ5 2048-12-20 5 N/A 80681.00 912.79 Agency Mortgage-Backed Securities GNPL PN CS8945 N/A 3618B25E5 2059-08-15 6.07 N/A 3074550.00 3339949.07 Agency Mortgage-Backed Securities GNCL CL CS6533 N/A 3618B0HJ5 2065-02-15 5.23 N/A 3427152.00 3529750.84 Agency Mortgage-Backed Securities GNII SF MA7589 M N/A 36179WNE4 2051-09-20 2.5 N/A 29988000.00 20168342.27 Agency Mortgage-Backed Securities GNCL CL CV6113 N/A 3618F2YJ8 2066-04-15 6.79 N/A 163339.00 173057.14 Agency Mortgage-Backed Securities GNPL PN CV3943 N/A 3618F0LY3 2058-10-15 6 N/A 389167.00 416885.31 Agency Mortgage-Backed Securities GNII SF MA9907 M N/A 36180AAG8 2054-09-20 6 N/A 62181884.00 63627073.87 Agency Mortgage-Backed Securities GNII SF DD2581 C N/A 3618HU2N0 2054-08-20 6.5 N/A 1566506.00 1634549.63 Agency Mortgage-Backed Securities GNPL PN CJ3158 N/A 3617XKQK6 2057-03-15 1.94 N/A 10440000.00 8169955.14 Agency Mortgage-Backed Securities GNPL PN DA8487 N/A 3618GYNC4 2059-06-15 6.05 N/A 3250000.00 3562701.01 Agency Mortgage-Backed Securities GNPL PN DA4289 N/A 3618GTXS9 2059-10-15 5.15 N/A 3412000.00 3528620.83 Agency Mortgage-Backed Securities GNCL CL CS3801 N/A 3618AWGJ7 2065-08-15 4.94 N/A 6885900.00 6869617.90 Agency Mortgage-Backed Securities GNII SF CZ1877 C N/A 3618GDCN8 2054-01-20 7 N/A 1832703.00 1882897.30 Agency Mortgage-Backed Securities GNCL CL CG6830 N/A 3617WLST4 2064-11-15 5.4 N/A 880566.00 888606.45 Agency Mortgage-Backed Securities GNPL PN CS8946 N/A 3618B25F2 2059-08-15 6.05 N/A 2502850.00 2695411.78 Agency Mortgage-Backed Securities GNII SF MA6063 M N/A 36179UWY4 2029-08-20 2.5 N/A 215000.00 37319.01 Agency Mortgage-Backed Securities GNPL PN CR4173 N/A 3618AJT60 2059-08-15 5.55 N/A 2443160.00 2602396.54 Agency Mortgage-Backed Securities GNPL PN DA4281 N/A 3618GTXJ9 2059-08-15 6.1 N/A 2428825.00 2644140.05 Agency Mortgage-Backed Securities GNPL PN CV1032 N/A 3618BWED1 2058-08-15 5.47 N/A 506259.00 526793.79 Agency Mortgage-Backed Securities GNII SF MA7827 M N/A 36179WVU9 2052-01-20 2.5 N/A 542915719.00 391222611.11 Agency Mortgage-Backed Securities GNII SF DB0740 C N/A 3618H2ZD8 2054-04-20 7 N/A 2226197.00 2335785.97 Agency Mortgage-Backed Securities GNII SF DE3745 C N/A 3618J9ES1 2054-09-20 6.5 N/A 1545008.00 1629289.90 Agency Mortgage-Backed Securities GNII SF MA4963 M N/A 36179TQQ1 2047-12-20 4 N/A 5021636.00 586740.74 Agency Mortgage-Backed Securities GNII SF MA3173 M N/A 36179RQ28 2045-10-20 3.5 N/A 231791273.00 24358291.03 Agency Mortgage-Backed Securities GNPL PN DA0297 N/A 3618GPKJ1 2059-06-15 5.98 N/A 2460000.00 2660098.05 Agency Mortgage-Backed Securities GNPL PN DA0296 N/A 3618GPKH5 2059-08-15 5.47 N/A 3630720.00 3855432.60 Agency Mortgage-Backed Securities GNPL PN DA0295 N/A 3618GPKG7 2059-08-15 5.62 N/A 2752360.00 2941179.74 Agency Mortgage-Backed Securities GNCL CL CP3649 N/A 3617FTBS6 2065-01-15 4.35 N/A 3537742.00 3385800.11 Agency Mortgage-Backed Securities GNCL CL CP3703 N/A 3617FTDG0 2065-06-15 5.3 N/A 722777.00 725879.48 Agency Mortgage-Backed Securities GNPL PN CK5789 N/A 3617Y1NE4 2057-05-15 2.44 N/A 4194700.00 3463785.71 Agency Mortgage-Backed Securities GNPL PN DA3197 N/A 3618GSRS8 2059-06-15 6 N/A 2338000.00 2530165.26 Agency Mortgage-Backed Securities GNCL CL CP3713 N/A 3617FTDS4 2065-09-15 5.25 N/A 4808958.00 4891855.62 Agency Mortgage-Backed Securities GNPL PN CP3674 N/A 3617FTCK2 2063-11-15 4.35 N/A 581746.00 565301.88 Agency Mortgage-Backed Securities GNII SF AS2837 C N/A 36193MEJ7 2046-03-20 3.5 N/A 63000.00 15984.79 Agency Mortgage-Backed Securities GNPL PN CM3805 N/A 3617YPGN9 2059-06-15 6.03 N/A 947775.00 1026958.44 Agency Mortgage-Backed Securities GNCL CL CY6534 N/A 3618G6HK4 2065-09-15 5.88 N/A 10675.00 11471.75 Agency Mortgage-Backed Securities GNPL PN CZ2402 N/A 3618GDU32 2059-07-15 6.5 N/A 3370225.00 3749321.39 Agency Mortgage-Backed Securities GNPL PN CU4635 N/A 3618BNEG4 2058-11-15 5.82 N/A 275484.00 293061.85 Agency Mortgage-Backed Securities GNCL CL CV9244 N/A 3618F6HV1 2065-11-15 6.04 N/A 1849698.00 1906684.52 Agency Mortgage-Backed Securities GNPL PN CY1380 N/A 3618G0Q92 2059-03-15 5.34 N/A 890000.00 932224.97 Agency Mortgage-Backed Securities GNPL PN CW2329 N/A 3618FASS7 2059-06-15 5.55 N/A 17590170.00 18737782.96 Agency Mortgage-Backed Securities GNII SF BO1503 C N/A 3617KGU40 2049-06-20 4.5 N/A 6752206.00 751469.55 Agency Mortgage-Backed Securities GNCL CL CU4605 N/A 3618BNDJ9 2065-12-15 5.5 N/A 5860238.00 5942378.35 Agency Mortgage-Backed Securities GNPL PN CX6392 N/A 3618FTC53 2059-03-15 5.45 N/A 1248500.00 1315947.02 Agency Mortgage-Backed Securities GNCL CL CX6390 N/A 3618FTC38 2066-10-15 5.64 N/A 60000.00 61473.26 Agency Mortgage-Backed Securities GNCL CL CP1215 N/A 3617FQK45 2066-03-15 6.48 N/A 574098.00 589542.38 Agency Mortgage-Backed Securities GNPL PN CU4689 N/A 3618BNF65 2059-08-15 5.6 N/A 1500000.00 1601642.70 Agency Mortgage-Backed Securities GNCL CS CQ7222 N/A 3618AAAX0 2064-12-15 6.35 N/A 2789674.00 2615428.95 Agency Mortgage-Backed Securities GNPL PN CU2417 N/A 3618BKVJ5 2058-09-15 5.73 N/A 572550.00 603918.50 Agency Mortgage-Backed Securities GNCL CL CP2694 N/A 3617FR7F3 2066-07-15 5.45 N/A 1253966.00 1265713.50 Agency Mortgage-Backed Securities GNPL PN DA0303 N/A 3618GPKQ5 2059-08-15 5.49 N/A 4310240.00 4581789.13 Agency Mortgage-Backed Securities GNCL CL CR5663 N/A 3618ALJG4 2063-12-15 6.85 N/A 69238.00 74334.54 Agency Mortgage-Backed Securities GNCL CL CS2706 N/A 3618AVAF3 2065-06-15 5.54 N/A 1750520.00 1785741.82 Agency Mortgage-Backed Securities GNCL CL CK0472 N/A 3617XUQZ1 2062-10-15 4.87 N/A 364751.00 358364.96 Agency Mortgage-Backed Securities Y Moody's NR Standard & Poor's A-1 Fitch NR 2024-10-01 2024-10-01 2024-10-01 N N N 0.0489 635000000.00 635000000.00 0.0037 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385DG8 2549001DPIFGXC1TOL40 US313385DG84 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Standard & Poor's A-1+ Moody's Agency 2025-03-20 2025-03-20 2025-03-20 N N N 0.0427 145092688.47 145092688.47 0.0009 N N N N Bank of America Securities, Inc. Bank of America Securities, Inc. 4.89000000 N/A NQQ6HPCNCCU6TUTQYE16 BYD97CDR5 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N FNMS 06.000 CLDB9966 N/A 3140ALCC5 2054-09-01 6 N/A 44729689.00 45982716.67 Agency Mortgage-Backed Securities FNMS 04.000 CTFS4944 N/A 3140XLP69 2031-10-01 4 N/A 58815032.00 44078833.14 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4689 N/A 3132A5F67 2046-11-01 3.5 N/A 305795000.00 46084380.93 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4885 N/A 3132DSNA6 2054-01-01 6.5 N/A 49388710.00 47538117.09 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6866 N/A 3140QSTY7 2053-08-01 5.5 N/A 50000000.00 47746847.03 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 N/A 50094954.00 46692106.80 Agency Mortgage-Backed Securities FNMS 06.500 CLFS9123 N/A 3140XRD51 2053-12-01 6.5 N/A 9860758.00 10326364.37 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4815 N/A 3140XLK56 2052-05-01 3 N/A 55929891.00 46300634.52 Agency Mortgage-Backed Securities Y Standard & Poor's A-1 Moody's P-1 Fitch F1+ 2024-10-01 2024-10-01 2024-10-01 N N N 0.0489 325000000.00 325000000.00 0.0019 N Y Y N BMO Capital Markets Corp. 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38384JMD3 2064-02-20 2.70459 N/A 125000000.00 5995363.77 Agency Collateralized Mortgage Obligation GNMA_24-110L N/A 38384QVV7 2054-07-20 1.30459 N/A 90000000.00 6341078.84 Agency Collateralized Mortgage Obligation GNMA_24-102 N/A 38384QAG3 2066-09-16 0.95352 N/A 70144550.00 5945036.16 Agency Collateralized Mortgage Obligation GNMA_24-110J N/A 38384QVF2 2054-07-20 1.30459 N/A 85000000.00 6498902.82 Agency Collateralized Mortgage Obligation GNMA_22-H24B N/A 38382YC43 2072-11-20 1.03416 N/A 200004241.00 5736008.43 Agency Collateralized Mortgage Obligation FHMR_21-P009 N/A 3137H13U8 2031-01-25 1.132 N/A 68000.00 42698.06 Agency Collateralized Mortgage Obligation GNMA_24-126A N/A 38384UUR8 2054-08-20 1.30459 N/A 97666667.00 5852890.11 Agency Collateralized Mortgage Obligation FNMA_18-M12 N/A 3136B23J9 2025-08-25 5.86098 N/A 1000.00 48.64 Agency Collateralized Mortgage Obligation FNMA_16-101B N/A 3136AU2W0 2047-01-25 3 N/A 40000.00 33027.39 Agency Collateralized Mortgage Obligation 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Variable Rate Notes Federal Home Loan Mortgage Corp. 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CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 90001.00 76540.74 Agency Mortgage-Backed Securities FEPC 05.500 CLRA8758 N/A 3133KQWT9 2053-03-01 5.5 N/A 320256.00 271666.11 Agency Mortgage-Backed Securities FEPC 03.500 CLQD7913 N/A 3133B5YJ5 2052-03-01 3.5 N/A 100000.00 68236.41 Agency Mortgage-Backed Securities FEPC 04.500 CLQE1216 N/A 3133BAK59 2052-04-01 4.5 N/A 1086546.00 1058455.75 Agency Mortgage-Backed Securities FEPC 06.000 CLQI3936 N/A 3133WALR7 2054-04-01 6 N/A 1301688.00 1334408.35 Agency Mortgage-Backed Securities 03.000 FGPC G60039 G N/A 31335ABG2 2043-04-01 3 N/A 125000.00 31649.30 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2107 N/A 3132DPKU1 2052-12-01 3.5 N/A 334982.00 281394.86 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9209 N/A 3140XDGT7 2051-10-01 3 N/A 130000.00 95940.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1557 N/A 3140XGWT2 2052-04-01 3.5 N/A 150000.00 117658.42 Agency Mortgage-Backed Securities FNMS 05.500 CLDB6610 N/A 3140AGKY9 2054-06-01 5.5 N/A 1685424.00 1718107.30 Agency Mortgage-Backed Securities FNMS 03.000 CIFS7326 N/A 3140XPD89 2038-11-01 3 N/A 8887104.00 7911801.74 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6025 N/A 3133WCVS0 2054-05-01 6 N/A 1417990.00 1466766.17 Agency Mortgage-Backed Securities FEPC 07.500 CLQH2929 N/A 3133CFHE2 2053-10-01 7.5 N/A 2682292.00 2250743.42 Agency Mortgage-Backed Securities FEPC 04.000 CLQE9360 N/A 3133BKMH9 2052-08-01 4 N/A 173837.00 161306.04 Agency Mortgage-Backed Securities 05.625 FGPC U30271 G N/A 31335YJQ0 2037-01-01 5.625 N/A 1629.00 14.83 Agency Mortgage-Backed Securities FEPC 04.000 CLQA6920 N/A 3133A1VM1 2050-02-01 4 N/A 990717.00 272703.30 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3375 N/A 3140QNXD9 2052-04-01 3.5 N/A 46460544.00 39423539.83 Agency Mortgage-Backed Securities FEPC 06.500 CTRB5299 N/A 3133KY3G2 2044-05-01 6.5 N/A 11708192.00 12016740.83 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7556 N/A 3140XBME7 2051-05-01 3.5 N/A 4000.00 1717.56 Agency Mortgage-Backed Securities FNMS 03.000 CLBV3387 N/A 3140MGXR7 2052-03-01 3 N/A 9625.00 6717.17 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3770 N/A 3140QPFL6 2052-06-01 3.5 N/A 124782.00 103195.55 Agency Mortgage-Backed Securities 04.500 FGPC P00061 G N/A 31283NB68 2034-08-01 4.5 N/A 249998.00 9589.45 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1566 N/A 3140QLW44 2051-09-01 2.5 N/A 2997490.00 2136988.63 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2914 N/A 3140XJGY3 2052-09-01 4.5 N/A 1739.00 1479.09 Agency Mortgage-Backed Securities FNMS 04.500 CLBW3302 N/A 3140MUU40 2052-07-01 4.5 N/A 36089.00 32933.26 Agency Mortgage-Backed Securities FEPC 04.500 CLQH1221 N/A 3133CDLA0 2053-09-01 4.5 N/A 1012258.00 967303.27 Agency Mortgage-Backed Securities FEPC 04.000 CLRA2008 N/A 3133KHGR1 2050-01-01 4 N/A 110000.00 30179.40 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5156 N/A 3140QQWS0 2052-11-01 6.5 N/A 98000.00 81930.13 Agency Mortgage-Backed Securities FEPC 06.000 CLQI7451 N/A 3133WEH45 2054-06-01 6 N/A 1603026.00 1640307.50 Agency Mortgage-Backed Securities FNMS 06.000 CLDB2588 N/A 3140AB2W4 2054-08-01 6 N/A 1741862.00 1788085.94 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2408 N/A 3140QMVA9 2051-12-01 2.5 N/A 407000.00 305866.18 Agency Mortgage-Backed Securities FEPC 03.500 CISB0366 N/A 3132CWMP6 2034-02-01 3.5 N/A 95999.00 31640.31 Agency Mortgage-Backed Securities FEPC 07.000 CLQF6211 N/A 3133BT3U2 2052-12-01 7 N/A 518570.00 535664.24 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ0960 N/A 3133CRB51 2054-07-01 6 N/A 1820.00 1871.52 Agency Mortgage-Backed Securities FNMS 04.000 CLCA5571 N/A 3140QDFM1 2050-04-01 4 N/A 345002.00 92586.00 Agency Mortgage-Backed Securities FEPC 03.500 CLSD4061 N/A 3132E0QN5 2053-08-01 3.5 N/A 2182312.00 1939333.34 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4849 N/A 3140XLL71 2042-01-01 6 N/A 7000.00 6069.37 Agency Mortgage-Backed Securities FEPC 04.000 CLSD3398 N/A 3132DQX35 2049-10-01 4 N/A 14727424.00 12722549.97 Agency Mortgage-Backed Securities 04.000 FGPC G14239 G N/A 3128MC4Y8 2026-09-01 4 N/A 5854430.00 44873.15 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1189 N/A 3140XGKB4 2052-04-01 3.5 N/A 1766.00 1482.62 Agency Mortgage-Backed Securities FEPC 05.000 CLQI4839 N/A 3133WBLU8 2054-05-01 5 N/A 2993650.00 3001562.41 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5829 N/A 3140QRPP2 2053-03-01 4.5 N/A 4281384.00 3805308.31 Agency Mortgage-Backed Securities FEPC 03.000 CLQE4043 N/A 3133BDP41 2052-06-01 3 N/A 631795.00 519997.37 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6757 N/A 3140QSQK0 2053-07-01 6 N/A 137443.00 124886.93 Agency Mortgage-Backed Securities FEPC 05.500 CLQI3559 N/A 3133W95U1 2054-03-01 5.5 N/A 320444.00 324562.28 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4074 N/A 31418DQ47 2035-07-01 2 N/A 473000.00 182163.71 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0240 N/A 3140XFHS3 2052-01-01 3 N/A 1445.00 1026.35 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ4364 N/A 3133CUZ58 2054-09-01 6 N/A 1303532.00 1341853.67 Agency Mortgage-Backed Securities FEPC 03.500 CLQE0249 N/A 3133B9H23 2052-04-01 3.5 N/A 75000.00 63802.02 Agency Mortgage-Backed Securities FEPC 02.000 CTQK1354 N/A 3133D4QF3 2042-02-01 2 N/A 200000.00 142479.55 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3239 N/A 3140QNS52 2052-04-01 3 N/A 374000.00 284124.09 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9857 N/A 3133KR5S9 2053-09-01 6 N/A 499999.00 461522.07 Agency Mortgage-Backed Securities FEPC 05.500 CLQI7617 N/A 3133WEPA2 2054-06-01 5.5 N/A 1493090.00 1530655.66 Agency Mortgage-Backed Securities FNMS 06.500 CKBU4964 N/A 3140M6QS5 2054-07-01 6.5 N/A 2032100.00 2089562.35 Agency Mortgage-Backed Securities FNMS 03.000 CIFM0047 N/A 3140X3BR8 2034-12-01 3 N/A 1338.00 459.86 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1311 N/A 3140MSN50 2052-11-01 4.5 N/A 1372.00 1220.78 Agency Mortgage-Backed Securities FNMS 04.000 CLCA9528 N/A 3140QHSS5 2049-04-01 4 N/A 5667008.00 751061.04 Agency Mortgage-Backed Securities FEPC 03.500 CNZS7999 N/A 3132A83G2 2028-01-01 3.5 N/A 15803.00 1452.87 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1674 N/A 3140AN2G3 2054-09-01 5.5 N/A 2827908.00 2909452.30 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4918 N/A 31418EPC8 2053-02-01 5 N/A 8000.00 7142.41 Agency Mortgage-Backed Securities FNMS 05.000 CICB4526 N/A 3140QQA47 2037-09-01 5 N/A 77971.00 56804.04 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2561 N/A 3140XHZ34 2052-08-01 5 N/A 350000.00 291427.84 Agency Mortgage-Backed Securities FEPC 04.000 CLSD6526 N/A 3132DUHB6 2045-02-01 4 N/A 13625616.00 13568718.45 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6893 N/A 3140QSUT6 2053-08-01 4.5 N/A 2967060.00 2844807.12 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6632 N/A 3140XNLN2 2053-07-01 2.5 N/A 153000.00 126606.67 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5686 N/A 3140QRJ87 2053-02-01 5 N/A 40878.00 37113.36 Agency Mortgage-Backed Securities FEPC 04.000 CLZA5642 N/A 31329PHT3 2048-09-01 4 N/A 17443.00 873.56 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6110 N/A 3140NAYG2 2053-01-01 6 N/A 4193864.00 3016869.59 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ2473 N/A 3142GSXB9 2054-09-01 6.5 N/A 32399900.00 33878667.43 Agency Mortgage-Backed Securities FEPC 04.500 CLQF2737 N/A 3133BQBE5 2052-11-01 4.5 N/A 338862.00 263504.64 Agency Mortgage-Backed Securities FNMS 05.500 CLCB7114 N/A 3140QS3Y5 2053-09-01 5.5 N/A 99999.00 95417.87 Agency Mortgage-Backed Securities FEPC 03.500 CLQC5404 N/A 3133AQAD9 2051-08-01 3.5 N/A 315000.00 198391.54 Agency Mortgage-Backed Securities FEPC 02.500 CISB0383 N/A 3132CWM84 2032-04-01 2.5 N/A 81094.00 28876.52 Agency Mortgage-Backed Securities FEPC 06.500 CLQI4880 N/A 3133WBM52 2054-04-01 6.5 N/A 1780066.00 1846983.80 Agency Mortgage-Backed Securities FNMS 04.000 CIBW6255 N/A 3140MX5R1 2037-07-01 4 N/A 5239080.00 3752600.44 Agency Mortgage-Backed Securities FEPC 06.500 CLQF6627 N/A 3133BULG0 2053-01-01 6.5 N/A 307982.00 249746.15 Agency Mortgage-Backed Securities FNMS 03.000 CICB3224 N/A 3140QNSN3 2037-03-01 3 N/A 141381.00 88368.52 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6219 N/A 3132DT4C1 2054-03-01 5.5 N/A 27786912.00 28419578.21 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ2419 N/A 3133CSVL2 2054-08-01 6 N/A 1859806.00 1913431.49 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9682 N/A 3140XDXL5 2046-12-01 2.5 N/A 86246.00 58740.48 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 13306480.00 11317941.71 Agency Mortgage-Backed Securities FEPC 04.500 CLQG3280 N/A 3133C3UD6 2053-05-01 4.5 N/A 380160.00 368387.89 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6551 N/A 3133BUH42 2053-01-01 5.5 N/A 8246992.00 7174342.01 Agency Mortgage-Backed Securities FNMS 05.000 CLCB9207 N/A 3140QVGR9 2054-09-01 5 N/A 1664.00 1667.26 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3282 N/A 3140X6UG4 2050-05-01 3.5 N/A 188000.00 79175.15 Agency Mortgage-Backed Securities FNMS 03.500 CLCA5353 N/A 3140QC5P7 2050-03-01 3.5 N/A 800000.00 214804.06 Agency Mortgage-Backed Securities FNMS 02.000 CLBU7254 N/A 3140M9BY2 2051-12-01 2 N/A 1718.00 1259.18 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5635 N/A 3140XMHM1 2052-11-01 4 N/A 94000.00 85652.11 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4619 N/A 3140QQDZ5 2052-09-01 4.5 N/A 68573.00 57189.24 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5943 N/A 3140XMS98 2053-05-01 2.5 N/A 248000.00 201659.59 Agency Mortgage-Backed Securities 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 100.00 99.79 U.S. Treasuries (including strips) FEPC 06.500 CLQG2762 N/A 3133C3B70 2053-05-01 6.5 N/A 1019160.00 720905.67 Agency Mortgage-Backed Securities FNMS 02.000 CIFM5428 N/A 3140X9A62 2035-10-01 2 N/A 1814000.00 800549.51 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8329 N/A 3132DWHE6 2053-06-01 5 N/A 64999.00 60264.91 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2760 N/A 3132DQB54 2053-04-01 6 N/A 405170.00 328982.20 Agency Mortgage-Backed Securities FEPC 04.000 CLSD4750 N/A 3132DSH39 2052-10-01 4 N/A 218956.00 204125.21 Agency Mortgage-Backed Securities FEPC 06.500 CLQI7633 N/A 3133WEPS3 2054-06-01 6.5 N/A 3059160.00 2766130.48 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2737 N/A 3132DQBE5 2053-04-01 5.5 N/A 1464990.00 1416145.95 Agency Mortgage-Backed Securities FEPC 06.000 CLZS1935 N/A 3132A2EG3 2038-02-01 6 N/A 2414.00 18.99 Agency Mortgage-Backed Securities FEPC 04.500 CLQG2418 N/A 3133C2VK1 2053-04-01 4.5 N/A 181902.00 160426.17 Agency Mortgage-Backed Securities FEPC 05.000 CLZM7373 N/A 3131Y2FN3 2048-07-01 5 N/A 377521.00 124377.66 Agency Mortgage-Backed Securities FEPC 04.500 CLQE7402 N/A 3133BHGK6 2052-08-01 4.5 N/A 79242.00 76213.25 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8301 N/A 3132DWGJ6 2053-02-01 6 N/A 155000.00 132626.46 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5295 N/A 3140X83D7 2048-04-01 3.5 N/A 3071000.00 1488706.36 Agency Mortgage-Backed Securities FNMS 06.000 CL850023 N/A 31408FLC1 2036-04-01 6 N/A 10800704.00 471275.30 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4257 N/A 31418DWT5 2050-01-01 3 N/A 299999.00 131686.93 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7063 N/A 3140QSZ53 2053-09-01 7 N/A 414193.00 354345.67 Agency Mortgage-Backed Securities FEPC 06.000 CLQH9444 N/A 3133CNP55 2054-02-01 6 N/A 551159.00 480304.56 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3023 N/A 3140NKLD1 2053-06-01 5.5 N/A 2791500.00 2768342.20 Agency Mortgage-Backed Securities FEPC 04.500 CISB8259 N/A 3132D6E89 2038-10-01 4.5 N/A 37885.00 32567.26 Agency Mortgage-Backed Securities FEPC 05.000 CLQA5229 N/A 31346YY23 2049-11-01 5 N/A 123460.00 59813.09 Agency Mortgage-Backed Securities FNMS 04.000 CLCB2105 N/A 3140QMKT0 2051-11-01 4 N/A 33558656.00 22729266.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8488 N/A 3140QUNE2 2054-05-01 5.5 N/A 70142.00 71107.31 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3747 N/A 3140X7EV7 2050-08-01 2.5 N/A 2885000.00 1452193.35 Agency Mortgage-Backed Securities FEPC 05.500 CLQI9807 N/A 3133WG3Q6 2054-07-01 5.5 N/A 1524454.00 1562057.32 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4099 N/A 31418DRV6 2035-08-01 2.5 N/A 119999.00 46210.86 Agency Mortgage-Backed Securities FEPC 05.500 CLQF3903 N/A 3133BRKQ6 2052-11-01 5.5 N/A 110000.00 91907.85 Agency Mortgage-Backed Securities FNMS 05.000 CTMA0268 N/A 31417YJN8 2029-12-01 5 N/A 1248.00 34.47 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8749 N/A 3140QUWK8 2054-06-01 7 N/A 11648960.00 12111420.94 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2758 N/A 3140QNB43 2052-02-01 3 N/A 163000.00 124055.18 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ5805 N/A 3133CWNW8 2054-09-01 6 N/A 1689092.00 1739267.04 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4345 N/A 3140QPZK6 2052-08-01 4.5 N/A 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Mortgage-Backed Securities FEPC 05.000 CLZI7640 N/A 3131WLPZ5 2038-06-01 5 N/A 51516.00 1248.54 Agency Mortgage-Backed Securities FEPC 05.000 CLQF9737 N/A 3133BXZA2 2053-04-01 5 N/A 3742970.00 3424597.36 Agency Mortgage-Backed Securities FEPC 04.500 CLQG2336 N/A 3133C2SZ2 2053-05-01 4.5 N/A 1121544.00 1059278.17 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6599 N/A 3140XAKM3 2050-06-01 3.5 N/A 2000.00 706.92 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6094 N/A 3140QRXY4 2053-04-01 6 N/A 449693.00 383373.63 Agency Mortgage-Backed Securities FNMS 06.500 CTMA5455 N/A 31418FBZ9 2044-07-01 6.5 N/A 1598.00 1564.19 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1465 N/A 3132DNTW3 2052-08-01 5 N/A 13406820.00 11785500.24 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9437 N/A 3133KRPW8 2053-07-01 5.5 N/A 99999.00 94144.82 Agency Mortgage-Backed Securities FNMS 07.000 CLCB8030 N/A 3140QT4Q9 2054-02-01 7 N/A 2238192.00 2264846.24 Agency Mortgage-Backed Securities FNMS 01.500 CNMA4367 N/A 31418DZ96 2031-06-01 1.5 N/A 2000000.00 1021042.75 Agency Mortgage-Backed Securities FNMS 02.000 CTFS8579 N/A 3140XQQ91 2042-08-01 2 N/A 159739136.00 137264746.21 Agency Mortgage-Backed Securities FNMS 03.000 CRAQ9670 N/A 3138MRW80 2043-01-01 3 N/A 210000.00 96314.79 Agency Mortgage-Backed Securities FEPC 02.000 CLQD1254 N/A 3133AXMB5 2051-11-01 2 N/A 390000.00 280198.85 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4924 N/A 3133BSPH9 2052-12-01 6 N/A 97999.00 73311.41 Agency Mortgage-Backed Securities FEPC 04.500 CLQE1843 N/A 3133BBBL2 2052-05-01 4.5 N/A 200000.00 189892.10 Agency Mortgage-Backed Securities FEPC 05.000 CLQG2834 N/A 3133C3EF9 2053-04-01 5 N/A 300000.00 239008.12 Agency Mortgage-Backed Securities 03.000 FGPC Q41930 G N/A 3132WFEC9 2046-07-01 3 N/A 200000.00 57364.92 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7785 N/A 3140XBUK4 2049-05-01 4 N/A 348534.00 163573.28 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0895 N/A 3132DM7G4 2052-02-01 2 N/A 2758748.00 1988861.09 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0927 N/A 3140XGA58 2051-05-01 3 N/A 350000.00 259808.91 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8221 N/A 3140QUD37 2054-03-01 5.5 N/A 6143.00 6159.11 Agency Mortgage-Backed Securities 03.000 FGPC G60510 G N/A 31335AR75 2046-03-01 3 N/A 710000.00 189600.07 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5731 N/A 3133KMLL7 2051-08-01 2 N/A 300000.00 200645.94 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ2415 N/A 3133CSVG3 2054-08-01 6 N/A 1298786.00 1346193.69 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1555 N/A 3140XGWR6 2052-04-01 3.5 N/A 95000.00 74465.65 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4607 N/A 31418EDM9 2042-05-01 2.5 N/A 99999.00 75487.96 Agency Mortgage-Backed Securities 03.500 FGPC Q36302 G N/A 3132QTAC0 2045-09-01 3.5 N/A 106000.00 27875.83 Agency Mortgage-Backed Securities FNMS 03.000 CIFS3272 N/A 3140XJT60 2037-09-01 3 N/A 117727.00 95351.52 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4847 N/A 3140QQL52 2052-10-01 5.5 N/A 71898.00 60568.88 Agency Mortgage-Backed Securities FNMS 03.000 CLFS3306 N/A 3140XJU84 2050-11-01 3 N/A 3800000.00 2884296.34 Agency Mortgage-Backed Securities Y Standard & Poor's A-1+ Moody's P-1 Fitch NR 2024-10-01 2024-10-01 2024-10-01 N N N 0.0490 500000000.00 500000000.00 0.0029 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LT2 254900HROIFWPRGM1V77 US912797LT23 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2024-10-15 2024-10-15 2024-10-15 N N N 0.0447 1925165020.78 1925165020.78 0.0113 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.04000000 3130AYF92 2549001DPIFGXC1TOL40 US3130AYF923 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2024-10-01 2026-01-15 2026-01-15 N N N 0.0512 300111957.00 300111957.00 0.0018 N N N N Fixed Income Clearing Corporation - MS Fixed Income Clearing Corporation - MS 4.91000000 N/A 549300H47WTHXPU08X20 BYD97CER4 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 03.500 CLAY1306 N/A 3138YENY9 2045-03-01 3.5 N/A 5138.00 695.58 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5193 N/A 31418EXX3 2053-11-01 7 N/A 57200116.00 48102701.55 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ2124 N/A 3133CSLD1 2054-08-01 6.5 N/A 991515.00 1028596.97 Agency Mortgage-Backed Securities 5 1/4 BOND 28 N/A 912810FF0 2028-11-15 5.25 N/A 200.00 217.01 U.S. Treasuries (including strips) 04.500 FGPC G08713 G N/A 3128MJYK0 2046-06-01 4.5 N/A 1000.00 82.80 Agency Mortgage-Backed Securities FNMS 05.000 CLFS4521 N/A 3140XLAX6 2053-04-01 5 N/A 1130584.00 1024667.67 Agency Mortgage-Backed Securities FNMS 03.500 CLFS7709 N/A 3140XPR76 2048-11-01 3.5 N/A 1150498.00 1062903.49 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4626 N/A 31418ED80 2052-06-01 4 N/A 1490.00 1237.59 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6837 N/A 3140XNS39 2053-07-01 5.5 N/A 1699614.00 1644464.49 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4157 N/A 3140QPTP2 2052-07-01 4 N/A 1677617.00 1489982.70 Agency Mortgage-Backed Securities FNMS 05.000 CLBY5849 N/A 3140NNQB4 2053-07-01 5 N/A 617726.00 615792.44 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8316 N/A 3132DWGZ0 2053-04-01 5.5 N/A 1670.00 1503.23 Agency Mortgage-Backed Securities FNMS 03.500 CLFM6039 N/A 3140X9V93 2050-06-01 3.5 N/A 2000.00 733.55 Agency Mortgage-Backed Securities 05.500 FGPC C72894 G N/A 31288BGB3 2032-11-01 5.5 N/A 13000.00 16.93 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7931 N/A 3140QTY52 2054-01-01 7 N/A 15429077.00 11691294.77 Agency Mortgage-Backed Securities 04.000 FGPC G08624 G N/A 3128MJVS6 2045-01-01 4 N/A 3900.00 340.08 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1518 N/A 3133CDVK7 2053-09-01 6.5 N/A 1009354.00 1027337.34 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0363 N/A 3140XFMM0 2052-01-01 2.5 N/A 1000.00 731.09 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9775 N/A 3132AA2G8 2046-07-01 3.5 N/A 4009.00 1061.22 Agency Mortgage-Backed Securities 03.500 FGPC Q16717 G N/A 3132J74B5 2043-03-01 3.5 N/A 60000.00 10374.31 Agency Mortgage-Backed Securities FEPC 05.000 CLQI0790 N/A 3133W62X4 2054-02-01 5 N/A 51306.00 51186.22 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4160 N/A 3140XKTS9 2052-08-01 4 N/A 10821287.00 9346845.98 Agency Mortgage-Backed Securities FNMS 02.500 CIFM3701 N/A 3140X7DF3 2035-07-01 2.5 N/A 1000.00 448.72 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3588 N/A 3140XJ7A5 2053-08-01 6 N/A 4930760.00 4112185.22 Agency Mortgage-Backed Securities 06.500 FGPC P20053 G N/A 31283Y5M6 2028-07-01 6.5 N/A 43000.00 9.36 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4355 N/A 31418DZV7 2051-06-01 2 N/A 1000.00 667.88 Agency Mortgage-Backed Securities FEPC 03.000 CLQE2623 N/A 3133BB4G1 2052-05-01 3 N/A 18298619.00 14458065.37 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8258 N/A 3132DWE74 2052-10-01 5 N/A 4017.00 3495.68 Agency Mortgage-Backed Securities FEPC 06.500 CISB8311 N/A 3132D6GU8 2039-04-01 6.5 N/A 6361693.00 5827160.17 Agency Mortgage-Backed Securities FNMS 06.500 CL665301 N/A 31391FDE5 2032-09-01 6.5 N/A 13554.00 58.42 Agency Mortgage-Backed Securities FNMS 03.500 CIBM4905 N/A 3140J9NX5 2033-11-01 3.5 N/A 4000.00 1090.77 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6375 N/A 3132DUCL9 2054-09-01 6.5 N/A 1573750.00 1639680.86 Agency Mortgage-Backed Securities FNMS 04.500 CLAV4892 N/A 3138XGNJ8 2043-12-01 4.5 N/A 1000.00 14.13 Agency Mortgage-Backed Securities FNMS 07.500 CL303031 N/A 31373TSU5 2024-10-25 7.5 N/A 705000.00 0.59 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8545 N/A 3140QUP75 2054-05-01 6 N/A 124719515.00 125713105.42 Agency Mortgage-Backed Securities FEPC 02.000 CIQN4824 N/A 3133GBLD4 2036-01-01 2 N/A 337786.00 164625.01 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2254 N/A 3132DPQF8 2052-07-01 3.5 N/A 591000.00 503041.36 Agency Mortgage-Backed Securities FNMS 05.500 CL684500 N/A 31400DNR9 2032-12-01 5.5 N/A 18000.00 211.25 Agency Mortgage-Backed Securities 05.000 FGPC A12093 G N/A 31296LKE0 2033-08-01 5 N/A 6000.00 30.70 Agency Mortgage-Backed Securities FEPC 03.000 CIZS7297 N/A 3132A8DA4 2027-07-01 3 N/A 97443.00 5996.50 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4240 N/A 3140XKWA4 2053-03-01 6 N/A 687983.00 617457.77 Agency Mortgage-Backed Securities 07.000 FGPC G01217 G N/A 31283HK61 2031-03-01 7 N/A 17153.00 12.54 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4404 N/A 31418D3N0 2036-08-01 2.5 N/A 99480.00 62994.80 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4501 N/A 31418EAB6 2041-12-01 2 N/A 1000000.00 699813.06 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8537 N/A 3140N1PX5 2052-09-01 4.5 N/A 1000.00 907.58 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ0528 N/A 3142GQSS2 2053-12-01 6.5 N/A 22290904.00 21853046.62 Agency Mortgage-Backed Securities 3 1/8 BOND 41 N/A 912810QT8 2041-11-15 3.125 N/A 200.00 179.16 U.S. Treasuries (including strips) FNMS 06.500 CLDB4576 N/A 3140AECN7 2054-06-01 6.5 N/A 2633.00 2759.58 Agency Mortgage-Backed Securities FEPC 02.000 CISB0546 N/A 3132CWTB0 2036-01-01 2 N/A 131464.00 70236.25 Agency Mortgage-Backed Securities FNMS 03.500 CIAS9701 N/A 3138WKX75 2032-05-01 3.5 N/A 2050.00 343.99 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4407 N/A 3131XX3Q2 2047-10-01 3.5 N/A 485000.00 168104.76 Agency Mortgage-Backed Securities FNMS 04.000 CLAJ3591 N/A 3138AU7D3 2041-10-01 4 N/A 1000.00 41.81 Agency Mortgage-Backed Securities FNMS 06.000 CLDB0827 N/A 3140A94M9 2054-04-01 6 N/A 3655052.00 3719157.11 Agency Mortgage-Backed Securities FNMS 05.000 CLBY4455 N/A 3140NL5R6 2053-07-01 5 N/A 1075592.00 1027399.73 Agency Mortgage-Backed Securities FEPC 04.500 CLQI6144 N/A 3133WCZH0 2054-05-01 4.5 N/A 1055412.00 1036840.74 Agency Mortgage-Backed Securities 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 100.00 84.17 U.S. Treasuries (including strips) FNMS 04.500 CLAC3786 N/A 31417NF48 2039-10-01 4.5 N/A 15020.00 436.84 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7189 N/A 3133KN7A5 2052-04-01 3.5 N/A 3000.00 2383.36 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4048 N/A 31418DQA3 2050-06-01 3 N/A 4980.00 1495.03 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0553 N/A 3140N4TK3 2052-10-01 5.5 N/A 100020.00 85806.44 Agency Mortgage-Backed Securities FEPC 06.000 CLQI4035 N/A 3133WAPU6 2054-04-01 6 N/A 5058585.00 5149940.60 Agency Mortgage-Backed Securities FEPC 02.000 CTSC0313 N/A 3132D9K29 2042-01-01 2 N/A 1699000.00 1292565.94 Agency Mortgage-Backed Securities FNMS 06.000 CLDC0306 N/A 3140AMKU4 2054-08-01 6 N/A 994363.00 1030369.18 Agency Mortgage-Backed Securities FNMS 05.500 CTFS7743 N/A 3140XPS91 2043-11-01 5.5 N/A 461570.00 441030.41 Agency Mortgage-Backed Securities FEPC 05.000 CLQG6811 N/A 3133C7R82 2053-07-01 5 N/A 331601.00 272365.72 Agency Mortgage-Backed Securities 03.500 FGPC G18493 G N/A 3128MMRP0 2029-01-01 3.5 N/A 20428.00 1412.16 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ4878 N/A 3133CVM35 2054-10-01 5.5 N/A 730819.00 746909.12 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3317 N/A 3140ACVK6 2054-05-01 6 N/A 7031759.00 7198613.83 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8422 N/A 3140QULC8 2054-02-01 6 N/A 1621.00 1553.47 Agency Mortgage-Backed Securities FNMS 02.000 CIFM8988 N/A 3140XC7A0 2036-09-01 2 N/A 2010.00 1268.32 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9996 N/A 3133KSC91 2053-10-01 6 N/A 146882787.00 137435641.71 Agency Mortgage-Backed Securities FNMS 07.000 CLDA4933 N/A 3140A5PT9 2053-11-01 7 N/A 1000.00 905.35 Agency Mortgage-Backed Securities FNMS 05.500 CLBY3999 N/A 3140NLNR6 2053-07-01 5.5 N/A 24545.00 24761.93 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4877 N/A 3140J9M32 2048-11-01 4 N/A 12099054.00 2107879.43 Agency Mortgage-Backed Securities FNMS 07.000 CLDC0258 N/A 3140AMJC6 2054-08-01 7 N/A 981966.00 1029615.18 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3154 N/A 3138WCQG1 2044-08-01 4 N/A 14854.00 965.63 Agency Mortgage-Backed Securities FNMS 04.500 CL725785 N/A 31402DJ68 2034-06-01 4.5 N/A 24000.00 360.05 Agency Mortgage-Backed Securities FNMS 05.500 CLDA2978 N/A 3140A3JY0 2053-11-01 5.5 N/A 1835428.00 1864210.41 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9164 N/A 3140QVFE9 2054-09-01 6.5 N/A 50039242.00 52809690.22 Agency Mortgage-Backed Securities 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 172900.00 168480.76 U.S. Treasuries (including strips) FNMS 07.500 CLFS6963 N/A 3140XNWZ3 2054-01-01 7.5 N/A 2948258.00 2898107.29 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1977 N/A 3142GSFT0 2054-07-01 6.5 N/A 39600518.00 41024846.17 Agency Mortgage-Backed Securities FNMS 06.000 CL535883 N/A 31384WJ43 2029-09-01 6 N/A 16000.00 13.44 Agency Mortgage-Backed Securities FEPC 02.500 CIQO0557 N/A 3133WJTN9 2037-07-01 2.5 N/A 1520019.00 1137394.56 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7408 N/A 3140XPGS2 2052-04-01 2.5 N/A 200020.00 167792.47 Agency Mortgage-Backed Securities 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 1300.00 1296.20 U.S. Treasuries (including strips) FNMS 03.500 CIFM8087 N/A 3140XB6Z8 2035-03-01 3.5 N/A 4000.00 1939.61 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2633 N/A 3140QM4T8 2052-01-01 2.5 N/A 59662.00 42190.54 Agency Mortgage-Backed Securities FNMS 03.500 CIAW7071 N/A 3138XW2D9 2029-07-01 3.5 N/A 72663.00 3172.69 Agency Mortgage-Backed Securities 05.000 FGPC A20733 G N/A 31296WY68 2034-04-01 5 N/A 3900.00 84.36 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5498 N/A 31418FDC8 2054-09-01 6 N/A 936306.00 962535.05 Agency Mortgage-Backed Securities FNMS 03.500 CIAL3938 N/A 3138ELLU5 2028-07-01 3.5 N/A 46000.00 1598.37 Agency Mortgage-Backed Securities FEPC 03.500 CLZS9495 N/A 3132AARQ9 2045-10-01 3.5 N/A 6809.00 1428.51 Agency Mortgage-Backed Securities FNMS 05.000 CLDA9716 N/A 3140YXYN5 2054-03-01 5 N/A 1356806.00 1354124.23 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 300000.00 255167.60 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2705 N/A 31418CAF1 2046-08-01 3 N/A 15000.00 2614.78 Agency Mortgage-Backed Securities FNMS 06.500 CTAL8822 N/A 3138ETYU4 2028-11-01 6.5 N/A 64077.00 1.55 Agency Mortgage-Backed Securities FNMS 07.000 CLFS6776 N/A 3140XNQ64 2054-01-01 7 N/A 980721.00 956586.51 Agency Mortgage-Backed Securities FEPC 06.500 4LZT0567 N/A 3132ACTY6 2037-09-01 6.5 N/A 2349180.00 6521.65 Agency Mortgage-Backed Securities 04.000 FGPC C09071 G N/A 31292SCG3 2045-02-01 4 N/A 9200.00 475.90 Agency Mortgage-Backed Securities 03.500 FGPC G18525 G N/A 3128MMSP9 2029-09-01 3.5 N/A 1000.00 73.33 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8464 N/A 3140XQMN4 2054-07-01 6 N/A 6192191.00 6339366.88 Agency Mortgage-Backed Securities 07.000 FGPC C10260 G N/A 31292UJD8 2028-05-01 7 N/A 25000.00 0.74 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6599 N/A 3140XNKM5 2052-09-01 3.5 N/A 2675345.00 2404804.87 Agency Mortgage-Backed Securities FNMS 06.000 CL937300 N/A 31412WX50 2037-04-01 6 N/A 6864.00 98.90 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ0841 N/A 3142GQ5B4 2054-02-01 6 N/A 2000.00 1981.00 Agency Mortgage-Backed Securities 3 5/8 BOND 44 N/A 912810RE0 2044-02-15 3.625 N/A 900.00 835.18 U.S. Treasuries (including strips) FNMS 05.500 CIDB6260 N/A 3140AF5W2 2039-07-01 5.5 N/A 165751.00 168910.24 Agency Mortgage-Backed Securities FNMS 05.500 CLBY2195 N/A 3140NJNM2 2053-07-01 5.5 N/A 1000.00 910.93 Agency Mortgage-Backed Securities 05.000 FGPC A22007 G N/A 31296YGQ0 2034-05-01 5 N/A 5000.00 34.14 Agency Mortgage-Backed Securities 05.000 FGPC G13888 G N/A 3128MCRH0 2025-06-01 5 N/A 178000.00 0.23 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8382 N/A 3132DWJ38 2053-12-01 5 N/A 3365432.00 3258694.82 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3960 N/A 31418DMJ8 2050-03-01 3 N/A 6000.00 1225.32 Agency Mortgage-Backed Securities FEPC 03.500 CISB0355 N/A 3132CWMC5 2035-06-01 3.5 N/A 35820.00 8963.53 Agency Mortgage-Backed Securities 04.500 FGPC G05645 G N/A 3128M7TA4 2039-10-01 4.5 N/A 30900.00 812.11 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8179 N/A 3132DWCQ4 2051-11-01 3 N/A 4000.00 2719.14 Agency Mortgage-Backed Securities 02.500 FGPC G15144 G N/A 3128MD5D1 2029-07-01 2.5 N/A 50000.00 3925.77 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6547 N/A 3140XNHZ0 2053-12-01 6 N/A 3000.00 2965.02 Agency Mortgage-Backed Securities FNMS 04.500 CKMA0547 N/A 31417YTD9 2040-09-01 4.5 N/A 63000.00 843.01 Agency Mortgage-Backed Securities FEPC 06.500 CLSD2360 N/A 3132DPTR9 2053-02-01 6.5 N/A 46014180.00 41229961.07 Agency Mortgage-Backed Securities FEPC 02.500 CISB0646 N/A 3132CWWF7 2037-03-01 2.5 N/A 19869.00 14372.90 Agency Mortgage-Backed Securities 2 3/8 NOTE C 29 N/A 9128286T2 2029-05-15 2.375 N/A 100.00 95.87 U.S. Treasuries (including strips) FNMS 02.500 CLFS0378 N/A 3140XFM40 2052-01-01 2.5 N/A 1008.00 720.52 Agency Mortgage-Backed Securities FNMS 02.500 CLBT1307 N/A 3140LPNZ1 2051-07-01 2.5 N/A 509373.00 389489.55 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3482 N/A 3132DQ2P0 2053-07-01 5.5 N/A 98010.00 90878.09 Agency Mortgage-Backed Securities 3 NOTE R 25 N/A 9128285J5 2025-10-31 3 N/A 1000.00 1002.93 U.S. Treasuries (including strips) FEPC 05.500 CLQE5114 N/A 3133BEVF7 2052-07-01 5.5 N/A 4920292.00 3523619.26 Agency Mortgage-Backed Securities 04.000 FGPC A86314 G N/A 312933AP9 2039-05-01 4 N/A 9000.00 99.28 Agency Mortgage-Backed Securities 06.000 FGPC C01251 G N/A 31292HL85 2031-10-01 6 N/A 5000.00 7.43 Agency Mortgage-Backed Securities FEPC 05.000 CLSD6387 N/A 3132DUCY1 2054-09-01 5 N/A 1454.00 1462.23 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6796 N/A 3140MYRS3 2052-08-01 5 N/A 2251997.00 2016857.78 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6911 N/A 3133WDVC3 2054-06-01 6 N/A 28702227.00 29229120.17 Agency Mortgage-Backed Securities FNMS 03.000 CNMA2815 N/A 31418CDV3 2026-11-01 3 N/A 57558.00 2922.52 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8171 N/A 3133WFCG0 2054-06-01 6 N/A 5027715.00 5155492.79 Agency Mortgage-Backed Securities FNMS 01.500 CLFM5300 N/A 3140X83J4 2050-12-01 1.5 N/A 266743.00 168816.29 Agency Mortgage-Backed Securities FNMS 06.000 CLFS6080 N/A 3140XMXJ0 2053-10-01 6 N/A 725242.00 690963.00 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7673 N/A 3140XBQ37 2051-06-01 2.5 N/A 4001.00 2606.12 Agency Mortgage-Backed Securities FEPC 06.500 CLRJ1976 N/A 3142GSFS2 2054-07-01 6.5 N/A 27869895.00 29187907.08 Agency Mortgage-Backed Securities 04.000 FGPC G08542 G N/A 3128MJS84 2043-08-01 4 N/A 2000.00 154.13 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3835 N/A 31418DHM7 2049-11-01 3.5 N/A 5000.00 712.61 Agency Mortgage-Backed Securities FNMS 04.500 CLAS9459 N/A 3138WKQM0 2047-04-01 4.5 N/A 1000.00 123.29 Agency Mortgage-Backed Securities FNMS 03.500 CIFS0471 N/A 3140XFQZ7 2033-05-01 3.5 N/A 4000.00 2011.37 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3260 N/A 3132DQTR7 2053-06-01 6 N/A 1000.00 956.85 Agency Mortgage-Backed Securities 03.000 FGPC T61687 G N/A 3128S22U4 2043-09-01 3 N/A 14000.00 2827.51 Agency Mortgage-Backed Securities FNMS 06.500 CLDC0251 N/A 3140AMH53 2054-08-01 6.5 N/A 994083.00 1028597.64 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5338 N/A 3132DS4X7 2046-11-01 3.5 N/A 2238104.00 2044245.36 Agency Mortgage-Backed Securities FNMS 09.000 CL250228 N/A 31371E4M4 2025-04-01 9 N/A 209324.00 4.64 Agency Mortgage-Backed Securities FEPC 04.500 CISB1290 N/A 3132CXNF5 2039-01-01 4.5 N/A 430422.00 434281.16 Agency Mortgage-Backed Securities FEPC 04.500 CLRA8647 N/A 3133KQTC0 2053-05-01 4.5 N/A 546878.00 502354.46 Agency Mortgage-Backed Securities FEPC 06.000 4UZL1114 N/A 3131XGGX0 2037-07-01 6 N/A 5600.00 61.89 Agency Mortgage-Backed Securities FEPC 02.000 CLRA6676 N/A 3133KNMZ3 2052-01-01 2 N/A 5870.00 4318.05 Agency Mortgage-Backed Securities 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 100.00 97.26 U.S. Treasuries (including strips) FNMS 05.500 CLDA2488 N/A 3140A2XS9 2053-11-01 5.5 N/A 1173227.00 1184811.52 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2773 N/A 3140QNCK6 2052-02-01 2 N/A 3240000.00 2412632.73 Agency Mortgage-Backed Securities FEPC 06.500 CTZA1946 N/A 31329KET7 2026-07-01 6.5 N/A 1945.00 5.22 Agency Mortgage-Backed Securities FNMS 04.000 CLFM7075 N/A 3140XA2H4 2049-07-01 4 N/A 6000.00 2332.88 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6075 N/A 3133WCXC3 2054-05-01 6 N/A 6021132.00 6178319.94 Agency Mortgage-Backed Securities 3 3/8 BOND 48 N/A 912810SE9 2048-11-15 3.375 N/A 100.00 87.96 U.S. Treasuries (including strips) FNMS 02.000 CLFM6732 N/A 3140XAPS5 2051-04-01 2 N/A 316506.00 205454.80 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1661 N/A 3132DNZ22 2052-01-01 2.5 N/A 393263.00 307699.55 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5444 N/A 31418FBN6 2054-08-01 5.5 N/A 2718613.00 2741640.08 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8277 N/A 3132DWFS7 2052-12-01 5.5 N/A 57000.00 50499.87 Agency Mortgage-Backed Securities FNMS 03.500 CIAH5801 N/A 3138A7NT1 2026-02-01 3.5 N/A 48000.00 355.45 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2289 N/A 3132DPRJ9 2052-12-01 4.5 N/A 2068874.00 1940783.78 Agency Mortgage-Backed Securities FEPC 03.500 CLSD7504 N/A 3132DVKR5 2049-08-01 3.5 N/A 1335000.00 280567.69 Agency Mortgage-Backed Securities FNMS 03.000 CIFM8406 N/A 3140XCKU1 2035-08-01 3 N/A 1000.00 446.14 Agency Mortgage-Backed Securities FEPC 06.000 CLRJ1776 N/A 3142GR6N5 2054-06-01 6 N/A 61689912.00 63379445.66 Agency Mortgage-Backed Securities FNMS 04.500 CLCA4185 N/A 3140QBUK2 2049-09-01 4.5 N/A 2000.00 310.54 Agency Mortgage-Backed Securities FNMS 06.000 CLDB0829 N/A 3140A94P2 2054-04-01 6 N/A 2408999.00 2457736.06 Agency Mortgage-Backed Securities FNMS 04.000 CTBA4545 N/A 3140E9BP0 2035-11-01 4 N/A 2000000.00 505881.10 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7794 N/A 3140QTUU1 2054-01-01 6 N/A 22710488.00 21556063.05 Agency Mortgage-Backed Securities 04.500 FGPC J11721 G N/A 3128PQ4E8 2025-02-01 4.5 N/A 54000.00 55.00 Agency Mortgage-Backed Securities FEPC 05.000 CLQH4762 N/A 3133CHJF3 2053-11-01 5 N/A 1000.00 1005.18 Agency Mortgage-Backed Securities FNMS 07.000 CLFS7809 N/A 3140XPVB2 2054-02-01 7 N/A 2727073.00 2607864.08 Agency Mortgage-Backed Securities 03.000 FGPC G08887 G N/A 3128MJ6Z8 2049-06-01 3 N/A 1670.00 196.56 Agency Mortgage-Backed Securities FEPC 03.000 3PZM9344 N/A 3131Y4LZ5 2043-06-01 3 N/A 6799.00 362.10 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8068 N/A 3132DV6D2 2050-06-01 3 N/A 1000.00 281.61 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3877 N/A 3140XKJX9 2053-01-01 6 N/A 7830385.00 6968696.69 Agency Mortgage-Backed Securities 03.500 FGPC G08770 G N/A 3128MJ2C3 2047-07-01 3.5 N/A 36079.00 4263.61 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8402 N/A 3132DWKP7 2054-02-01 6 N/A 596861.00 570063.19 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4062 N/A 3132E0QP0 2053-10-01 5.5 N/A 6215928.00 5926849.56 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1822 N/A 3132DPAX6 2052-11-01 5 N/A 84000.00 72487.53 Agency Mortgage-Backed Securities FEPC 05.500 CISB8257 N/A 3132D6E63 2038-09-01 5.5 N/A 15503.00 12165.72 Agency Mortgage-Backed Securities 6 3/4 BOND 26 N/A 912810EX2 2026-08-15 6.75 N/A 100.00 106.73 U.S. Treasuries (including strips) FNMS 06.000 CLFS8151 N/A 3140XQBV8 2054-06-01 6 N/A 150453.00 152955.69 Agency Mortgage-Backed Securities FNMS 04.500 CLAW0744 N/A 3138XPZJ5 2044-03-01 4.5 N/A 1000.00 36.64 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8702 N/A 3140QUU46 2054-06-01 6 N/A 10721974.00 10891958.64 Agency Mortgage-Backed Securities FNMS 05.500 CL791047 N/A 31405JZL1 2034-07-01 5.5 N/A 109000.00 409.67 Agency Mortgage-Backed Securities FNMS 06.000 CL357792 N/A 31376KNH5 2035-06-01 6 N/A 5000.00 16.91 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8344 N/A 3140QUHW9 2054-04-01 6 N/A 1508063.00 1507293.14 Agency Mortgage-Backed Securities FNMS 05.500 ZL310104 N/A 31374CNV4 2037-08-01 5.5 N/A 3000.00 125.67 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4653 N/A 3140MJE35 2052-04-01 3 N/A 1696.00 1308.79 Agency Mortgage-Backed Securities 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 N/A 500.00 533.42 U.S. Treasuries (including strips) FNMS 04.500 CLAS2328 N/A 3138WBSS5 2044-05-01 4.5 N/A 1323.00 61.35 Agency Mortgage-Backed Securities FNMS 04.000 REAA6417 N/A 31416QDX0 2040-01-01 4 N/A 85000.00 3224.95 Agency Mortgage-Backed Securities 06.500 FGPC C01210 G N/A 31292HKX1 2031-08-01 6.5 N/A 25000.00 21.81 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0957 N/A 3140XGB32 2052-03-01 3 N/A 1000.00 765.68 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1305 N/A 3132DNNW9 2052-07-01 5 N/A 2556.00 2198.84 Agency Mortgage-Backed Securities 1 3/8 BOND 50 N/A 912810SP4 2050-08-15 1.375 N/A 600.00 331.88 U.S. Treasuries (including strips) FNMS 04.000 CLBM3211 N/A 3140J7R98 2047-12-01 4 N/A 630958.00 169441.76 Agency Mortgage-Backed Securities FEPC 02.500 CISB0097 N/A 3132CWDA9 2034-10-01 2.5 N/A 28000.00 10369.53 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4678 N/A 3140QQFU4 2052-09-01 5 N/A 27694458.00 23719476.74 Agency Mortgage-Backed Securities FEPC 04.000 CLSD3456 N/A 3132DQZV1 2052-10-01 4 N/A 593177.00 504476.44 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8469 N/A 3132DWMS9 2054-09-01 5.5 N/A 3180.00 3236.67 Agency Mortgage-Backed Securities FNMS 07.000 CL250971 N/A 31371FW81 2027-06-01 7 N/A 3000.00 1.20 Agency Mortgage-Backed Securities FNMS 08.500 CL308499 N/A 31374AUY4 2025-05-01 8.5 N/A 42000.00 1.77 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5696 N/A 3140JAKJ6 2049-02-01 4 N/A 23881901.00 3986998.10 Agency Mortgage-Backed Securities FEPC 02.000 CISB8089 N/A 3132D57A4 2036-02-01 2 N/A 626480.00 335048.40 Agency Mortgage-Backed Securities FEPC 03.000 CLSD4553 N/A 3132DSBW1 2053-09-01 3 N/A 3134822.00 2709479.61 Agency Mortgage-Backed Securities FNMS 06.000 CL930071 N/A 31412NJQ0 2038-10-01 6 N/A 10000.00 36.49 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2920 N/A 31418CG65 2047-03-01 3 N/A 1500.00 372.48 Agency Mortgage-Backed Securities 03.500 FGPC J27677 G N/A 31307GQ69 2029-03-01 3.5 N/A 31764.00 2649.49 Agency Mortgage-Backed Securities FNMS 06.500 CLDB9742 N/A 3140AKZG3 2054-08-01 6.5 N/A 1680483.00 1783543.37 Agency Mortgage-Backed Securities 03.500 FGPC J25562 G N/A 31307EFB5 2028-09-01 3.5 N/A 63361.00 3035.34 Agency Mortgage-Backed Securities FNMS 05.500 CL257123 N/A 31371NSL0 2038-03-01 5.5 N/A 448981.00 3013.57 Agency Mortgage-Backed Securities 05.500 FGPC G03432 G N/A 3128M5ED8 2037-11-01 5.5 N/A 21999.00 144.70 Agency Mortgage-Backed Securities FEPC 02.000 CLSD1439 N/A 3132DNS46 2052-02-01 2 N/A 1113683.00 820695.82 Agency Mortgage-Backed Securities 1 1/4 NOTE E 31 N/A 91282CCS8 2031-08-15 1.25 N/A 400.00 342.44 U.S. Treasuries (including strips) FEPC 05.500 CLQI1537 N/A 3133W7V69 2054-03-01 5.5 N/A 5259463.00 5134008.73 Agency Mortgage-Backed Securities 04.500 FGPC G07942 G N/A 3128MAEP0 2044-07-01 4.5 N/A 3351.00 319.66 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4231 N/A 3140X7VZ9 2050-09-01 2.5 N/A 2010.00 1024.85 Agency Mortgage-Backed Securities FEPC 04.000 CLSD6405 N/A 3132DUDJ3 2052-06-01 4 N/A 4360.00 4267.20 Agency Mortgage-Backed Securities FEPC 04.500 CNSA0042 N/A 3132CJBK8 2033-05-01 4.5 N/A 1000.00 759.87 Agency Mortgage-Backed Securities FEPC 06.500 CLQH1513 N/A 3133CDVE1 2053-09-01 6.5 N/A 619037.00 568911.33 Agency Mortgage-Backed Securities FNMS 03.500 CIFM7879 N/A 3140XBXH8 2035-05-01 3.5 N/A 7000.00 2662.43 Agency Mortgage-Backed Securities FNMS 05.000 CIFM3464 N/A 3140X6Z61 2027-03-01 5 N/A 3767.00 17.03 Agency Mortgage-Backed Securities FNMS 07.000 CLFS7873 N/A 3140XPXB0 2054-03-01 7 N/A 5582131.00 5241452.73 Agency Mortgage-Backed Securities FEPC 04.500 CIQO1226 N/A 3133WKLF1 2038-03-01 4.5 N/A 1304763.00 1006588.05 Agency Mortgage-Backed Securities FEPC 07.000 CLRA9872 N/A 3133KR6H2 2053-09-01 7 N/A 11151987.00 9386041.46 Agency Mortgage-Backed Securities FEPC 03.500 CLZT0240 N/A 3132ACHR4 2048-01-01 3.5 N/A 5698920.00 1128043.11 Agency Mortgage-Backed Securities FEPC 03.500 CLZM4568 N/A 3131XYCD9 2047-11-01 3.5 N/A 2608.00 349.50 Agency Mortgage-Backed Securities FNMS 03.500 CIBM3257 N/A 3140J7TP0 2032-11-01 3.5 N/A 3000.00 927.56 Agency Mortgage-Backed Securities FNMS 03.000 CNMA2064 N/A 31418BJJ6 2024-10-25 3 N/A 6000.00 0.33 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7559 N/A 3133KPMG0 2052-06-01 4 N/A 11257610.00 9325401.31 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9058 N/A 3133KRB37 2053-05-01 5.5 N/A 11743736.00 10960053.45 Agency Mortgage-Backed Securities FEPC 02.500 CLSD4733 N/A 3132DSHJ4 2052-04-01 2.5 N/A 9837256.00 8120608.83 Agency Mortgage-Backed Securities FEPC 07.000 CLRJ0718 N/A 3142GQYQ9 2054-01-01 7 N/A 8290695.00 8286379.80 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6345 N/A 3132DUBN6 2054-09-01 5.5 N/A 78153.00 79944.39 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2166 N/A 3140Q9MQ3 2048-08-01 4.5 N/A 20000.00 3636.01 Agency Mortgage-Backed Securities 03.500 FGPC G18538 G N/A 3128MMS46 2030-01-01 3.5 N/A 34154.00 3873.12 Agency Mortgage-Backed Securities FNMS 07.500 CL457257 N/A 31381C5S2 2028-11-01 7.5 N/A 3000.00 1.04 Agency Mortgage-Backed Securities 03.000 FGPC G08799 G N/A 3128MJ3H1 2048-02-01 3 N/A 11190.00 1747.54 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4768 N/A 31418EJN1 2052-09-01 2.5 N/A 2047.00 1609.30 Agency Mortgage-Backed Securities 1 3/8 BOND 40 N/A 912810ST6 2040-11-15 1.375 N/A 100.00 68.40 U.S. Treasuries (including strips) FNMS 06.500 CL669662 N/A 31391K5X1 2032-05-01 6.5 N/A 8074.00 6.74 Agency Mortgage-Backed Securities 1 7/8 BOND 41 N/A 912810SW9 2041-02-15 1.875 N/A 100.00 73.61 U.S. Treasuries (including strips) FNMS 05.000 CLBX9949 N/A 3140NFBT8 2053-07-01 5 N/A 520488.00 467268.18 Agency Mortgage-Backed Securities FEPC 03.000 CISB8002 N/A 3132D53K6 2034-08-01 3 N/A 9999000.00 1334761.45 Agency Mortgage-Backed Securities FNMS 04.500 RE765347 N/A 31404DHY7 2034-06-01 4.5 N/A 203500.00 550.56 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6378 N/A 3132DUCP0 2054-09-01 6 N/A 29531882.00 30495782.93 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1716 N/A 3132DN3Z4 2052-09-01 5 N/A 1000.00 797.30 Agency Mortgage-Backed Securities FNMS 04.500 CLAH5583 N/A 3138A7FZ6 2041-02-01 4.5 N/A 22000.00 829.86 Agency Mortgage-Backed Securities FEPC 04.500 CLZS4774 N/A 3132A5JT3 2048-05-01 4.5 N/A 1000.00 96.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBU4044 N/A 3140M5P66 2053-07-01 5 N/A 1673.00 1628.31 Agency Mortgage-Backed Securities FNMS 02.000 CLBT2641 N/A 3140LQ5B2 2051-05-01 2 N/A 1000.00 687.57 Agency Mortgage-Backed Securities FNMS 06.000 CNMA5380 N/A 31418E6S4 2034-04-01 6 N/A 3155.00 2295.52 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0813 N/A 3140MR3X3 2052-10-01 5 N/A 9136336.00 8219083.69 Agency Mortgage-Backed Securities FNMS 05.500 CL733461 N/A 31402MZ29 2033-08-01 5.5 N/A 2000.00 4.89 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9102 N/A 3140XRDG7 2054-02-01 5 N/A 4941.00 4971.00 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8124 N/A 3140QUA22 2054-03-01 5 N/A 1000.00 995.90 Agency Mortgage-Backed Securities FEPC 02.000 CISB8507 N/A 3132D6NY2 2036-02-01 2 N/A 73348.00 39804.62 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5471 N/A 31418FCH8 2054-09-01 6 N/A 63058822.00 64385316.58 Agency Mortgage-Backed Securities FNMS 05.500 CLDA2783 N/A 3140A3CV3 2054-05-01 5.5 N/A 30401.00 30965.18 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6989 N/A 3140QSXT3 2053-06-01 5.5 N/A 59842.00 55803.68 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7039 N/A 3140QSZD6 2053-09-01 4.5 N/A 3705012.00 3258477.57 Agency Mortgage-Backed Securities FNMS 06.000 CLCB9150 N/A 3140QVEY6 2054-09-01 6 N/A 50974025.00 53412965.28 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5940 N/A 31329PS53 2048-11-01 4.5 N/A 7690.00 1273.01 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6785 N/A 3140NPRF9 2053-08-01 5.5 N/A 1083433.00 1005576.06 Agency Mortgage-Backed Securities FEPC 02.000 CLQC6759 N/A 3133ARQL2 2051-09-01 2 N/A 436420.00 299985.46 Agency Mortgage-Backed Securities FNMS 03.500 CIMA2161 N/A 31418BMK9 2029-12-01 3.5 N/A 273000.00 31507.24 Agency Mortgage-Backed Securities FNMS 06.000 CL481473 N/A 31382F2E8 2029-02-01 6 N/A 1000.00 0.18 Agency Mortgage-Backed Securities 07.000 FGPC C59349 G N/A 31298WL60 2031-10-01 7 N/A 5000.00 5.27 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5295 N/A 31418E3D0 2054-03-01 6 N/A 21393470.00 20508090.44 Agency Mortgage-Backed Securities FEPC 05.000 CLQI6154 N/A 3133WCZT4 2054-05-01 5 N/A 8781771.00 8772331.51 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4645 N/A 3140M6ET6 2054-06-01 6 N/A 1002564.00 1028113.47 Agency Mortgage-Backed Securities FEPC 03.500 CLZT1502 N/A 3132ADU30 2048-11-01 3.5 N/A 1020990.00 314564.00 Agency Mortgage-Backed Securities FNMS 05.500 CLFS9022 N/A 3140XRAY1 2054-08-01 5.5 N/A 1000.00 1022.76 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4803 N/A 31418EKR0 2052-11-01 3.5 N/A 4814.00 4138.08 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 3018.00 2566.64 Agency Mortgage-Backed Securities FEPC 04.500 CLZM6747 N/A 3131Y1P87 2048-06-01 4.5 N/A 1000.00 151.96 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6740 N/A 3140QSP21 2053-07-01 5.5 N/A 26832752.00 25607553.67 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4387 N/A 31418D2V3 2041-07-01 2 N/A 3000.00 1962.36 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ2360 N/A 3133CSTR2 2054-08-01 6.5 N/A 1968668.00 2062332.40 Agency Mortgage-Backed Securities 04.500 FGPC G04773 G N/A 3128M6T65 2038-09-01 4.5 N/A 3000.00 34.67 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 N/A 5243490.00 2978311.89 Agency Mortgage-Backed Securities 3 3/8 BOND 44 N/A 912810RG5 2044-05-15 3.375 N/A 100.00 90.17 U.S. Treasuries (including strips) FEPC 05.000 CLQG6659 N/A 3133C7MG9 2053-07-01 5 N/A 1000.00 940.79 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5073 N/A 31418ET75 2053-07-01 6 N/A 15689265.00 14270695.20 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6178 N/A 3140QR2L6 2053-05-01 5 N/A 2047299.00 1948556.51 Agency Mortgage-Backed Securities 03.000 FGPC G08886 G N/A 3128MJ6Y1 2049-05-01 3 N/A 12920.00 1361.06 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3898 N/A 31418DKL5 2035-01-01 3.5 N/A 6000.00 1051.52 Agency Mortgage-Backed Securities FNMS 06.000 CL254262 N/A 31371KMK4 2032-03-01 6 N/A 40000.00 93.71 Agency Mortgage-Backed Securities FNMS 05.500 CLBO9440 N/A 3140K5P27 2053-07-01 5.5 N/A 1913350.00 1931899.10 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3156 N/A 3132DQQH2 2053-04-01 5.5 N/A 9857882.00 9259680.07 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6988 N/A 3133KNXR9 2052-03-01 3 N/A 2123.00 1666.33 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5166 N/A 31418EW48 2053-10-01 6 N/A 1000.00 928.74 Agency Mortgage-Backed Securities 07.000 FGPC C00895 G N/A 31292G7G5 2029-12-01 7 N/A 5000.00 2.99 Agency Mortgage-Backed Securities FEPC 02.500 CISB1154 N/A 3132CXH70 2037-03-01 2.5 N/A 7685216.00 6833393.09 Agency Mortgage-Backed Securities FEPC 05.500 4LZT0622 N/A 3132ACVP2 2037-06-01 5.5 N/A 1664000.00 6706.63 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1749 N/A 3132DN5J8 2052-04-01 2.5 N/A 1701020.00 1298660.70 Agency Mortgage-Backed Securities FNMS 04.500 CL190404 N/A 31368HNV1 2040-05-01 4.5 N/A 1000.00 31.92 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2879 N/A 31418CFV1 2047-01-01 4 N/A 2000.00 301.09 Agency Mortgage-Backed Securities FNMS 03.500 CIMA3462 N/A 31418CZ49 2033-09-01 3.5 N/A 3000.00 291.72 Agency Mortgage-Backed Securities FNMS 05.000 CL964210 N/A 31414EVB7 2038-07-01 5 N/A 173000.00 4806.00 Agency Mortgage-Backed Securities FNMS 02.000 CTMA4176 N/A 31418DUA8 2040-11-01 2 N/A 300000.00 164721.79 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8460 N/A 3132DWMH3 2054-09-01 4.5 N/A 6775419.00 6694380.77 Agency Mortgage-Backed Securities 04.000 FGPC G07925 G N/A 3128MAD63 2045-02-01 4 N/A 14000.00 2818.83 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6038 N/A 3140XMV86 2052-02-01 2.5 N/A 97442.00 81295.74 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5294 N/A 3140AE3C1 2054-06-01 6 N/A 4822823.00 4953452.39 Agency Mortgage-Backed Securities FNMS 03.000 CIAO7628 N/A 3138LYPN1 2027-06-01 3 N/A 9000.00 381.13 Agency Mortgage-Backed Securities FNMS 03.000 CIBH5700 N/A 3140GUKN6 2032-10-01 3 N/A 535522.00 116350.18 Agency Mortgage-Backed Securities 06.000 FGPC C01646 G N/A 31292HZK3 2033-09-01 6 N/A 2000.00 16.06 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3992 N/A 3132E0NH1 2053-09-01 5.5 N/A 2164247.00 2123954.04 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8819 N/A 3133WFYQ4 2054-07-01 6 N/A 37107880.00 36912076.23 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ2829 N/A 3133CTEA3 2054-09-01 6.5 N/A 1276563.00 1357176.82 Agency Mortgage-Backed Securities FNMS 06.500 CIBY8015 N/A 3140NQ3Z9 2039-05-01 6.5 N/A 2121902.00 2145347.54 Agency Mortgage-Backed Securities 2 3/4 BOND 47 N/A 912810RY6 2047-08-15 2.75 N/A 400.00 313.70 U.S. Treasuries (including strips) FEPC 06.500 CLQH4439 N/A 3133CG4Y0 2053-11-01 6.5 N/A 1018188.00 948067.11 Agency Mortgage-Backed Securities FEPC 03.000 CIZS8679 N/A 3132A9UC9 2032-12-01 3 N/A 1000.00 166.55 Agency Mortgage-Backed Securities FEPC 03.000 CIZT1580 N/A 3132ADXH6 2033-01-01 3 N/A 11931730.00 3183776.01 Agency Mortgage-Backed Securities FNMS 07.500 CLMA5299 N/A 31418E3H1 2054-03-01 7.5 N/A 35661508.00 30037371.05 Agency Mortgage-Backed Securities FEPC 07.000 CLSD6409 N/A 3132DUDN4 2054-08-01 7 N/A 1240.00 1318.52 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 N/A 493871.00 409135.87 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1098 N/A 3132DNGF4 2052-01-01 2.5 N/A 7000.00 5156.65 Agency Mortgage-Backed Securities FNMS 03.500 CLFS8548 N/A 3140XQQA8 2053-04-01 3.5 N/A 1542.00 1435.40 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3442 N/A 31418CZG2 2048-08-01 3.5 N/A 3000.00 321.54 Agency Mortgage-Backed Securities 3 1/8 BOND 43 N/A 912810QZ4 2043-02-15 3.125 N/A 415900.00 361705.84 U.S. Treasuries (including strips) 03.500 FGPC G07961 G N/A 3128MAFA2 2045-03-01 3.5 N/A 11910.00 1745.75 Agency Mortgage-Backed Securities FNMS 05.000 CIBT6637 N/A 3140LVLT4 2039-05-01 5 N/A 4016.00 4053.91 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4604 N/A 3140QQDJ1 2052-09-01 4 N/A 583747.00 503328.83 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6723 N/A 3140QSPH8 2053-07-01 4.5 N/A 491509.00 471881.60 Agency Mortgage-Backed Securities FEPC 06.500 CLSD6376 N/A 3132DUCM7 2054-09-01 6.5 N/A 12077434.00 12631825.79 Agency Mortgage-Backed Securities 2 3/8 BOND 49 N/A 912810SK5 2049-11-15 2.375 N/A 800.00 576.27 U.S. Treasuries (including strips) 07.000 FGPC C01306 G N/A 31292HNX8 2032-01-01 7 N/A 9000.00 13.48 Agency Mortgage-Backed Securities FEPC 05.500 CLSD4284 N/A 3132E0XM9 2053-11-01 5.5 N/A 2111665.00 2064267.03 Agency Mortgage-Backed Securities FNMS 05.000 CLFS0227 N/A 3140XFHD6 2047-07-01 5 N/A 5000.00 3294.81 Agency Mortgage-Backed Securities FNMS 06.000 CL535909 N/A 31384WKW9 2031-05-01 6 N/A 2000.00 1.60 Agency Mortgage-Backed Securities FNMS 06.500 CL254621 N/A 31371KYS4 2032-12-01 6.5 N/A 26125.00 79.21 Agency Mortgage-Backed Securities FEPC 04.500 CLQA7120 N/A 3133A14D1 2050-02-01 4.5 N/A 1221815.00 337584.39 Agency Mortgage-Backed Securities 03.500 FGPC C09004 G N/A 31292SAD2 2042-07-01 3.5 N/A 1000.00 95.19 Agency Mortgage-Backed Securities 2 1/2 BOND 45 N/A 912810RK6 2045-02-15 2.5 N/A 200.00 153.57 U.S. Treasuries (including strips) FEPC 06.500 CLSD6373 N/A 3132DUCJ4 2054-09-01 6.5 N/A 8782147.00 9122684.51 Agency Mortgage-Backed Securities 07.000 FGPC G01449 G N/A 31283HTE5 2032-08-01 7 N/A 50000.00 55.27 Agency Mortgage-Backed Securities FNMS 04.000 CLBN6594 N/A 3140JPKG9 2049-05-01 4 N/A 13470.00 2052.35 Agency Mortgage-Backed Securities FEPC 06.000 CLQG8603 N/A 3133C9RY1 2053-07-01 6 N/A 504056.00 510545.01 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5342 N/A 31418E5C0 2054-04-01 7 N/A 139277765.00 125412577.75 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6925 N/A 3140QEVT6 2050-09-01 2 N/A 1190000.00 699787.95 Agency Mortgage-Backed Securities FEPC 06.500 CLQH6775 N/A 3133CKQ43 2053-12-01 6.5 N/A 1001197.00 1028596.27 Agency Mortgage-Backed Securities FEPC 03.000 CTSC0340 N/A 3132D9LV4 2042-09-01 3 N/A 1000.00 808.41 Agency Mortgage-Backed Securities 2 3/8 BOND 51 N/A 912810SX7 2051-05-15 2.375 N/A 100.00 71.48 U.S. Treasuries (including strips) FNMS 06.500 CLDB9885 N/A 3140AK6X8 2054-08-01 6.5 N/A 281896.00 284699.16 Agency Mortgage-Backed Securities FNMS 07.500 RE361404 N/A 31376PNV3 2026-10-01 7.5 N/A 9000.00 2.33 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5270 N/A 31418E2C3 2054-02-01 5 N/A 301492.00 293079.30 Agency Mortgage-Backed Securities FEPC 02.000 CLSD6408 N/A 3132DUDM6 2052-03-01 2 N/A 2963624.00 2479145.90 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3467 N/A 31418CZ98 2048-09-01 4 N/A 3000.00 243.79 Agency Mortgage-Backed Securities FNMS 04.500 CLMA3416 N/A 31418CYN8 2048-07-01 4.5 N/A 12600.00 1123.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBY4454 N/A 3140NL5Q8 2053-06-01 4.5 N/A 2084984.00 2046692.40 Agency Mortgage-Backed Securities 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 100.00 98.88 U.S. Treasuries (including strips) FNMS 02.500 CLCB2276 N/A 3140QMQ64 2051-11-01 2.5 N/A 6421.00 4622.77 Agency Mortgage-Backed Securities FNMS 05.000 CI890229 N/A 31410LA69 2025-07-01 5 N/A 334164.00 876.91 Agency Mortgage-Backed Securities FNMS 07.000 CLDA5903 N/A 3140A6RZ1 2054-01-01 7 N/A 15599.00 14791.13 Agency Mortgage-Backed Securities FNMS 05.000 CLFS9100 N/A 3140XRDE2 2054-01-01 5 N/A 1002.00 1009.01 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6343 N/A 3132DUBL0 2054-09-01 5.5 N/A 7438.00 7595.51 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3753 N/A 3131XXE23 2047-07-01 4.5 N/A 2000.00 285.10 Agency Mortgage-Backed Securities FEPC 04.500 CLZM7348 N/A 3131Y2EV6 2048-07-01 4.5 N/A 58000.00 8545.93 Agency Mortgage-Backed Securities 3 1/8 BOND 42 N/A 912810QU5 2042-02-15 3.125 N/A 200.00 176.91 U.S. Treasuries (including strips) FEPC 05.000 CLRA8914 N/A 3133KQ3X2 2053-05-01 5 N/A 2173.00 2138.48 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5226 N/A 3131XYYX1 2047-12-01 3.5 N/A 1000.00 203.34 Agency Mortgage-Backed Securities FNMS 04.500 CLAH8090 N/A 3138A97C2 2041-06-01 4.5 N/A 4000.00 279.01 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5389 N/A 31418E7B0 2054-06-01 6 N/A 15486060.00 15309959.58 Agency Mortgage-Backed Securities 2 7/8 NOTE E 28 N/A 9128284V9 2028-08-15 2.875 N/A 400.00 391.51 U.S. Treasuries (including strips) FNMS 05.500 CLBX9001 N/A 3140NEAB1 2053-03-01 5.5 N/A 285308.00 242648.13 Agency Mortgage-Backed Securities FNMS 06.000 CLBY4832 N/A 3140NMLN5 2053-06-01 6 N/A 100000.00 46412.94 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7302 N/A 3140XPDG1 2054-02-01 5 N/A 7330512.00 7180543.27 Agency Mortgage-Backed Securities 04.000 FGPC G08682 G N/A 3128MJXL9 2045-12-01 4 N/A 2720.00 304.57 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0939 N/A 3132DNBG7 2052-03-01 2.5 N/A 140628.00 100904.19 Agency Mortgage-Backed Securities FNMS 05.000 CLDA9712 N/A 3140YXYJ4 2054-03-01 5 N/A 3712266.00 3753236.27 Agency Mortgage-Backed Securities 04.500 FGPC G14922 G N/A 3128MDVP5 2026-09-01 4.5 N/A 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STATES TREASURY 254900HROIFWPRGM1V77 912834WR5 2051-02-15 0 N/A 452111.36 143123.08 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 9128334T4 2032-02-15 0 N/A 58398470.13 44079282.05 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912821CR4 2029-08-15 0 N/A 1290000.00 1086797.91 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834VV7 2050-05-15 0 N/A 29676800.00 9667900.17 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 912834KB3 2045-05-15 0 N/A 24927872.00 10025466.63 U.S. Treasuries (including strips) Y Fitch NR Moody's NR Standard & Poor's A-1 2024-10-01 2024-10-01 2024-10-01 N N N 0.0487 250000000.00 250000000.00 0.0015 N Y Y N Federal Farm Credit Bank Bonds Federal Farm Credit Bank Bonds 5.12500000 3133EPJ71 254900C5LP6DN9OP9V83 US3133EPJ713 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-12-04 2024-12-04 2024-12-04 N N N 0.0468 213874639.10 213874639.10 0.0013 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797MR5 254900HROIFWPRGM1V77 US912797MR57 U.S. Treasury Debt Y Standard & Poor's A-1+ Fitch F1+ Moody's Govt 2024-12-31 2024-12-31 2024-12-31 N N N 0.0458 2003140902.43 2003140902.43 0.0117 N Y Y N U.S. Treasury Notes U.S. Treasury Notes 4.83770520 91282CJU6 254900HROIFWPRGM1V77 US91282CJU62 U.S. Treasury Debt Y Moody's Govt Fitch AA+ Standard & Poor's AA+ 2024-10-01 2026-01-31 2026-01-31 N N N 0.0483 2000782736.84 2000782736.84 0.0117 N Y Y N Natixis SA Natixis SA 4.90000000 N/A KX1WK48MPD4Y2NCUIZ63 BYD97CFM4 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N Y FEPC 05.500 CLQJ4406 N/A 3133CU3P9 2054-09-01 5.5 N/A 1120.00 1159.56 Agency Mortgage-Backed Securities FKAR 03.260 WEWE6088 N/A 3132YBXR2 2040-02-01 3.26 N/A 1075.00 1004.58 Agency Mortgage-Backed Securities FEPC 03.000 CLRA2055 N/A 3133KHH82 2050-01-02 3 N/A 4302976.00 948376.65 Agency Mortgage-Backed Securities FEPC 06.000 CLQI7546 N/A 3133WEL32 2054-06-01 6 N/A 17117.00 17877.47 Agency Mortgage-Backed Securities 3 BOND 48 N/A 912810SD1 2048-08-15 3 N/A 10287100.00 8413315.02 U.S. Treasuries (including strips) MNAR XX.XXX HXBS9079 N/A 3140LLCR0 2028-07-01 4.7 N/A 2834340.00 2904014.06 Agency Mortgage-Backed Securities 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 3203000.00 3202016.68 U.S. Treasuries (including strips) FEPC 04.000 CLZN6141 N/A 3131YCZE9 2049-05-01 4 N/A 1021.00 349.31 Agency Mortgage-Backed Securities FNMS 06.000 CLDB8178 N/A 3140AJCQ9 2054-08-01 6 N/A 1136186.00 1186175.60 Agency Mortgage-Backed Securities FEPC 05.500 CISB8315 N/A 3132D6GY0 2039-07-01 5.5 N/A 1024.00 997.20 Agency Mortgage-Backed Securities FNMS 05.000 CLDC3879 N/A 3140ARJZ4 2054-10-01 5 N/A 1004.00 1018.57 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1024 N/A 3140QLD60 2051-07-01 2.5 N/A 1000.00 681.11 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8470 N/A 3132DWMT7 2054-09-01 6 N/A 3244800.00 3335697.66 Agency Mortgage-Backed Securities 0 1/2 TRIN A 28 N/A 9128283R9 2028-01-15 0.5 N/A 100.00 123.77 U.S. Treasuries (including strips) MNAR XX.XXX HXBZ1728 N/A 3140NV4N4 2029-09-01 4.34 N/A 1100.00 1121.74 Agency Mortgage-Backed Securities FEPC 05.500 CLQI6377 N/A 3133WDCN0 2054-05-01 5.5 N/A 1000.00 1026.38 Agency Mortgage-Backed Securities 2 7/8 NOTE N 25 N/A 912828Y79 2025-07-31 2.875 N/A 100.00 99.57 U.S. Treasuries (including strips) FEPC 05.500 CLQJ4236 N/A 3133CUV52 2054-09-01 5.5 N/A 1013.00 1047.09 Agency Mortgage-Backed Securities FNMS 04.000 I4BF0736 N/A 3140FXZA3 2063-06-01 4 N/A 12858432.00 11787504.75 Agency Mortgage-Backed Securities 1 7/8 NOTE B 32 N/A 91282CDY4 2032-02-15 1.875 N/A 24867500.00 22084348.05 U.S. Treasuries (including strips) 2 1/4 NOTE B 27 N/A 912828V98 2027-02-15 2.25 N/A 100.00 97.37 U.S. Treasuries (including strips) FEPC 03.500 CLSD4755 N/A 3132DSH88 2049-09-01 3.5 N/A 640720.00 571890.23 Agency Mortgage-Backed Securities FNMS 04.000 CLBU7618 N/A 3140M9PC5 2051-11-01 4 N/A 1010.00 742.48 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6447 N/A 3133WDEU2 2054-05-01 6 N/A 1000.00 1042.81 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4297 N/A 3132E0X23 2053-11-01 6 N/A 2000.00 1987.15 Agency Mortgage-Backed Securities FEPC 04.500 CLQH0944 N/A 3133CDBM5 2053-09-01 4.5 N/A 1000.00 961.66 Agency Mortgage-Backed Securities FEPC 06.500 CLQG5149 N/A 3133C5WJ6 2053-06-01 6.5 N/A 1000.00 1018.14 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1890 N/A 3132DPC30 2052-11-01 4.5 N/A 1060.00 920.41 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5849 N/A 3140QRQB2 2053-03-01 5.5 N/A 1031.00 945.00 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8177 N/A 3132DWCN1 2051-11-01 2 N/A 1000.00 701.69 Agency Mortgage-Backed Securities 2 BOND 50 N/A 912810SL3 2050-02-15 2 N/A 100.00 65.74 U.S. Treasuries (including strips) FEPC 05.500 CLRA9622 N/A 3133KRVP6 2053-08-01 5.5 N/A 17374800.00 16451374.87 Agency Mortgage-Backed Securities FEPC 06.000 CLSD4696 N/A 3132DSGD8 2054-02-01 6 N/A 472792.00 468688.17 Agency Mortgage-Backed Securities FNMS 05.000 CLDC3881 N/A 3140ARJ35 2054-10-01 5 N/A 1116.00 1131.77 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7906 N/A 3133KPYB8 2052-10-01 5 N/A 1008.00 891.80 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL0126 N/A 3140HRD83 2028-10-01 3.51 N/A 1000.00 973.02 Agency Mortgage-Backed Securities 0 1/8 TRIN A 31 N/A 91282CBF7 2031-01-15 0.125 N/A 30121000.00 33484492.59 U.S. Treasuries (including strips) FEPC 03.500 CLSD1069 N/A 3132DNFJ7 2049-06-01 3.5 N/A 1024.00 764.59 Agency Mortgage-Backed Securities 2 7/8 BOND 43 N/A 912810RB6 2043-05-15 2.875 N/A 100.00 84.42 U.S. Treasuries (including strips) FNMS 05.000 CLDB3084 N/A 3140ACNA7 2054-05-01 5 N/A 1000.00 1007.66 Agency Mortgage-Backed Securities 4 3/8 NOTE S 30 N/A 91282CJM4 2030-11-30 4.375 N/A 200.00 211.53 U.S. Treasuries (including strips) GNII SF MA7136 M N/A 36179V4V9 2051-01-20 2.5 N/A 1031.00 516.95 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ5461 N/A 3133CWB68 2054-10-01 5 N/A 1000.00 1016.74 Agency Mortgage-Backed Securities 1 7/8 NOTE M 26 N/A 9128287B0 2026-06-30 1.875 N/A 19999700.00 19502417.46 U.S. Treasuries (including strips) 3 5/8 NOTE Q 31 N/A 91282CLM1 2031-09-30 3.625 N/A 123299000.00 123426367.87 U.S. Treasuries (including strips) 2 5/8 NOTE N 29 N/A 91282CFC0 2029-07-31 2.625 N/A 100.00 96.44 U.S. Treasuries (including strips) FEPC 05.500 CLQJ5502 N/A 3133CWDF6 2054-10-01 5.5 N/A 1518520.00 1579316.31 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5462 N/A 3133CWB76 2054-10-01 5.5 N/A 1000.00 1032.82 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6332 N/A 3133BUA98 2053-01-01 5.5 N/A 1075.00 958.20 Agency Mortgage-Backed Securities FNMS 03.500 CRBM7359 N/A 3140JCE91 2046-12-01 3.5 N/A 1832.00 1619.85 Agency Mortgage-Backed Securities 2 3/8 TRIN AE 28 N/A 91282CJH5 2028-10-15 2.375 N/A 11994000.00 12941958.84 U.S. Treasuries (including strips) FNMS 04.500 CLBX6756 N/A 3140NBQJ3 2053-03-01 4.5 N/A 1000.00 974.17 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9939 N/A 3140YYBH1 2054-02-01 7 N/A 1000.00 946.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQA7259 N/A 3133A2B41 2050-02-01 5 N/A 6557130.00 3242805.32 Agency Mortgage-Backed Securities FEPC 07.000 CLQI4448 N/A 3133WA5H7 2054-04-01 7 N/A 1486.00 1570.82 Agency Mortgage-Backed Securities 4 1/8 BOND 53 N/A 912810TT5 2053-08-15 4.125 N/A 100.00 100.56 U.S. Treasuries (including strips) FEPC 05.000 CLQA7272 N/A 3133A2CH1 2050-02-01 5 N/A 5379500.00 2190319.39 Agency Mortgage-Backed Securities FNMS 06.500 CLDB3936 N/A 3140ADLS8 2054-06-01 6.5 N/A 1433865.00 1517936.50 Agency Mortgage-Backed Securities 0 3/4 TRIB 45 N/A 912810RL4 2045-02-15 0.75 N/A 13415200.00 14326322.60 U.S. Treasuries (including strips) 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 100.00 97.40 U.S. Treasuries (including strips) GNII SF MA8149 M N/A 36179XBS4 2052-07-20 3.5 N/A 1072150.00 876416.74 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1259 N/A 3140ANMH9 2054-08-01 5.5 N/A 2846224.00 2936290.88 Agency Mortgage-Backed Securities 5 3/8 BOND 31 N/A 912810FP8 2031-02-15 5.375 N/A 8686900.00 9647529.98 U.S. Treasuries (including strips) FEPC 06.500 CLQJ3084 N/A 3133CTM97 2054-08-01 6.5 N/A 1004.00 1053.68 Agency Mortgage-Backed Securities 3 3/8 NOTE AS 27 N/A 91282CLL3 2027-09-15 3.375 N/A 1000.00 998.43 U.S. Treasuries (including strips) FNMS 05.000 CLCB8569 N/A 3140QUQX7 2054-05-01 5 N/A 7044992.00 7003806.73 Agency Mortgage-Backed Securities 4 1/4 NOTE V 29 N/A 91282CKD2 2029-02-28 4.25 N/A 23399500.00 24192394.37 U.S. Treasuries (including strips) FNMS 04.500 CLFM2457 N/A 3140X5WT6 2050-02-01 4.5 N/A 63960358.00 14244117.29 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3021 N/A 3140QNLB6 2052-03-01 3 N/A 29753856.00 23244334.07 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ1208 N/A 3140NVKW6 2029-07-01 4.84 N/A 14240477.00 14786013.85 Agency Mortgage-Backed Securities 0 3/4 NOTE Y 26 N/A 91282CBW0 2026-04-30 0.75 N/A 100.00 95.86 U.S. Treasuries (including strips) FEPC 06.500 CLQJ5488 N/A 3133CWCZ3 2054-10-01 6.5 N/A 1024.00 1073.71 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8157 N/A 3140QUB39 2054-03-01 6 N/A 861358.00 865102.95 Agency Mortgage-Backed Securities FNMS 04.000 CLBW2034 N/A 3140MTHL0 2052-08-01 4 N/A 1000.00 829.36 Agency Mortgage-Backed Securities FNMS 07.000 CLDA9503 N/A 3140YXRZ6 2054-02-01 7 N/A 1007.00 1065.39 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL1016 N/A 3140HSDW8 2028-12-01 3.955 N/A 1005.00 1012.14 Agency Mortgage-Backed Securities FMAR 841648 G N/A 31288QZM5 2053-09-01 4.818 N/A 1000.00 947.69 Agency Mortgage-Backed Securities 0 1/8 TRIB 52 N/A 912810TE8 2052-02-15 0.125 N/A 4023000.00 2826074.60 U.S. Treasuries (including strips) FEPC 06.500 CLQJ3110 N/A 3133CTN39 2054-09-01 6.5 N/A 1000.00 1048.88 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ3028 N/A 3133CTLH0 2054-09-01 5.5 N/A 1024.00 1046.50 Agency Mortgage-Backed Securities FNMS 06.000 CLDC0055 N/A 3140AMBZ3 2054-09-01 6 N/A 1010.00 1053.50 Agency Mortgage-Backed Securities FEPC 04.000 CLZS3547 N/A 3132A35G1 2041-12-01 4 N/A 17457772.00 2282021.16 Agency Mortgage-Backed Securities 4 NOTE U 29 N/A 91282CJW2 2029-01-31 4 N/A 100.00 102.61 U.S. Treasuries (including strips) FEPC 06.000 CLQJ3099 N/A 3133CTNQ8 2054-09-01 6 N/A 1000.00 1041.57 Agency Mortgage-Backed Securities MNAR XX.XXX HXBZ0964 N/A 3140NVCA3 2029-05-01 4.87 N/A 436300.00 452915.64 Agency Mortgage-Backed Securities FNAR XX.XXX HYAN9043 N/A 3138LNBM2 2030-05-01 3.44 N/A 1003.00 938.23 Agency Mortgage-Backed Securities 3 5/8 BOND 43 N/A 912810RC4 2043-08-15 3.625 N/A 100.00 93.39 U.S. Treasuries (including strips) FEPC 02.500 CLSD8194 N/A 3132DWC76 2052-02-01 2.5 N/A 580818.00 426800.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBH7778 N/A 3140GWUC5 2047-08-01 4.5 N/A 1267000.00 197598.38 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5457 N/A 3133CWB27 2054-10-01 5.5 N/A 1080.00 1117.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDC2428 N/A 3140APVW1 2054-10-01 5.5 N/A 3228776.00 3334720.39 Agency Mortgage-Backed Securities FNMS 06.000 CLDB8760 N/A 3140AJWW4 2054-07-01 6 N/A 1000.00 1029.10 Agency Mortgage-Backed Securities FEPC 06.500 CLQH9927 N/A 3133CPA49 2054-02-01 6.5 N/A 1000.00 890.19 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7990 N/A 3140A82Y7 2054-01-01 7 N/A 1000.00 775.93 Agency Mortgage-Backed Securities FNMS 05.500 CLDB7936 N/A 3140AHZA3 2054-08-01 5.5 N/A 1661758.00 1708450.53 Agency Mortgage-Backed Securities FNMS 03.500 CLFS2022 N/A 3140XHG84 2048-07-01 3.5 N/A 1413831.00 1043908.88 Agency Mortgage-Backed Securities 3 BOND 45 N/A 912810RM2 2045-05-15 3 N/A 1900.00 1608.50 U.S. Treasuries (including strips) FNMS 02.000 CLCA7988 N/A 3140QF2W8 2050-12-01 2 N/A 137831424.00 84451653.34 Agency Mortgage-Backed Securities 4 5/8 NOTE L 31 N/A 91282CKU4 2031-05-31 4.625 N/A 800.00 860.08 U.S. Treasuries (including strips) FEPC 02.500 CLQC9148 N/A 3133AUEV6 2051-10-01 2.5 N/A 16789128.00 11850207.23 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5437 N/A 3140JABF4 2044-05-01 4 N/A 3433846.00 941696.50 Agency Mortgage-Backed Securities FNMS 06.000 CLDC0363 N/A 3140AMMM0 2054-08-01 6 N/A 1782.00 1876.55 Agency Mortgage-Backed Securities 0 1/4 TRIB 50 N/A 912810SM1 2050-02-15 0.25 N/A 79960000.00 64876175.39 U.S. Treasuries (including strips) FNMS 06.000 CLCB4854 N/A 3140QQMC6 2052-10-01 6 N/A 1000.00 949.72 Agency Mortgage-Backed Securities 2 7/8 BOND 45 N/A 912810RN0 2045-08-15 2.875 N/A 113200.00 92843.67 U.S. Treasuries (including strips) FNMS 05.500 CLDC2205 N/A 3140APNX8 2054-08-01 5.5 N/A 1019.00 1054.90 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ2732 N/A 3133CTA90 2054-08-01 5 N/A 1000.00 915.94 Agency Mortgage-Backed Securities 3 3/4 NOTE M 30 N/A 91282CHJ3 2030-06-30 3.75 N/A 4035000.00 4110813.62 U.S. Treasuries (including strips) FEPC 05.000 CLQJ4442 N/A 3133CU5B8 2054-09-01 5 N/A 1000.00 1008.15 Agency Mortgage-Backed Securities 3 5/8 TRIB 28 N/A 912810FD5 2028-04-15 3.625 N/A 621700.00 1317187.46 U.S. Treasuries (including strips) FNMS 05.500 CLBX4949 N/A 3140N9QB5 2053-02-01 5.5 N/A 1002.00 765.66 Agency Mortgage-Backed Securities FEPC 02.500 CLSD7525 N/A 3132DVLE3 2050-10-01 2.5 N/A 1024.00 578.59 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9883 N/A 3138LN6V8 2033-07-01 3.85 N/A 1000.00 980.72 Agency Mortgage-Backed Securities FEPC 05.000 CLQF3477 N/A 3133BQ2J4 2052-11-01 5 N/A 1325.00 1137.26 Agency Mortgage-Backed Securities GNII SF MA9852 M N/A 36179Y5M2 2054-07-20 6 N/A 8995937.00 9181829.53 Agency Mortgage-Backed Securities GNII SF MA9301 M N/A 36179YKN3 2053-11-20 3.5 N/A 17763209.00 15841824.35 Agency Mortgage-Backed Securities GNII SF MA5595 M N/A 36179UGC0 2048-11-20 4 N/A 283097727.00 29785376.30 Agency Mortgage-Backed Securities FNMS 03.500 CLFS6360 N/A 3140XNB60 2047-07-01 3.5 N/A 1000.00 879.52 Agency Mortgage-Backed Securities FNMS 04.000 CLAR5197 N/A 3138W2X34 2043-09-01 4 N/A 1000.00 289.41 Agency Mortgage-Backed Securities FNMS 05.500 CLDB3925 N/A 3140ADLF6 2054-06-01 5.5 N/A 2082.00 2166.21 Agency Mortgage-Backed Securities FEPC 06.000 CLQJ3089 N/A 3133CTNE5 2054-08-01 6 N/A 1002.00 1050.66 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5306 N/A 3133CV3P7 2054-10-01 5.5 N/A 1000.00 1018.47 Agency Mortgage-Backed Securities 0 1/8 TRIN X 27 N/A 91282CEJ6 2027-04-15 0.125 N/A 30277700.00 32521743.04 U.S. Treasuries (including strips) 3 BOND 47 N/A 912810RV2 2047-02-15 3 N/A 100.00 82.66 U.S. Treasuries (including strips) 3.00 FHOR 22-37 AR N/A 3130AQVP5 2037-02-24 3 N/A 10000.00 8678.40 Agency Debentures and Agency Strips 3 3/4 NOTE AR 27 N/A 91282CLG4 2027-08-15 3.75 N/A 59000000.00 59682482.50 U.S. Treasuries (including strips) FEPC 05.500 CLQI3682 N/A 3133WACT3 2054-04-01 5.5 N/A 1000.00 1027.39 Agency Mortgage-Backed Securities 0 1/4 TRIN A 25 N/A 912828H45 2025-01-15 0.25 N/A 13182000.00 17294557.14 U.S. Treasuries (including strips) FEPC 02.500 CLQE0158 N/A 3133B9E75 2052-04-01 2.5 N/A 1009.00 795.66 Agency Mortgage-Backed Securities FEPC 06.500 CLQH7590 N/A 3133CLNF9 2054-01-01 6.5 N/A 1001.00 990.98 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3495 N/A 31418C3D4 2048-10-01 4 N/A 9281457.00 785588.91 Agency Mortgage-Backed Securities TINT 11/15/28 N/A 912833WR7 2028-11-15 0 N/A 1310.37 1130.34 U.S. Treasuries (including strips) FEPC 05.000 CLSD8323 N/A 3132DWG80 2053-05-01 5 N/A 1024.00 946.37 Agency Mortgage-Backed Securities FNMS 06.000 CLDB4110 N/A 3140ADR86 2054-06-01 6 N/A 1000.00 1033.62 Agency Mortgage-Backed Securities FNMS 03.500 CLAB6218 N/A 31417C4C6 2042-09-01 3.5 N/A 11999433.00 2202080.93 Agency Mortgage-Backed Securities 4 5/8 NOTE BD 26 N/A 91282CKY6 2026-06-30 4.625 N/A 100.00 102.83 U.S. Treasuries (including strips) 2.15 FMNT 21-40 J2 N/A 3134GV6J2 2040-07-13 2.15 N/A 1399000.00 1025288.78 Agency Debentures and Agency Strips FNMS 06.500 CLCB8556 N/A 3140QUQJ8 2054-05-01 6.5 N/A 1024.00 1026.93 Agency Mortgage-Backed Securities 4.15 FHOR 23-38 Z N/A 3130AEDV9 2038-06-01 4.15 N/A 10000.00 9593.86 Agency Debentures and Agency Strips 0 3/4 NOTE AC 26 N/A 91282CCW9 2026-08-31 0.75 N/A 200.00 189.71 U.S. Treasuries (including strips) FNMS 05.000 CLBW7379 N/A 3140N0FV2 2052-12-01 5 N/A 2005.00 1875.42 Agency Mortgage-Backed Securities FEPC 03.500 CLSD5980 N/A 3132DTUD0 2048-03-01 3.5 N/A 1024.00 956.87 Agency Mortgage-Backed Securities MNAR XX.XXX HYAN9673 N/A 3138LNXB2 2033-08-01 3.85 N/A 770853.00 747651.40 Agency Mortgage-Backed Securities GNII SF MA6474 M N/A 36179VFP0 2050-02-20 3 N/A 69242148.00 13045220.56 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9025 N/A 3140QVA38 2054-08-01 6.5 N/A 10488720.00 10945019.29 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7762 N/A 3133KPTT5 2052-10-01 5 N/A 2265143.00 1998844.37 Agency Mortgage-Backed Securities 4 3/8 NOTE C 34 N/A 91282CKQ3 2034-05-15 4.375 N/A 100.00 106.69 U.S. Treasuries (including strips) FNMS 06.000 CLDB8438 N/A 3140AJLU0 2054-09-01 6 N/A 1008.00 1041.12 Agency Mortgage-Backed Securities FEPC 04.500 CLQG8964 N/A 3133C95Z2 2053-08-01 4.5 N/A 1044.00 1022.41 Agency Mortgage-Backed Securities FKAR 02.920 WNWN1142 N/A 3132XFHU5 2038-01-01 2.92 N/A 1878.00 1583.63 Agency Mortgage-Backed Securities MNAR XX.XXX HYBL3084 N/A 3140HUNA0 2039-06-01 3.37 N/A 4200.00 3801.67 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8182 N/A 3132DWCT8 2051-12-01 2 N/A 1280.00 904.79 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8753 N/A 3140XQWP8 2054-08-01 6 N/A 2800.00 2889.95 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3021 N/A 3133KJLA8 2050-07-01 2.5 N/A 1024.00 452.51 Agency Mortgage-Backed Securities 4.10 FHOR 23-33 CK N/A 3130AF4W4 2033-10-24 4.1 N/A 10000.00 9886.37 Agency Debentures and Agency Strips 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377809.44 Agency Collateralized Mortgage Obligation GNMA_24-66C N/A 38383KUK6 2051-12-20 3 N/A 14357184.00 2947296.35 Agency Collateralized Mortgage Obligation FNMA_16-1 N/A 3136AQG46 2046-02-25 0.7554 N/A 69174285.00 1295639.17 Agency Collateralized Mortgage Obligation FNMA_20-34G N/A 3136BAJA3 2050-06-25 0.6554 N/A 31926820.00 2625694.57 Agency Collateralized Mortgage Obligation GNMA_20-191H N/A 38382MHM4 2050-12-20 4 N/A 20869473.00 2418314.86 Agency Collateralized Mortgage Obligation GNMA_14-129G N/A 38379GLA3 2041-10-20 0 N/A 42270863.00 125987.93 Agency Collateralized Mortgage Obligation FHLMC_5349A N/A 3137HARN8 2053-10-25 0.41988 N/A 100011.00 4634.68 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMT6 2041-04-20 0 N/A 58404259.00 218085.50 Agency Collateralized Mortgage Obligation FNMA_19-67H N/A 3136B65K5 2041-08-25 0.3554 N/A 134968778.00 4072738.21 Agency Collateralized Mortgage Obligation GNMA_15-152C N/A 38379FAR0 2040-05-20 0 N/A 30325747.00 136208.28 Agency Collateralized Mortgage Obligation GNMA_23-82B N/A 38384AT94 2053-06-20 6.49541 N/A 27488896.00 25133151.88 Agency Collateralized Mortgage Obligation GNMA_23-1A N/A 38383VAE8 2053-01-20 1.80459 N/A 20937735.00 1990543.47 Agency Collateralized Mortgage Obligation FNMA_19-41A N/A 3136B5SJ5 2049-08-25 0.7054 N/A 146920181.00 8583048.74 Agency Collateralized Mortgage Obligation GNMA_15-82 N/A 38379NMF6 2045-06-20 7 N/A 14100000.00 204516.97 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618HX7L3 2063-11-20 2.5 N/A 410197.00 345517.21 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5415 N/A 3137HCQ21 2048-10-25 5 N/A 44808.00 43371.55 Agency Collateralized Mortgage Obligation Y Moody's P-1 Fitch F1 Standard & Poor's A-1 2024-10-01 2024-10-07 2024-10-07 Y BNP PARIBAS SA 1.0000 7 N Standard & Poor's A+ Moody's Aa3 Fitch A+ N N 0.0490 400000000.00 400000000.00 0.0023 N N Y N Morgan Stanley & Co. LLC Morgan Stanley & Co. 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N N N 0.0431 1118235800.80 1118235800.80 0.0066 N Y Y N Fixed Income Clearing Corporation - SSB Fixed Income Clearing Corporation - SSB 4.90000000 N/A 549300H47WTHXPU08X20 BYD97CF44 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 FEPC 05.500 CLSD7562 N/A 3132DVMK8 2053-04-01 5.5 N/A 1147871.00 1050652.06 Agency Mortgage-Backed Securities FNMS 03.500 CLAB7462 N/A 31417EJG7 2043-01-01 3.5 N/A 1702558.00 336649.90 Agency Mortgage-Backed Securities FNMS 04.500 CLCA1558 N/A 3140Q8WU5 2048-04-01 4.5 N/A 187505585.00 41997289.00 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1394 N/A 3140QLRQ1 2051-08-01 2.5 N/A 3000.00 2293.39 Agency Mortgage-Backed Securities FNMS 02.000 CIFM5798 N/A 3140X9NQ4 2036-01-01 2 N/A 80000.00 41975.49 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8201 N/A 3132DWDE0 2052-03-01 3 N/A 1000.00 752.24 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ0538 N/A 3140KKS47 2050-09-01 2.5 N/A 336000.00 185548.57 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0543 N/A 3132ACS84 2048-08-01 4.5 N/A 944003.00 232771.43 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6021 N/A 3132DTVN7 2054-08-01 6 N/A 29534847.00 30532203.69 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1581 N/A 3132DNXJ7 2052-09-01 2.5 N/A 594595.00 457706.56 Agency Mortgage-Backed Securities FNMS 02.000 CLBR5487 N/A 3140L4CZ0 2051-03-01 2 N/A 256000.00 161849.71 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8525 N/A 3140QUPK6 2054-05-01 5 N/A 6159722.00 6165664.58 Agency Mortgage-Backed Securities FEPC 03.500 CLRA7128 N/A 3133KN4M2 2052-04-01 3.5 N/A 135000.00 106915.99 Agency Mortgage-Backed Securities FNMS 02.000 CLBU0973 N/A 3140M2CK6 2051-11-01 2 N/A 34627354.00 22657345.13 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0931 N/A 3140XGA90 2052-03-01 3 N/A 50000.00 35374.12 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1244 N/A 3140QLL20 2051-07-01 2.5 N/A 3170000.00 2208568.26 Agency Mortgage-Backed Securities 2 5/8 NOTE T 25 N/A 9128285T3 2025-12-31 2.625 N/A 333800.00 331122.76 U.S. Treasuries (including strips) 05.500 FGPC G06021 G N/A 3128M8AW4 2040-01-01 5.5 N/A 1800382.00 28027.04 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3686 N/A 3140XKCY4 2053-01-01 5 N/A 36000.00 30806.11 Agency Mortgage-Backed Securities FEPC 02.500 CLSD1098 N/A 3132DNGF4 2052-01-01 2.5 N/A 35000.00 25783.23 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3087 N/A 31418CND2 2047-08-01 3.5 N/A 1733000.00 219193.88 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8499 N/A 3140QGNR4 2051-01-01 2 N/A 86977366.00 53989422.69 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2685 N/A 3140XH6X0 2052-08-01 4 N/A 214000.00 178900.12 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9473 N/A 3133KRQ23 2053-07-01 5.5 N/A 4233869.00 4100258.44 Agency Mortgage-Backed Securities FNMS 03.500 CLBH2476 N/A 3140GQXE1 2047-08-01 3.5 N/A 6495764.00 1480528.67 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6635 N/A 3140QELR1 2050-08-01 2.5 N/A 3372001.00 1984875.16 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7397 N/A 3140QTGF0 2053-10-01 4.5 N/A 1000.00 965.95 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8804 N/A 3140QGYA9 2051-02-01 2 N/A 9204590.00 5626841.06 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4924 N/A 3133BSPH9 2052-12-01 6 N/A 99000.00 74060.24 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2609 N/A 3140XH3T2 2052-08-01 4.5 N/A 1468934.00 1215526.37 Agency Mortgage-Backed Securities FNMS 02.000 CLFS1015 N/A 3140XGDV8 2052-02-01 2 N/A 800000.00 569091.52 Agency Mortgage-Backed Securities FEPC 01.500 CTRB5130 N/A 3133KYVX4 2041-10-01 1.5 N/A 480000.00 324034.21 Agency Mortgage-Backed Securities FNMS 07.000 CLMA5298 N/A 31418E3G3 2054-03-01 7 N/A 27279848.00 23341418.59 Agency Mortgage-Backed Securities FNMS 06.000 CLDB8204 N/A 3140AJDJ4 2054-08-01 6 N/A 1000.00 1032.25 Agency Mortgage-Backed Securities FNMS 06.000 CLBX7636 N/A 3140NCPW3 2053-06-01 6 N/A 5624400.00 5185326.69 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8030 N/A 3140XP4Q9 2054-05-01 6 N/A 4609360.00 4690486.22 Agency Mortgage-Backed Securities FNMS 03.000 U3BF0307 N/A 3140FXKV3 2043-01-01 3 N/A 112000.00 40591.26 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8141 N/A 3132DWBJ1 2051-04-01 2.5 N/A 106000.00 65304.55 Agency Mortgage-Backed Securities 03.500 FGPC J19035 G N/A 3128Q0BC0 2027-05-01 3.5 N/A 1475.00 29.62 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8966 N/A 3140XC6C7 2051-10-01 2.5 N/A 176000.00 123615.85 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3010 N/A 3132DQKX3 2053-06-01 5.5 N/A 30000.00 27832.04 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8752 N/A 3140QGWN3 2051-01-01 2 N/A 12258133.00 7495738.19 Agency Mortgage-Backed Securities 04.500 FGPC C91362 G N/A 3128P7QP1 2031-03-01 4.5 N/A 1043.00 43.16 Agency Mortgage-Backed Securities 04.000 FGPC T65393 G N/A 31322Y7E5 2046-09-01 4 N/A 1100000.00 107711.87 Agency Mortgage-Backed Securities FNMS 05.000 CLFS5551 N/A 3140XMEZ5 2047-07-01 5 N/A 16000.00 14561.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQF3725 N/A 3133BRD68 2052-11-01 5 N/A 34000.00 30945.65 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8718 N/A 3140QUVL7 2054-06-01 6.5 N/A 4230141.00 4374479.12 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1524 N/A 3132DNVR1 2052-08-01 4 N/A 1000.00 838.30 Agency Mortgage-Backed Securities 04.500 FGPC G15169 G N/A 3128MD6E8 2026-09-01 4.5 N/A 166523.00 717.92 Agency Mortgage-Backed Securities 04.500 FGPC G30670 G N/A 3128CUW77 2033-12-01 4.5 N/A 2848.00 237.27 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4919 N/A 31418EPD6 2053-02-01 5.5 N/A 1790000.00 1572337.73 Agency Mortgage-Backed Securities 04.000 FGPC G14239 G N/A 3128MC4Y8 2026-09-01 4 N/A 16152.00 123.80 Agency Mortgage-Backed Securities FEPC 06.000 CLQF5828 N/A 3133BTPM6 2053-01-01 6 N/A 221562.00 194321.49 Agency Mortgage-Backed Securities FEPC 01.500 3PQU7709 N/A 3133JLR68 2051-01-01 1.5 N/A 105000.00 68332.46 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2866 N/A 3138EKFG5 2042-11-01 3.5 N/A 1000.00 150.21 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9045 N/A 3140XDBP0 2051-09-01 3 N/A 1000.00 704.10 Agency Mortgage-Backed Securities FNMS 03.000 CLMA3834 N/A 31418DHL9 2049-11-01 3 N/A 443003.00 77563.39 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4384 N/A 31418D2S0 2036-07-01 2.5 N/A 361717.00 216658.68 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4160 N/A 31418DTS1 2050-10-01 3 N/A 4000.00 1477.58 Agency Mortgage-Backed Securities FNMS 03.500 CLFS0838 N/A 3140XF4Y4 2052-01-01 3.5 N/A 55000.00 41261.45 Agency Mortgage-Backed Securities FEPC 06.000 CLSD6337 N/A 3132DUBE6 2054-09-01 6 N/A 23092479.00 23854584.68 Agency Mortgage-Backed Securities FEPC 05.500 CLSD7559 N/A 3132DVMG7 2053-03-01 5.5 N/A 1000.00 900.22 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4555 N/A 3140QQBZ7 2052-09-01 4.5 N/A 2002.00 1792.46 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8462 N/A 3132DWMK6 2054-09-01 5.5 N/A 46377661.00 46987195.00 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6119 N/A 3140NAYR8 2053-01-01 6 N/A 1000.00 746.36 Agency Mortgage-Backed Securities FNMS 04.500 CLBW8365 N/A 3140N1JK0 2052-08-01 4.5 N/A 1000.00 893.89 Agency Mortgage-Backed Securities FEPC 04.500 CLZA6297 N/A 31329P7J6 2049-02-01 4.5 N/A 1617.00 95.11 Agency Mortgage-Backed Securities FEPC 06.500 CLQJ0407 N/A 3133CQNY7 2054-07-01 6.5 N/A 2000.00 2083.81 Agency Mortgage-Backed Securities FNMS 05.500 CLDA8026 N/A 3140A84L3 2054-02-01 5.5 N/A 12429915.00 12558244.56 Agency Mortgage-Backed Securities FNMS 03.000 CLBM1172 N/A 3140J5JS9 2047-03-01 3 N/A 1000000.00 366903.35 Agency Mortgage-Backed Securities 03.500 FGPC Q49206 G N/A 3132WPGQ4 2047-07-01 3.5 N/A 6000000.00 614524.23 Agency Mortgage-Backed Securities FNMS 05.000 CLFS7252 N/A 3140XPBW8 2053-11-01 5 N/A 16650259.00 16128310.37 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6117 N/A 3140NAYP2 2053-01-01 6 N/A 1084.00 809.78 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6327 N/A 3140QSA50 2053-05-01 6 N/A 1808027.00 1685772.84 Agency Mortgage-Backed Securities FEPC 03.000 CLQC6768 N/A 3133ARQV0 2051-09-01 3 N/A 330000.00 217277.39 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1463 N/A 3132DNTU7 2051-12-01 3 N/A 1000.00 755.06 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8546 N/A 3140MNP83 2052-05-01 3.5 N/A 200000.00 150207.18 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6075 N/A 3140QRXD0 2053-04-01 5.5 N/A 52077463.00 47352037.58 Agency Mortgage-Backed Securities FNMS 02.500 CLFS3819 N/A 3140XKG53 2052-06-01 2.5 N/A 130000.00 100746.81 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4210 N/A 31418DVC3 2050-12-01 2.5 N/A 635000.00 322124.93 Agency Mortgage-Backed Securities FEPC 05.500 CLQF1972 N/A 3133BPFM5 2052-10-01 5.5 N/A 17978.00 15464.03 Agency Mortgage-Backed Securities FNMS 03.500 CIFM1577 N/A 3140X4XF8 2034-09-01 3.5 N/A 1171.00 320.99 Agency Mortgage-Backed Securities FEPC 05.000 CLQI0136 N/A 3133W6EH6 2054-02-01 5 N/A 1162506.00 1176745.49 Agency Mortgage-Backed Securities FNMS 05.500 CLBX0427 N/A 3140N4PM3 2052-11-01 5.5 N/A 18994749.00 17640275.65 Agency Mortgage-Backed Securities FEPC 04.000 CISB0428 N/A 3132CWPM0 2031-03-01 4 N/A 1000.00 276.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1925 N/A 3140MTD75 2052-06-01 4.5 N/A 316656.00 256759.77 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4158 N/A 31418DTQ5 2050-10-01 2 N/A 20215990.00 11482719.22 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6753 N/A 3140QSQF1 2053-07-01 6 N/A 400000.00 375683.55 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5105 N/A 31418EU73 2053-08-01 4.5 N/A 8832465.00 8287086.96 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4786 N/A 31418EJ84 2052-10-01 5.5 N/A 60643.00 49776.14 Agency Mortgage-Backed Securities FNMS 02.000 CLFS8017 N/A 3140XP4B2 2052-03-01 2 N/A 9591867.00 7838241.70 Agency Mortgage-Backed Securities FNMS 04.500 CLFM5375 N/A 3140X86M4 2047-06-01 4.5 N/A 72143.00 34263.38 Agency Mortgage-Backed Securities FNMS 06.000 CLAL3598 N/A 3138EK7L3 2039-07-01 6 N/A 420000.00 36376.57 Agency Mortgage-Backed Securities FNMS 02.000 CLFM4762 N/A 3140X8JG3 2050-11-01 2 N/A 1197000.00 674357.92 Agency Mortgage-Backed Securities FNMS 04.500 CLAS4096 N/A 3138WDRS2 2044-12-01 4.5 N/A 394422.00 69405.94 Agency Mortgage-Backed Securities FEPC 04.000 CISB8189 N/A 3132D6C24 2037-11-01 4 N/A 7000.00 5205.08 Agency Mortgage-Backed Securities FNMS 04.500 CLBY7504 N/A 3140NQKS6 2054-03-01 4.5 N/A 1057720.00 1034323.67 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6599 N/A 3140QSKM2 2053-04-01 5 N/A 7351.00 6969.39 Agency Mortgage-Backed Securities FNMS 04.500 CLBK5338 N/A 3140HJ4Y4 2048-07-01 4.5 N/A 1069.00 241.47 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4783 N/A 31418EJ50 2052-10-01 4 N/A 39000.00 33681.51 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8396 N/A 3132DWKH5 2054-01-01 6 N/A 2028.00 1919.67 Agency Mortgage-Backed Securities FNMS 04.000 CLBW1377 N/A 3140MSQ73 2052-12-01 4 N/A 2158728.00 2014883.08 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ5203 N/A 3133CVX82 2054-09-01 5.5 N/A 2000.00 2060.27 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7532 N/A 3140XBLN8 2051-04-01 3.5 N/A 1288000.00 757655.42 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0131 N/A 3140FXED0 2056-08-01 3.5 N/A 90000.00 29072.78 Agency Mortgage-Backed Securities FNMS 04.000 CLFS1671 N/A 3140XG2D0 2052-05-01 4 N/A 92000.00 72094.35 Agency Mortgage-Backed Securities FEPC 05.000 CLQF5465 N/A 3133BTCA6 2052-12-01 5 N/A 100000.00 87597.57 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0392 N/A 3140XFNJ6 2052-01-01 2.5 N/A 125967.00 95632.75 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2066 N/A 3140XHJL2 2052-06-01 4 N/A 700000.00 570910.55 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3425 N/A 3132DQYW0 2053-07-01 5.5 N/A 1000.00 922.00 Agency Mortgage-Backed Securities FNMS 03.000 CLFM1368 N/A 3140X4QW9 2046-11-01 3 N/A 520668.00 101218.13 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4682 N/A 3140J9FY2 2045-01-01 4 N/A 36100941.00 9125359.64 Agency Mortgage-Backed Securities FNMS 04.500 REAL8405 N/A 3138ETKT2 2041-05-01 4.5 N/A 6030475.00 567402.73 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1710 N/A 3132DN3T8 2052-10-01 5 N/A 1000.00 898.86 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8864 N/A 3140XCZ68 2051-10-01 2.5 N/A 1000.00 658.47 Agency Mortgage-Backed Securities FNMS 05.500 CLFS6718 N/A 3140XNPC2 2053-12-01 5.5 N/A 12688320.00 12471560.23 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6802 N/A 3140XARY0 2036-04-01 2 N/A 2034300.00 1232810.71 Agency Mortgage-Backed Securities FNMS 03.500 CLAB6017 N/A 31417CVK8 2042-08-01 3.5 N/A 2474324.00 201697.32 Agency Mortgage-Backed Securities FEPC 06.500 CLSD8455 N/A 3132DWMC4 2054-08-01 6.5 N/A 25507.00 25740.22 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4212 N/A 3140QPVE4 2052-07-01 4.5 N/A 2000.00 1742.49 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7200 N/A 3140QFAA7 2050-10-01 2 N/A 32341981.00 18275787.28 Agency Mortgage-Backed Securities FNMS 02.000 CLBR7745 N/A 3140L6TB0 2051-04-01 2 N/A 200000.00 114047.36 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8463 N/A 3132DWML4 2054-09-01 6 N/A 27206419.00 27775881.93 Agency Mortgage-Backed Securities FEPC 02.500 ZLSI2048 N/A 3133USHZ7 2050-07-01 2.5 N/A 1000.00 781.50 Agency Mortgage-Backed Securities FNMS 04.500 CLCB5122 N/A 3140QQVQ5 2052-11-01 4.5 N/A 99400.00 87239.72 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1352 N/A 3132DNQD8 2052-07-01 3.5 N/A 2004.00 1600.32 Agency Mortgage-Backed Securities FNMS 03.000 CRAL3160 N/A 3138EKQN8 2043-02-01 3 N/A 60386304.00 15513017.23 Agency Mortgage-Backed Securities FNMS 02.000 CLBU1030 N/A 3140M2EC2 2051-11-01 2 N/A 400000.00 263591.52 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5673 N/A 3133BTJS0 2053-01-01 5.5 N/A 3371712.00 3103014.35 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1561 N/A 3132DNWW9 2052-09-01 5 N/A 1000.00 813.06 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6962 N/A 3133KNWX7 2052-03-01 2.5 N/A 195000.00 144179.28 Agency Mortgage-Backed Securities FNMS 04.000 CLBN8876 N/A 3140JR2J9 2049-05-01 4 N/A 21614806.00 4999749.28 Agency Mortgage-Backed Securities FNMS 03.000 CKAS8184 N/A 3138WJCW6 2046-10-01 3 N/A 2381000.00 329851.06 Agency Mortgage-Backed Securities FNMS 04.500 CLFM1568 N/A 3140X4W69 2046-05-01 4.5 N/A 97900.00 32488.47 Agency Mortgage-Backed Securities FNMS 03.000 CLFM4443 N/A 3140X75D7 2050-09-01 3 N/A 66184.00 32074.18 Agency Mortgage-Backed Securities FEPC 04.500 CLZN4257 N/A 3131YAWS5 2049-03-01 4.5 N/A 1853.00 432.67 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8272 N/A 3133KQFM3 2053-01-01 6 N/A 14673494.00 13967383.16 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8340 N/A 3132DWHR7 2053-07-01 4.5 N/A 480013.00 445917.81 Agency Mortgage-Backed Securities FEPC 05.500 CTRB5247 N/A 3133KYZL6 2043-08-01 5.5 N/A 65000.00 54516.58 Agency Mortgage-Backed Securities FNMS 02.000 CIMA3983 N/A 31418DM90 2035-04-01 2 N/A 211606.00 46059.12 Agency Mortgage-Backed Securities 04.000 FGPC V83231 G N/A 3132L8SU2 2047-06-01 4 N/A 269852.00 75041.60 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4468 N/A 31418D6E7 2051-11-01 3.5 N/A 20000.00 11925.67 Agency Mortgage-Backed Securities FNMS 02.500 CLFM3896 N/A 3140X7KJ7 2050-08-01 2.5 N/A 116000.00 58380.61 Agency Mortgage-Backed Securities 04.500 FGPC G30932 G N/A 3132J4HJ1 2034-03-01 4.5 N/A 1000.00 137.87 Agency Mortgage-Backed Securities FNMS 02.500 CICB2247 N/A 3140QMP99 2036-11-01 2.5 N/A 1002.00 721.37 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7495 N/A 3140XBKH2 2036-04-01 2 N/A 554052.00 306783.84 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4492 N/A 31418D7E6 2051-12-01 2 N/A 5073.00 3600.54 Agency Mortgage-Backed Securities FEPC 07.500 CLSD8412 N/A 3132DWKZ5 2054-03-01 7.5 N/A 209447.00 180467.77 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8189 N/A 3132DWC27 2052-01-01 2.5 N/A 76115.00 55216.69 Agency Mortgage-Backed Securities FNMS 06.500 CLBX7702 N/A 3140NCRY7 2053-02-01 6.5 N/A 100000.00 77105.98 Agency Mortgage-Backed Securities FNMS 02.500 CKBM6623 N/A 3140JBLD6 2050-10-01 2.5 N/A 100000.00 73399.85 Agency Mortgage-Backed Securities FNMS 02.000 CLCB3102 N/A 3140QNNU2 2052-03-01 2 N/A 824282.00 586538.83 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3361 N/A 3140QNWX6 2052-04-01 3 N/A 36000.00 28606.70 Agency Mortgage-Backed Securities FEPC 04.500 CLZT0794 N/A 3132AC3B4 2048-10-01 4.5 N/A 42025100.00 10298177.74 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4261 N/A 31418DWX6 2036-02-01 2 N/A 207872.00 112660.19 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8511 N/A 3140XQN52 2054-04-01 6 N/A 1275.00 1309.94 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8214 N/A 3132DWDT7 2052-05-01 3.5 N/A 65999.00 53326.60 Agency Mortgage-Backed Securities FEPC 05.500 CLQF0486 N/A 3133BMRF4 2052-09-01 5.5 N/A 4558889.00 3553322.30 Agency Mortgage-Backed Securities FEPC 04.500 CLSD5089 N/A 3132DSUN0 2053-08-01 4.5 N/A 107703.00 105908.59 Agency Mortgage-Backed Securities FNMS 02.000 CIFS0969 N/A 3140XGCF4 2037-02-01 2 N/A 1497000.00 1035477.34 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8648 N/A 3140XCTE8 2051-09-01 3 N/A 100000.00 65463.07 Agency Mortgage-Backed Securities FNMS 05.000 CTAL1768 N/A 3138EH6E7 2031-05-01 5 N/A 658567.00 28841.15 Agency Mortgage-Backed Securities FNMS 03.000 CLAB7935 N/A 31417EY96 2043-02-01 3 N/A 210000.00 47666.94 Agency Mortgage-Backed Securities FNMS 02.000 CLBR3286 N/A 3140L1UL7 2051-03-01 2 N/A 200000.00 120708.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1111 N/A 3140XGGV5 2051-05-01 2.5 N/A 100000.00 71249.45 Agency Mortgage-Backed Securities FNMS 04.000 CKAJ9329 N/A 3138E2LK9 2042-01-01 4 N/A 1116.00 32.13 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3586 N/A 3140QN6Y3 2052-05-01 3 N/A 1305318.00 1057065.84 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5272 N/A 31418E2E9 2054-02-01 6 N/A 24759286.00 23527848.18 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0185 N/A 3132DMF26 2049-12-01 3 N/A 1000.00 394.56 Agency Mortgage-Backed Securities FNMS 02.500 CLCA6913 N/A 3140QEVF6 2050-09-01 2.5 N/A 4161418.00 2072308.15 Agency Mortgage-Backed Securities FEPC 02.500 CLRA3603 N/A 3133KKAC3 2050-10-01 2.5 N/A 1000.00 565.39 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0630 N/A 3140XFVY4 2052-02-01 3 N/A 66000.00 49028.09 Agency Mortgage-Backed Securities FNMS 05.500 CLBX9680 N/A 3140NEXJ9 2053-04-01 5.5 N/A 1000.00 887.40 Agency Mortgage-Backed Securities FNMS 04.500 CLBX0898 N/A 3140N47L5 2052-10-01 4.5 N/A 467458.00 415540.61 Agency Mortgage-Backed Securities FNMS 04.500 CLCB6471 N/A 3140QSFM8 2053-06-01 4.5 N/A 100436.00 94498.14 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7248 N/A 3140QFBS7 2050-10-01 2.5 N/A 260001.00 155069.52 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8225 N/A 3132DWD67 2052-07-01 3 N/A 1000.00 814.97 Agency Mortgage-Backed Securities FNMS 06.500 CLDB8089 N/A 3140AH7B2 2054-07-01 6.5 N/A 2000.00 2127.96 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4346 N/A 3140XKZL7 2052-04-01 3.5 N/A 147270.00 122388.33 Agency Mortgage-Backed Securities FEPC 02.000 3JRE0019 N/A 3133LWAU6 2050-11-01 2 N/A 98999.00 55488.27 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3173 N/A 3132DQQ25 2053-07-01 5.5 N/A 153371.00 147203.37 Agency Mortgage-Backed Securities FNMS 06.000 CLFS9015 N/A 3140XRAR6 2054-09-01 6 N/A 34338880.00 35353639.68 Agency Mortgage-Backed Securities FEPC 02.000 CLSD0573 N/A 3132DMT62 2051-04-01 2 N/A 1001.00 549.35 Agency Mortgage-Backed Securities FNMS 01.500 CLCA7587 N/A 3140QFND7 2050-11-01 1.5 N/A 195000.00 117487.66 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8191 N/A 3132DWC43 2052-01-01 3.5 N/A 47000.00 32478.37 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2886 N/A 3132DQF35 2053-05-01 6 N/A 51134.00 46624.30 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4445 N/A 31418D5F5 2041-10-01 1.5 N/A 107070964.00 72214769.60 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7597 N/A 3140QFNP0 2050-11-01 2.5 N/A 113545.00 70562.47 Agency Mortgage-Backed Securities FNMS 06.500 CLDB5202 N/A 3140AEX87 2054-06-01 6.5 N/A 2000.00 2107.12 Agency Mortgage-Backed Securities FNMS 04.000 CLFM2674 N/A 3140X56L2 2050-03-01 4 N/A 297999.00 76317.47 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0781 N/A 3132DM2N4 2051-11-01 3 N/A 1000.00 668.40 Agency Mortgage-Backed Securities FNMS 03.500 CLFM3278 N/A 3140X6UC3 2048-11-01 3.5 N/A 37999.00 8009.38 Agency Mortgage-Backed Securities FNMS 02.500 CIBO4725 N/A 3140K0HB7 2034-11-01 2.5 N/A 438984.00 145435.90 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4466 N/A 31418D6C1 2051-11-01 2.5 N/A 291149.00 204686.36 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7479 N/A 3140QTJZ3 2053-11-01 6 N/A 1185.00 1148.32 Agency Mortgage-Backed Securities FNMS 03.000 CLMA2920 N/A 31418CG65 2047-03-01 3 N/A 37000.00 9187.95 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6954 N/A 3133KNWP4 2052-03-01 3 N/A 1000.00 777.53 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8315 N/A 3132DWGY3 2053-04-01 5 N/A 248212.00 228189.30 Agency Mortgage-Backed Securities FEPC 02.000 CLQC0161 N/A 3133AJFA6 2051-03-01 2 N/A 300000.00 182974.65 Agency Mortgage-Backed Securities FEPC 04.000 CLQE2601 N/A 3133BB3J6 2052-05-01 4 N/A 100000.00 80400.82 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7025 N/A 3140QEYX4 2050-09-01 2.5 N/A 1024.00 578.08 Agency Mortgage-Backed Securities FNMS 06.500 CLDB7167 N/A 3140AG6D1 2054-07-01 6.5 N/A 1267012.00 1317352.12 Agency Mortgage-Backed Securities FNMS 04.500 CRBM7232 N/A 3140JCBA1 2047-06-01 4.5 N/A 2620096.00 2339259.50 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1626 N/A 3140XGYY9 2052-04-01 2.5 N/A 100000.00 74882.78 Agency Mortgage-Backed Securities FNMS 05.000 CLBO0498 N/A 3140JURU0 2049-04-01 5 N/A 1020542.00 179101.26 Agency Mortgage-Backed Securities FNMS 04.000 CLCA1691 N/A 3140Q82Z7 2048-05-01 4 N/A 25386095.00 6207106.90 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4067 N/A 3140QPQV2 2052-07-01 4.5 N/A 1723996.00 1557530.77 Agency Mortgage-Backed Securities FNMS 03.000 CLBV4148 N/A 3140MHTE9 2052-03-01 3 N/A 1414.00 1013.02 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3812 N/A 31418DGW6 2049-10-01 3.5 N/A 1000.00 108.56 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9452 N/A 3133KRQD9 2053-07-01 6 N/A 423948.00 404345.13 Agency Mortgage-Backed Securities FNMS 06.000 CLDC2357 N/A 3140APTP9 2054-09-01 6 N/A 2848772.00 2955865.09 Agency Mortgage-Backed Securities FNMS 04.000 CLFM9681 N/A 3140XDXK7 2051-08-01 4 N/A 59140.00 30838.66 Agency Mortgage-Backed Securities FNMS 04.000 CLAL8313 N/A 3138ETGX8 2045-12-01 4 N/A 756845.00 124670.93 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5385 N/A 3140XL6X1 2052-04-01 2.5 N/A 400000.00 323316.56 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3210 N/A 31418CR89 2047-12-01 3.5 N/A 76861986.00 11157941.20 Agency Mortgage-Backed Securities FNMS 07.000 CLCB9174 N/A 3140QVFQ2 2054-09-01 7 N/A 21423356.00 22934192.50 Agency Mortgage-Backed Securities FEPC 05.500 CLRA7944 N/A 3133KPZH4 2052-09-01 5.5 N/A 182000.00 166629.62 Agency Mortgage-Backed Securities FNMS 02.500 CICB3696 N/A 3140QPDA2 2037-05-01 2.5 N/A 20000.00 14442.49 Agency Mortgage-Backed Securities FEPC 04.500 CLZM3524 N/A 3131XW4H3 2047-06-01 4.5 N/A 478049.00 146376.70 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8438 N/A 3132DWLT8 2054-06-01 5.5 N/A 7838538.00 7728072.29 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4305 N/A 31418DYB2 2051-04-01 2 N/A 2369995.00 1527122.03 Agency Mortgage-Backed Securities FNMS 02.500 CLBU1322 N/A 3140M2PG1 2052-02-01 2.5 N/A 1000.00 759.88 Agency Mortgage-Backed Securities FNMS 05.000 CKBV2554 N/A 3140MFZU0 2052-06-01 5 N/A 50000.00 42852.97 Agency Mortgage-Backed Securities FEPC 06.000 CLRA8893 N/A 3133KQ3A2 2053-04-01 6 N/A 24403223.00 22601747.61 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8193 N/A 3132DWC68 2052-02-01 2 N/A 1000.00 721.53 Agency Mortgage-Backed Securities FEPC 06.000 CLQI2228 N/A 3133W8PM9 2054-04-01 6 N/A 4550305.00 4579170.21 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8315 N/A 3140QUGZ3 2054-04-01 5 N/A 1024.00 995.05 Agency Mortgage-Backed Securities 04.500 FGPC Q49641 G N/A 3132WPWB9 2047-06-01 4.5 N/A 8184585.00 2244478.31 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0644 N/A 3140XFWE7 2052-02-01 3 N/A 1179.00 873.36 Agency Mortgage-Backed Securities FEPC 04.500 CLZN3382 N/A 3131Y9XK4 2049-02-01 4.5 N/A 1120.00 294.03 Agency Mortgage-Backed Securities FEPC 03.500 CTSC0321 N/A 3132D9LA0 2042-10-01 3.5 N/A 90000.00 73686.87 Agency Mortgage-Backed Securities FEPC 04.000 CLZL7657 N/A 3131XPQJ0 2044-01-01 4 N/A 1200000.00 205218.94 Agency Mortgage-Backed Securities FNMS 04.000 CLMA3415 N/A 31418CYM0 2048-07-01 4 N/A 74000.00 6976.42 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4800 N/A 3140QQKN4 2052-10-01 4.5 N/A 505000.00 436432.36 Agency Mortgage-Backed Securities FEPC 01.500 CLRA4537 N/A 3133KLBE6 2051-02-01 1.5 N/A 100000.00 61671.37 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2847 N/A 3140XJEV1 2052-08-01 4 N/A 50000.00 42232.73 Agency Mortgage-Backed Securities FEPC 04.000 CLZM0547 N/A 3131XTTC4 2045-12-01 4 N/A 1375.00 173.19 Agency Mortgage-Backed Securities FNMS 05.500 CLBY4186 N/A 3140NLUL1 2053-07-01 5.5 N/A 1119163.00 1070444.45 Agency Mortgage-Backed Securities FNMS 03.500 CRAB7335 N/A 31417EEH0 2042-12-01 3.5 N/A 9188260.00 1245315.92 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3897 N/A 3140QPKK2 2052-06-01 3.5 N/A 336536.00 278250.99 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8350 N/A 3132DWH30 2053-08-01 6 N/A 420042.00 387172.78 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6676 N/A 3140QSM24 2053-07-01 6 N/A 1024.00 965.84 Agency Mortgage-Backed Securities FEPC 04.500 CLZT1857 N/A 3132AEB21 2049-03-01 4.5 N/A 2064.00 641.60 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4121 N/A 3140QPSK4 2052-07-01 4 N/A 45000.00 37618.57 Agency Mortgage-Backed Securities FNMS 02.500 CLBT3303 N/A 3140LRU55 2051-08-01 2.5 N/A 100000.00 65429.66 Agency Mortgage-Backed Securities FEPC 06.000 CTRB5311 N/A 3133KY3U1 2044-08-01 6 N/A 648850.00 667210.83 Agency Mortgage-Backed Securities FNMS 03.000 CLFM7531 N/A 3140XBLM0 2051-05-01 3 N/A 1000.00 553.17 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4928 N/A 3140XLPN2 2050-06-01 3.5 N/A 231221.00 199188.91 Agency Mortgage-Backed Securities FNMS 04.500 CIFS4267 N/A 3140XKW55 2038-03-01 4.5 N/A 100000.00 80435.45 Agency Mortgage-Backed Securities FNMS 04.500 CLFM3572 N/A 3140X66J5 2049-09-01 4.5 N/A 1100.00 326.44 Agency Mortgage-Backed Securities FNMS 02.000 CLFS4270 N/A 3140XKW89 2052-03-01 2 N/A 500000.00 379404.59 Agency Mortgage-Backed Securities FNMS 01.500 CTMA4473 N/A 31418D6K3 2041-11-01 1.5 N/A 100000.00 68092.28 Agency Mortgage-Backed Securities FNMS 06.000 CLBX6203 N/A 3140NA3M3 2053-02-01 6 N/A 1024.00 878.81 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5497 N/A 3140AFDB9 2054-07-01 6 N/A 5771202.00 5980947.92 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0419 N/A 3132DMPC3 2048-02-01 3.5 N/A 536748.00 245036.19 Agency Mortgage-Backed Securities FNMS 02.500 CLFM5423 N/A 3140X9AZ8 2051-01-01 2.5 N/A 201000.00 124104.14 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4338 N/A 3138WDZC8 2045-01-01 3.5 N/A 24698752.00 4441492.46 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3200 N/A 3132DQRV0 2053-06-01 6 N/A 2523762.00 2342216.21 Agency Mortgage-Backed Securities FNMS 06.000 CL919128 N/A 31412AD92 2037-05-01 6 N/A 1695000.00 34540.46 Agency Mortgage-Backed Securities 03.500 FGPC Q08394 G N/A 3132GTUT2 2042-05-01 3.5 N/A 1000.00 168.63 Agency Mortgage-Backed Securities FEPC 03.500 ZLSI2061 N/A 3133USJE2 2050-09-01 3.5 N/A 105000.00 89385.63 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6427 N/A 3140QED90 2050-07-01 3 N/A 345000.00 136343.65 Agency Mortgage-Backed Securities FNMS 06.500 CLCB7810 N/A 3140QTVC0 2054-01-01 6.5 N/A 55148432.00 48825138.74 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0115 N/A 3140NGDV9 2053-05-01 5 N/A 1000.00 943.05 Agency Mortgage-Backed Securities FNMS 02.500 CLCA7033 N/A 3140QEY71 2050-09-01 2.5 N/A 46598872.00 26190102.91 Agency Mortgage-Backed Securities FNMS 03.500 I4BF0181 N/A 3140FXFX5 2057-02-01 3.5 N/A 5969311.00 1960128.69 Agency Mortgage-Backed Securities FNMS 03.000 CIMA4604 N/A 31418EDJ6 2037-05-01 3 N/A 67189.00 47877.43 Agency Mortgage-Backed Securities FNMS 05.500 CLFS3925 N/A 3140XKLF5 2053-03-01 5.5 N/A 70000.00 65649.32 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4036 N/A 3140QPPW1 2052-07-01 5 N/A 60912.00 51352.10 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4041 N/A 3140XKP38 2053-03-01 5.5 N/A 1044000.00 967660.03 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3957 N/A 3132E0ME9 2053-10-01 6 N/A 1024.00 988.38 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4236 N/A 31418DV66 2051-01-01 1.5 N/A 1000.00 621.76 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8849 N/A 3140XQZP5 2052-07-01 3 N/A 17771296.00 16056091.02 Agency Mortgage-Backed Securities FNMS 03.000 CLAY6089 N/A 3138YKXT5 2045-06-01 3 N/A 1267529.00 266342.17 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8194 N/A 3132DWC76 2052-02-01 2.5 N/A 123706.00 90902.43 Agency Mortgage-Backed Securities FEPC 05.500 CLQH8790 N/A 3133CMXT6 2054-02-01 5.5 N/A 1128030.00 1139527.08 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ9191 N/A 3140KVF96 2051-01-01 2 N/A 300000.00 175841.93 Agency Mortgage-Backed Securities FNMS 06.000 CLBU4765 N/A 3140M6JK0 2054-07-01 6 N/A 36780.00 37678.57 Agency Mortgage-Backed Securities FNMS 06.000 CLDB3789 N/A 3140ADF71 2054-05-01 6 N/A 328173.00 334693.63 Agency Mortgage-Backed Securities FNMS 06.000 R3BF0138 N/A 3140FXEL2 2041-07-01 6 N/A 2848.00 696.19 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0727 N/A 3140QKYZ5 2051-06-01 2.5 N/A 162000.00 106372.97 Agency Mortgage-Backed Securities FNMS 03.500 CIAS1359 N/A 3138WAQM2 2028-12-01 3.5 N/A 1000.00 51.09 Agency Mortgage-Backed Securities FNMS 04.000 CRAS9144 N/A 3138WKES0 2043-06-01 4 N/A 5183560.00 414886.16 Agency Mortgage-Backed Securities FNMS 03.000 CLFS8023 N/A 3140XP4H9 2050-08-01 3 N/A 13642263.00 12149117.36 Agency Mortgage-Backed Securities FEPC 02.000 CLSD7537 N/A 3132DVLS2 2051-03-01 2 N/A 1041537.00 660720.91 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5695 N/A 3140JAKH0 2049-02-01 4 N/A 409000.00 74203.07 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6871 N/A 3140XAT51 2051-04-01 2.5 N/A 400000.00 269130.19 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5107 N/A 31418EU99 2053-08-01 5.5 N/A 9371408.00 8705772.99 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3906 N/A 31418DKU5 2050-01-01 3.5 N/A 191000.00 30338.10 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8897 N/A 3133WF3E5 2054-07-01 6 N/A 3596824.00 3697801.09 Agency Mortgage-Backed Securities FEPC 02.000 CLQD5961 N/A 3133B3TS6 2052-02-01 2 N/A 1000.00 679.33 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7558 N/A 3132DVMF9 2053-02-01 5 N/A 24374357.00 21616194.99 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8845 N/A 3140MAZK3 2052-05-01 3.5 N/A 68004.00 54516.53 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6910 N/A 3133KNVB6 2052-03-01 3.5 N/A 1000.00 765.30 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5209 N/A 3140XLYF9 2053-07-01 6 N/A 64000.00 62185.56 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7574 N/A 3133KPMX3 2052-06-01 5 N/A 280402.00 234227.73 Agency Mortgage-Backed Securities FNMS 03.500 CLBV9888 N/A 3140MP7A3 2052-05-01 3.5 N/A 10891840.00 8020377.53 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7624 N/A 3140XPPJ2 2054-03-01 6.5 N/A 160352.00 156011.06 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5354 N/A 31418E5Q9 2054-05-01 6 N/A 662307.00 648259.48 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0898 N/A 3140XF7L9 2052-02-01 3 N/A 350000.00 259931.78 Agency Mortgage-Backed Securities FNMS 03.500 CRAQ6238 N/A 3138MM4Y5 2042-12-01 3.5 N/A 60000000.00 9890969.33 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8151 N/A 3132DWBU6 2051-06-01 2.5 N/A 271001.00 175662.79 Agency Mortgage-Backed Securities FNMS 04.000 U4BF0195 N/A 3140FXGD8 2051-05-01 4 N/A 146379.00 47802.69 Agency Mortgage-Backed Securities FNMS 06.000 CLBY8470 N/A 3140NRMU7 2053-08-01 6 N/A 88000.00 76759.21 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6778 N/A 3133BUQ75 2053-02-01 5.5 N/A 1008.00 937.91 Agency Mortgage-Backed Securities FNMS 01.500 CIMA4496 N/A 31418D7J5 2036-12-01 1.5 N/A 75110.00 50825.67 Agency Mortgage-Backed Securities FNMS 02.500 CKBM6912 N/A 3140JBVE3 2052-01-01 2.5 N/A 100000.00 74054.90 Agency Mortgage-Backed Securities FNMS 04.000 CLBE3702 N/A 3140FPDG1 2047-06-01 4 N/A 110765296.00 13835436.09 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7986 N/A 3140QF2U2 2050-12-01 2 N/A 47427772.00 28588874.49 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4465 N/A 31418D6B3 2051-11-01 2 N/A 206655.00 145456.86 Agency Mortgage-Backed Securities FEPC 05.000 CLSD5887 N/A 3132DTRG7 2053-08-01 5 N/A 8081537.00 8077748.49 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9344 N/A 3140NSL28 2053-08-01 6 N/A 1918992.00 1775353.15 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8479 N/A 3140XCM54 2051-08-01 3 N/A 300000.00 208551.33 Agency Mortgage-Backed Securities FNMS 01.500 CIBQ7629 N/A 3140KTPP4 2035-11-01 1.5 N/A 50000.00 25390.42 Agency Mortgage-Backed Securities FEPC 03.000 CLSD3152 N/A 3132DQQD1 2052-02-01 3 N/A 65000.00 53267.81 Agency Mortgage-Backed Securities FEPC 05.850 6GZM9113 N/A 3131Y4DS0 2037-11-01 5.85 N/A 2809956.00 75751.47 Agency Mortgage-Backed Securities FNMS 03.000 CLFM8104 N/A 3140XCAE8 2051-07-01 3 N/A 70000.00 47055.51 Agency Mortgage-Backed Securities 0 5/8 NOTE T 27 N/A 91282CBB6 2027-12-31 0.625 N/A 100.00 91.25 U.S. Treasuries (including strips) FEPC 06.000 CLSD3515 N/A 3132DQ3Y0 2053-07-01 6 N/A 30000.00 28951.00 Agency Mortgage-Backed Securities FNMS 05.500 CLBY5407 N/A 3140NNAH8 2053-07-01 5.5 N/A 3036.00 2674.77 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8313 N/A 3140XQGX9 2054-06-01 5.5 N/A 1196115.00 1220291.53 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3642 N/A 3132E0BK7 2053-09-01 6 N/A 199000.00 188639.64 Agency Mortgage-Backed Securities FNMS 02.500 CLFS8027 N/A 3140XP4M8 2052-03-01 2.5 N/A 100000.00 85458.85 Agency Mortgage-Backed Securities FNMS 02.500 CLFM2632 N/A 3140X54S9 2050-03-01 2.5 N/A 153726437.00 70651580.94 Agency Mortgage-Backed Securities FNMS 03.500 CLBD2440 N/A 3140F9WA9 2047-01-01 3.5 N/A 4003.00 751.96 Agency Mortgage-Backed Securities FEPC 03.500 CISB0032 N/A 3132CWA95 2032-09-01 3.5 N/A 1000.00 81.13 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4177 N/A 31418DUB6 2040-11-01 2.5 N/A 200000.00 98725.77 Agency Mortgage-Backed Securities FNMS 03.000 CLAS7343 N/A 3138WHER9 2046-06-01 3 N/A 36130663.00 5878172.74 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8167 N/A 3132DWCC5 2051-09-01 2.5 N/A 2000.00 1372.30 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5391 N/A 3133KL7C5 2051-06-01 3 N/A 12000.00 9161.06 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5133 N/A 3140XLV39 2051-09-01 3 N/A 200000.00 168199.32 Agency Mortgage-Backed Securities FNMS 05.500 CA991216 N/A 31415WDV2 2038-09-01 5.5 N/A 142955.00 33593.32 Agency Mortgage-Backed Securities FNMS 04.000 CLBX3198 N/A 3140N7RU6 2052-12-01 4 N/A 69000.00 58580.66 Agency Mortgage-Backed Securities FNMS 03.000 CLFM9467 N/A 3140XDQV1 2051-11-01 3 N/A 161000.00 121573.92 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1131 N/A 3132DNHG1 2052-07-01 4 N/A 214000.00 180468.44 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0742 N/A 3132DMZF5 2051-11-01 2.5 N/A 1000.00 707.82 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7612 N/A 3140QTN62 2053-12-01 6 N/A 33000.00 33411.44 Agency Mortgage-Backed Securities FNMS 05.000 CLFM5900 N/A 3140X9RW7 2050-06-01 5 N/A 6725722.00 1950115.06 Agency Mortgage-Backed Securities FNMS 07.000 CLDA7172 N/A 3140A76J8 2053-12-01 7 N/A 1033700.00 208116.05 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6193 N/A 3132DT3A6 2053-09-01 5.5 N/A 12067490.00 12116638.29 Agency Mortgage-Backed Securities 06.000 FGPC G01777 G N/A 31283H6N0 2035-02-01 6 N/A 2308.00 26.29 Agency Mortgage-Backed Securities FNMS 03.500 CRAL6348 N/A 3138EPBS2 2045-02-01 3.5 N/A 1605376.00 318421.65 Agency Mortgage-Backed Securities FNMS 04.500 CLBD9278 N/A 3140FHJY4 2046-11-01 4.5 N/A 165000.00 45776.66 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0609 N/A 3140QKVB1 2051-05-01 2.5 N/A 44000.00 28744.27 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8469 N/A 3132DWMS9 2054-09-01 5.5 N/A 47125093.00 47964841.23 Agency Mortgage-Backed Securities 03.500 FGPC U90157 G N/A 3132H3E66 2042-09-01 3.5 N/A 20290876.00 2325762.99 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2378 N/A 3140QMUC6 2051-12-01 2.5 N/A 64564521.00 46712653.95 Agency Mortgage-Backed Securities FEPC 03.000 CISB0919 N/A 3132CXAU6 2038-05-01 3 N/A 633017.00 533707.17 Agency Mortgage-Backed Securities FNMS 03.500 CKMA3704 N/A 31418DDJ8 2049-06-01 3.5 N/A 995050.00 48017.98 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8183 N/A 3132DWCU5 2051-12-01 2.5 N/A 9950886.00 7136337.43 Agency Mortgage-Backed Securities FNMS 05.500 CLDA5999 N/A 3140A6UZ7 2054-03-01 5.5 N/A 586085.00 554993.37 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9814 N/A 31417G3Y0 2043-07-01 3 N/A 170588.00 37154.83 Agency Mortgage-Backed Securities FEPC 06.500 CLSD7572 N/A 3132DVMV4 2054-05-01 6.5 N/A 1024.00 1033.97 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3589 N/A 3140XJ7B3 2050-01-01 4.5 N/A 200000.00 178446.22 Agency Mortgage-Backed Securities FNMS 02.500 ZLFP0015 N/A 3140XTAR2 2050-09-25 2.5 N/A 1274379.00 964080.63 Agency Mortgage-Backed Securities FNMS 02.000 CNFS6134 N/A 3140XMY83 2030-11-01 2 N/A 1160.00 898.82 Agency Mortgage-Backed Securities FEPC 03.500 CLSD4254 N/A 3132E0WP3 2052-06-01 3.5 N/A 4396305.00 3822544.41 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8679 N/A 3140QUUD6 2054-06-01 5.5 N/A 3887540.00 3948990.34 Agency Mortgage-Backed Securities 03.500 FGPC G14982 G N/A 3128MDXK4 2029-01-01 3.5 N/A 1000.00 76.43 Agency Mortgage-Backed Securities FEPC 03.500 CLSD0416 N/A 3132DMN92 2043-01-01 3.5 N/A 1000.00 463.65 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6867 N/A 3140QSTZ4 2053-08-01 5.5 N/A 225000.00 212716.11 Agency Mortgage-Backed Securities FNMS 03.500 CIFM7877 N/A 3140XBXF2 2036-03-01 3.5 N/A 13000.00 6170.33 Agency Mortgage-Backed Securities FNMS 06.000 CLDB7122 N/A 3140AG4G6 2054-07-01 6 N/A 17061.00 16736.05 Agency Mortgage-Backed Securities FEPC 02.500 CLQC4824 N/A 3133APLD9 2051-08-01 2.5 N/A 1000.00 679.82 Agency Mortgage-Backed Securities FNMS 03.500 CLAK9435 N/A 3138EEPV5 2042-03-01 3.5 N/A 417712299.00 40283528.62 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8349 N/A 3132DWH22 2053-08-01 5.5 N/A 1728060.00 1615188.81 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8332 N/A 3132DWHH9 2053-06-01 6 N/A 1042240.00 943765.33 Agency Mortgage-Backed Securities FNMS 04.000 CLAW5063 N/A 3138XUTV4 2044-07-01 4 N/A 742379.00 52069.68 Agency Mortgage-Backed Securities FNMS 04.000 CLFM5601 N/A 3140X9GK5 2049-01-01 4 N/A 1000.00 398.00 Agency Mortgage-Backed Securities 04.500 FGPC Q02014 G N/A 3132GFGX9 2041-07-01 4.5 N/A 19614892.00 1999843.56 Agency Mortgage-Backed Securities FNMS 03.000 CLCA7605 N/A 3140QFNX3 2050-11-01 3 N/A 1000000.00 627116.96 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0240 N/A 3140XFHS3 2052-01-01 3 N/A 2000.00 1420.55 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7909 N/A 3133KPYE2 2052-10-01 4 N/A 110000.00 93853.91 Agency Mortgage-Backed Securities 03.500 FGPC G08835 G N/A 3128MJ4V9 2048-09-01 3.5 N/A 1000.00 90.62 Agency Mortgage-Backed Securities FNMS 02.500 CWAQ7008 N/A 3138MNYE4 2027-12-01 2.5 N/A 1334765.00 93938.16 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5479 N/A 3140QRCR2 2053-01-01 6 N/A 27073792.00 23873435.91 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ1844 N/A 3140KMBN9 2050-09-01 2.5 N/A 731837.00 348830.54 Agency Mortgage-Backed Securities 04.000 FGPC Q52158 G N/A 3132XUMG7 2047-11-01 4 N/A 2027.00 701.94 Agency Mortgage-Backed Securities FNMS 06.000 CLFS4573 N/A 3140XLCK2 2053-05-01 6 N/A 100006.00 90657.32 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8578 N/A 3140QGQ83 2051-01-01 2 N/A 1157.00 680.28 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1630 N/A 3140XGY45 2051-09-01 2.5 N/A 2000.00 1530.40 Agency Mortgage-Backed Securities FNMS 05.500 CTMA5055 N/A 31418ETM2 2043-06-01 5.5 N/A 56333132.00 46439700.99 Agency Mortgage-Backed Securities FNMS 05.500 CLMA4842 N/A 31418ELY4 2052-12-01 5.5 N/A 1830064.00 1616015.64 Agency Mortgage-Backed Securities FEPC 05.500 CLQH4904 N/A 3133CHNV3 2053-11-01 5.5 N/A 1104574.00 1069922.17 Agency Mortgage-Backed Securities FEPC 04.000 CLQE5860 N/A 3133BFQM5 2052-07-01 4 N/A 9677968.00 7992096.28 Agency Mortgage-Backed Securities FNMS 04.500 CLBO0639 N/A 3140JUV92 2049-05-01 4.5 N/A 514000.00 346367.55 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5497 N/A 3140QRDB6 2053-01-01 6.5 N/A 100000.00 86976.26 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6475 N/A 3140QSFR7 2053-06-01 5 N/A 176948.00 168538.88 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3909 N/A 3140QPKX4 2052-06-01 4 N/A 98000.00 83343.43 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4700 N/A 31418EGJ3 2052-08-01 4 N/A 1864477.00 1598701.48 Agency Mortgage-Backed Securities FNMS 03.000 CLAL9397 N/A 3138ERNP1 2046-10-01 3 N/A 1000.00 275.45 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2548 N/A 3140QMZN7 2052-01-01 2.5 N/A 1405000.00 1027074.36 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2383 N/A 3132DPUG1 2052-06-01 3.5 N/A 1000.00 785.62 Agency Mortgage-Backed Securities FEPC 06.000 CLQF6096 N/A 3133BTXZ8 2053-01-01 6 N/A 35000.00 34058.10 Agency Mortgage-Backed Securities FNMS 04.500 CTBM5440 N/A 3140JABJ6 2038-11-01 4.5 N/A 8000.00 1670.64 Agency Mortgage-Backed Securities FEPC 06.000 CLQI6876 N/A 3133WDT93 2054-06-01 6 N/A 1075114.00 1127321.31 Agency Mortgage-Backed Securities 03.000 FGPC U79020 G N/A 3132G5AW9 2028-08-01 3 N/A 1750000.00 119298.42 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8012 N/A 3140QT3W7 2054-02-01 6.5 N/A 21498729.00 21578313.13 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8006 N/A 3132DV3P8 2049-08-01 4 N/A 1000.00 118.06 Agency Mortgage-Backed Securities FNMS 01.500 CTFS6691 N/A 3140XNNH3 2042-03-01 1.5 N/A 100000.00 79679.15 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4103 N/A 3140QPRZ2 2052-07-01 5 N/A 200000.00 171644.24 Agency Mortgage-Backed Securities FEPC 05.500 CLQG3875 N/A 3133C4JU9 2053-06-01 5.5 N/A 1057350.00 1076478.71 Agency Mortgage-Backed Securities FNMS 03.500 CLFS5452 N/A 3140XMBW5 2052-06-01 3.5 N/A 6000.00 5236.78 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5125 N/A 3140XLVT2 2051-10-01 2.5 N/A 87999.00 70507.83 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0612 N/A 3140XFVE8 2052-02-01 2 N/A 200000.00 136546.45 Agency Mortgage-Backed Securities FEPC 05.000 CLSD7564 N/A 3132DVMM4 2053-06-01 5 N/A 546029.00 501798.76 Agency Mortgage-Backed Securities FNMS 02.500 CLBT5574 N/A 3140LUFQ9 2051-08-01 2.5 N/A 1000.00 656.04 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3357 N/A 3132DQWS1 2053-06-01 6 N/A 1500000.00 1287555.53 Agency Mortgage-Backed Securities FEPC 03.000 CLQE3333 N/A 3133BCV20 2052-05-01 3 N/A 9607201.00 7563265.64 Agency Mortgage-Backed Securities FEPC 04.000 CLZA4896 N/A 31329NNM6 2047-05-01 4 N/A 1000.00 303.00 Agency Mortgage-Backed Securities FEPC 02.000 CLRA5373 N/A 3133KL6J1 2051-06-01 2 N/A 1000.00 667.90 Agency Mortgage-Backed Securities FNMS 03.500 CNMA3345 N/A 31418CWF7 2028-04-01 3.5 N/A 6999.00 778.14 Agency Mortgage-Backed Securities 07.000 FGPC G60552 G N/A 31335ATH1 2031-12-01 7 N/A 3750003.00 447391.29 Agency Mortgage-Backed Securities FEPC 03.000 CTQK1512 N/A 3133D4VD2 2042-05-01 3 N/A 100000.00 71409.77 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1051 N/A 3132DNEY5 2052-07-01 4 N/A 1000.00 833.93 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8579 N/A 3140QGQ91 2051-01-01 2 N/A 27699763.00 16296118.23 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8184 N/A 3132DWCV3 2051-12-01 3 N/A 1000.00 699.39 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4042 N/A 31418DP48 2035-06-01 2 N/A 1000.00 381.57 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2643 N/A 3140L05D5 2051-02-01 2 N/A 200000.00 111537.40 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5351 N/A 31418E5M8 2054-05-01 4.5 N/A 427230.00 412523.53 Agency Mortgage-Backed Securities FNMS 04.500 U4BF0247 N/A 3140FXHZ8 2051-06-01 4.5 N/A 2000.00 650.96 Agency Mortgage-Backed Securities FNMS 03.500 CLBU8932 N/A 3140MA4S0 2052-04-01 3.5 N/A 1000.00 793.79 Agency Mortgage-Backed Securities FNMS 05.000 CLBW8942 N/A 3140N15C3 2052-09-01 5 N/A 1788732.00 1532215.38 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8340 N/A 3140QUHS8 2054-04-01 6 N/A 27863682.00 27221373.64 Agency Mortgage-Backed Securities FEPC 04.000 CIQO1248 N/A 3133WKL53 2038-03-01 4 N/A 55807.00 50505.45 Agency Mortgage-Backed Securities FNMS 04.000 CLMA2784 N/A 31418CCW2 2046-10-01 4 N/A 320001.00 49878.57 Agency Mortgage-Backed Securities FNMS 06.000 CLBY7282 N/A 3140NQCU0 2053-08-01 6 N/A 1081330.00 1122786.06 Agency Mortgage-Backed Securities FEPC 04.000 CLQE7123 N/A 3133BG4G0 2052-08-01 4 N/A 1590603.00 1442114.56 Agency Mortgage-Backed Securities FEPC 03.000 CLQA5529 N/A 3133A0EA8 2049-12-01 3 N/A 22517472.00 9835974.10 Agency Mortgage-Backed Securities FNMS 02.500 CLFS1081 N/A 3140XGFX2 2052-03-01 2.5 N/A 132239.00 95682.07 Agency Mortgage-Backed Securities FNMS 03.000 CLFM5480 N/A 3140X9CS2 2050-11-01 3 N/A 3319350.00 1551351.66 Agency Mortgage-Backed Securities FNMS 04.750 CLFM7015 N/A 3140XAYM8 2036-03-01 4.75 N/A 906359.00 327437.13 Agency Mortgage-Backed Securities FNMS 03.500 CLAS7917 N/A 3138WHYP1 2046-09-01 3.5 N/A 12985380.00 3958023.99 Agency Mortgage-Backed Securities FNMS 06.500 CLFS8312 N/A 3140XQGW1 2054-05-01 6.5 N/A 22447121.00 22380349.95 Agency Mortgage-Backed Securities 05.500 FGPC G08278 G N/A 3128MJJY7 2038-07-01 5.5 N/A 1650.00 12.54 Agency Mortgage-Backed Securities FNMS 05.000 CLBW1447 N/A 3140MSTD7 2052-06-01 5 N/A 1008.00 719.63 Agency Mortgage-Backed Securities FNMS 03.000 CLCB2094 N/A 3140QMKG8 2051-11-01 3 N/A 100000.00 71566.41 Agency Mortgage-Backed Securities FNMS 03.000 CIFS1278 N/A 3140XGM48 2037-04-01 3 N/A 130448.00 86366.56 Agency Mortgage-Backed Securities FNMS 04.000 CLBH4014 N/A 3140GSN81 2047-09-01 4 N/A 1000.00 333.29 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4386 N/A 3140QP2U0 2052-08-01 4.5 N/A 116951.00 96342.65 Agency Mortgage-Backed Securities FNMS 03.500 CIAL9063 N/A 3138ERB90 2031-02-01 3.5 N/A 514000.00 76786.87 Agency Mortgage-Backed Securities FNMS 03.500 CICB4243 N/A 3140QPWD5 2037-07-01 3.5 N/A 34000.00 27035.29 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3049 N/A 3140QNL75 2052-03-01 2.5 N/A 34000.00 26197.09 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4404 N/A 31418D3N0 2036-08-01 2.5 N/A 93000.00 58891.40 Agency Mortgage-Backed Securities FNMS 02.500 CICB2503 N/A 3140QMX90 2036-12-01 2.5 N/A 2170.00 1499.70 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8151 N/A 3140QUBV7 2054-03-01 5.5 N/A 15358597.00 14623685.70 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5438 N/A 31329PBF9 2048-06-01 4.5 N/A 1207.00 248.33 Agency Mortgage-Backed Securities FNMS 04.000 CLAZ2937 N/A 3138YUHP9 2045-09-01 4 N/A 1033.00 198.62 Agency Mortgage-Backed Securities FEPC 06.000 CLSD3432 N/A 3132DQY59 2053-07-01 6 N/A 100000.00 92276.83 Agency Mortgage-Backed Securities FEPC 04.000 CLZT0789 N/A 3132AC2W9 2048-10-01 4 N/A 1000.00 131.13 Agency Mortgage-Backed Securities FNMS 05.500 CLBU4161 N/A 3140M5TT2 2053-09-01 5.5 N/A 8392647.00 8240903.68 Agency Mortgage-Backed Securities FNMS 04.500 CLMA5326 N/A 31418E4L1 2054-04-01 4.5 N/A 1019.00 983.49 Agency Mortgage-Backed Securities 05.500 FGPC D97957 G N/A 3128E4ZW5 2026-01-01 5.5 N/A 8183.00 86.99 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7119 N/A 3140QS4D0 2053-09-01 6 N/A 19183256.00 16770548.06 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6472 N/A 3140MYFN7 2052-09-01 5 N/A 1000.00 733.36 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3026 N/A 3140QNLG5 2052-03-01 3.5 N/A 2000.00 1523.51 Agency Mortgage-Backed Securities FNMS 03.000 CLBM4806 N/A 3140J9KU4 2047-12-01 3 N/A 1105000.00 234876.52 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0034 N/A 3140XFBC4 2051-12-01 3 N/A 2000.00 1404.23 Agency Mortgage-Backed Securities FNMS 03.000 CLCB3582 N/A 3140QN6U1 2052-05-01 3 N/A 38000.00 29995.90 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7222 N/A 3140XBAY6 2051-05-01 2.5 N/A 3000.00 2220.30 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3899 N/A 3140QPKM8 2052-06-01 3.5 N/A 950000.00 768579.10 Agency Mortgage-Backed Securities FNMS 02.000 CLBT1268 N/A 3140LPMS8 2051-07-01 2 N/A 118000.00 74557.89 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7519 N/A 3140QFK99 2050-11-01 2 N/A 30328980.00 17947970.73 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8379 N/A 3132DWJY0 2053-10-01 4 N/A 1000.00 932.50 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9205 N/A 3140XDGP5 2051-04-01 2.5 N/A 96000.00 64036.12 Agency Mortgage-Backed Securities FNMS 02.000 CLBR2641 N/A 3140L05B9 2051-02-01 2 N/A 269000.00 157689.21 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8222 N/A 3132DWD34 2052-06-01 4 N/A 1000.00 835.10 Agency Mortgage-Backed Securities FNMS 02.000 CLBU2785 N/A 3140M4CX4 2051-11-01 2 N/A 893974.00 615597.12 Agency Mortgage-Backed Securities FNMS 08.000 CLBY9934 N/A 3140NTBC5 2053-12-01 8 N/A 1133741.00 1050791.50 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2751 N/A 3140XJBV4 2052-09-01 4.5 N/A 200000.00 179065.64 Agency Mortgage-Backed Securities FNMS 02.500 CRAT4191 N/A 3138WRUR9 2033-05-01 2.5 N/A 1467999.00 325901.50 Agency Mortgage-Backed Securities FNMS 04.000 CLFS4947 N/A 3140XLP93 2053-01-01 4 N/A 8939904.00 7989943.91 Agency Mortgage-Backed Securities FNMS 01.500 CICA8377 N/A 3140QGJX6 2035-12-01 1.5 N/A 389000.00 228593.99 Agency Mortgage-Backed Securities FEPC 06.000 CLSD2760 N/A 3132DQB54 2053-04-01 6 N/A 270971.00 220017.86 Agency Mortgage-Backed Securities FEPC 02.000 CLQD3960 N/A 3133B1MH1 2052-01-01 2 N/A 1000.00 698.54 Agency Mortgage-Backed Securities FEPC 03.500 CLRA6416 N/A 3133KNDV2 2052-05-01 3.5 N/A 1211579.00 991846.23 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0584 N/A 3140XFUJ8 2052-02-01 2 N/A 600000.00 410175.51 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8501 N/A 3140XQNT0 2054-01-01 5.5 N/A 36416512.00 36852831.02 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2474 N/A 3132DPXB9 2053-01-01 5.5 N/A 100000.00 86708.34 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7599 N/A 3140XBNR7 2051-01-01 3.5 N/A 675635.00 257836.29 Agency Mortgage-Backed Securities FNMS 03.500 CLAS5762 N/A 3138WFML7 2045-09-01 3.5 N/A 28324640.00 6236109.43 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5040 N/A 31418ES68 2053-06-01 6 N/A 12274810.00 10736427.99 Agency Mortgage-Backed Securities FEPC 03.500 CIZT1962 N/A 3132AEFB7 2033-02-01 3.5 N/A 2406000.00 590357.98 Agency Mortgage-Backed Securities 05.620 FGPC T30063 G N/A 31286DB83 2037-03-01 5.62 N/A 1000.00 46.15 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9277 N/A 3140QHJX4 2051-02-01 2 N/A 83131713.00 54365773.08 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4722 N/A 3140L3G88 2051-03-01 2 N/A 100000.00 56612.34 Agency Mortgage-Backed Securities FNMS 05.000 CLBW6300 N/A 3140MYAA0 2052-08-01 5 N/A 19238416.00 15887275.57 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0389 N/A 3140QKNF1 2051-05-01 2.5 N/A 24156672.00 15382077.41 Agency Mortgage-Backed Securities FNMS 05.500 CLBW8764 N/A 3140N1W25 2052-10-01 5.5 N/A 3575416.00 3319954.77 Agency Mortgage-Backed Securities FEPC 05.500 CLSD5457 N/A 3132DTB25 2054-05-01 5.5 N/A 150898.00 149323.92 Agency Mortgage-Backed Securities 04.500 FGPC Q22339 G N/A 3132JPS45 2043-10-01 4.5 N/A 24724985.00 1830548.98 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7821 N/A 3140QTVP1 2054-01-01 7 N/A 3199396.00 3242845.51 Agency Mortgage-Backed Securities FNMS 04.000 CLFM1598 N/A 3140X4X43 2049-02-01 4 N/A 97044.00 9698.54 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4413 N/A 31418D3X8 2051-09-01 2 N/A 527233.00 362887.81 Agency Mortgage-Backed Securities FEPC 05.000 CLQE9082 N/A 3133BKCT4 2052-08-01 5 N/A 1003.00 915.47 Agency Mortgage-Backed Securities FNMS 05.000 CLCB8289 N/A 3140QUF76 2054-04-01 5 N/A 17999552.00 17721228.85 Agency Mortgage-Backed Securities FNMS 07.500 CLBX4678 N/A 3140N9FU5 2053-01-01 7.5 N/A 1233394.00 1287117.21 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2245 N/A 3132DPP69 2052-12-01 5.5 N/A 100000.00 90208.32 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2318 N/A 3140QMSG0 2051-12-01 2 N/A 39614976.00 28099478.75 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5773 N/A 3140QRMX8 2053-02-01 5.5 N/A 7247008.00 6840401.35 Agency Mortgage-Backed Securities FEPC 04.500 CLSD3772 N/A 3132E0FM9 2053-06-01 4.5 N/A 50000.00 47618.09 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8148 N/A 3132DWBR3 2051-05-01 3 N/A 128000.00 67148.22 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5901 N/A 3133KMRW7 2051-09-01 3 N/A 100000.00 61540.98 Agency Mortgage-Backed Securities FNMS 03.500 CLMA3182 N/A 31418CRC0 2047-11-01 3.5 N/A 700000.00 102779.35 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6815 N/A 3133KNSC8 2052-02-01 2.5 N/A 451000.00 321283.43 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3497 N/A 3140XJ3F8 2052-08-01 3.5 N/A 700822.00 598448.13 Agency Mortgage-Backed Securities FNMS 06.500 CLDA5013 N/A 3140A5SB5 2053-11-01 6.5 N/A 76000.00 69100.47 Agency Mortgage-Backed Securities FNMS 02.500 CLBU5890 N/A 3140M7RL7 2051-12-01 2.5 N/A 84547.00 51863.67 Agency Mortgage-Backed Securities FNMS 04.000 CLBJ6222 N/A 3140H74G9 2048-05-01 4 N/A 2080160.00 676520.24 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4329 N/A 31418DY30 2036-05-01 2 N/A 2416018.00 1439574.41 Agency Mortgage-Backed Securities FNMS 02.500 CLFS4624 N/A 3140XLD62 2051-11-01 2.5 N/A 50000.00 39444.22 Agency Mortgage-Backed Securities 0 3/8 NOTE AH 25 N/A 91282CBC4 2025-12-31 0.375 N/A 17379300.00 16672840.14 U.S. Treasuries (including strips) FNMS 03.500 CLFS1555 N/A 3140XGWR6 2052-04-01 3.5 N/A 200000.00 156769.79 Agency Mortgage-Backed Securities FNMS 03.500 CLFS3213 N/A 3140XJSB0 2052-07-01 3.5 N/A 11000.00 9180.07 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8552 N/A 3140QUQE9 2054-05-01 6.5 N/A 18158801.00 18671409.31 Agency Mortgage-Backed Securities FNMS 05.000 CLBX6155 N/A 3140NAZV8 2053-02-01 5 N/A 61000.00 47983.12 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6914 N/A 3140QSVG3 2053-08-01 5.5 N/A 3564.00 3359.37 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7334 N/A 3140QFEG0 2050-10-01 2 N/A 11782331.00 7150012.45 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1207 N/A 3140XGKV0 2052-03-01 3.5 N/A 500000.00 374997.83 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7936 N/A 3133KPY93 2052-09-01 5 N/A 130000.00 112072.62 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1818 N/A 3132DPAT5 2052-10-01 4 N/A 59000.00 48101.44 Agency Mortgage-Backed Securities FNMS 05.500 CLDA9190 N/A 3140YXF89 2054-06-01 5.5 N/A 2224750.00 2095761.89 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8215 N/A 3132DWDU4 2052-05-01 4 N/A 114000.00 93668.58 Agency Mortgage-Backed Securities FEPC 05.000 CLQE6341 N/A 3133BGBJ6 2052-08-01 5 N/A 1008.00 851.90 Agency Mortgage-Backed Securities FEPC 05.000 CLQI2213 N/A 3133W8N66 2054-03-01 5 N/A 55620.00 56143.62 Agency Mortgage-Backed Securities FNMS 05.000 CT257132 N/A 31371NSV8 2028-03-01 5 N/A 4980812.00 24070.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8089 N/A 3138WH7B2 2046-10-01 3.5 N/A 16941324.00 5173233.84 Agency Mortgage-Backed Securities FNMS 03.500 CLFM7100 N/A 3140XA3J9 2050-06-01 3.5 N/A 1000.00 493.93 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6937 N/A 3140QEV74 2050-09-01 3 N/A 111083.00 62422.76 Agency Mortgage-Backed Securities FNMS 06.500 CLBU4251 N/A 3140M5WM3 2053-11-01 6.5 N/A 1004.00 949.73 Agency Mortgage-Backed Securities FNMS 03.000 CIFS4061 N/A 3140XKQP8 2037-10-01 3 N/A 50000.00 39776.11 Agency Mortgage-Backed Securities FNMS 02.500 CIFS6072 N/A 3140XMXA9 2036-12-01 2.5 N/A 2350.00 1933.97 Agency Mortgage-Backed Securities FNMS 03.500 CLFM5127 N/A 3140X8VV6 2050-09-01 3.5 N/A 104744.00 27672.80 Agency Mortgage-Backed Securities FNMS 03.500 CKBH1864 N/A 3140GQCA2 2047-09-01 3.5 N/A 5219768.00 1015865.98 Agency Mortgage-Backed Securities FNMS 02.500 I4BF0413 N/A 3140FXN73 2059-11-01 2.5 N/A 1000.00 484.07 Agency Mortgage-Backed Securities FNMS 02.000 CLBQ9453 N/A 3140KVQF0 2051-03-01 2 N/A 300000.00 192320.32 Agency Mortgage-Backed Securities FEPC 06.000 CTRB5256 N/A 3133KYZV4 2043-09-01 6 N/A 383884.00 331771.80 Agency Mortgage-Backed Securities FEPC 02.000 CLQD0399 N/A 3133AWNQ3 2051-11-01 2 N/A 1000.00 690.20 Agency Mortgage-Backed Securities FEPC 05.500 CLQF4661 N/A 3133BSFA5 2052-12-01 5.5 N/A 1000.00 910.17 Agency Mortgage-Backed Securities FNMS 04.500 I3BF0328 N/A 3140FXLJ9 2048-07-01 4.5 N/A 312001.00 141595.28 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0184 N/A 3140NGF21 2053-05-01 5 N/A 2000.00 1810.81 Agency Mortgage-Backed Securities FNMS 06.000 CLBY9400 N/A 3140NSNS9 2053-09-01 6 N/A 2376331.00 2305252.04 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4281 N/A 31418DXK3 2051-03-01 2 N/A 7828668.00 4886342.03 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8142 N/A 3132DWBK8 2051-04-01 3 N/A 80000.00 42152.13 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0499 N/A 3132DMRU1 2050-08-01 3 N/A 378000.00 208946.58 Agency Mortgage-Backed Securities FNMS 02.500 CLCB0062 N/A 3140QKB80 2051-04-01 2.5 N/A 22078336.00 14308254.98 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7333 N/A 3140QFEF2 2050-10-01 2 N/A 6386244.00 3912854.27 Agency Mortgage-Backed Securities FNMS 02.000 CLBR5587 N/A 3140L4F53 2051-03-01 2 N/A 213000.00 132470.00 Agency Mortgage-Backed Securities 03.000 FGPC Q45737 G N/A 3132WKLT3 2047-01-01 3 N/A 1000.00 319.26 Agency Mortgage-Backed Securities FEPC 03.000 CISB8054 N/A 3132D55P3 2035-07-01 3 N/A 1000.00 256.72 Agency Mortgage-Backed Securities FNMS 03.000 CLCA6738 N/A 3140QEPY2 2050-08-01 3 N/A 170859.00 74779.05 Agency Mortgage-Backed Securities FEPC 04.000 CTRB5175 N/A 3133KYXC8 2042-08-01 4 N/A 100000.00 78869.41 Agency Mortgage-Backed Securities FNMS 05.000 REBX9387 N/A 3140NEND3 2053-04-01 5 N/A 124878.00 106921.99 Agency Mortgage-Backed Securities FEPC 03.500 CLZS3619 N/A 3132A4AU2 2042-11-01 3.5 N/A 2113.00 297.84 Agency Mortgage-Backed Securities FEPC 04.500 CLZN6139 N/A 3131YCZC3 2049-05-01 4.5 N/A 18207544.00 6240209.07 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7023 N/A 3140XNYV0 2053-04-01 6 N/A 222683.00 224460.13 Agency Mortgage-Backed Securities FEPC 03.500 CLQD9468 N/A 3133B7QV3 2052-04-01 3.5 N/A 90000.00 78455.53 Agency Mortgage-Backed Securities FEPC 05.500 CLQI9629 N/A 3133WGVW2 2054-07-01 5.5 N/A 2000.00 2064.48 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8290 N/A 3132DWF73 2053-01-01 6 N/A 56535193.00 49265999.09 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4730 N/A 3132A5HF5 2047-08-01 3.5 N/A 2320.00 281.41 Agency Mortgage-Backed Securities FNMS 03.500 CLAZ2078 N/A 3138YTJY1 2045-09-01 3.5 N/A 29364704.00 10745195.91 Agency Mortgage-Backed Securities 05.000 FGPC G04334 G N/A 3128M6EF1 2038-04-01 5 N/A 947100.00 18241.14 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6634 N/A 3140QSLQ2 2053-06-01 5.5 N/A 8712574.00 8582101.65 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4018 N/A 3140XKPC8 2052-07-01 3 N/A 279970.00 227001.93 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5271 N/A 31418E2D1 2054-02-01 5.5 N/A 10616248.00 10290365.83 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2443 N/A 3132DPWC8 2052-10-01 4.5 N/A 1000.00 879.93 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7195 N/A 3140XA7H9 2050-09-01 2.5 N/A 199000.00 135482.30 Agency Mortgage-Backed Securities FNMS 04.000 CLAB7989 N/A 31417E2X8 2043-02-01 4 N/A 1000.00 128.90 Agency Mortgage-Backed Securities FNMS 04.500 CIFM7145 N/A 3140XA5F5 2034-07-01 4.5 N/A 1418353.00 343834.44 Agency Mortgage-Backed Securities FNMS 02.000 CICB0420 N/A 3140QKPE2 2036-05-01 2 N/A 11728386.00 7166375.68 Agency Mortgage-Backed Securities FNMS 03.500 CLCB4598 N/A 3140QQDC6 2052-09-01 3.5 N/A 98000.00 80834.39 Agency Mortgage-Backed Securities FNMS 02.000 CLFS1014 N/A 3140XGDU0 2052-02-01 2 N/A 600000.00 416683.03 Agency Mortgage-Backed Securities FNMS 06.000 CLCB6262 N/A 3140QR5Y5 2053-05-01 6 N/A 28675274.00 26383500.46 Agency Mortgage-Backed Securities FNMS 02.500 CLBU9880 N/A 3140MB6S6 2052-01-01 2.5 N/A 91419276.00 62442842.49 Agency Mortgage-Backed Securities FNMS 03.000 CLCA4016 N/A 3140QBPA0 2049-08-01 3 N/A 222000.00 59882.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2054 N/A 3140QMH80 2051-11-01 2 N/A 104000.00 72126.54 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1458 N/A 3140XGTQ2 2050-03-01 3.5 N/A 100000.00 65919.62 Agency Mortgage-Backed Securities FNMS 02.500 CLFS7879 N/A 3140XPXH7 2052-07-01 2.5 N/A 38810268.00 32908710.96 Agency Mortgage-Backed Securities FNMS 07.000 CLDA5760 N/A 3140A6MJ2 2053-12-01 7 N/A 5181144.00 4874589.58 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7338 N/A 3140QFEL9 2050-10-01 2 N/A 9202109.00 5402833.74 Agency Mortgage-Backed Securities 2 7/8 BOND 52 N/A 912810TG3 2052-05-15 2.875 N/A 127200.00 101022.53 U.S. Treasuries (including strips) FEPC 03.500 CLSD8001 N/A 3132DV3J2 2049-07-01 3.5 N/A 1278000.00 131707.04 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7148 N/A 3140QS5J6 2053-09-01 7 N/A 4009877.00 3808556.39 Agency Mortgage-Backed Securities FEPC 03.500 CLSD1931 N/A 3132DPEC8 2051-11-01 3.5 N/A 76700.00 59533.12 Agency Mortgage-Backed Securities FNMS 04.500 CLAV7923 N/A 3138XKYV0 2044-01-01 4.5 N/A 409115.00 28488.24 Agency Mortgage-Backed Securities FNMS 03.500 CLBH9215 N/A 3140GYGZ6 2048-01-01 3.5 N/A 168000.00 28821.56 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2276 N/A 3140QMQ64 2051-11-01 2.5 N/A 1000.00 719.95 Agency Mortgage-Backed Securities FNMS 02.000 CLFS3744 N/A 3140XKES5 2051-07-01 2 N/A 68314.00 51649.57 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4498 N/A 31418D7L0 2036-12-01 2.5 N/A 164001.00 104307.47 Agency Mortgage-Backed Securities 04.500 FGPC V84154 G N/A 3132L9TK1 2048-04-01 4.5 N/A 104372940.00 18077413.03 Agency Mortgage-Backed Securities FNMS 05.500 CLCB4418 N/A 3140QP4C8 2052-08-01 5.5 N/A 200000.00 157958.56 Agency Mortgage-Backed Securities FNMS 03.500 CRAL3532 N/A 3138EK4S1 2042-09-01 3.5 N/A 92608113.00 13442616.22 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8384 N/A 3132DWJ53 2053-12-01 6 N/A 10360953.00 9765514.19 Agency Mortgage-Backed Securities FEPC 05.500 CTSC0417 N/A 3132D9PA6 2043-10-01 5.5 N/A 757200.00 659256.11 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2610 N/A 3140QM3U6 2052-01-01 2 N/A 1466701.00 1061748.05 Agency Mortgage-Backed Securities FNMS 06.500 CLDA0598 N/A 3140A0UY3 2053-11-01 6.5 N/A 3882674.00 3785968.48 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0502 N/A 3132DMRX5 2050-08-01 3 N/A 2000.00 1040.53 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8289 N/A 3132DWF65 2053-01-01 5.5 N/A 17607282.00 15794126.01 Agency Mortgage-Backed Securities FNMS 04.000 CLBC1516 N/A 3140EVVJ3 2046-08-01 4 N/A 3662336.00 639782.34 Agency Mortgage-Backed Securities 0 3/8 NOTE AG 25 N/A 91282CAZ4 2025-11-30 0.375 N/A 100.00 96.19 U.S. Treasuries (including strips) FNMS 03.500 CLFS1185 N/A 3140XGJ75 2052-04-01 3.5 N/A 275000.00 218963.34 Agency Mortgage-Backed Securities FNMS 04.500 CLBW7312 N/A 3140N0DS1 2052-08-01 4.5 N/A 548229.00 451043.33 Agency Mortgage-Backed Securities FNMS 04.000 CIFS2506 N/A 3140XHYC5 2037-07-01 4 N/A 26000.00 18983.04 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2913 N/A 3132DQGW0 2053-05-01 5.5 N/A 125000.00 113317.71 Agency Mortgage-Backed Securities FNMS 03.000 CLAS8784 N/A 3138WJXN3 2047-02-01 3 N/A 1000.00 230.46 Agency Mortgage-Backed Securities FNMS 03.500 CTMA2923 N/A 31418CG99 2037-03-01 3.5 N/A 2804000.00 498482.22 Agency Mortgage-Backed Securities FNMS 02.000 REBQ5447 N/A 3140KRBR9 2050-10-01 2 N/A 100000.00 60594.51 Agency Mortgage-Backed Securities FEPC 04.000 CLSD8274 N/A 3132DWFP3 2052-12-01 4 N/A 49000.00 43365.51 Agency Mortgage-Backed Securities FNMS 05.000 CLBT7909 N/A 3140LWYF8 2052-10-01 5 N/A 9859523.00 9614523.33 Agency Mortgage-Backed Securities FNMS 05.500 CLBW4044 N/A 3140MVP69 2052-07-01 5.5 N/A 1129111.00 901000.96 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3000 N/A 3132DQKM7 2053-06-01 5.5 N/A 1000.00 917.51 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4655 N/A 31418EE55 2052-07-01 4 N/A 150362.00 127397.51 Agency Mortgage-Backed Securities FEPC 05.000 CLRA9611 N/A 3133KRVC5 2053-08-01 5 N/A 1000.00 942.77 Agency Mortgage-Backed Securities FNMS 02.500 CLBT0139 N/A 3140LNEM5 2051-06-01 2.5 N/A 2393721.00 1476956.28 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8011 N/A 3133WE3U2 2054-06-01 6 N/A 20003803.00 20441240.71 Agency Mortgage-Backed Securities FEPC 07.000 CLSD6167 N/A 3132DTZ86 2054-08-01 7 N/A 272479.00 288118.11 Agency Mortgage-Backed Securities FNMS 04.500 CLBY7077 N/A 3140NP2K5 2053-08-01 4.5 N/A 1909370.00 1861021.92 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8196 N/A 3132DWC92 2052-02-01 3.5 N/A 37000.00 26238.54 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7665 N/A 3133KPQS0 2052-07-01 4 N/A 1000.00 818.48 Agency Mortgage-Backed Securities FEPC 05.500 CLSD3383 N/A 3132DQXL5 2053-07-01 5.5 N/A 804657.00 757544.35 Agency Mortgage-Backed Securities FNMS 02.500 CLCA5684 N/A 3140QDJ62 2050-05-01 2.5 N/A 80492894.00 40875393.14 Agency Mortgage-Backed Securities FNMS 05.000 CLBT8293 N/A 3140LXGB5 2052-08-01 5 N/A 4400426.00 3893603.46 Agency Mortgage-Backed Securities FNMS 04.000 CLAS9453 N/A 3138WKQF5 2047-04-01 4 N/A 1000.00 179.44 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ2087 N/A 3133CSJ85 2054-08-01 5.5 N/A 1024.00 1025.39 Agency Mortgage-Backed Securities FEPC 03.500 CLSD2727 N/A 3132DQA48 2052-04-01 3.5 N/A 20906348.00 17496166.55 Agency Mortgage-Backed Securities 04.500 FGPC Q58645 G N/A 3132Y2TB2 2048-09-01 4.5 N/A 2152244.00 390813.34 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8769 N/A 3133KQW69 2053-03-01 5 N/A 268821.00 243800.24 Agency Mortgage-Backed Securities FNMS 05.500 CLDC1486 N/A 3140ANUL1 2054-08-01 5.5 N/A 1000.00 1033.18 Agency Mortgage-Backed Securities FNMS 02.500 CLFM8806 N/A 3140XCYC6 2051-09-01 2.5 N/A 144271.00 102016.41 Agency Mortgage-Backed Securities FNMS 06.000 CLFS3251 N/A 3140XJTH6 2052-11-01 6 N/A 36000.00 30023.50 Agency Mortgage-Backed Securities FNMS 04.500 CLFS3836 N/A 3140XKHN3 2053-01-01 4.5 N/A 450009.00 389560.26 Agency Mortgage-Backed Securities FNMS 03.000 CLBU1421 N/A 3140M2SK9 2052-01-01 3 N/A 2167957.00 1632617.06 Agency Mortgage-Backed Securities FEPC 03.500 CLZA1224 N/A 31329JLD7 2042-06-01 3.5 N/A 40405689.00 5006686.43 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1872 N/A 3132DPCH9 2052-11-01 5.5 N/A 4072912.00 3672215.10 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8823 N/A 3140QUYV2 2054-07-01 6.5 N/A 34998590.00 35334307.22 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4624 N/A 31418ED64 2052-06-01 3 N/A 1000.00 803.16 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6255 N/A 3140QR5R0 2053-05-01 5.5 N/A 938763.00 876945.30 Agency Mortgage-Backed Securities FNMS 03.500 CLAL2226 N/A 3138EJPL6 2042-08-01 3.5 N/A 74745472.00 10575284.02 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2374 N/A 3132DPT73 2053-01-01 5 N/A 100000.00 86371.68 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2967 N/A 3140XJJM6 2052-09-01 5 N/A 155000.00 134123.96 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2856 N/A 3140QNE65 2052-02-01 2.5 N/A 265468.00 191071.73 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8300 N/A 3132DWGH0 2053-02-01 5.5 N/A 228978.00 203629.99 Agency Mortgage-Backed Securities FNMS 03.000 CLCA8871 N/A 3140QG2D8 2051-02-01 3 N/A 48697.00 35673.80 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7918 N/A 3140QFYQ6 2050-11-01 2 N/A 1024.00 611.82 Agency Mortgage-Backed Securities 2 3/8 BOND 42 N/A 912810TF5 2042-02-15 2.375 N/A 100.00 78.23 U.S. Treasuries (including strips) FNMS 03.000 CLFS1820 N/A 3140XHAW7 2051-08-01 3 N/A 1119240.00 827755.88 Agency Mortgage-Backed Securities FNMS 05.500 CLFS2857 N/A 3140XJE74 2050-04-01 5.5 N/A 111000.00 86609.85 Agency Mortgage-Backed Securities FNMS 05.000 CLDC1924 N/A 3140APD68 2054-09-01 5 N/A 1151800.00 1164740.22 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0054 N/A 3140QKBY3 2046-04-01 2 N/A 44376576.00 29477774.59 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7452 N/A 3140QFH69 2050-10-01 2 N/A 86265222.00 51768737.22 Agency Mortgage-Backed Securities FNMS 03.500 CIFM5575 N/A 3140X9FR1 2036-01-01 3.5 N/A 74360.00 38931.77 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5389 N/A 31418E7B0 2054-06-01 6 N/A 26144861.00 25847553.55 Agency Mortgage-Backed Securities FNMS 02.500 CLCB1382 N/A 3140QLRC2 2051-08-01 2.5 N/A 195301.00 133959.23 Agency Mortgage-Backed Securities FNMS 02.000 CLFS1112 N/A 3140XGGW3 2052-03-01 2 N/A 300000.00 208535.77 Agency Mortgage-Backed Securities FNMS 03.500 CLAS8280 N/A 3138WJFW3 2046-11-01 3.5 N/A 1000.00 136.56 Agency Mortgage-Backed Securities FNMS 06.500 CLDB9887 N/A 3140AK6Z3 2054-08-01 6.5 N/A 1000.00 1048.33 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3129 N/A 3132DQPN0 2052-10-01 5 N/A 1000.00 925.79 Agency Mortgage-Backed Securities 04.500 FGPC V84771 G N/A 3132LAJQ6 2048-10-01 4.5 N/A 2968289.00 589429.46 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2914 N/A 3140XJGY3 2052-09-01 4.5 N/A 1320000.00 1122713.27 Agency Mortgage-Backed Securities FEPC 05.500 CLQJ3360 N/A 3133CTWV7 2054-09-01 5.5 N/A 1871650.00 1916113.96 Agency Mortgage-Backed Securities FNMS 02.500 CLBU2599 N/A 3140M33H1 2052-01-01 2.5 N/A 200069.00 140468.24 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8276 N/A 3132DWFR9 2052-12-01 5 N/A 32088073.00 28733869.99 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1092 N/A 3140XGGA1 2052-04-01 3.5 N/A 322407.00 248353.62 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5136 N/A 3140QQV69 2052-11-01 5.5 N/A 1705233.00 1483508.16 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8224 N/A 3140QUD60 2054-03-01 6 N/A 1029562.00 1033559.60 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8301 N/A 3140QUGK6 2054-04-01 6.5 N/A 1636928.00 1665112.99 Agency Mortgage-Backed Securities FEPC 02.500 CLSD6459 N/A 3132DUE86 2052-04-01 2.5 N/A 6002136.00 5306541.79 Agency Mortgage-Backed Securities FEPC 05.000 CLSD5388 N/A 3132DS6Z0 2054-04-01 5 N/A 10764192.00 10683344.60 Agency Mortgage-Backed Securities FNMS 06.000 CLFS8753 N/A 3140XQWP8 2054-08-01 6 N/A 10405635.00 10739914.84 Agency Mortgage-Backed Securities FNMS 04.000 CLFS2023 N/A 3140XHG92 2052-05-01 4 N/A 100000.00 84907.29 Agency Mortgage-Backed Securities FEPC 03.000 CLSD1079 N/A 3132DNFU2 2052-06-01 3 N/A 9087127.00 7090486.08 Agency Mortgage-Backed Securities FEPC 04.500 CLSD2319 N/A 3132DPSG4 2053-02-01 4.5 N/A 43999.00 37720.69 Agency Mortgage-Backed Securities FEPC 02.500 CLQE1005 N/A 3133BADJ7 2052-04-01 2.5 N/A 7912120.00 6455277.01 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8287 N/A 3132DWF40 2053-01-01 4.5 N/A 1000.00 910.86 Agency Mortgage-Backed Securities FNMS 03.000 CLFS5450 N/A 3140XMBU9 2051-11-01 3 N/A 729853.00 600067.41 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5276 N/A 3140QQ2J3 2052-12-01 5 N/A 5790510.00 4879621.97 Agency Mortgage-Backed Securities FNMS 02.000 CLBR8518 N/A 3140L7PC0 2051-04-01 2 N/A 200000.00 119086.92 Agency Mortgage-Backed Securities 05.500 FGPC G03061 G N/A 3128M4WW9 2037-06-01 5.5 N/A 3264.00 28.19 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8342 N/A 3132DWHT3 2053-07-01 5.5 N/A 2188054.00 2031645.55 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4920 N/A 3138WEPE3 2045-05-01 3.5 N/A 1024.00 100.26 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9494 N/A 3140XDRQ1 2051-11-01 2.5 N/A 107000.00 77505.11 Agency Mortgage-Backed Securities FEPC 03.000 CLRA6012 N/A 3133KMVD4 2051-10-01 3 N/A 1000.00 755.81 Agency Mortgage-Backed Securities FEPC 02.000 CLQB8975 N/A 3133AF6L0 2051-03-01 2 N/A 1000.00 681.26 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8754 N/A 3140QUWQ5 2054-06-01 5.5 N/A 45815050.00 46415982.84 Agency Mortgage-Backed Securities FEPC 05.500 CLQI8446 N/A 3133WFL39 2054-07-01 5.5 N/A 2000.00 2004.87 Agency Mortgage-Backed Securities FNMS 06.500 CLAL0886 N/A 3138EG6Y5 2038-10-01 6.5 N/A 3926340.00 206811.45 Agency Mortgage-Backed Securities FNMS 04.000 CLAS8955 N/A 3138WJ5R5 2047-03-01 4 N/A 8552051.00 2311640.50 Agency Mortgage-Backed Securities FNMS 03.500 CLCA3866 N/A 3140QBJL3 2049-07-01 3.5 N/A 48001.00 6330.97 Agency Mortgage-Backed Securities FNMS 05.500 CLFS5589 N/A 3140XMF76 2053-07-01 5.5 N/A 88260.00 78792.23 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9621 N/A 3133KRVN1 2053-08-01 5.5 N/A 7125798.00 6857160.83 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1514 N/A 3132DNVF7 2052-08-01 5 N/A 1024.00 844.50 Agency Mortgage-Backed Securities FNMS 07.000 CLFS5897 N/A 3140XMRT5 2053-09-01 7 N/A 21676128.00 20127118.69 Agency Mortgage-Backed Securities FNMS 02.000 CLCA8019 N/A 3140QF4D8 2050-12-01 2 N/A 24398226.00 16533511.85 Agency Mortgage-Backed Securities FNMS 05.000 CLFS2473 N/A 3140XHXB8 2052-07-01 5 N/A 84047.00 69997.02 Agency Mortgage-Backed Securities FNMS 04.500 CLAS4103 N/A 3138WDRZ6 2044-12-01 4.5 N/A 1786065.00 334162.40 Agency Mortgage-Backed Securities FEPC 03.000 CLSD0952 N/A 3132DNBV4 2052-04-01 3 N/A 100000.00 77027.95 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4442 N/A 31418D5C2 2036-10-01 2 N/A 100000.00 65211.32 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0348 N/A 3140XFL66 2052-01-01 2 N/A 190000.00 132334.47 Agency Mortgage-Backed Securities FNMS 02.500 CLFM9195 N/A 3140XDGD2 2051-10-01 2.5 N/A 1000.00 696.27 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0982 N/A 3140XGCU1 2052-03-01 3 N/A 83000.00 64571.49 Agency Mortgage-Backed Securities FNMS 02.500 CLCA9286 N/A 3140QHJ89 2051-02-01 2.5 N/A 13710832.00 8758767.11 Agency Mortgage-Backed Securities FEPC 03.500 CLZS4717 N/A 3132A5G25 2047-05-01 3.5 N/A 1026.00 119.43 Agency Mortgage-Backed Securities FNMS 02.500 CLBU3058 N/A 3140M4MG0 2051-12-01 2.5 N/A 76000.00 56578.10 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4481 N/A 31418D6T4 2051-10-01 4 N/A 89000.00 42527.79 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8461 N/A 3132DWMJ9 2054-09-01 5 N/A 1000.00 1004.52 Agency Mortgage-Backed Securities FNMS 04.000 CLBH1207 N/A 3140GPKV9 2047-06-01 4 N/A 2593000.00 427481.33 Agency Mortgage-Backed Securities FNMS 04.500 CLBN5411 N/A 3140JNAM2 2049-04-01 4.5 N/A 17913316.00 4906084.69 Agency Mortgage-Backed Securities FNMS 07.500 GL252790 N/A 31371HXT0 2029-08-01 7.5 N/A 234661179.00 360252.82 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5294 N/A 31418E3C2 2054-03-01 5 N/A 105000.00 102405.97 Agency Mortgage-Backed Securities 03.500 FGPC G61430 G N/A 31335BST4 2044-02-01 3.5 N/A 69330000.00 22716729.86 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2482 N/A 3132DPXK9 2053-03-01 5.5 N/A 1024.00 934.31 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9570 N/A 3133KRT38 2053-08-01 6 N/A 40604086.00 37394145.20 Agency Mortgage-Backed Securities FNMS 02.500 CLFM6024 N/A 3140X9VS1 2051-02-01 2.5 N/A 1000.00 472.79 Agency Mortgage-Backed Securities FNMS 05.000 CLFS3941 N/A 3140XKLX6 2053-02-01 5 N/A 100000.00 89662.56 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8233 N/A 3132DWEE9 2052-07-01 5 N/A 1044.00 872.53 Agency Mortgage-Backed Securities FEPC 03.000 CLQA8085 N/A 3133A26W5 2050-03-01 3 N/A 1000.00 403.77 Agency Mortgage-Backed Securities FNMS 03.000 CLFS0357 N/A 3140XFMF5 2051-12-01 3 N/A 1000.00 647.90 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5353 N/A 3132DS5N8 2054-04-01 6 N/A 415130.00 417935.06 Agency Mortgage-Backed Securities FNMS 03.500 CLFM9993 N/A 3140XEC77 2051-07-01 3.5 N/A 22632.00 13242.04 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5917 N/A 3140QRSF1 2053-03-01 6 N/A 1287949.00 1248369.25 Agency Mortgage-Backed Securities FNMS 04.000 CLCB5664 N/A 3140QRJJ3 2053-02-01 4 N/A 2000.00 1801.33 Agency Mortgage-Backed Securities FNMS 02.500 CLFM7325 N/A 3140XBD72 2051-05-01 2.5 N/A 1000.00 708.01 Agency Mortgage-Backed Securities FNMS 07.000 CLDB2710 N/A 3140ACAL7 2054-04-01 7 N/A 56406.00 50486.54 Agency Mortgage-Backed Securities FEPC 04.000 CLQE1600 N/A 3133BAX55 2052-05-01 4 N/A 53000.00 46426.27 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3255 N/A 3140QNTM4 2052-04-01 3.5 N/A 385001.00 294713.26 Agency Mortgage-Backed Securities FNMS 04.500 CLBW1374 N/A 3140MSQ40 2052-11-01 4.5 N/A 45318.00 40683.07 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1240 N/A 3140XGLW7 2051-12-01 3.5 N/A 100000.00 74935.49 Agency Mortgage-Backed Securities FNMS 03.000 CLBV7200 N/A 3140MMAA6 2052-04-01 3 N/A 3000.00 2375.16 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8090 N/A 3132DV7B5 2050-09-01 2 N/A 52000.00 27622.75 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5711 N/A 3140QRKZ5 2053-02-01 6.5 N/A 37116288.00 33792796.61 Agency Mortgage-Backed Securities FEPC 03.000 CLSD8168 N/A 3132DWCD3 2051-09-01 3 N/A 1000.00 646.09 Agency Mortgage-Backed Securities FEPC 06.000 CLRA9070 N/A 3133KRCF9 2053-05-01 6 N/A 135000.00 124776.33 Agency Mortgage-Backed Securities FNMS 02.000 CLFS4269 N/A 3140XKW71 2051-10-01 2 N/A 700000.00 530903.93 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7967 N/A 3140QFZ93 2050-12-01 2 N/A 1024.00 617.20 Agency Mortgage-Backed Securities FNMS 03.000 CLCB0858 N/A 3140QK5U8 2051-06-01 3 N/A 264672.00 204167.62 Agency Mortgage-Backed Securities FEPC 05.000 CLRA8694 N/A 3133KQUT1 2053-04-01 5 N/A 270103.00 249928.15 Agency Mortgage-Backed Securities 4 NOTE H 30 N/A 91282CGQ8 2030-02-28 4 N/A 6400.00 6549.66 U.S. Treasuries (including strips) FEPC 05.500 CLQF6522 N/A 3133BUG76 2053-01-01 5.5 N/A 6206696.00 4862775.81 Agency Mortgage-Backed Securities FNMS 04.000 CLBM4517 N/A 3140J9AT8 2048-09-01 4 N/A 14588656.00 1734479.43 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8341 N/A 3132DWHS5 2053-07-01 5 N/A 39130.00 36477.32 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5295 N/A 31418E3D0 2054-03-01 6 N/A 1000.00 958.61 Agency Mortgage-Backed Securities FNMS 03.000 CIFS2918 N/A 3140XJG49 2033-09-01 3 N/A 1000.00 655.87 Agency Mortgage-Backed Securities FNMS 05.000 CLCB6691 N/A 3140QSNH0 2053-07-01 5 N/A 39619199.00 36661263.53 Agency Mortgage-Backed Securities FNMS 06.500 CLBX4356 N/A 3140N8ZW1 2053-04-01 6.5 N/A 3922674.00 4119011.27 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2483 N/A 3132DPXL7 2053-03-01 5.5 N/A 2024.00 1848.47 Agency Mortgage-Backed Securities FEPC 05.500 CLQI1482 N/A 3133W7UF0 2054-03-01 5.5 N/A 11373564.00 11308846.73 Agency Mortgage-Backed Securities FNMS 06.000 CLCB7480 N/A 3140QTJ26 2053-11-01 6 N/A 125000.00 123008.59 Agency Mortgage-Backed Securities FNMS 04.500 CLFS7838 N/A 3140XPV89 2050-01-01 4.5 N/A 12331.00 11885.02 Agency Mortgage-Backed Securities FNMS 02.000 CIFM7756 N/A 3140XBTN0 2036-06-01 2 N/A 137000.00 84743.13 Agency Mortgage-Backed Securities FNMS 03.500 CLBE2103 N/A 3140FMKR6 2046-12-01 3.5 N/A 135000.00 52568.66 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2511 N/A 3132DPYG7 2053-04-01 5.5 N/A 100000.00 88712.70 Agency Mortgage-Backed Securities FEPC 07.000 CLQJ0342 N/A 3133CQLX1 2054-07-01 7 N/A 7555865.00 7940798.67 Agency Mortgage-Backed Securities FNMS 07.000 CLDA8765 N/A 3140YWW33 2054-04-01 7 N/A 1117590.00 1188351.30 Agency Mortgage-Backed Securities 0 1/4 NOTE AB 25 N/A 91282CAB7 2025-07-31 0.25 N/A 11797300.00 11439964.53 U.S. Treasuries (including strips) FEPC 03.000 CLSD8162 N/A 3132DWB77 2051-08-01 3 N/A 8000.00 4777.49 Agency Mortgage-Backed Securities 4 1/4 BOND 54 N/A 912810UC0 2054-08-15 4.25 N/A 100.00 102.70 U.S. Treasuries (including strips) FNMS 02.500 CLFM7293 N/A 3140XBC73 2051-05-01 2.5 N/A 1001.00 642.95 Agency Mortgage-Backed Securities FNMS 05.500 CLFS4531 N/A 3140XLA99 2052-11-01 5.5 N/A 7000.00 5972.07 Agency Mortgage-Backed Securities FEPC 05.000 CLQJ1003 N/A 3133CRDG5 2054-07-01 5 N/A 1106985.00 1114837.99 Agency Mortgage-Backed Securities FNMS 04.500 CIAL0720 N/A 3138EGYS7 2026-07-01 4.5 N/A 1526020.00 22650.62 Agency Mortgage-Backed Securities FNMS 06.500 CLFS9017 N/A 3140XRAT2 2054-09-01 6.5 N/A 26990172.00 28053101.95 Agency Mortgage-Backed Securities FNMS 05.290 CZ918572 N/A 31411YQZ9 2047-04-01 5.29 N/A 299691.00 72271.60 Agency Mortgage-Backed Securities FEPC 04.000 CLSD2611 N/A 3132DP3U0 2052-11-01 4 N/A 1150000.00 1026302.71 Agency Mortgage-Backed Securities FNMS 03.000 CJBM6666 N/A 3140JBMQ6 2034-10-01 3 N/A 1584006.00 401820.60 Agency Mortgage-Backed Securities FNMS 04.000 CLAU5883 N/A 3138X5RD1 2043-09-01 4 N/A 13793671.00 2426288.77 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1722 N/A 3132DN4F7 2052-10-01 4 N/A 2024.00 1772.10 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7063 N/A 3140QSZ53 2053-09-01 7 N/A 7100.00 6074.11 Agency Mortgage-Backed Securities FNMS 05.500 CLCB8142 N/A 3140QUBL9 2054-03-01 5.5 N/A 1024.00 1013.73 Agency Mortgage-Backed Securities FEPC 06.500 CLSD4261 N/A 3132E0WW8 2053-11-01 6.5 N/A 21436669.00 21321978.17 Agency Mortgage-Backed Securities FNMS 05.500 CLBY6776 N/A 3140NPQ60 2053-07-01 5.5 N/A 600493.00 516237.95 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0044 N/A 3140MRBN6 2052-07-01 5 N/A 300000.00 219641.93 Agency Mortgage-Backed Securities FNMS 03.000 CLBT9390 N/A 3140LYNG4 2051-11-01 3 N/A 1442005.00 1059644.05 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5138 N/A 31418EV80 2053-09-01 5.5 N/A 2743717.00 2578476.25 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4732 N/A 31418EHJ2 2052-09-01 4 N/A 123000.00 105337.69 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2092 N/A 3140QMKE3 2051-11-01 2.5 N/A 20456192.00 15685843.50 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8431 N/A 3132DWLL5 2054-05-01 5.5 N/A 5335305.00 5240273.21 Agency Mortgage-Backed Securities FNMS 03.500 CLAS4770 N/A 3138WEJQ3 2045-04-01 3.5 N/A 16468394.00 1574085.03 Agency Mortgage-Backed Securities FNMS 04.500 CLFS4480 N/A 3140XK6S4 2050-03-01 4.5 N/A 200000.00 169712.51 Agency Mortgage-Backed Securities FEPC 05.000 CLSD3165 N/A 3132DQQS8 2052-08-01 5 N/A 3000000.00 2721865.29 Agency Mortgage-Backed Securities FNMS 02.500 CLFM4579 N/A 3140X8CR6 2050-10-01 2.5 N/A 300000.00 197341.55 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7449 N/A 3140QFH36 2050-10-01 2 N/A 1119.00 668.84 Agency Mortgage-Backed Securities FNMS 02.500 CLCB3104 N/A 3140QNNW8 2052-03-01 2.5 N/A 168015.00 122048.21 Agency Mortgage-Backed Securities FEPC 02.500 CLSD8037 N/A 3132DV4W2 2050-01-01 2.5 N/A 1000.00 272.90 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1873 N/A 3132DPCJ5 2052-11-01 5.5 N/A 1008.00 894.34 Agency Mortgage-Backed Securities FNMS 05.500 CLFS8319 N/A 3140XQG50 2054-06-01 5.5 N/A 14738846.00 15190411.16 Agency Mortgage-Backed Securities FNMS 03.500 CLBV8545 N/A 3140MNP75 2052-05-01 3.5 N/A 1000.00 728.08 Agency Mortgage-Backed Securities FNMS 06.000 CLFM2334 N/A 3140X5SY0 2041-05-01 6 N/A 998000.00 423144.48 Agency Mortgage-Backed Securities FNMS 02.000 CLFM6863 N/A 3140XATV4 2051-04-01 2 N/A 132000.00 81936.43 Agency Mortgage-Backed Securities FNMS 05.000 CLMA4785 N/A 31418EJ76 2052-10-01 5 N/A 1000.00 849.75 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1664 N/A 3132DNZ55 2052-09-01 5 N/A 1000.00 833.08 Agency Mortgage-Backed Securities FEPC 03.500 CLZM5074 N/A 3131XYT74 2047-12-01 3.5 N/A 1003.00 214.28 Agency Mortgage-Backed Securities FEPC 05.000 CLQE8029 N/A 3133BH4N3 2052-08-01 5 N/A 24047867.00 20043298.84 Agency Mortgage-Backed Securities FNMS 02.500 CLBU0051 N/A 3140M1BV5 2051-09-01 2.5 N/A 1000.00 722.31 Agency Mortgage-Backed Securities FNMS 05.500 CLMA5072 N/A 31418ET67 2053-07-01 5.5 N/A 2638041.00 2440171.34 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8439 N/A 3132DWLU5 2054-06-01 6 N/A 1998720.00 1973345.31 Agency Mortgage-Backed Securities FEPC 03.000 CTRB5166 N/A 3133KYW39 2042-07-01 3 N/A 130000.00 104100.54 Agency Mortgage-Backed Securities FNMS 02.000 CLCA6580 N/A 3140QEJ29 2050-08-01 2 N/A 22349665.00 12964271.97 Agency Mortgage-Backed Securities FNMS 04.000 CLCB4125 N/A 3140QPSP3 2052-07-01 4 N/A 135008.00 117412.65 Agency Mortgage-Backed Securities FNMS 02.500 RIBH9343 N/A 3140GYLZ0 2032-09-01 2.5 N/A 1500000.00 152547.60 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2939 N/A 3140XJHR7 2052-09-01 4.5 N/A 75000.00 65532.46 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4371 N/A 3140XK2D1 2052-02-01 3.5 N/A 202024.00 174079.51 Agency Mortgage-Backed Securities FEPC 06.000 CLQF4946 N/A 3133BSP71 2052-12-01 6 N/A 1000.00 880.77 Agency Mortgage-Backed Securities FNMS 04.500 CLFS5044 N/A 3140XLTA6 2053-06-01 4.5 N/A 89000.00 80179.07 Agency Mortgage-Backed Securities FNMS 02.000 CLCB1273 N/A 3140QLMX1 2051-08-01 2 N/A 487000.00 334275.62 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8264 N/A 3132DWFD0 2052-11-01 3.5 N/A 18291.00 15474.36 Agency Mortgage-Backed Securities FNMS 03.000 CLAT2945 N/A 3138WQHX3 2043-05-01 3 N/A 1007.00 263.81 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8113 N/A 3132DWAN3 2050-12-01 2 N/A 1000.00 597.15 Agency Mortgage-Backed Securities FNMS 06.000 CLBX4155 N/A 3140N8TM0 2052-12-01 6 N/A 17394426.00 15212866.56 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4684 N/A 31418EF21 2052-06-01 4.5 N/A 1669124.00 1382746.72 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7713 N/A 3140QFSB6 2050-11-01 2 N/A 13571903.00 7933935.06 Agency Mortgage-Backed Securities FNMS 03.000 CIFM0047 N/A 3140X3BR8 2034-12-01 3 N/A 200000.00 68739.00 Agency Mortgage-Backed Securities FNMS 05.000 CLBY0106 N/A 3140NGDL1 2053-04-01 5 N/A 1000.00 984.42 Agency Mortgage-Backed Securities FNMS 06.000 CLDC3342 N/A 3140AQWC2 2054-09-01 6 N/A 2007.00 2080.43 Agency Mortgage-Backed Securities FNMS 03.000 CTAR1033 N/A 3138NXEF0 2033-02-01 3 N/A 1707695.00 254197.03 Agency Mortgage-Backed Securities FEPC 04.500 CLSD8328 N/A 3132DWHD8 2053-06-01 4.5 N/A 1056.00 971.03 Agency Mortgage-Backed Securities FNMS 03.500 CLCB3126 N/A 3140QNPL0 2052-03-01 3.5 N/A 200000.00 151361.14 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6849 N/A 3140QSTF8 2053-08-01 5.5 N/A 47276485.00 45610089.20 Agency Mortgage-Backed Securities FNMS 07.500 CLMA5275 N/A 31418E2H2 2054-02-01 7.5 N/A 3318119.00 2700765.02 Agency Mortgage-Backed Securities FNMS 02.500 CLCB2211 N/A 3140QMN59 2051-11-01 2.5 N/A 29000000.00 21793835.39 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2477 N/A 3140Q9XF5 2048-10-01 4.5 N/A 89732714.00 27318021.88 Agency Mortgage-Backed Securities 4 BOND 52 N/A 912810TL2 2052-11-15 4 N/A 2387700.00 2360933.88 U.S. Treasuries (including strips) FNMS 06.000 CLDA1723 N/A 3140A14H7 2053-10-01 6 N/A 7834712.00 8189440.76 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3664 N/A 3140X7CA5 2049-03-01 4 N/A 1000.00 172.58 Agency Mortgage-Backed Securities FNMS 02.500 CLFS5876 N/A 3140XMQ66 2052-05-01 2.5 N/A 1000.00 815.06 Agency Mortgage-Backed Securities FNMS 04.500 CLBW5648 N/A 3140MXH23 2052-10-01 4.5 N/A 1237600.00 993648.07 Agency Mortgage-Backed Securities FNMS 04.000 CLCA0660 N/A 3140Q7WW3 2047-11-01 4 N/A 1114882.00 284221.84 Agency Mortgage-Backed Securities FEPC 04.500 CLQG6305 N/A 3133C7AE7 2053-07-01 4.5 N/A 38008.00 34752.32 Agency Mortgage-Backed Securities FEPC 05.500 CLQF6520 N/A 3133BUG50 2053-01-01 5.5 N/A 1008.00 895.90 Agency Mortgage-Backed Securities FEPC 02.500 CLRA4349 N/A 3133KKZN2 2051-01-01 2.5 N/A 1000.00 535.93 Agency Mortgage-Backed Securities FEPC 06.000 CLSD8325 N/A 3132DWHA4 2053-05-01 6 N/A 29050389.00 25938160.37 Agency Mortgage-Backed Securities FNMS 03.500 CLFS4811 N/A 3140XLKZ0 2049-07-01 3.5 N/A 5214146.00 4380580.71 Agency Mortgage-Backed Securities FNMS 04.500 CLFS2662 N/A 3140XH5Y9 2052-07-01 4.5 N/A 78695.00 69189.51 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7544 N/A 3132DVLZ6 2051-07-01 3 N/A 206749.00 136764.93 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4435 N/A 31418D4V1 2051-09-01 4 N/A 230000.00 128488.32 Agency Mortgage-Backed Securities FEPC 05.000 CLRA7441 N/A 3133KPHS0 2052-06-01 5 N/A 29175.00 27060.89 Agency Mortgage-Backed Securities FEPC 02.500 CLRA5576 N/A 3133KMFR1 2051-07-01 2.5 N/A 2000.00 1356.71 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8188 N/A 3132DWCZ4 2052-01-01 2 N/A 126000.00 89965.38 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5460 N/A 3140QRB69 2053-01-01 5.5 N/A 33829712.00 30055970.53 Agency Mortgage-Backed Securities FNMS 05.000 CLFS8287 N/A 3140XQF51 2054-05-01 5 N/A 5790345.00 5843580.06 Agency Mortgage-Backed Securities FNMS 04.500 CLMA4805 N/A 31418EKT6 2052-11-01 4.5 N/A 31034.00 27474.88 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7149 N/A 3140QS5K3 2053-09-01 7 N/A 5916656.00 5556121.98 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4644 N/A 31418EES5 2052-05-01 4 N/A 1000.00 807.28 Agency Mortgage-Backed Securities FEPC 05.000 CLSD1300 N/A 3132DNNR0 2052-07-01 5 N/A 141986.00 120578.95 Agency Mortgage-Backed Securities FNMS 04.000 CLFM3978 N/A 3140X7M48 2050-07-01 4 N/A 1571510.00 463812.86 Agency Mortgage-Backed Securities FNMS 02.000 CIBT0101 N/A 3140LNDF1 2036-05-01 2 N/A 318000.00 169496.17 Agency Mortgage-Backed Securities FEPC 03.500 3PQU8070 N/A 3133JL6F1 2052-02-01 3.5 N/A 1000.00 873.34 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5602 N/A 3140QRGL1 2053-02-01 6 N/A 31692566.00 27255646.18 Agency Mortgage-Backed Securities FEPC 04.500 CLRA7783 N/A 3133KPUG1 2052-08-01 4.5 N/A 431785.00 382834.23 Agency Mortgage-Backed Securities 03.500 FGPC G60713 G N/A 31335AYJ1 2046-09-01 3.5 N/A 551000.00 104676.23 Agency Mortgage-Backed Securities FNMS 03.500 CIMA4640 N/A 31418EEN6 2037-06-01 3.5 N/A 40000.00 27881.93 Agency Mortgage-Backed Securities FEPC 03.500 CLQE2057 N/A 3133BBJA8 2052-05-01 3.5 N/A 59000.00 48472.58 Agency Mortgage-Backed Securities FNMS 07.000 CLCB7151 N/A 3140QS5M9 2053-09-01 7 N/A 349840.00 308211.56 Agency Mortgage-Backed Securities FNMS 04.000 CLBU8667 N/A 3140MATZ7 2052-05-01 4 N/A 2221576.00 1743675.97 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8204 N/A 3132DWDH3 2052-04-01 2 N/A 61000.00 44841.69 Agency Mortgage-Backed Securities FEPC 05.500 CLQF5654 N/A 3133BTH78 2053-01-01 5.5 N/A 1180942.00 1198611.99 Agency Mortgage-Backed Securities FNMS 06.000 CLFS7020 N/A 3140XNYS7 2053-09-01 6 N/A 4893328.00 4778660.69 Agency Mortgage-Backed Securities FEPC 05.500 CLSD8420 N/A 3132DWK93 2054-04-01 5.5 N/A 6919358.00 6745755.68 Agency Mortgage-Backed Securities FNMS 05.000 CLCB5126 N/A 3140QQVU6 2052-11-01 5 N/A 37975619.00 34468763.67 Agency Mortgage-Backed Securities FEPC 04.500 CLZA5622 N/A 31329PG72 2048-08-01 4.5 N/A 1083.00 308.27 Agency Mortgage-Backed Securities 0 3/4 NOTE W 26 N/A 91282CBT7 2026-03-31 0.75 N/A 1012300.00 968712.39 U.S. Treasuries (including strips) FEPC 03.500 CLRA7378 N/A 3133KPFT0 2052-05-01 3.5 N/A 100000.00 83687.89 Agency Mortgage-Backed Securities FNMS 02.500 CLBQ1150 N/A 3140KLH47 2050-10-01 2.5 N/A 1000.00 550.00 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7723 N/A 3140XPSM2 2052-05-01 3 N/A 16053480.00 14135650.95 Agency Mortgage-Backed Securities FNMS 02.000 CIFM6013 N/A 3140X9VF9 2036-01-01 2 N/A 1000.00 575.30 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0923 N/A 3132DNAY9 2052-01-01 2.5 N/A 1000.00 722.38 Agency Mortgage-Backed Securities FNMS 03.000 CLFS7724 N/A 3140XPSN0 2048-02-01 3 N/A 9929247.00 8772975.40 Agency Mortgage-Backed Securities FNMS 05.000 CLMA5071 N/A 31418ET59 2053-07-01 5 N/A 141001.00 131423.09 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0191 N/A 3140XFF97 2052-01-01 2.5 N/A 100000.00 70434.27 Agency Mortgage-Backed Securities FNMS 05.000 CLCB4812 N/A 3140QQK20 2052-10-01 5 N/A 4148848.00 3542267.38 Agency Mortgage-Backed Securities FNMS 01.500 CIFM4481 N/A 3140X76T1 2035-10-01 1.5 N/A 1000.00 507.34 Agency Mortgage-Backed Securities FNMS 02.000 CIMA4074 N/A 31418DQ47 2035-07-01 2 N/A 206000.00 79335.57 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7987 N/A 3140QF2V0 2050-12-01 2 N/A 1325372.00 770300.52 Agency Mortgage-Backed Securities FEPC 06.000 CLQH0395 N/A 3133CCNL6 2053-08-01 6 N/A 70000.00 68226.53 Agency Mortgage-Backed Securities FEPC 02.500 CLRA6436 N/A 3133KNEH2 2051-12-01 2.5 N/A 85000.00 59828.57 Agency Mortgage-Backed Securities FEPC 03.000 CLRA4919 N/A 3133KLPC5 2051-03-01 3 N/A 2000.00 984.08 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4580 N/A 31418ECS7 2052-04-01 3.5 N/A 8000.00 6227.33 Agency Mortgage-Backed Securities 05.500 FGPC G04013 G N/A 3128M5YJ3 2038-01-01 5.5 N/A 3156654.00 83730.06 Agency Mortgage-Backed Securities FNMS 04.500 I4BF0108 N/A 3140FXDN9 2056-06-01 4.5 N/A 100000.00 26663.64 Agency Mortgage-Backed Securities FEPC 03.000 CLRA3282 N/A 3133KJUF7 2050-08-01 3 N/A 1000.00 542.58 Agency Mortgage-Backed Securities FEPC 06.000 CLZI5046 N/A 3131WHTB3 2036-07-01 6 N/A 1024.00 4.51 Agency Mortgage-Backed Securities FNMS 02.500 CLMA4120 N/A 31418DSJ2 2050-09-01 2.5 N/A 1170920.00 530315.45 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4437 N/A 31418D4X7 2051-10-01 2 N/A 437701.00 304630.62 Agency Mortgage-Backed Securities FNMS 06.000 CLCB8499 N/A 3140QUNR3 2054-05-01 6 N/A 52910629.00 52513872.66 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0059 N/A 3140QKB56 2051-04-01 2 N/A 6770189.00 4319540.46 Agency Mortgage-Backed Securities FEPC 05.500 CLSD6019 N/A 3132DTVL1 2053-12-01 5.5 N/A 15431264.00 15771259.18 Agency Mortgage-Backed Securities FNMS 05.000 CLFM8543 N/A 3140XCP51 2044-11-01 5 N/A 14000.00 8234.53 Agency Mortgage-Backed Securities FEPC 04.500 CLSD7563 N/A 3132DVML6 2053-05-01 4.5 N/A 693983.00 616666.05 Agency Mortgage-Backed Securities FNMS 03.000 CIAL6144 N/A 3138ENZJ1 2030-01-01 3 N/A 301999.00 36412.48 Agency Mortgage-Backed Securities FNMS 02.000 CLFS0764 N/A 3140XFZ61 2047-02-01 2 N/A 235000.00 172491.66 Agency Mortgage-Backed Securities FNMS 02.500 CLBV0902 N/A 3140MEAC0 2052-01-01 2.5 N/A 220000.00 154474.06 Agency Mortgage-Backed Securities FEPC 03.500 CISB8170 N/A 3132D6CF5 2037-08-01 3.5 N/A 43000.00 31720.14 Agency Mortgage-Backed Securities FNMS 02.500 CLBT6607 N/A 3140LVKV0 2052-02-01 2.5 N/A 1900.00 1375.10 Agency Mortgage-Backed Securities FEPC 02.000 CLRA3578 N/A 3133KJ6P2 2050-09-01 2 N/A 1000.00 555.77 Agency Mortgage-Backed Securities FNMS 05.500 CLCB6254 N/A 3140QR5Q2 2053-05-01 5.5 N/A 250000.00 233125.30 Agency Mortgage-Backed Securities FEPC 02.500 CLQD1850 N/A 3133AYBT6 2051-12-01 2.5 N/A 1000.00 682.70 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9270 N/A 3133KRJP0 2053-06-01 5.5 N/A 55000.00 49766.11 Agency Mortgage-Backed Securities FEPC 05.500 CLQH2319 N/A 3133CESG8 2053-10-01 5.5 N/A 2618560.00 2527563.54 Agency Mortgage-Backed Securities FEPC 03.500 CLZA6589 N/A 31329QKA8 2049-04-01 3.5 N/A 932849.00 411004.53 Agency Mortgage-Backed Securities FEPC 04.000 CLSD1046 N/A 3132DNET6 2052-07-01 4 N/A 140000.00 118227.30 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5286 N/A 3140AE2U2 2054-06-01 6 N/A 1000.00 1030.05 Agency Mortgage-Backed Securities FNMS 01.500 CICB0306 N/A 3140QKKU1 2036-05-01 1.5 N/A 147788432.00 89344458.87 Agency Mortgage-Backed Securities FNMS 06.500 CLDA6448 N/A 3140A7EW0 2054-02-01 6.5 N/A 1150502.00 1200309.20 Agency Mortgage-Backed Securities FNMS 01.500 CLMA4254 N/A 31418DWQ1 2051-02-01 1.5 N/A 2940518.00 1844788.45 Agency Mortgage-Backed Securities FNMS 03.000 CLBP5431 N/A 3140KDA91 2050-06-01 3 N/A 126225.00 34353.80 Agency Mortgage-Backed Securities FNMS 05.000 CLBX4662 N/A 3140N9FC5 2052-12-01 5 N/A 72000.00 70787.82 Agency Mortgage-Backed Securities 3 7/8 NOTE AJ 26 N/A 91282CGE5 2026-01-15 3.875 N/A 300.00 302.73 U.S. Treasuries (including strips) FNMS 03.500 CLFS2707 N/A 3140XJAH6 2052-04-01 3.5 N/A 401000.00 315091.14 Agency Mortgage-Backed Securities FNMS 05.500 CLFS7960 N/A 3140XPZ28 2054-05-01 5.5 N/A 624262.00 623443.22 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4756 N/A 3140L3JA0 2051-03-01 2 N/A 313000.00 175001.41 Agency Mortgage-Backed Securities 03.500 FGPC G67710 G N/A 3132XCR72 2048-03-01 3.5 N/A 5360000.00 1291865.75 Agency Mortgage-Backed Securities FEPC 07.000 CLSD8386 N/A 3132DWJ79 2053-12-01 7 N/A 31200.00 26809.12 Agency Mortgage-Backed Securities FNMS 03.025 CLAP8394 N/A 3138MCKG8 2042-08-01 3.025 N/A 120863.00 68353.58 Agency Mortgage-Backed Securities FEPC 05.500 CLQG2225 N/A 3133C2PJ1 2053-05-01 5.5 N/A 861463.00 814417.63 Agency Mortgage-Backed Securities FNMS 05.000 CLBW0048 N/A 3140MRBS5 2052-07-01 5 N/A 100000.00 78032.87 Agency Mortgage-Backed Securities FNMS 02.500 CTMA4366 N/A 31418DZ88 2041-06-01 2.5 N/A 1217050.00 793960.73 Agency Mortgage-Backed Securities FEPC 03.500 CLQA3869 N/A 31339UJN1 2049-10-01 3.5 N/A 757000.00 206678.94 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7683 N/A 3140QFRD3 2050-11-01 2 N/A 24816128.00 14935404.68 Agency Mortgage-Backed Securities FNMS 06.500 CLFS7161 N/A 3140XN5X8 2054-02-01 6.5 N/A 3820068.00 3725290.82 Agency Mortgage-Backed Securities FEPC 04.000 CLSD7560 N/A 3132DVMH5 2053-02-01 4 N/A 2243493.00 1908222.38 Agency Mortgage-Backed Securities FNMS 03.500 CIFS4261 N/A 3140XKWX4 2035-06-01 3.5 N/A 1000.00 684.13 Agency Mortgage-Backed Securities FNMS 04.000 CLAS3903 N/A 3138WDKR1 2044-11-01 4 N/A 393479.00 25488.69 Agency Mortgage-Backed Securities FNMS 05.000 GLAB0459 N/A 31416VQM9 2039-02-01 5 N/A 46209728.00 1863086.73 Agency Mortgage-Backed Securities FNMS 06.500 CLCB5160 N/A 3140QQWW1 2052-11-01 6.5 N/A 32242756.00 27201847.75 Agency Mortgage-Backed Securities FNMS 02.500 CICB1476 N/A 3140QLUA2 2036-08-01 2.5 N/A 342413.00 221699.56 Agency Mortgage-Backed Securities FNMS 03.500 CIFS0566 N/A 3140XFTY7 2036-12-01 3.5 N/A 49000.00 26206.43 Agency Mortgage-Backed Securities FNMS 02.500 CIMA4156 N/A 31418DTN2 2035-10-01 2.5 N/A 496000.00 190884.81 Agency Mortgage-Backed Securities FEPC 02.500 3PQU7914 N/A 3133JLYK9 2051-07-01 2.5 N/A 200000.00 156826.87 Agency Mortgage-Backed Securities FEPC 05.500 CLRA9265 N/A 3133KRJJ4 2053-06-01 5.5 N/A 23203658.00 21801793.83 Agency Mortgage-Backed Securities FEPC 06.000 CLSD5385 N/A 3132DS6W7 2054-02-01 6 N/A 5100000.00 5026803.85 Agency Mortgage-Backed Securities FEPC 04.000 CLRA7388 N/A 3133KPF52 2052-05-19 4 N/A 2231746.00 1847303.70 Agency Mortgage-Backed Securities FNMS 03.000 CLFS1289 N/A 3140XGNF2 2052-03-01 3 N/A 100018.00 72798.11 Agency Mortgage-Backed Securities FNMS 06.000 CLMA5139 N/A 31418EV98 2053-09-01 6 N/A 2821.00 2621.36 Agency Mortgage-Backed Securities FEPC 04.500 CLZM8310 N/A 3131Y3GT7 2048-09-01 4.5 N/A 1224.00 383.60 Agency Mortgage-Backed Securities FNMS 05.000 CNMA5100 N/A 31418EU24 2033-07-01 5 N/A 105994.00 86405.16 Agency Mortgage-Backed Securities FNMS 03.000 CLBC0330 N/A 3140EULL1 2045-12-01 3 N/A 6795000.00 1077904.31 Agency Mortgage-Backed Securities FNMS 04.000 CLMA4626 N/A 31418ED80 2052-06-01 4 N/A 59000.00 49005.10 Agency Mortgage-Backed Securities FEPC 05.500 CLSD2259 N/A 3132DPQL5 2053-01-01 5.5 N/A 1977631.00 1739313.01 Agency Mortgage-Backed Securities FEPC 03.000 CLRA5550 N/A 3133KMEX9 2051-07-01 3 N/A 1000.00 758.11 Agency Mortgage-Backed Securities FNMS 03.500 CLAS1078 N/A 3138WAFU6 2043-11-01 3.5 N/A 34000000.00 5826254.75 Agency Mortgage-Backed Securities FNMS 03.000 CICB1732 N/A 3140QL4S2 2036-09-01 3 N/A 46000.00 28097.62 Agency Mortgage-Backed Securities FNMS 03.000 CLAB9339 N/A 31417GLV6 2043-05-01 3 N/A 175000.00 42250.83 Agency Mortgage-Backed Securities FEPC 06.000 CLSD1881 N/A 3132DPCS5 2052-10-01 6 N/A 1024.00 853.06 Agency Mortgage-Backed Securities FEPC 03.000 CLSD7553 N/A 3132DVMA0 2052-03-01 3 N/A 1000.00 746.42 Agency Mortgage-Backed Securities FNMS 02.500 CLAL6851 N/A 3138EPTH7 2043-10-01 2.5 N/A 1010428.00 260746.07 Agency Mortgage-Backed Securities FNMS 02.500 CLFS0551 N/A 3140XFTH4 2052-02-01 2.5 N/A 200000.00 145082.97 Agency Mortgage-Backed Securities FNMS 03.500 CLBO7231 N/A 3140K3A93 2050-01-01 3.5 N/A 3000000.00 1510685.81 Agency Mortgage-Backed Securities FNMS 04.500 CLFS0067 N/A 3140XFCD1 2051-09-01 4.5 N/A 300000.00 185014.68 Agency Mortgage-Backed Securities FNMS 03.500 CLAR8582 N/A 3138W6RC2 2043-06-01 3.5 N/A 1024.00 214.34 Agency Mortgage-Backed Securities FNMS 04.000 CLBO0611 N/A 3140JUVD3 2049-05-01 4 N/A 1562090.00 581170.62 Agency Mortgage-Backed Securities FNMS 04.500 CLCB7950 N/A 3140QTZQ5 2054-02-01 4.5 N/A 1000.00 977.77 Agency Mortgage-Backed Securities FNMS 06.500 CLCB8356 N/A 3140QUJA5 2054-04-01 6.5 N/A 2138040.00 2112647.59 Agency Mortgage-Backed Securities FNMS 04.000 CLBM2007 N/A 3140J6GR2 2048-09-01 4 N/A 532000.00 52694.77 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5313 N/A 3140QQ3X1 2052-12-01 6 N/A 34052.00 31522.38 Agency Mortgage-Backed Securities FNMS 03.500 CLAS6195 N/A 3138WF3D6 2045-11-01 3.5 N/A 18935522.00 5323699.19 Agency Mortgage-Backed Securities FNMS 05.500 CLCB5133 N/A 3140QQV36 2052-11-01 5.5 N/A 22746528.00 20557928.32 Agency Mortgage-Backed Securities FNMS 03.000 CLMA4564 N/A 31418ECA6 2052-03-01 3 N/A 106999.00 80148.09 Agency Mortgage-Backed Securities FNMS 03.500 CTMA3869 N/A 31418DJP8 2039-12-01 3.5 N/A 136000.00 26479.16 Agency Mortgage-Backed Securities FNMS 06.500 CLCB6625 N/A 3140QSLF6 2053-06-01 6.5 N/A 5000000.00 4655329.62 Agency Mortgage-Backed Securities FNMS 07.000 CLDB6488 N/A 3140AGF66 2054-06-01 7 N/A 1206967.00 1277277.17 Agency Mortgage-Backed Securities FNMS 02.525 CLAU0627 N/A 3138WZVV1 2043-05-01 2.525 N/A 238128.00 52211.30 Agency Mortgage-Backed Securities FEPC 02.000 CLSD8166 N/A 3132DWCB7 2051-09-01 2 N/A 1000.00 688.71 Agency Mortgage-Backed Securities FNMS 05.000 CTMA5502 N/A 31418FDG9 2044-09-01 5 N/A 5906815.00 5983684.98 Agency Mortgage-Backed Securities FEPC 02.500 CLQC7086 N/A 3133AR2T1 2051-09-01 2.5 N/A 1000.00 679.49 Agency Mortgage-Backed Securities FEPC 05.500 CLSD1779 N/A 3132DN6Q1 2052-10-01 5.5 N/A 2608884.00 2303340.14 Agency Mortgage-Backed Securities FEPC 05.000 CLSD2961 N/A 3132DQJE7 2052-11-01 5 N/A 1000.00 859.95 Agency Mortgage-Backed Securities FNMS 04.500 CLCB4820 N/A 3140QQLA1 2052-10-01 4.5 N/A 211260.00 189913.26 Agency Mortgage-Backed Securities FNMS 06.000 CLDB5344 N/A 3140AE5E5 2054-05-01 6 N/A 1000.00 939.73 Agency Mortgage-Backed Securities FNMS 05.500 CLBX6330 N/A 3140NBA84 2053-02-01 5.5 N/A 1200.00 1048.25 Agency Mortgage-Backed Securities FNMS 06.500 CLCB9022 N/A 3140QVAY0 2054-08-01 6.5 N/A 1994939.00 2092604.71 Agency Mortgage-Backed Securities FEPC 04.500 CLSD1775 N/A 3132DN6L2 2052-11-01 4.5 N/A 200000.00 177424.31 Agency Mortgage-Backed Securities FNMS 02.000 CLBR4753 N/A 3140L3H79 2051-03-01 2 N/A 200000.00 126151.75 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1603 N/A 3140XGX95 2052-05-01 3.5 N/A 1000.00 796.08 Agency Mortgage-Backed Securities FNMS 02.000 CLCB0290 N/A 3140QKKC1 2051-04-01 2 N/A 483748.00 321693.13 Agency Mortgage-Backed Securities FNMS 05.000 CLBW9957 N/A 3140N3B32 2052-09-01 5 N/A 1979320.00 1801479.50 Agency Mortgage-Backed Securities FNMS 03.500 CLFM8813 N/A 3140XCYK8 2051-09-01 3.5 N/A 200000.00 113087.71 Agency Mortgage-Backed Securities FNMS 02.000 CLCA7351 N/A 3140QFEZ8 2050-10-01 2 N/A 28757974.00 17285350.33 Agency Mortgage-Backed Securities FEPC 02.500 CLQC5978 N/A 3133AQUB1 2051-08-01 2.5 N/A 75000.00 51302.34 Agency Mortgage-Backed Securities FNMS 04.500 CLCA2364 N/A 3140Q9TW3 2048-09-01 4.5 N/A 330000.00 79511.40 Agency Mortgage-Backed Securities 03.000 FGPC T65134 G N/A 31322YV32 2043-06-01 3 N/A 1500000.00 163730.71 Agency Mortgage-Backed Securities FNMS 06.000 CLFS5592 N/A 3140XMGA8 2053-08-01 6 N/A 7000000.00 6278024.40 Agency Mortgage-Backed Securities FEPC 04.000 CTSC0341 N/A 3132D9LW2 2043-01-01 4 N/A 80000.00 69343.46 Agency Mortgage-Backed Securities FNMS 03.000 CLAU1628 N/A 3138X0Y28 2043-07-01 3 N/A 1674000.00 310148.15 Agency Mortgage-Backed Securities FEPC 06.000 CLQI9497 N/A 3133WGRS6 2054-06-01 6 N/A 33544.00 34511.75 Agency Mortgage-Backed Securities FNMS 04.000 CLBM5019 N/A 3140J9SH5 2047-12-01 4 N/A 32652953.00 11680267.52 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3851 N/A 3140QPH59 2052-06-01 4 N/A 1000.00 811.08 Agency Mortgage-Backed Securities FNMS 04.000 CLCB3622 N/A 3140QPAY3 2052-05-01 4 N/A 240000.00 191106.33 Agency Mortgage-Backed Securities FNMS 03.000 CLFS4377 N/A 3140XK2K5 2052-04-01 3 N/A 29000.00 24197.66 Agency Mortgage-Backed Securities FNMS 02.500 CLFS6930 N/A 3140XNVY7 2052-04-01 2.5 N/A 991690.00 833477.04 Agency Mortgage-Backed Securities FEPC 03.500 3VSF5004 N/A 3133SSRZ9 2047-07-01 3.5 N/A 300000.00 155128.73 Agency Mortgage-Backed Securities FNMS 02.000 CLMA4182 N/A 31418DUG5 2050-11-01 2 N/A 61000.00 35394.28 Agency Mortgage-Backed Securities FNMS 04.000 CLCA2429 N/A 3140Q9VX8 2048-10-01 4 N/A 100107145.00 25224459.04 Agency Mortgage-Backed Securities FEPC 02.500 CLSD0410 N/A 3132DMN35 2050-08-01 2.5 N/A 2000000.00 1061046.49 Agency Mortgage-Backed Securities FNMS 03.500 CLFS1219 N/A 3140XGK99 2051-07-01 3.5 N/A 795000.00 535162.46 Agency Mortgage-Backed Securities FNMS 06.000 CLCB5314 N/A 3140QQ3Y9 2052-12-01 6 N/A 7404880.00 7089400.19 Agency Mortgage-Backed Securities FEPC 06.000 CLQI8147 N/A 3133WFBQ9 2054-06-01 6 N/A 2000.00 2056.61 Agency Mortgage-Backed Securities FEPC 03.500 CLSD8285 N/A 3132DWF24 2053-01-01 3.5 N/A 90999.00 78265.01 Agency Mortgage-Backed Securities FNMS 05.000 CLBK7618 N/A 3140HMPC2 2048-09-01 5 N/A 19000.00 4467.36 Agency Mortgage-Backed Securities FEPC 05.000 CLSD8267 N/A 3132DWFG3 2052-11-01 5 N/A 1020.00 901.17 Agency Mortgage-Backed Securities FNMS 02.000 CLCA9401 N/A 3140QHNT8 2051-03-01 2 N/A 3247210.00 2102820.91 Agency Mortgage-Backed Securities FNMS 04.000 CLFS5673 N/A 3140XMJT4 2053-02-01 4 N/A 170000.00 154361.18 Agency Mortgage-Backed Securities FNMS 07.000 CLDB2824 N/A 3140ACD67 2054-04-01 7 N/A 1090785.00 1158006.39 Agency Mortgage-Backed Securities FNMS 03.500 CLMA4600 N/A 31418EDE7 2052-05-01 3.5 N/A 30790.00 24709.42 Agency Mortgage-Backed Securities FNMS 02.000 CLCB2838 N/A 3140QNEL2 2052-02-01 2 N/A 204470.00 146109.58 Agency Mortgage-Backed Securities FNMS 01.500 CLFS2099 N/A 3140XHKM8 2052-04-01 1.5 N/A 22400000.00 15711762.26 Agency Mortgage-Backed Securities FNMS 03.000 CL890673 N/A 31410LQ21 2047-08-01 3 N/A 250000.00 62135.37 Agency Mortgage-Backed Securities Y Fitch NR Moody's P-1 Standard & Poor's A-1+ 2024-10-01 2024-10-01 2024-10-01 N N N 0.0490 3500000000.00 3500000000.00 0.0205 N Y Y N Federal Home Loan Bank Discount Notes Federal Home Loan Bank Discount Notes 0.00000000 313385BT2 2549001DPIFGXC1TOL40 US313385BT24 U.S. Government Agency Debt (if categorized as no-coupon discount notes) Y Fitch F1+ Moody's Agency Standard & 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N N N 0.0465 589465387.51 589465387.51 0.0035 N Y Y N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LF2 254900HROIFWPRGM1V77 US912797LF29 U.S. Treasury Debt Y Moody's Govt Standard & Poor's A-1+ Fitch F1+ 2024-12-05 2024-12-05 2024-12-05 N N N 0.0456 3839420016.39 3839420016.39 0.0225 N Y Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.83999840 3130B22D6 2549001DPIFGXC1TOL40 US3130B22D62 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-10-01 2025-02-03 2025-02-03 N N N 0.0546 664209053.05 664209053.05 0.0039 N N N N Bank of Montreal Bank of Montreal 4.93000000 N/A NQQ6HPCNCCU6TUTQYE16 BYD95EG66 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA_24-110Z N/A 38384QL22 2054-07-20 4.5 N/A 54272771.00 52413867.89 Agency Collateralized Mortgage Obligation GNMA_22-H12A N/A 38382YUF8 2072-06-20 6.14541 N/A 65152098.00 66236132.37 Agency Collateralized Mortgage Obligation Y Fitch F1+ Standard & Poor's A-1 Moody's P-1 2024-10-04 2024-10-04 2024-10-04 N N N 0.0493 113000000.00 113000000.00 0.0007 N N Y N Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 5.04000000 3130AYES1 2549001DPIFGXC1TOL40 US3130AYES17 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Standard & Poor's AA+ Moody's Agency Fitch AA+ 2024-10-01 2026-01-08 2026-01-08 N N N 0.0512 500176940.00 500176940.00 0.0029 N N N N BNP Paribas SA BNP Paribas SA 5.03000000 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 331865.02 Agency Collateralized Mortgage Obligation FNMA_06-44H N/A 31395NBF3 2036-06-25 1.2054 N/A 42412200.00 59095.23 Agency Collateralized Mortgage Obligation FHLMC_5351F N/A 3137HB2B9 2053-10-25 0.64988 N/A 108971934.00 4291139.87 Agency Collateralized Mortgage Obligation GNMA_15-57 N/A 38379LKS4 2045-04-20 0.52466 N/A 136500000.00 1558988.75 Agency Collateralized Mortgage Obligation FNMA_14-24 N/A 3136AJZ25 2044-05-25 0.6554 N/A 33000000.00 192592.79 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179W5E4 2052-05-20 4 N/A 3177269.00 2640287.93 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_3238 N/A 31397C7G8 2036-11-15 1.03345 N/A 30000000.00 109238.20 Agency Collateralized Mortgage Obligation FHLMC_5426B N/A 3137HCYA4 2054-06-25 0.51988 N/A 18461972.00 671796.31 Agency Collateralized Mortgage Obligation GNMA_19-85A N/A 38381XPG5 2049-07-20 1.02466 N/A 28514769.00 1284323.68 Agency Collateralized Mortgage Obligation UNITED STATES TREASURY 254900HROIFWPRGM1V77 912810TJ7 2052-08-15 3 N/A 25099200.00 20361575.40 U.S. Treasuries (including strips) FREDDIE MAC FHLMC_3549 N/A 31398EPV0 2039-07-15 0.34345 N/A 56066666.00 10269.70 Agency Collateralized Mortgage Obligation GNMA_24-H01 N/A 38383KNL2 2074-01-20 0.82465 N/A 129601393.00 9232064.63 Agency Collateralized Mortgage Obligation FHLMC_5426A N/A 3137HCY97 2054-06-25 0.46988 N/A 73328863.00 3210555.04 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31402TM77 2033-09-01 6.5 N/A 1091.00 13.54 Agency Mortgage-Backed Securities GNMA_22-208C N/A 38383LZ86 2052-12-20 0.92459 N/A 32384320.00 2508646.10 Agency Collateralized Mortgage Obligation FNSTR_429 N/A 31423YVP1 2053-02-25 6 N/A 8851414.00 1499671.30 Agency Collateralized Mortgage Obligation FHLMC_45-50 N/A 3137BN3A0 2046-02-15 0.59345 N/A 13250000.00 406179.10 Agency Collateralized Mortgage Obligation GNMA_20-61X N/A 38382EQ91 2048-05-20 3.13404 N/A 22279518.00 1185429.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_06-47 N/A 38374NLX3 2036-08-16 1.58901 N/A 207160131.00 446186.35 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2924 N/A 31395LAV3 2035-01-15 1.24345 N/A 128670867.00 87368.34 Agency Collateralized Mortgage Obligation GNMA_20-76A N/A 38382EWB9 2050-05-20 1.02466 N/A 15622546.00 830972.18 Agency Collateralized Mortgage Obligation FNMA_17-23A N/A 3136AV5K1 2047-04-25 0.7054 N/A 38000000.00 592953.49 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KF98 2074-08-20 0.72247 N/A 31378568.00 2070853.29 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3618BHJV9 2053-09-15 6.5 N/A 5344819.00 5452887.33 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_3287 N/A 31397G7A2 2037-03-15 1.24345 N/A 27000000.00 81994.15 Agency Collateralized Mortgage Obligation FNMA_23-43C N/A 3136BQJT7 2053-04-25 5.5 N/A 38732078.00 5888134.61 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2586 N/A 31393MWB3 2033-03-15 6.5 N/A 429254.00 115.76 Agency Collateralized Mortgage Obligation GNMA_14-118F N/A 38379EHH8 2044-08-16 0.38901 N/A 35501323.00 922181.05 Agency Collateralized Mortgage Obligation GNMA_22-197F N/A 38383LEU0 2048-03-20 1.07466 N/A 4587781.00 554686.79 Agency Collateralized Mortgage Obligation FHLMC_4990B N/A 3137FURR7 2050-07-25 0.7054 N/A 16295770.00 1194375.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-15 N/A 38381RLG2 2049-02-20 0.97466 N/A 70798857.00 1453513.84 Agency Collateralized Mortgage Obligation GNMA_09-106 N/A 38376JCQ5 2036-04-20 1.02466 N/A 161210059.00 323773.64 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3622ABBT8 2051-07-20 4 N/A 3808312.00 3056000.88 Agency Mortgage-Backed Securities FHLMC_37-61 N/A 3137A2LT6 2040-11-15 0 N/A 25000000.00 86769.56 Agency Collateralized Mortgage Obligation FNMA_20-75 N/A 3136BCJC5 2050-11-25 2.5 N/A 2079055.00 219472.04 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_3575 N/A 31398JUG6 2039-04-15 1.14345 N/A 20000000.00 26040.91 Agency Collateralized Mortgage Obligation GNMA_21-137P N/A 38382WXU6 2051-07-20 0 N/A 89365000.00 787986.55 Agency Collateralized Mortgage Obligation GNMA_23-153D N/A 38384E5Z4 2053-10-20 0.01 N/A 129626.00 11.83 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_30437 N/A 31394FH24 2035-02-25 1.2954 N/A 14545453.00 21224.65 Agency Collateralized Mortgage Obligation GNMA_24-H11A N/A 38383KZH8 2074-07-20 0.71711 N/A 22598825.00 1532961.28 Agency Collateralized Mortgage Obligation FNMA_23-53F N/A 3136BQTW9 2053-11-25 0 N/A 100001.00 73812.48 Agency Collateralized Mortgage Obligation GNMA_10-42 N/A 38377ELA0 2040-04-20 0.62466 N/A 273000000.00 1108307.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_07-17 N/A 38375JSQ9 2037-04-16 1.33901 N/A 40000000.00 147512.05 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XJMM9 2052-04-20 3.5 N/A 5152500.00 4452905.95 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_2084 N/A 3133TG4V8 2028-08-15 3.29345 N/A 36482053.00 4896.13 Agency Collateralized Mortgage Obligation GNMA_19-84E N/A 38381XCQ7 2049-07-20 1.02466 N/A 74239973.00 1528319.67 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-12 N/A 38376TAG7 2040-01-16 1.18901 N/A 24000000.00 51133.99 Agency Collateralized Mortgage Obligation GNMA_11-5 N/A 38377TQK0 2041-01-20 0.92466 N/A 40125851.00 360674.50 Agency Collateralized Mortgage Obligation FHLMC_4395 N/A 3137BEX58 2026-05-15 4 N/A 198679.00 8.27 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_09-87 N/A 31398FM65 2039-11-25 0.8554 N/A 103151785.00 189324.75 Agency Collateralized Mortgage Obligation GNMA_14-56 N/A 38379BCZ9 2039-12-16 0.88901 N/A 299410.00 2546.01 Agency Collateralized Mortgage Obligation GNMA_17-60A N/A 38376UEJ4 2038-10-20 1.42466 N/A 13891689.00 127236.17 Agency Collateralized Mortgage Obligation FNMA_10-150 N/A 31397QAX6 2041-01-25 1.0954 N/A 27857143.00 449217.61 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_05-39 N/A 38374LNT4 2035-06-20 1.12466 N/A 50000000.00 43316.75 Agency Collateralized Mortgage Obligation FNMA_16-65A N/A 3136ATST2 2046-09-25 0.7054 N/A 31164258.00 731048.27 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_10-42 N/A 31398PRP6 2040-05-25 1.0054 N/A 42500000.00 13309.62 Agency Collateralized Mortgage Obligation FHLMC_3988 N/A 3137AKWP2 2042-01-15 1.01849 N/A 60000000.00 586391.27 Agency Collateralized Mortgage Obligation FNMA_15-26 N/A 3136ANQT7 2045-05-25 1.0554 N/A 15000000.00 389417.94 Agency Collateralized Mortgage Obligation GNMA_23-48H N/A 38383WUB0 2053-03-20 6.34541 N/A 5449016.00 3665000.64 Agency Collateralized Mortgage Obligation GNMA_21-155N N/A 38383AJY1 2051-07-20 1.22466 N/A 7000000.00 792980.19 Agency Collateralized Mortgage Obligation GNMA_19-65K N/A 38381VKS8 2049-05-20 4.5 N/A 1000.00 220.69 Agency Collateralized Mortgage Obligation GNMA_23-17A N/A 38383VA32 2053-02-20 0.25459 N/A 52612866.00 2936089.68 Agency Collateralized Mortgage Obligation FNMA_24-8A N/A 3136BQU72 2054-03-25 1.71988 N/A 71993363.00 5742153.95 Agency Collateralized Mortgage Obligation GNMA_23-76E N/A 38383X5B6 2053-05-20 6.34541 N/A 8097536.00 6524759.23 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VDS6 2050-01-20 5 N/A 257069.00 43105.41 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 1 N/A 3617LNSS4 2050-02-15 3 N/A 16000000.00 7431417.75 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618H0NK9 2054-09-20 6.5 N/A 4393152.00 4566370.08 Agency Mortgage-Backed Securities FHLMC_4942G N/A 3137FQW90 2050-01-25 0.6054 N/A 23332918.00 1255119.86 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618F3TN3 2053-07-20 6 N/A 25604.00 25969.30 Agency Mortgage-Backed Securities FNMA_24-38A N/A 3136BR4R5 2054-06-25 0.66988 N/A 19793856.00 810672.54 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_2322 N/A 3133TUK64 2029-06-15 3.14345 N/A 36910347.00 4471.86 Agency Collateralized Mortgage Obligation FNMA_18-76A N/A 3136B3EZ9 2045-06-25 0.7054 N/A 100000.00 3883.61 Agency Collateralized Mortgage Obligation GNMA_23-83E N/A 38384BVY4 2053-06-20 0.75459 N/A 34478208.00 3508904.35 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179WA32 2036-03-20 2 N/A 12000000.00 6046177.92 Agency Mortgage-Backed Securities FNMA_23-20B N/A 3136BP3E9 2061-03-25 0.916412 N/A 1987966.00 80429.67 Agency Collateralized Mortgage Obligation GNMA_24-91A N/A 38384NME2 2054-05-20 0.60459 N/A 54540073.00 2683758.74 Agency Collateralized Mortgage Obligation GNMA_18-48D N/A 38380WPK9 2048-04-20 0 N/A 4032445.00 50225.41 Agency Collateralized Mortgage Obligation GNMA_19-128G N/A 38382AFJ9 2049-10-20 0 N/A 20000000.00 284294.40 Agency Collateralized Mortgage Obligation GNMA_14-131 N/A 38379E3D2 2044-09-20 1.12466 N/A 57430828.00 1307037.11 Agency Collateralized Mortgage Obligation GNMA_23-135D N/A 38384EHN8 2053-09-20 0.2 N/A 50000000.00 79373.59 Agency Collateralized Mortgage Obligation GNMA_20-11C N/A 38382B5H2 2048-10-20 0 N/A 100000.00 913.09 Agency Collateralized Mortgage Obligation GNMA_23-54K N/A 38383XNQ3 2053-04-20 0.85459 N/A 30110464.00 2471660.01 Agency Collateralized Mortgage Obligation FNMA_12-128 N/A 3136A9RC4 2042-11-25 0.7554 N/A 30000000.00 476071.13 Agency Collateralized Mortgage Obligation GNMA_22-81E N/A 38383RWT0 2052-05-20 4.5 N/A 10241494.00 8005534.16 Agency Collateralized Mortgage Obligation GNMA_24-91B N/A 38384NMJ1 2064-05-20 0 N/A 106613707.00 3510176.32 Agency Collateralized Mortgage Obligation GNMA_20-149K N/A 38382KGM9 2050-10-20 0 N/A 12844115.00 90968.84 Agency Collateralized Mortgage Obligation FHLMC_5426G N/A 3137HCYQ9 2054-06-25 0 N/A 43124993.00 1656169.15 Agency Collateralized Mortgage Obligation GNMA_23-53G N/A 38383XH64 2053-04-20 6.19541 N/A 1388312.00 1136681.67 Agency Collateralized Mortgage Obligation GNMA_19-128 N/A 38382AFS9 2049-10-20 0.97466 N/A 23561122.00 1037679.58 Agency Collateralized Mortgage Obligation GNMA_13-188 N/A 38378PKQ0 2043-12-16 0.33901 N/A 88000000.00 1044498.77 Agency Collateralized Mortgage Obligation FHLMC_2450 N/A 31392KMK9 2032-03-15 2.54345 N/A 55.00 0.01 Agency Collateralized Mortgage Obligation GNMA_14-152 N/A 38379GYJ0 2044-10-20 0.52466 N/A 57000000.00 558073.72 Agency Collateralized Mortgage Obligation FNMA_19-59F N/A 3136B6LD3 2049-10-25 0.998645 N/A 63684502.00 623892.87 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-14 N/A 38376WKR5 2040-02-16 1.33901 N/A 25000000.00 79945.03 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VBG4 2049-12-20 3.5 N/A 4759850.00 707259.01 Agency Mortgage-Backed Securities FHLMC_5431A N/A 3137HDPS3 2054-07-25 0 N/A 7948853.00 6471411.68 Agency Collateralized Mortgage Obligation GNMA_16-61 N/A 38379WE24 2046-05-20 0.97466 N/A 7000000.00 315238.81 Agency Collateralized Mortgage Obligation FNMA_12-14 N/A 3136A4WV7 2042-03-25 1.1054 N/A 40407580.00 433508.07 Agency Collateralized Mortgage Obligation GNMA_22-197M N/A 38383LFZ8 2052-11-20 3.29508 N/A 100000.00 139371.14 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179VFP0 2050-02-20 3 N/A 180180001.00 33945911.86 Agency Mortgage-Backed Securities FHSTR_377 N/A 3133Q5E51 2051-01-25 2 N/A 100000.00 8857.12 Agency Collateralized Mortgage Obligation FHLMC_5437C N/A 3137HF5U5 2054-08-25 1.81988 N/A 11686651.00 1035653.64 Agency Collateralized Mortgage Obligation GNMA_23-H03 N/A 38382YR62 2073-02-20 0.93059 N/A 144543252.00 10316290.39 Agency Collateralized Mortgage Obligation FNMA_19-82A N/A 3136B7V24 2050-01-25 3 N/A 2286.00 1053.16 Agency Collateralized Mortgage Obligation GNMA_09-13E N/A 38374TMZ4 2039-03-16 0.78901 N/A 50000000.00 191644.76 Agency Collateralized Mortgage Obligation FNMA_07-22E N/A 31396PW31 2037-03-25 1.3554 N/A 94696183.00 389227.36 Agency Collateralized Mortgage Obligation FNMA_16-85G N/A 3136AUCT6 2046-11-25 0.7054 N/A 34264199.00 509806.86 Agency Collateralized Mortgage Obligation GNMA_21-159E N/A 38382XJ89 2051-09-20 3 N/A 75000000.00 7491518.13 Agency Collateralized Mortgage Obligation FNMA_02-8 N/A 31392BYZ3 2032-03-25 2.63668 N/A 54995528.00 4310.23 Agency Collateralized Mortgage Obligation FNMA_19-59C N/A 3136B6KT9 2049-10-25 0.6754 N/A 6405661.00 388263.42 Agency Collateralized Mortgage Obligation FHLMC_5178G N/A 3137H53Z8 2051-11-25 4 N/A 41029039.00 5689557.18 Agency Collateralized Mortgage Obligation GNMA_12-96 N/A 38378HBF2 2042-08-20 1.02466 N/A 50739057.00 1126001.58 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179UKZ4 2049-01-20 5 N/A 5397000.00 361446.04 Agency Mortgage-Backed Securities GNMA_23-176C N/A 38384DQ75 2053-11-20 6.84541 N/A 32100638.00 24532789.82 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3617XKUX3 2051-12-20 4 N/A 4305510.00 3748507.94 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618AWXY5 2053-06-20 6 N/A 481080.00 488503.45 Agency Mortgage-Backed Securities GNMA_20-175F N/A 38382LNR8 2050-11-20 2.5 N/A 3888284.00 393319.93 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_03-5 N/A 38374BAG8 2033-06-20 1.62466 N/A 79814839.00 5070.53 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179YU69 2054-04-20 5.5 N/A 32092485.00 32175284.16 Agency Mortgage-Backed Securities FHLMC_5426F N/A 3137HCYR7 2054-06-25 0 N/A 64979240.00 3010122.18 Agency Collateralized Mortgage Obligation FNMA_11-41 N/A 31397SQ23 2041-05-25 1.1854 N/A 17146053.00 66094.20 Agency Collateralized Mortgage Obligation FNMA_11-110 N/A 3136A2CR2 2041-04-25 1.2554 N/A 50000043.00 55224.45 Agency Collateralized Mortgage Obligation FHLMC_5149R N/A 3137H2SY1 2051-10-25 3 N/A 6967517.00 706671.62 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION S6XOOCT0IEG5ABCC6L87 3128QPNJ7 2036-09-01 7.383 N/A 3874.00 77.62 Agency Mortgage-Backed Securities FNMA_12-2 N/A 3136A3XL0 2042-02-25 1.1054 N/A 15333333.00 231952.59 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 36179U6Y3 2049-11-20 5 N/A 1699486.00 257406.22 Agency Mortgage-Backed Securities GNMA_23-48K N/A 38383WUJ3 2053-03-20 0.95459 N/A 31165067.00 1567942.77 Agency Collateralized Mortgage Obligation FHLMC_4908E N/A 3137FNE63 2042-12-15 0.937666 N/A 43734086.00 1024333.96 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2 N/A 3618GEPC6 2053-12-20 7.5 N/A 1257818.00 1347565.20 Agency Mortgage-Backed Securities GNMA_22-H22B N/A 38382YB51 2072-10-20 0.72018 N/A 58480020.00 3368678.44 Agency Collateralized Mortgage Obligation FHLMC_4657 N/A 3137BVPF7 2047-02-15 0.54345 N/A 36091396.00 1374117.54 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_21-116 N/A 38382WPN1 2051-06-20 2.5 N/A 3200000.00 306456.65 Agency Collateralized Mortgage Obligation FHLMC_4770C N/A 3137F35M2 2043-08-15 0.897257 N/A 76400829.00 1039992.07 Agency Collateralized Mortgage Obligation GNMA_20-129N N/A 38382JZD1 2050-09-20 3 N/A 95597556.00 9170493.56 Agency Collateralized Mortgage Obligation GNMA_24-H14A N/A 38383KL83 2074-08-20 0.8346 N/A 28472800.00 1937194.21 Agency Collateralized Mortgage Obligation GNMA_16-108 N/A 38379YWT1 2046-08-20 1.02466 N/A 20000000.00 581528.41 Agency Collateralized Mortgage Obligation FHLMC_433 N/A 3137B83U9 2044-02-15 1.19345 N/A 100003.00 1106.26 Agency Collateralized Mortgage Obligation FANNIE MAE FNMA_05-89 N/A 31394FUZ6 2035-10-25 1.3054 N/A 31962174.00 45658.16 Agency Collateralized Mortgage Obligation GNMA_23-135C N/A 38384EHH1 2053-09-20 0.35459 N/A 15000000.00 402373.65 Agency Collateralized Mortgage Obligation Y Fitch F1 Standard & Poor's A-1 Moody's P-1 2024-10-01 2024-11-04 2024-11-04 Y BNP PARIBAS SA 1.0000 35 N Standard & Poor's A+ Moody's Aa3 Fitch A+ N N 0.0503 300000000.00 300000000.00 0.0018 N N N Y Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.84999920 3130B0XH7 2549001DPIFGXC1TOL40 US3130B0XH74 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Fitch AA+ Standard & Poor's AA+ Moody's Agency 2024-10-01 2024-11-18 2024-11-18 N N N 0.0498 339507448.63 339507448.63 0.0020 N N N N Fixed Income Clearing Corporation - BOFA Fixed Income Clearing Corporation - BOFA 4.93000000 N/A 549300H47WTHXPU08X20 BYD8YWP09 U.S. Treasury Repurchase Agreement, if collateralized only by U.S. Treasuries (including Strips) and cash Y N Y Fixed Income Clearing Corp N 1 5/8 NOTE B 26 N/A 912828P46 2026-02-15 1.625 N/A 100.00 97.34 U.S. Treasuries (including strips) 3 1/2 NOTE AD 29 N/A 91282CLN9 2029-09-30 3.5 N/A 87798400.00 87610687.02 U.S. Treasuries (including strips) 4 1/8 NOTE AK 27 N/A 91282CKA8 2027-02-15 4.125 N/A 9265100.00 9425268.10 U.S. Treasuries (including strips) 4 5/8 NOTE AU 26 N/A 91282CJK8 2026-11-15 4.625 N/A 90378000.00 93800230.75 U.S. Treasuries (including strips) 4 1/2 BOND 44 N/A 912810TZ1 2044-02-15 4.5 N/A 768000.00 806241.02 U.S. Treasuries (including strips) 1 1/8 BOND 40 N/A 912810SR0 2040-05-15 1.125 N/A 24518100.00 16319903.22 U.S. Treasuries (including strips) 4 1/2 BOND 39 N/A 912810QC5 2039-08-15 4.5 N/A 37983700.00 40522720.43 U.S. Treasuries (including strips) 3 1/2 NOTE BH 26 N/A 91282CLP4 2026-09-30 3.5 N/A 113234500.00 112989687.01 U.S. Treasuries (including strips) 1 1/8 NOTE P 28 N/A 91282CCV1 2028-08-31 1.125 N/A 771500.00 703994.77 U.S. Treasuries (including strips) 4 5/8 NOTE AP 27 N/A 91282CKV2 2027-06-15 4.625 N/A 91679800.00 95461149.39 U.S. Treasuries (including strips) 2 1/2 BOND 46 N/A 912810RS9 2046-05-15 2.5 N/A 2000.00 1526.83 U.S. Treasuries (including strips) 3 7/8 NOTE S 29 N/A 91282CFY2 2029-11-30 3.875 N/A 10522300.00 10804157.35 U.S. Treasuries (including strips) 4 3/4 BOND 41 N/A 912810QN1 2041-02-15 4.75 N/A 28260000.00 30967802.55 U.S. Treasuries (including strips) BILL 01/21/25 N/A 912797MY0 2025-01-21 0 N/A 10735000.00 10586653.04 U.S. Treasuries (including strips) Y Fitch NR Standard & Poor's A-1+ Moody's P-1 2024-10-15 2024-10-15 2024-10-15 N N N 0.0493 500000000.00 500000000.00 0.0029 N N N Y Federal Home Loan Bank Variable Rate Notes Federal Home Loan Bank Variable Rate Notes 4.83999840 3130B2FZ3 2549001DPIFGXC1TOL40 US3130B2FZ31 U.S. Government Agency Debt (if categorized as coupon-paying notes) Y Moody's Agency Fitch AA+ Standard & Poor's AA+ 2024-10-01 2024-11-22 2024-11-22 N N N 0.0488 421688702.66 421688702.66 0.0025 N N N N Mizuho Securities USA LLC Mizuho Securities USA LLC 4.90000000 N/A 7TK5RJIZDFROZCA6XF66 BYD97CE94 U.S. Government Agency Repurchase Agreement, collateralized only by U.S. Government Agency securities, U.S. Treasuries, and cash Y N N N GNMA_24-46A N/A 38384MAB3 2052-06-20 0 N/A 26949694.00 93276.28 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-55 N/A 38382EQP5 2050-04-20 3.5 N/A 104889981.00 7165378.58 Agency Collateralized Mortgage Obligation GNMA_20-86H N/A 38382GBJ0 2050-06-20 1.07466 N/A 27169811.00 673096.15 Agency Collateralized Mortgage Obligation FHLMC_5171B N/A 3137H4J27 2051-12-25 3 N/A 28028479.00 3720061.04 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_22-143 N/A 38381HQQ7 2064-10-16 0.28879 N/A 60000000.00 2603559.37 Agency Collateralized Mortgage Obligation FHLMC_5454A N/A 3137HFK46 2054-09-25 0 N/A 61427513.00 1962856.10 Agency Collateralized Mortgage Obligation GNMA_24-22F N/A 38384JF66 2050-08-20 4 N/A 30879976.00 5823739.37 Agency Collateralized Mortgage Obligation FHLMC_5098D N/A 3137FYGE0 2051-04-25 0 N/A 52000000.00 115434.20 Agency Collateralized Mortgage Obligation GNMA_20-1E N/A 38382CEN7 2050-01-20 0.97466 N/A 19880943.00 2043431.08 Agency Collateralized Mortgage Obligation GNMA_13-76 N/A 38378TNU0 2043-05-20 3.5 N/A 195884000.00 1517856.41 Agency Collateralized Mortgage Obligation GNMA_22-140B N/A 38383M4R6 2050-06-20 4 N/A 46845778.00 7370055.64 Agency Collateralized Mortgage Obligation GNMA_15-152E N/A 38379FAU3 2045-08-20 0 N/A 26566916.00 32084.31 Agency Collateralized Mortgage Obligation GNMA_21-187E N/A 38383CWN6 2051-10-20 3 N/A 1000.00 834.23 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130APJD8 2026-10-28 1.25 N/A 500000.00 483598.89 Agency Debentures and Agency Strips GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_09-106 N/A 38376JAK0 2039-11-20 1.27466 N/A 142784000.00 524212.31 Agency Collateralized Mortgage Obligation GNMA_21-225A N/A 38383FTR4 2051-12-20 3 N/A 49456666.00 3397236.46 Agency Collateralized Mortgage Obligation GNMA_24-22D N/A 38384JF25 2051-08-20 0.97466 N/A 61576308.00 8735275.63 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5134 N/A 3137H1WU6 2051-08-25 4.5 N/A 30804477.00 3771040.80 Agency Collateralized Mortgage Obligation GNMA_24-134C N/A 38384VAN7 2054-02-20 0.01 N/A 24379061.00 4246.26 Agency Collateralized Mortgage Obligation FHLMC_5436 N/A 3137HDK25 2054-07-25 0.125 N/A 50000000.00 35924900.72 Agency Collateralized Mortgage Obligation GNMA_21-116H N/A 38382WUT2 2051-07-20 3.5 N/A 29374570.00 3798901.26 Agency Collateralized Mortgage Obligation GNMA_12-84F N/A 38375GNU1 2042-07-16 0.83901 N/A 83772143.00 4480379.61 Agency Collateralized Mortgage Obligation GNMA_10-47 N/A 38376YT43 2037-11-16 1.03901 N/A 400000.00 1162.14 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31407YSX8 2036-03-01 5.5 N/A 19049891.00 20601.63 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QEVT6 2050-09-01 2 N/A 3845000.00 2261079.54 Agency Mortgage-Backed Securities GNMA_24-46G N/A 38384MAQ0 2054-03-20 0.00459 N/A 25000000.00 23097.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AKHJ7 2054-08-01 6 N/A 2393429.00 2478319.66 Agency Mortgage-Backed Securities GNMA_14-37 N/A 38379BAB4 2044-03-20 0.53466 N/A 90727657.00 530223.52 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AQKL6 2027-01-28 2 N/A 200000.00 195730.69 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AMDE9 2026-05-12 1 N/A 200000.00 194663.87 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130ANG53 2031-07-29 1.5 N/A 125000.00 111100.21 Agency Debentures and Agency Strips FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5337 N/A 3137HALW4 2053-09-25 0.05 N/A 36666667.00 28709.50 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JP48 2039-12-16 0.35 N/A 18588118.00 3877.75 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACPN7 2054-06-01 6.5 N/A 3428815.00 3561922.15 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5380 N/A 3137HBMF8 2054-02-25 1.11988 N/A 77965308.00 3782169.12 Agency Collateralized Mortgage Obligation FHLMC_5132B N/A 3137H1SY3 2051-01-25 2.5 N/A 26000000.00 2568079.96 Agency Collateralized Mortgage Obligation FHLMC_5358A N/A 3137HAV29 2053-11-25 1.11988 N/A 26923076.00 1692156.23 Agency Collateralized Mortgage Obligation GNMA_23-147A N/A 38384DSY4 2053-10-20 0.25459 N/A 185000000.00 3863326.31 Agency Collateralized Mortgage Obligation GNMA_23-69D N/A 38384AXT5 2053-05-20 0.11 N/A 25000000.00 44880.87 Agency Collateralized Mortgage Obligation GNMA_19-111T N/A 38381YRC0 2048-05-20 4.5 N/A 666667.00 33517.96 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128MD6C2 2029-08-01 3.5 N/A 266279.00 18007.08 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_4989 N/A 3137FUMA9 2050-07-25 6 N/A 23045957.00 1798061.95 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140QQBK0 2037-06-01 2 N/A 2456584.00 1908313.05 Agency Mortgage-Backed Securities GNMA_24-142D N/A 38384XAQ6 2053-10-20 0.07693 N/A 250000000.00 6870092.36 Agency Collateralized Mortgage Obligation FHLMC_5395A N/A 3137HCDA7 2054-03-25 6 N/A 10410354.00 2051481.52 Agency Collateralized Mortgage Obligation GNMA_14-94 N/A 38379CYN0 2043-12-20 4.5 N/A 1477415.00 2866.23 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ADXX4 2054-05-01 6.5 N/A 1180730.00 1232241.09 Agency Mortgage-Backed Securities GNMA_24-46D N/A 38384MBW6 2050-02-20 4 N/A 41856841.00 8634496.54 Agency Collateralized 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Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140FXGQ9 2047-02-01 4 N/A 462876.00 115232.12 Agency Mortgage-Backed Securities FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5007 N/A 3137FVL83 2050-08-25 5 N/A 80082979.00 5163352.10 Agency Collateralized Mortgage Obligation FHLMC_5412E N/A 3137HCPH9 2049-06-25 6 N/A 20033000.00 19052829.59 Agency Collateralized Mortgage Obligation GNMA_21-154B N/A 38383AEG5 2051-09-20 2.5 N/A 33659165.00 2672395.48 Agency Collateralized Mortgage Obligation GNMA_24-22L N/A 38384JK45 2043-02-16 0.25 N/A 9801437.00 6414287.99 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140Q76E2 2047-12-01 4 N/A 9919803.00 3820555.94 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140APBU7 2054-08-01 5.5 N/A 6761379.00 6910035.10 Agency Mortgage-Backed Securities FHLMC_5338E N/A 3137HAKQ8 2053-09-25 0.64988 N/A 100000000.00 5815655.01 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WDTJ0 2044-12-01 4 N/A 150000.00 49363.06 Agency Mortgage-Backed Securities GNMA_22-119A N/A 38383UAT7 2052-07-20 0 N/A 58146967.00 1518028.01 Agency Collateralized Mortgage Obligation GNMA_21-138F N/A 38382XZF5 2051-08-20 3 N/A 200000000.00 16381855.68 Agency Collateralized Mortgage Obligation FHLMC_5158C N/A 3137H3ZS4 2040-01-25 1.5 N/A 2000000.00 1098735.10 Agency Collateralized Mortgage Obligation GNMA_23-140C N/A 38384ETQ8 2048-06-20 0.58825 N/A 9914899.00 916579.08 Agency Collateralized Mortgage Obligation GNMA_24-142A N/A 38384XAE3 2054-09-20 0.53982 N/A 100000000.00 5756295.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140L5GJ9 2051-03-01 2.5 N/A 123000.00 73107.03 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138W9QF0 2038-08-01 4 N/A 1403067.00 254568.62 Agency Mortgage-Backed Securities FREDDIE MAC FHLMC_4929 N/A 3137FPL29 2049-10-25 0.5554 N/A 50404811.00 3756020.84 Agency Collateralized Mortgage Obligation FHLMC_5384A N/A 3137HBL77 2053-09-25 6 N/A 23572840.00 4530219.06 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140AHX31 2054-07-01 5.5 N/A 1006808.00 1026774.26 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XHWX1 2051-12-01 3 N/A 876000.00 657274.82 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3138WMZQ7 2043-03-01 3 N/A 25005.00 6842.93 Agency Mortgage-Backed Securities FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130ALZB3 2026-04-30 2 N/A 100000.00 97942.33 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130ANX39 2026-09-30 1.25 N/A 1050000.00 1002025.50 Agency Debentures and Agency Strips GNMA_23-140G N/A 38384ETV7 2049-09-20 4 N/A 16491955.00 2799058.22 Agency Collateralized Mortgage Obligation GNMA_13-34 N/A 38378JK27 2038-04-20 0.35 N/A 22733674.00 3238.20 Agency Collateralized Mortgage Obligation GNMA_24-134P N/A 38384VCH8 2054-07-20 0.15 N/A 33174082.00 106937.06 Agency Collateralized Mortgage Obligation GNMA_22-25K N/A 38383G2T7 2052-02-20 0 N/A 14504323.00 1129401.74 Agency Collateralized Mortgage Obligation GNMA_24-142C N/A 38384XAN3 2054-09-20 1.30693 N/A 80000000.00 6619842.89 Agency Collateralized Mortgage Obligation GNMA_17-57B N/A 38380B7X7 2047-04-20 5 N/A 25000000.00 651641.59 Agency Collateralized Mortgage Obligation GNMA_24-142E N/A 38384XAS2 2054-09-20 0.07863 N/A 100000000.00 3987500.00 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLPD4 2053-05-01 2.5 N/A 51000.00 41436.71 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140XLVM7 2053-07-01 6 N/A 150000.00 136978.97 Agency Mortgage-Backed Securities GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-26 N/A 38376VQP5 2040-02-20 1.17466 N/A 100000.00 545.87 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NSEK6 2053-08-01 5 N/A 1342067.00 1274138.95 Agency Mortgage-Backed Securities GNMA_23-192A N/A 38384GB90 2051-06-20 3 N/A 41066186.00 6245367.76 Agency Collateralized Mortgage Obligation GNMA_12-113 N/A 38378HSG2 2042-01-20 1.67466 N/A 22004881.00 1671.96 Agency Collateralized Mortgage Obligation GNMA_23-168E N/A 38384D8J9 2051-10-20 3 N/A 125328801.00 19133735.14 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130ANDH0 2026-07-28 1.5 N/A 100000.00 96669.73 Agency Debentures and Agency Strips FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AL7A6 2031-02-25 1 N/A 150000.00 130704.33 Agency Debentures and Agency Strips GNMA_23-168A N/A 38384D7W1 2053-11-20 0.01 N/A 50000000.00 4919.96 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 31417GAX4 2043-04-01 3 N/A 1314106.00 304099.62 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140JAPM4 2049-04-01 5 N/A 1175000.00 113857.75 Agency Mortgage-Backed Securities GNMA_24-134E N/A 38384VBE6 2054-08-20 0.60459 N/A 75000000.00 4501595.24 Agency Collateralized Mortgage Obligation GNMA_20-102A N/A 38382HAD2 2049-07-20 3.5 N/A 13482428.00 298452.43 Agency Collateralized Mortgage Obligation GNMA_20-138C N/A 38382JS31 2050-09-20 1.22466 N/A 30000000.00 3073470.37 Agency Collateralized Mortgage Obligation FHLMC_5436 N/A 3137HDKC3 2054-07-25 0.61988 N/A 50000000.00 2516206.35 Agency Collateralized Mortgage Obligation FHLMC_5378J N/A 3137HBP57 2054-02-25 0.50988 N/A 50000000.00 2439394.88 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN BANKS 2549001DPIFGXC1TOL40 3130AL2P8 2031-02-18 1 N/A 125000.00 107475.83 Agency Debentures and Agency Strips FEDERAL NATIONAL 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3137FRD99 2048-09-25 0.1 N/A 6406947.00 5401.37 Agency Collateralized Mortgage Obligation FHLMC_5163E N/A 3137H43X6 2051-09-25 4 N/A 29835262.00 3809616.56 Agency Collateralized Mortgage Obligation GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_10-116 N/A 38377LBA5 2040-09-20 1.53466 N/A 43058548.00 869751.37 Agency Collateralized Mortgage Obligation GNMA_20-116G N/A 38382HZW3 2050-08-20 3 N/A 74181817.00 7062230.60 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140NHP77 2054-02-01 5 N/A 1903506.00 1817216.41 Agency Mortgage-Backed Securities GNMA_24-134F N/A 38384VBF3 2050-08-20 3 N/A 115191544.00 18428430.76 Agency Collateralized Mortgage Obligation FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_5215 N/A 3137H6MW2 2052-04-25 0 N/A 49872778.00 501108.25 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5113 N/A 3137H0J58 2051-06-25 3.5 N/A 52578858.00 5591385.68 Agency Collateralized Mortgage Obligation GNMA_24-46B N/A 38384MAD9 2052-04-20 0 N/A 281702770.00 2220585.22 Agency Collateralized Mortgage Obligation GNMA_16-136H N/A 38380BQL2 2045-03-20 3.5 N/A 29386857.00 5066.19 Agency Collateralized Mortgage Obligation FHLMC_5436 N/A 3137HDJY7 2049-04-25 5.5 N/A 23055612.00 22013178.41 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3128MJ3H1 2048-02-01 3 N/A 2726400.00 425781.96 Agency Mortgage-Backed Securities GNMA_21-78R N/A 38382QM98 2051-05-20 3 N/A 50850916.00 4528225.39 Agency Collateralized Mortgage Obligation FREDDIE MAC FHLMC_5069 N/A 3137F9C25 2041-02-25 3.5 N/A 11377822.00 908479.13 Agency Collateralized Mortgage Obligation GNMA_21-34 N/A 38380RWN6 2063-03-16 1.45944 N/A 85977069.00 6075884.69 Agency Collateralized Mortgage Obligation FREDDIE MAC GOLD N/A 3132XCRW7 2046-10-01 3 N/A 50801111.00 14405320.41 Agency Mortgage-Backed Securities GNMA_24-134H N/A 38384VBJ5 2053-12-20 0.10459 N/A 130696824.00 3396795.49 Agency Collateralized Mortgage Obligation GNMA_21-91C N/A 38382TPY4 2051-05-20 3 N/A 66375000.00 5487434.76 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ANHA0 2054-08-01 5.5 N/A 1434632.00 1464543.11 Agency Mortgage-Backed Securities FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140ACHV8 2054-04-01 5 N/A 4288520.00 3690805.63 Agency Mortgage-Backed Securities FHLMC_5412D N/A 3137HCPU0 2054-05-25 0.01988 N/A 75000000.00 3334900.51 Agency Collateralized Mortgage Obligation FEDERAL NATIONAL MORTGAGE ASSOCIATION B1V7KEBTPIMZEU4LTD58 3140X5JV6 2049-12-01 3 N/A 3105000.00 1220409.07 Agency Mortgage-Backed Securities GNMA_24-22A N/A 38384JE59 2051-05-20 3 N/A 67674541.00 10375115.54 Agency Collateralized Mortgage Obligation GNMA_23-168C N/A 38384D8G5 2051-06-20 2.5 N/A 94219428.00 10198171.64 Agency Collateralized Mortgage Obligation GNMA_24-142R N/A 38384XCL5 2053-10-20 0.17459 N/A 93691359.00 2813035.95 Agency Collateralized Mortgage Obligation GNMA_23-183D N/A 38384HKV9 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2832845.17 U.S. Treasuries (including strips) Y Fitch F1 Moody's P-1 Standard & Poor's A-1 2024-10-01 2024-10-07 2025-05-01 Y BNP PARIBAS SA 1.0000 7 N Moody's Aa3 Standard & Poor's A+ Fitch A+ N N 0.0496 1800000000.00 1800000000.00 0.0105 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 0.0449 1043364162.53 1043364162.53 0.0061 N N N N U.S. Treasury Bills U.S. Treasury Bills 0.00000000 912797LD7 254900HROIFWPRGM1V77 US912797LD70 U.S. Treasury Debt Y Standard & Poor's A-1+ Moody's Govt Fitch F1+ 2024-11-14 2024-11-14 2024-11-14 N N N 0.0465 1870883234.30 1870883234.30 0.0109 N Y Y N Prudential Insurance Co. of America Prudential Insurance Co. of America 4.87000000 N/A X574KRZ6V5A7UBU45C31 BYD976KJ8 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 65798725.42 U.S. Treasuries (including strips) Y Fitch F1+ Standard & Poor's A-1+ Moody's P-1 2024-10-01 2024-10-01 2024-10-01 N N N 0.0487 64500000.00 64500000.00 0.0004 N Y Y N BlackRock Liquidity Funds 2024-10-04 Chuck Pulsfort Chuck Pulsfort Assistant Treasurer